HUN Options History — February 2019

In February 2019, HUN traded between $21.78 and $24.95. ATM implied volatility averaged 34.3%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 6.7% (HV 20d: 40.9%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.81.

Notable Days

  • 2019-02-15: Highest Volume — 4,609 contracts
  • 2019-02-06: Largest IV drop — 18.2% change
  • 2019-02-04: Highest IV Rank — 61.6%
  • 2019-02-11: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.43$21.78$24.95$22.40$24.88
Max Pain$22.42$22.00$23.00$22.00$23.00
ATM IV34.3%28.7%46.0%42.9%29.2%
Expected Move9.5%8.2%11.3%10.8%8.4%
HV 20d40.9%32.3%49.3%49.3%32.3%
HV 60d40.5%39.5%41.4%41.4%39.5%
IV Rank30.2%15.3%61.6%53.3%16.8%
IV Percentile47.6%22.6%85.7%79.0%28.2%
Term Structure-0.4%-2.9%2.1%-2.0%0.1%
VWIV33.8%29.0%44.3%35.3%29.0%
Skew 25d5.5%3.8%7.4%6.3%3.8%
Skew 10d16.0%8.5%23.8%11.3%10.9%
Call IV 25d30.5%26.3%36.9%33.4%26.7%
Put IV 25d36.0%30.5%44.3%39.7%30.5%
Bid-Ask Spread %19.3013.3224.3223.7317.95
Gamma HHI0.140.120.250.130.13
Net GEX354.8K141.5K623.5K229.0K497.3K
Net DEX-11.1M-17.2M-1.8M-6.3M-17.2M
Net VEX-128.9K-134.2K-124.5K-129.4K-129.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.243.040.250.50
Total Volume1,743.6322134,6091,836805
Total OI36,817.57931,65141,81936,76034,375

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$22.40$22.0042.9%10.8%49.3%53.3%35.3%6.3%-2.0%229.0K-6.3M-129.4K0.2523.73N/AN/A1,47336319,63617,124
2019-02-04$22.48$22.0046.0%10.8%40.5%61.6%34.0%7.0%-1.9%287.8K-7.1M-128.7K0.9523.75N/AN/A19318320,33717,190
2019-02-05$22.79$22.0045.1%10.3%40.1%59.3%35.7%5.3%-1.2%287.4K-8.7M-132.8K1.3919.78N/AN/A33346420,43117,679
2019-02-06$22.70$22.0036.9%10.6%40.2%37.4%34.8%5.8%-1.7%288.5K-8.3M-131.1K0.4220.44N/AN/A1506320,56517,948
2019-02-07$21.82$22.0039.3%11.3%42.8%43.6%39.7%5.7%-2.9%168.6K-2.5M-127.3K1.6518.38N/AN/A43772220,59717,961
2019-02-08$21.78$23.0038.8%11.1%42.5%42.4%41.3%5.9%-1.9%141.5K-1.8M-126.9K1.2821.53N/AN/A48962820,72418,354
2019-02-11$22.22$22.0039.4%11.3%42.7%44.1%44.3%7.4%-2.9%227.0K-5.2M-125.7K3.0417.10N/AN/A8472,57720,70218,411
2019-02-12$22.98$22.0032.4%9.3%44.0%25.3%33.4%4.5%0.9%484.8K-11.8M-124.9K0.5917.30N/AN/A1,9731,17321,08819,637
2019-02-13$22.73$22.0031.9%9.1%43.7%23.9%31.2%6.5%1.4%514.7K-10.0M-124.5K0.6717.93N/AN/A1,5771,05221,37219,548
2019-02-14$22.99$22.0031.2%8.9%43.5%22.0%34.5%6.1%2.1%623.5K-11.9M-126.6K0.8116.59N/AN/A1,19697321,73519,648
2019-02-15$23.21$22.0030.5%8.7%43.0%20.2%31.2%4.2%1.4%200.1K-15.2M-124.9K0.3120.65N/AN/A3,5141,09522,12419,695
2019-02-19$23.93$22.0029.3%8.4%43.7%16.8%30.2%4.5%0.8%313.3K-11.3M-126.6K0.6521.38N/AN/A75949316,30315,348
2019-02-20$24.66$23.0028.7%8.2%40.5%15.3%30.6%6.0%0.9%345.6K-15.1M-130.7K0.2417.82N/AN/A2,12051516,78015,650
2019-02-21$24.19$23.0032.5%9.3%40.2%25.6%32.2%6.1%-1.8%373.1K-12.9M-134.2K0.4424.32N/AN/A1,46264217,65315,739
2019-02-22$24.80$23.0028.8%8.2%40.5%15.6%31.3%5.0%1.1%404.6K-16.2M-133.2K0.5115.82N/AN/A1,30266417,71115,829
2019-02-25$24.95$23.0029.6%8.5%36.6%17.8%30.8%4.8%0.1%422.0K-16.9M-131.4K0.3422.23N/AN/A54318417,76915,884
2019-02-26$24.80$23.0029.0%8.3%35.7%16.3%30.8%4.5%0.1%465.5K-16.6M-131.0K0.8713.32N/AN/A50443918,01515,928
2019-02-27$24.82$23.0029.4%8.4%35.7%17.2%31.1%5.5%-0.2%466.1K-16.6M-130.3K0.4216.64N/AN/A85936318,03116,013
2019-02-28$24.88$23.0029.2%8.4%32.3%16.8%29.0%3.8%0.1%497.3K-17.2M-129.4K0.5017.95N/AN/A53626918,36516,010