HUN Options History — March 2019

In March 2019, HUN traded between $21.26 and $24.99. ATM implied volatility averaged 31.3%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 0.5% (HV 20d: 30.7%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.73.

Notable Days

  • 2019-03-14: Highest Volume — 2,322 contracts
  • 2019-03-04: Largest IV spike — 20.4% change
  • 2019-03-04: Highest IV Rank — 30.4%
  • 2019-03-27: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.06$21.26$24.99$24.99$22.53
Max Pain$21.57$21.00$23.00$23.00$21.00
ATM IV31.3%27.5%34.3%28.5%29.1%
Expected Move9.4%8.2%10.4%8.2%9.5%
HV 20d30.7%26.8%36.2%28.4%36.2%
HV 60d38.7%37.7%40.2%39.4%39.3%
IV Rank22.3%12.0%30.4%14.9%16.5%
IV Percentile40.5%14.7%59.1%22.2%26.6%
Term Structure2.1%0.8%4.2%0.8%4.2%
VWIV32.7%27.7%37.4%28.6%35.7%
Skew 25d4.9%3.3%6.1%4.5%5.0%
Skew 10d10.8%5.2%17.8%14.9%17.8%
Call IV 25d28.3%26.3%31.2%26.6%28.0%
Put IV 25d33.2%30.6%37.0%31.1%33.0%
Bid-Ask Spread %18.6513.1826.6418.7626.64
Gamma HHI0.140.110.170.130.15
Net GEX308.3K66.8K702.6K513.0K226.9K
Net DEX-6.7M-17.6M3.3M-17.6M-4.9M
Net VEX-118.1K-130.1K-106.5K-130.1K-118.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.172.020.250.78
Total Volume1,083.0952822,3221,4151,238
Total OI34,956.28632,47736,61134,58136,611

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$24.99$23.0028.5%8.2%28.4%14.9%28.6%4.5%0.8%513.0K-17.6M-130.1K0.2518.76N/AN/A1,12828718,54416,037
2019-03-04$24.47$23.0034.3%9.8%29.7%30.4%27.7%4.8%1.9%526.9K-14.8M-127.3K0.8815.54N/AN/A20117718,90316,035
2019-03-05$24.14$23.0031.3%9.0%30.3%22.3%31.4%5.5%0.9%498.5K-12.6M-124.4K1.1414.42N/AN/A21824818,90316,134
2019-03-06$24.31$23.0033.2%9.5%30.1%27.4%29.8%5.2%2.7%524.7K-14.1M-124.0K0.8215.71N/AN/A29124018,91416,128
2019-03-07$23.65$23.0031.7%9.1%32.0%23.3%31.7%5.1%2.0%418.0K-9.8M-122.4K0.4413.46N/AN/A59626019,00716,139
2019-03-08$23.38$23.0034.2%9.8%28.5%30.0%32.3%4.9%1.1%377.0K-7.8M-122.1K0.6622.16N/AN/A51533819,29416,144
2019-03-11$23.93$21.0033.5%9.1%29.3%28.3%31.8%4.2%2.0%522.5K-11.6M-121.5K0.7924.67N/AN/A24719419,26916,189
2019-03-12$24.12$21.0030.3%9.0%28.7%19.8%32.5%4.9%1.0%581.8K-12.6M-120.5K0.4819.91N/AN/A61029419,36516,233
2019-03-13$24.45$21.0029.4%8.8%26.8%17.2%31.8%3.7%1.3%702.6K-15.4M-121.6K0.3120.51N/AN/A1,09734319,75616,487
2019-03-14$23.53$21.0027.5%8.7%30.3%12.0%32.2%3.3%3.7%217.6K-9.0M-117.0K0.9821.00N/AN/A1,1711,15118,71916,534
2019-03-15$23.15$21.0028.3%8.8%30.7%14.3%31.5%4.6%2.0%235.5K-6.8M-116.7K0.8422.00N/AN/A98682818,78917,126
2019-03-18$22.45$21.0029.9%9.2%32.4%18.7%32.8%5.1%2.0%176.5K-2.6M-112.8K2.0219.49N/AN/A6031,21617,30515,172
2019-03-19$22.15$21.0030.9%9.6%30.3%21.2%33.0%4.6%2.5%116.4K-992.7K-113.8K0.5916.27N/AN/A88051717,59316,018
2019-03-20$22.39$21.0030.1%9.4%28.1%19.2%33.3%5.4%1.9%149.2K-2.3M-116.9K0.8020.52N/AN/A54943917,92816,150
2019-03-21$22.95$21.0029.9%9.2%29.4%18.6%35.4%4.2%2.4%198.6K-5.8M-119.0K0.8419.04N/AN/A41234518,00916,204
2019-03-22$21.76$21.0032.4%9.8%32.6%25.3%37.4%5.7%1.9%95.5K1.1M-113.4K0.8314.71N/AN/A50641818,08316,220
2019-03-25$21.39$21.0034.2%10.3%32.5%30.0%33.5%5.9%2.2%66.8K2.9M-108.8K0.1714.97N/AN/A2424018,24916,271
2019-03-26$21.26$21.0032.5%10.1%32.5%25.6%32.3%3.7%2.6%66.8K3.3M-106.5K0.2413.18N/AN/A63915118,35116,248
2019-03-27$21.46$21.0034.0%10.4%32.9%29.6%36.2%6.1%1.8%75.8K2.2M-108.7K0.1918.98N/AN/A1,77632918,50516,333
2019-03-28$21.88$21.0031.4%10.0%34.1%22.7%35.9%5.9%3.0%183.0K-1.8M-115.2K1.3719.72N/AN/A43259319,70116,482
2019-03-29$22.53$21.0029.1%9.5%36.2%16.5%35.7%5.0%4.2%226.9K-4.9M-118.1K0.7826.64N/AN/A69554319,83716,774