HUN Options History — April 2019

In April 2019, HUN traded between $22.35 and $24.90. ATM implied volatility averaged 33.7%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 2.7% (HV 20d: 36.4%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.73.

Notable Days

  • 2019-04-16: Highest Volume — 2,793 contracts
  • 2019-04-10: Largest IV spike — 15.2% change
  • 2019-04-29: Highest IV Rank — 43.0%
  • 2019-04-29: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.89$22.35$24.90$23.20$22.35
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV33.7%26.7%39.0%29.8%34.8%
Expected Move10.0%9.2%11.2%9.6%10.0%
HV 20d36.4%30.1%41.4%37.7%33.1%
HV 60d36.1%33.0%39.6%39.6%33.5%
IV Rank28.8%10.1%43.0%18.4%31.8%
IV Percentile51.1%11.5%68.3%32.5%61.5%
Term Structure-2.2%-5.1%3.6%3.6%-2.6%
VWIV35.4%31.5%41.2%34.4%33.2%
Skew 25d5.7%3.9%7.1%6.4%6.2%
Skew 10d13.4%7.1%22.3%22.3%16.7%
Call IV 25d31.8%25.5%37.0%25.5%30.0%
Put IV 25d37.6%31.9%43.4%31.9%36.2%
Bid-Ask Spread %19.3910.0935.3919.1216.16
Gamma HHI0.130.110.190.130.19
Net GEX439.0K223.2K811.6K293.3K223.2K
Net DEX-14.5M-23.0M-3.2M-9.3M-3.2M
Net VEX-115.0K-123.2K-94.9K-119.2K-94.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.111.820.460.68
Total Volume1,088.811382,7931,3581,173
Total OI38,453.04836,76040,46236,76039,593

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$23.20$21.0029.8%9.6%37.7%18.4%34.4%6.4%3.6%293.3K-9.3M-119.2K0.4619.12N/AN/A93042819,97216,788
2019-04-02$22.99$21.0030.5%9.6%37.5%20.3%33.5%4.0%3.0%277.7K-8.0M-120.4K0.6432.53N/AN/A57036320,13417,021
2019-04-03$24.10$21.0028.8%9.5%41.4%15.6%34.6%6.5%-1.6%375.9K-14.7M-123.2K0.6118.40N/AN/A98660420,17717,024
2019-04-04$24.32$21.0029.0%9.2%40.2%16.1%31.5%5.3%-0.1%414.5K-16.4M-118.6K0.6218.85N/AN/A1,05265620,10316,940
2019-04-05$24.10$21.0026.7%9.2%40.1%10.1%32.0%5.5%-0.7%454.9K-15.8M-119.4K1.2817.53N/AN/A39150120,78016,938
2019-04-08$24.11$21.0029.8%9.6%39.3%18.2%32.8%5.0%-1.0%449.1K-15.5M-118.3K1.8214.06N/AN/A498920,82316,982
2019-04-09$23.77$21.0029.5%9.6%39.5%17.5%33.8%5.5%-1.7%410.3K-13.3M-117.9K1.6618.57N/AN/A6811320,84017,017
2019-04-10$23.95$21.0034.0%9.7%39.3%29.5%33.0%6.5%-2.6%438.8K-14.7M-116.1K0.8823.51N/AN/A17515420,83417,027
2019-04-11$23.97$21.0034.1%9.8%36.7%29.7%34.0%5.7%-2.0%446.7K-15.1M-115.0K0.8617.67N/AN/A19216520,88917,047
2019-04-12$24.88$21.0033.2%9.5%38.3%27.4%32.5%6.9%-2.2%550.1K-21.1M-113.8K0.2819.98N/AN/A99227820,93617,034
2019-04-15$24.45$21.0036.4%10.4%37.0%35.9%38.2%5.2%-4.1%545.6K-18.4M-113.1K0.1813.90N/AN/A1,09119321,43916,952
2019-04-16$24.90$21.0034.8%10.0%36.7%31.8%33.2%6.2%-2.5%651.0K-22.6M-116.1K0.1124.19N/AN/A2,52027322,10417,112
2019-04-17$24.80$21.0035.0%10.0%36.8%32.3%41.2%5.0%-2.9%717.4K-23.0M-119.6K0.1635.39N/AN/A1,60925623,35417,073
2019-04-18$24.82$21.0033.8%9.7%36.1%29.1%37.1%3.9%-2.1%811.6K-23.0M-118.9K1.4627.53N/AN/A7761,13023,35117,111
2019-04-22$24.23$21.0037.4%10.7%31.1%38.7%37.5%5.8%-4.1%424.2K-17.0M-115.9K0.9516.90N/AN/A26425021,36416,993
2019-04-23$24.14$21.0037.5%10.7%30.1%38.8%37.5%6.0%-4.0%415.7K-16.1M-115.7K0.5016.66N/AN/A65032421,46917,105
2019-04-24$23.59$21.0036.7%10.5%31.6%36.7%38.8%4.7%-4.0%379.1K-12.6M-113.4K0.7515.45N/AN/A29321921,88717,261
2019-04-25$22.81$21.0038.9%11.1%34.4%42.6%37.4%6.7%-4.4%310.8K-7.0M-108.8K0.2314.59N/AN/A1,28930021,94517,314
2019-04-26$23.16$21.0038.3%11.0%34.2%41.1%38.4%7.1%-5.1%308.1K-8.8M-110.4K0.6610.09N/AN/A61240421,84817,477
2019-04-29$23.10$21.0039.0%11.2%32.8%43.0%38.2%6.1%-4.0%320.6K-9.1M-106.2K0.5716.00N/AN/A30817521,92017,536
2019-04-30$22.35$21.0034.8%10.0%33.1%31.8%33.2%6.2%-2.6%223.2K-3.2M-94.9K0.6816.16N/AN/A69747621,91617,677