HUN Options History — May 2019

In May 2019, HUN traded between $17.41 and $21.49. ATM implied volatility averaged 40.2%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 4.5% (HV 20d: 35.7%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.99.

Notable Days

  • 2019-05-01: Highest Volume — 8,934 contracts
  • 2019-05-13: Largest IV spike — 44.0% change
  • 2019-05-13: Highest IV Rank — 87.7%
  • 2019-05-31: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.84$17.41$21.49$21.29$17.41
Max Pain$21.32$21.00$23.00$21.00$21.00
ATM IV40.2%33.8%55.7%36.0%44.2%
Expected Move10.9%9.5%12.7%10.3%12.7%
HV 20d35.7%32.0%38.5%37.0%36.6%
HV 60d35.2%34.3%36.7%34.9%36.7%
IV Rank46.0%29.1%87.7%35.0%56.8%
IV Percentile69.7%56.7%98.4%62.7%79.4%
Term Structure-0.8%-3.7%0.9%-2.1%-1.2%
VWIV37.3%34.0%42.4%35.2%41.2%
Skew 25d6.0%4.3%8.2%4.3%6.1%
Skew 10d9.4%0.1%17.4%0.1%8.9%
Call IV 25d35.0%31.0%40.4%33.5%40.4%
Put IV 25d40.9%37.0%46.5%37.8%46.5%
Bid-Ask Spread %17.3411.4529.1915.5211.45
Gamma HHI0.260.130.470.290.13
Net GEX443.2K-526.2K1.3M308.9K-64.9K
Net DEX7.0M-3.4M12.2M5.0M12.2M
Net VEX-82.4K-100.7K-60.6K-86.0K-68.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.072.460.121.58
Total Volume2,585.2736578,9348,9343,852
Total OI41,641.525,34555,88340,01131,751

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$21.29$21.0036.0%10.3%37.0%35.0%35.2%4.3%-2.1%308.9K5.0M-86.0K0.1215.52N/AN/A7,96497022,03817,973
2019-05-02$20.93$21.0033.8%9.7%32.0%29.1%35.6%5.4%-1.2%980.2K3.3M-93.0K1.7813.32N/AN/A1,2332,19928,18518,281
2019-05-03$21.49$21.0035.2%10.1%33.7%32.9%34.0%5.8%-3.7%955.4K-3.4M-98.9K0.5518.51N/AN/A3,7662,07128,26419,330
2019-05-06$20.91$23.0039.5%9.5%34.5%44.2%34.8%6.0%0.8%1.1M1.7M-95.1K0.1324.32N/AN/A2,86536530,86219,289
2019-05-07$20.43$22.0045.9%11.3%34.8%61.4%38.4%5.7%-2.1%963.2K7.0M-92.3K2.2920.72N/AN/A4931,13033,03619,596
2019-05-08$20.29$22.0043.3%10.9%34.8%54.4%36.5%6.4%-0.9%923.3K8.5M-89.7K0.4020.53N/AN/A3,1241,26133,17419,989
2019-05-09$19.97$22.0045.5%11.5%34.4%60.3%39.8%6.3%-1.8%701.4K10.2M-95.3K2.2316.28N/AN/A4721,05235,87620,007
2019-05-10$20.51$22.0038.7%10.7%36.5%42.2%36.7%5.4%-1.1%1.3M3.8M-100.7K0.6723.50N/AN/A63542435,95919,476
2019-05-13$19.71$22.0055.7%11.8%34.1%87.7%42.4%5.5%-1.9%520.4K10.8M-85.0K0.1213.92N/AN/A1,69321135,95919,476
2019-05-14$20.20$21.0047.8%11.0%36.3%66.5%38.1%5.5%-0.5%877.6K8.0M-88.0K1.6020.37N/AN/A9281,48335,86119,080
2019-05-15$20.38$21.0036.6%10.5%35.5%36.5%36.1%5.5%0.6%1.1M7.7M-87.4K0.0714.31N/AN/A2,72419035,89319,214
2019-05-16$20.45$21.0036.4%10.4%35.8%35.9%35.6%4.8%0.9%451.7K7.5M-85.1K0.6419.23N/AN/A40125634,14218,659
2019-05-17$20.18$21.0037.1%10.7%35.6%38.0%36.5%5.7%0.3%-526.2K8.7M-82.3K1.2717.72N/AN/A9411,19534,28818,566
2019-05-20$19.66$21.0037.0%10.6%35.7%37.6%37.1%5.9%-0.8%26.1K6.4M-77.8K0.3613.45N/AN/A61121915,23310,112
2019-05-21$20.01$21.0035.3%10.1%37.0%33.0%36.9%6.8%0.4%59.9K5.3M-82.0K0.1912.27N/AN/A68513215,79810,253
2019-05-22$19.89$21.0036.9%10.6%36.7%37.4%37.0%5.1%-0.6%62.1K5.7M-80.6K0.2514.86N/AN/A74718916,11010,287
2019-05-23$18.93$21.0039.6%11.4%38.5%44.5%41.8%5.6%0.1%25.9K7.8M-71.6K0.2816.22N/AN/A92625616,14110,338
2019-05-24$18.79$21.0037.7%10.8%37.4%39.5%38.6%6.4%0.5%13.3K8.4M-68.4K0.2916.23N/AN/A1,19534716,24710,431
2019-05-28$18.48$21.0039.1%11.2%37.3%43.3%35.1%7.2%-0.2%-3.9K9.3M-63.6K2.1814.64N/AN/A24854116,17710,607
2019-05-29$18.20$21.0041.2%11.8%36.5%48.8%34.8%8.2%-1.5%-5.4K9.7M-60.6K2.4615.05N/AN/A36489616,30210,580
2019-05-30$18.26$21.0040.7%11.7%33.8%47.5%37.4%7.6%-2.2%-3.2K9.7M-61.3K2.3529.19N/AN/A1,6763,94616,48510,788
2019-05-31$17.41$21.0044.2%12.7%36.6%56.8%41.2%6.1%-1.2%-64.9K12.2M-68.2K1.5811.45N/AN/A1,4912,36117,79713,954