HUN Options History — June 2019

In June 2019, HUN traded between $17.95 and $20.53. ATM implied volatility averaged 37.1%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 3.6% (HV 20d: 40.6%). Max pain ranged from $16.00 to $21.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.70.

Notable Days

  • 2019-06-18: Highest Volume — 5,721 contracts
  • 2019-06-04: Largest IV drop — 9.8% change
  • 2019-06-03: Highest IV Rank — 53.3%
  • 2019-06-03: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.23$17.95$20.53$17.95$20.53
Max Pain$16.75$16.00$21.00$21.00$16.00
ATM IV37.1%31.9%42.9%42.9%31.9%
Expected Move10.6%9.2%12.3%12.3%9.2%
HV 20d40.6%32.8%45.0%37.1%32.8%
HV 60d37.9%35.5%39.8%37.1%35.5%
IV Rank36.9%22.2%53.3%53.3%22.2%
IV Percentile55.4%32.1%76.2%76.2%32.1%
Term Structure2.4%-0.6%4.4%-0.6%4.3%
VWIV38.5%34.8%46.8%40.8%35.8%
Skew 25d6.5%4.3%9.8%7.2%7.0%
Skew 10d17.1%7.5%30.4%30.4%22.2%
Call IV 25d34.4%30.2%39.5%39.5%30.2%
Put IV 25d40.8%37.2%46.8%46.8%37.2%
Bid-Ask Spread %21.5812.9941.5513.1122.55
Gamma HHI0.210.120.290.120.28
Net GEX236.6K-18.4K519.2K-18.4K519.2K
Net DEX3.8M-4.4M9.6M9.6M-4.4M
Net VEX-92.2K-106.5K-74.8K-74.8K-106.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.700.0910.750.090.61
Total Volume2,082.552585,7212921,097
Total OI38,672.932,98043,42132,98041,787

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$17.95$21.0042.9%12.3%37.1%53.3%40.8%7.2%-0.6%-18.4K9.6M-74.8K0.0913.11N/AN/A2672518,86614,114
2019-06-04$19.18$21.0038.6%11.1%45.0%42.0%43.9%9.8%0.7%44.4K6.1M-84.9K0.8814.43N/AN/A1,8671,63718,86914,126
2019-06-05$19.03$21.0038.4%11.0%44.5%41.4%44.0%5.9%1.3%71.0K6.3M-89.6K2.1212.99N/AN/A7811,65220,23915,645
2019-06-06$19.02$16.0038.9%11.2%44.5%42.6%37.9%7.2%1.8%76.9K6.2M-88.7K0.4926.27N/AN/A76937520,40415,700
2019-06-07$18.81$16.0038.9%10.7%44.3%42.6%37.0%6.6%1.5%68.9K6.6M-86.7K0.6325.02N/AN/A84452820,55215,699
2019-06-10$18.95$16.0039.6%10.7%43.1%44.4%36.8%6.9%2.3%92.4K6.2M-87.6K0.5624.09N/AN/A1659320,79715,734
2019-06-11$19.18$16.0037.6%11.0%41.3%38.7%35.8%5.7%1.7%124.7K5.4M-87.8K0.6419.65N/AN/A48531020,91515,753
2019-06-12$18.88$16.0037.9%10.9%40.4%39.4%35.2%6.1%2.1%94.4K6.7M-83.6K0.3027.38N/AN/A1,18535921,14115,800
2019-06-13$19.29$16.0037.6%10.8%41.2%38.7%35.6%6.5%3.0%177.9K4.4M-88.6K0.8415.43N/AN/A1,1971,00321,32515,810
2019-06-14$19.03$16.0037.2%10.7%41.3%37.1%36.3%5.7%2.5%155.9K5.2M-86.6K0.5219.99N/AN/A1,9791,03121,50315,830
2019-06-17$18.64$16.0036.6%10.5%41.6%35.4%38.9%5.5%2.7%147.5K6.3M-82.6K0.7528.10N/AN/A98674122,36615,889
2019-06-18$19.13$16.0037.0%10.6%42.0%36.1%38.9%5.8%3.6%273.3K3.3M-88.9K1.5018.72N/AN/A2,2933,42823,23516,204
2019-06-19$19.14$16.0035.9%10.3%41.4%33.2%41.2%6.8%3.2%334.1K4.2M-98.6K3.3041.55N/AN/A1,1053,64824,53718,465
2019-06-20$19.27$16.0036.1%10.3%41.5%33.5%46.8%6.8%3.3%353.9K3.5M-99.0K10.7521.49N/AN/A3363,61224,68218,674
2019-06-21$19.69$16.0033.8%9.7%38.2%27.3%41.7%5.8%4.4%412.6K855.4K-102.3K2.3229.64N/AN/A1,7223,99524,73618,685
2019-06-24$19.40$16.0037.0%10.6%38.5%36.1%34.8%4.3%2.7%396.7K2.0M-99.3K0.4020.19N/AN/A29011623,36717,614
2019-06-25$19.44$16.0036.8%10.6%37.9%35.6%35.1%5.1%2.0%404.9K1.9M-99.1K1.1217.17N/AN/A21624123,56717,707
2019-06-26$19.88$16.0035.0%10.0%37.9%30.5%37.5%7.1%2.3%484.0K-582.3K-102.7K4.3416.76N/AN/A10244323,70717,764
2019-06-27$20.20$16.0033.9%9.7%38.1%27.6%36.5%7.4%3.3%517.6K-3.2M-106.5K1.9117.06N/AN/A25047823,74417,906
2019-06-28$20.53$16.0031.9%9.2%32.8%22.2%35.8%7.0%4.3%519.2K-4.4M-106.2K0.6122.55N/AN/A68141623,85217,935