HUN Options History — July 2019 In July 2019, HUN traded between $19.36 and $21.80. ATM implied volatility averaged 36.0%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 2.6% (HV 20d: 33.5%). Max pain ranged from $16.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.42.
Notable Days 2019-07-29 : Highest Volume — 3,344 contracts2019-07-08 : Largest IV spike — 22.1% change2019-07-29 : Highest IV Rank — 51.8%2019-07-29 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $20.41 $19.36 $21.80 $20.95 $20.63 Max Pain $18.36 $16.00 $20.00 $16.00 $18.00 ATM IV 36.0% 30.1% 42.7% 30.2% 34.9% Expected Move 10.5% 8.7% 12.2% 8.7% 10.0% HV 20d 33.5% 25.7% 39.4% 32.0% 38.1% HV 60d 37.1% 35.7% 38.2% 35.7% 36.9% IV Rank 33.5% 17.3% 51.8% 17.5% 30.5% IV Percentile 49.0% 25.8% 75.8% 25.8% 40.9% Term Structure -1.0% -5.6% 4.3% 4.3% -1.7% VWIV 36.9% 30.0% 41.3% 33.9% 34.7% Skew 25d 5.4% 2.8% 7.9% 5.8% 4.7% Skew 10d 13.1% -1.4% 23.0% 23.0% 22.0% Call IV 25d 34.1% 28.6% 41.3% 28.6% 33.9% Put IV 25d 39.5% 31.5% 45.8% 34.4% 38.5% Bid-Ask Spread % 17.14 11.25 28.82 19.68 15.71 Gamma HHI 0.27 0.17 0.50 0.27 0.21 Net GEX 863.8K 462.7K 1.6M 584.4K 837.0K Net DEX -9.8M -23.6M 368.0K -7.6M -8.5M Net VEX -98.8K -106.0K -92.8K -106.0K -98.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.01 1.32 0.09 1.16 Total Volume 2,011.545 411 3,344 3,266 2,235 Total OI 44,903.864 37,459 51,669 42,293 43,746
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-07-01 $20.95 $16.00 30.2% 8.7% 32.0% 17.5% 33.9% 5.8% 4.3% 584.4K -7.6M -106.0K 0.09 19.68 N/A N/A 2,991 275 24,347 17,946 2019-07-02 $20.38 $16.00 31.6% 9.1% 26.1% 21.4% 31.5% 4.6% 4.2% 731.7K -5.7M -103.2K 0.31 28.82 N/A N/A 2,038 630 25,435 17,941 2019-07-03 $20.46 $18.00 30.8% 8.8% 25.7% 19.0% 30.0% 2.8% 3.5% 834.8K -9.3M -105.5K 0.56 21.38 N/A N/A 1,248 698 26,943 17,948 2019-07-05 $20.44 $20.00 30.1% 10.2% 25.8% 17.3% 34.9% 6.5% 0.5% 858.6K -8.8M -102.6K 0.57 16.92 N/A N/A 679 385 26,994 17,997 2019-07-08 $19.37 $20.00 36.8% 11.1% 32.5% 35.5% 39.8% 5.9% -1.9% 829.9K 368.0K -92.8K 0.15 15.32 N/A N/A 1,751 265 26,933 18,000 2019-07-09 $19.36 $19.00 35.7% 10.9% 32.5% 32.5% 38.7% 5.2% -1.1% 909.0K -1.1M -94.9K 0.15 16.75 N/A N/A 2,566 387 28,595 18,161 2019-07-10 $19.45 $19.00 38.0% 10.9% 32.2% 38.8% 36.9% 4.7% -1.2% 977.5K -3.1M -95.4K 0.07 17.92 N/A N/A 3,036 227 29,103 18,255 2019-07-11 $19.51 $18.00 35.6% 10.2% 31.7% 32.2% 40.3% 5.1% -0.3% 1.1M -5.2M -95.9K 0.08 23.54 N/A N/A 3,076 242 30,913 18,271 2019-07-12 $20.43 $18.00 36.3% 10.4% 34.8% 34.1% 36.8% 7.9% -0.1% 1.2M -16.7M -103.0K 0.21 17.51 N/A N/A 2,390 512 31,769 18,267 2019-07-15 $20.22 $18.00 36.6% 10.5% 34.6% 34.9% 36.5% 4.8% -0.5% 1.4M -14.0M -98.2K 0.01 16.76 N/A N/A 847 10 31,750 18,179 2019-07-16 $20.51 $18.00 37.0% 10.6% 33.6% 36.2% 38.0% 4.5% -2.8% 1.2M -19.4M -103.1K 0.33 14.74 N/A N/A 899 296 32,576 18,189 2019-07-17 $20.26 $19.00 38.2% 10.9% 33.1% 39.3% 38.8% 5.5% -1.6% 1.6M -16.4M -97.8K 0.40 16.65 N/A N/A 796 322 32,648 18,308 2019-07-18 $20.45 $18.00 38.1% 10.9% 33.2% 39.0% 41.3% 5.0% -1.6% 984.8K -20.2M -97.7K 0.38 17.28 N/A N/A 869 334 33,103 18,430 2019-07-19 $20.87 $18.00 36.1% 10.4% 33.7% 33.7% 37.6% 5.9% -1.3% 982.4K -23.6M -99.9K 0.66 13.27 N/A N/A 748 491 33,226 18,443 2019-07-22 $20.62 $18.00 35.6% 10.2% 33.5% 32.3% 38.0% 4.5% -1.4% 462.7K -6.0M -95.8K 1.32 14.89 N/A N/A 177 234 23,920 13,539 2019-07-23 $20.97 $19.00 36.6% 10.5% 33.3% 35.1% 36.5% 6.4% -1.7% 466.4K -8.4M -96.6K 0.51 13.91 N/A N/A 583 297 23,965 13,613 2019-07-24 $21.80 $18.00 36.3% 10.4% 35.5% 34.2% 35.8% 5.0% -3.5% 481.5K -13.6M -98.4K 0.20 17.06 N/A N/A 1,508 294 24,254 13,589 2019-07-25 $21.03 $19.00 40.1% 11.5% 37.8% 44.5% 37.8% 7.3% -4.4% 541.9K -9.3M -100.3K 0.26 17.41 N/A N/A 1,487 392 25,348 13,704 2019-07-26 $20.57 $19.00 39.4% 11.3% 38.5% 42.6% 37.3% 5.8% -3.8% 597.0K -7.2M -97.7K 0.24 16.51 N/A N/A 1,443 344 26,400 13,803 2019-07-29 $20.11 $19.00 42.7% 12.2% 38.9% 51.8% 41.3% 4.5% -5.6% 566.2K -4.4M -93.4K 0.29 13.90 N/A N/A 2,592 752 26,420 13,826 2019-07-30 $20.64 $19.00 36.1% 10.3% 39.4% 33.5% 35.6% 6.8% -1.0% 803.0K -7.9M -97.4K 1.30 11.25 N/A N/A 1,265 1,643 28,648 14,440 2019-07-31 $20.63 $18.00 34.9% 10.0% 38.1% 30.5% 34.7% 4.7% -1.7% 837.0K -8.5M -98.7K 1.16 15.71 N/A N/A 1,036 1,199 29,114 14,632
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