HUN Options History — August 2019 In August 2019, HUN traded between $18.29 and $21.38. ATM implied volatility averaged 43.4%, placing in the 53.4% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 21.1% (HV 20d: 64.5%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.15.
Notable Days 2019-08-01 : Highest Volume — 4,117 contracts2019-08-12 : Largest IV spike — 41.8% change2019-08-12 : Highest IV Rank — 90.0%2019-08-14 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $19.36 $18.29 $21.38 $19.84 $19.94 Max Pain $19.41 $18.00 $20.00 $18.00 $19.00 ATM IV 43.4% 37.2% 56.7% 39.3% 37.6% Expected Move 11.9% 10.7% 13.6% 11.3% 10.8% HV 20d 64.5% 39.0% 74.1% 40.5% 69.8% HV 60d 47.6% 37.2% 52.1% 37.5% 48.8% IV Rank 53.4% 33.3% 90.0% 42.4% 33.3% IV Percentile 72.0% 45.6% 98.8% 63.1% 48.0% Term Structure -0.3% -4.5% 3.2% -2.6% 2.3% VWIV 41.4% 36.7% 46.8% 41.4% 37.6% Skew 25d 6.6% 3.9% 8.9% 6.9% 7.6% Skew 10d 15.8% 1.1% 27.0% 1.1% 15.2% Call IV 25d 38.6% 34.4% 42.6% 37.5% 34.4% Put IV 25d 45.2% 41.3% 50.8% 44.4% 42.0% Bid-Ask Spread % 19.95 13.42 27.29 16.04 27.29 Gamma HHI 0.18 0.11 0.41 0.16 0.15 Net GEX 415.6K -15.9K 1.2M 681.8K 304.3K Net DEX 669.5K -20.7M 7.4M -2.3M -1.1M Net VEX -99.7K -115.1K -83.8K -93.2K -113.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.15 0.03 6.37 1.02 0.54 Total Volume 1,312.773 229 4,117 4,117 1,630 Total OI 41,167.045 27,924 50,505 43,826 35,416
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 2019-08-01 $19.84 $18.00 39.3% 11.3% 40.5% 42.4% 41.4% 6.9% -2.6% 681.8K -2.3M -93.2K 1.02 16.04 N/A N/A 2,038 2,079 29,182 14,644 2019-08-02 $19.15 $18.00 43.2% 12.4% 42.3% 53.2% 42.1% 5.3% -4.5% 567.1K 2.0M -96.4K 2.95 17.80 N/A N/A 210 620 30,453 15,522 2019-08-05 $18.63 $20.00 50.5% 12.5% 39.0% 73.2% 43.6% 8.5% -1.4% 440.4K 5.5M -90.2K 1.48 17.11 N/A N/A 291 430 30,453 15,773 2019-08-06 $18.55 $20.00 45.2% 11.7% 39.0% 58.5% 41.4% 8.8% -0.9% 428.6K 6.8M -86.1K 0.56 20.26 N/A N/A 248 138 30,524 16,021 2019-08-07 $18.29 $20.00 51.7% 12.9% 39.2% 76.4% 42.1% 8.9% -2.0% 372.0K 7.4M -83.8K 0.13 18.77 N/A N/A 2,747 353 30,550 15,512 2019-08-08 $21.38 $20.00 42.1% 11.3% 68.8% 50.1% 36.7% 6.0% 0.1% 1.2M -20.7M -115.1K 0.25 20.56 N/A N/A 2,058 520 32,975 15,592 2019-08-09 $20.21 $20.00 40.0% 11.5% 70.2% 44.3% 41.6% 6.2% -1.0% 863.7K -9.8M -106.8K 3.32 20.14 N/A N/A 370 1,229 33,164 15,814 2019-08-12 $19.48 $20.00 56.7% 12.7% 71.3% 90.0% 43.5% 6.0% -1.2% 679.4K -2.3M -98.9K 1.90 24.40 N/A N/A 121 230 33,242 16,344 2019-08-13 $19.91 $20.00 49.9% 11.9% 71.6% 71.4% 40.1% 5.7% -0.5% 724.9K -6.5M -100.4K 0.25 22.27 N/A N/A 421 106 33,288 16,370 2019-08-14 $18.99 $20.00 47.5% 13.6% 73.3% 64.8% 46.4% 8.2% -2.1% 669.1K 1.7M -94.6K 0.39 21.65 N/A N/A 1,064 416 33,574 16,419 2019-08-15 $18.86 $20.00 45.5% 13.1% 73.2% 59.5% 46.8% 7.6% -0.8% 695.4K 3.7M -91.4K 1.75 21.05 N/A N/A 447 781 33,603 16,628 2019-08-16 $19.54 $20.00 39.3% 11.3% 74.1% 42.3% 41.5% 7.7% 3.2% -15.9K -4.0M -91.7K 0.66 23.46 N/A N/A 817 536 33,872 16,633 2019-08-19 $19.76 $20.00 38.8% 11.1% 74.1% 41.1% 39.3% 4.3% 0.7% 4.7K 5.0M -94.7K 0.03 18.81 N/A N/A 3,270 106 14,066 13,858 2019-08-20 $19.44 $19.00 43.1% 12.4% 74.0% 52.9% 41.3% 7.0% -2.6% 175.4K 3.2M -101.5K 0.04 22.92 N/A N/A 695 30 17,120 13,860 2019-08-21 $19.51 $19.00 38.9% 11.1% 72.3% 41.2% 38.5% 4.9% 1.3% 215.4K 2.4M -104.2K 0.86 16.04 N/A N/A 905 775 17,733 13,883 2019-08-22 $19.30 $19.00 39.6% 11.4% 71.4% 43.3% 39.8% 4.9% 1.5% 228.5K 3.0M -106.2K 1.70 24.11 N/A N/A 162 275 18,232 14,263 2019-08-23 $18.76 $19.00 41.8% 12.0% 71.7% 49.3% 44.9% 5.9% 0.8% 156.4K 5.5M -102.5K 6.37 17.29 N/A N/A 138 879 18,325 14,536 2019-08-26 $18.89 $19.00 42.6% 12.2% 71.5% 51.4% 41.6% 3.9% 1.8% 130.9K 5.1M -103.8K 0.16 21.27 N/A N/A 198 31 18,393 15,401 2019-08-27 $18.70 $19.00 43.2% 12.4% 70.7% 52.8% 44.3% 6.8% -0.9% 145.9K 5.5M -102.4K 0.90 13.42 N/A N/A 153 137 19,168 15,411 2019-08-28 $19.11 $19.00 41.8% 12.0% 71.3% 48.6% 39.5% 7.6% 0.5% 188.9K 3.5M -107.2K 0.06 18.63 N/A N/A 455 29 19,279 15,478 2019-08-29 $19.62 $19.00 37.2% 10.7% 70.8% 34.8% 36.9% 6.2% 1.6% 262.9K 1.0M -109.0K 0.06 15.52 N/A N/A 701 42 19,590 15,511 2019-08-30 $19.94 $19.00 37.6% 10.8% 69.8% 33.3% 37.6% 7.6% 2.3% 304.3K -1.1M -113.5K 0.54 27.29 N/A N/A 1,057 573 19,890 15,526
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