HUN Options History — October 2019 In October 2019, HUN traded between $21.53 and $23.56. ATM implied volatility averaged 39.5%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 4.0% (HV 20d: 35.5%). Max pain ranged from $19.00 to $22.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.72.
Notable Days 2019-10-02 : Highest Volume — 4,796 contracts2019-10-25 : Largest IV drop — 13.8% change2019-10-10 : Highest IV Rank — 48.6%2019-10-08 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $22.64 $21.53 $23.56 $22.55 $22.02 Max Pain $19.26 $19.00 $22.00 $22.00 $19.00 ATM IV 39.5% 35.0% 43.1% 39.8% 37.8% Expected Move 11.5% 10.0% 12.9% 11.4% 10.8% HV 20d 35.5% 29.6% 40.3% 38.6% 33.8% HV 60d 50.7% 49.2% 52.3% 50.6% 49.4% IV Rank 38.0% 24.5% 48.6% 38.8% 34.0% IV Percentile 51.6% 22.2% 73.0% 56.7% 42.1% Term Structure -1.2% -3.1% 2.9% 2.9% -3.0% VWIV 40.0% 33.9% 48.2% 36.8% 37.9% Skew 25d 6.4% 2.8% 9.3% 7.7% 2.8% Skew 10d 14.5% 8.3% 25.0% 17.4% 8.3% Call IV 25d 37.6% 33.1% 41.5% 38.0% 36.1% Put IV 25d 44.0% 37.9% 49.3% 45.8% 38.9% Bid-Ask Spread % 21.59 12.91 67.97 55.30 15.90 Gamma HHI 0.16 0.13 0.24 0.13 0.13 Net GEX 634.6K 95.7K 1.2M 162.6K 546.9K Net DEX -20.7M -30.3M -10.1M -14.4M -16.3M Net VEX -133.2K -153.1K -112.5K -144.6K -112.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.02 7.76 0.77 0.35 Total Volume 1,368.826 114 4,796 191 463 Total OI 50,465.739 46,280 53,873 46,322 51,452
Daily Data (23 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 2019-10-01 $22.55 $22.00 39.8% 11.4% 38.6% 38.8% 36.8% 7.7% 2.9% 162.6K -14.4M -144.6K 0.77 55.30 N/A N/A 108 83 25,546 20,776 2019-10-02 $22.05 $22.00 42.7% 12.2% 38.7% 47.6% 44.0% 7.3% 2.2% 95.7K -11.2M -144.0K 0.08 67.97 N/A N/A 4,446 350 25,592 20,801 2019-10-03 $22.11 $19.00 41.2% 12.6% 37.9% 43.0% 45.0% 8.6% -1.6% 310.4K -14.0M -153.1K 1.03 22.82 N/A N/A 432 447 29,726 20,755 2019-10-04 $22.05 $19.00 38.4% 12.3% 37.3% 34.8% 48.2% 8.2% -2.0% 322.8K -13.7M -150.0K 0.24 21.89 N/A N/A 496 121 30,111 20,716 2019-10-07 $21.98 $19.00 40.1% 12.4% 29.6% 39.9% 40.1% 9.3% -1.6% 312.0K -14.3M -147.6K 0.04 17.94 N/A N/A 110 4 30,573 20,796 2019-10-08 $21.53 $19.00 42.4% 12.9% 30.1% 46.7% 46.0% 8.3% -3.1% 231.8K -10.1M -142.8K 0.59 19.87 N/A N/A 956 566 30,627 20,798 2019-10-09 $21.68 $19.00 42.2% 12.1% 29.9% 45.9% 40.7% 7.8% -0.7% 239.7K -11.4M -142.1K 7.76 19.62 N/A N/A 130 1,009 30,948 21,284 2019-10-10 $22.03 $19.00 43.1% 12.3% 30.6% 48.6% 40.6% 9.3% -2.2% 419.3K -14.4M -140.6K 0.12 20.99 N/A N/A 329 38 30,999 20,683 2019-10-11 $23.56 $19.00 40.0% 11.5% 38.3% 39.5% 41.0% 6.6% -0.9% 779.1K -28.9M -143.0K 0.48 24.67 N/A N/A 962 457 31,130 20,669 2019-10-14 $22.73 $19.00 40.6% 11.6% 40.3% 41.2% 40.7% 5.1% -0.9% 758.2K -22.9M -135.6K 0.11 15.01 N/A N/A 1,197 136 31,599 20,601 2019-10-15 $23.03 $19.00 39.1% 11.2% 38.0% 37.0% 40.6% 5.3% -1.5% 962.1K -26.0M -133.3K 0.09 16.14 N/A N/A 1,070 97 31,784 20,591 2019-10-16 $22.76 $19.00 39.5% 11.3% 38.2% 38.0% 38.8% 5.1% -1.6% 994.3K -24.0M -130.3K 0.05 15.91 N/A N/A 2,500 128 32,497 20,569 2019-10-17 $22.80 $19.00 38.7% 11.1% 37.9% 35.6% 37.8% 6.5% -1.2% 1.2M -24.5M -130.6K 0.81 16.49 N/A N/A 73 59 33,194 20,653 2019-10-18 $23.26 $19.00 39.2% 11.2% 38.0% 37.0% 39.8% 7.6% -2.6% 1.2M -30.3M -129.4K 0.64 19.54 N/A N/A 568 361 33,230 20,643 2019-10-21 $23.30 $19.00 39.8% 11.4% 37.0% 39.0% 37.8% 4.5% -1.8% 781.7K -26.4M -126.7K 0.24 14.90 N/A N/A 326 79 29,727 16,553 2019-10-22 $23.30 $19.00 40.6% 11.6% 36.0% 41.3% 41.2% 5.9% -1.8% 785.1K -26.8M -125.0K 0.17 15.30 N/A N/A 619 108 29,959 16,607 2019-10-23 $23.29 $19.00 41.1% 11.8% 34.5% 42.8% 41.0% 7.1% -2.5% 806.7K -26.6M -127.0K 0.83 15.63 N/A N/A 123 102 30,366 16,720 2019-10-24 $23.55 $19.00 40.6% 11.6% 34.7% 41.3% 42.3% 4.4% -2.0% 830.3K -28.2M -128.1K 0.80 19.00 N/A N/A 1,461 1,172 30,442 16,793 2019-10-25 $23.28 $19.00 35.0% 10.0% 34.9% 24.6% 33.9% 4.8% 0.3% 852.0K -27.1M -122.8K 0.21 16.29 N/A N/A 3,912 803 31,804 17,841 2019-10-28 $22.76 $19.00 35.4% 10.1% 35.4% 25.8% 35.8% 5.7% -0.8% 841.4K -22.9M -117.5K 1.13 16.75 N/A N/A 1,863 2,108 33,572 18,122 2019-10-29 $22.65 $19.00 35.0% 10.0% 33.7% 24.5% 33.9% 4.6% -0.2% 628.3K -21.7M -119.0K 0.02 12.91 N/A N/A 637 13 32,035 19,401 2019-10-30 $22.55 $19.00 35.6% 10.2% 32.7% 27.4% 36.4% 4.3% -1.0% 609.8K -20.7M -118.3K 0.07 15.64 N/A N/A 432 29 32,019 19,408 2019-10-31 $22.02 $19.00 37.8% 10.8% 33.8% 34.0% 37.9% 2.8% -3.0% 546.9K -16.3M -112.5K 0.35 15.90 N/A N/A 342 121 32,058 19,394
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