HUN Options History — November 2019

In November 2019, HUN traded between $22.64 and $23.66. ATM implied volatility averaged 33.8%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 4.3% (HV 20d: 29.6%). Max pain ranged from $19.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.53.

Notable Days

  • 2019-11-18: Highest Volume — 7,516 contracts
  • 2019-11-13: Largest IV drop — 13.0% change
  • 2019-11-11: Highest IV Rank — 38.3%
  • 2019-11-08: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.24$22.64$23.66$22.88$22.64
Max Pain$23.60$19.00$25.00$19.00$23.00
ATM IV33.8%31.2%39.2%34.0%32.5%
Expected Move9.5%8.9%9.9%9.7%9.3%
HV 20d29.6%25.5%37.2%36.5%27.4%
HV 60d34.5%32.7%38.5%38.5%32.9%
IV Rank21.8%13.8%38.3%22.3%17.8%
IV Percentile21.9%11.5%54.4%18.7%17.5%
Term Structure0.2%-0.7%0.9%0.3%0.3%
VWIV32.4%25.7%35.8%25.7%32.9%
Skew 25d5.2%3.5%6.3%5.5%3.9%
Skew 10d12.3%1.8%22.7%1.8%6.1%
Call IV 25d30.8%28.3%32.8%32.1%31.5%
Put IV 25d36.0%33.3%37.7%37.5%35.5%
Bid-Ask Spread %18.0013.0522.4213.7416.03
Gamma HHI0.160.120.230.170.12
Net GEX439.8K95.4K819.1K610.9K95.4K
Net DEX-17.4M-32.3M-382.3K-24.1M-382.3K
Net VEX-108.3K-118.2K-95.6K-115.3K-106.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.530.0212.743.130.40
Total Volume1,126.351567,516793366
Total OI46,547.9531,86755,29251,73140,875

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$22.88$19.0034.0%9.7%36.5%22.3%25.7%5.5%0.3%610.9K-24.1M-115.3K3.1313.74N/AN/A19260132,29119,440
2019-11-04$23.43$25.0038.2%9.8%37.2%35.2%32.6%5.5%0.4%717.7K-29.0M-112.6K0.4718.68N/AN/A25912132,37219,684
2019-11-05$23.62$25.0034.5%9.8%36.2%23.8%33.0%4.6%0.1%766.4K-31.6M-116.4K0.2917.12N/AN/A72321232,64219,736
2019-11-06$23.20$25.0034.9%9.8%37.0%25.3%35.8%5.3%0.5%669.0K-27.3M-110.2K0.2820.72N/AN/A43912532,92319,756
2019-11-07$23.66$25.0032.1%9.6%37.2%16.5%33.5%6.0%-0.1%819.1K-32.2M-118.2K1.3719.19N/AN/A30641833,07219,793
2019-11-08$23.49$25.0035.5%9.9%28.8%27.0%34.6%5.9%0.3%693.5K-29.9M-109.5K4.2922.42N/AN/A7030033,17520,320
2019-11-11$23.45$25.0039.2%9.7%25.5%38.3%33.5%4.7%0.2%678.2K-29.6M-103.2K0.0622.32N/AN/A9736133,20320,246
2019-11-12$23.13$25.0038.1%9.6%25.7%35.1%35.2%6.3%0.3%517.3K-26.0M-102.7K0.8219.38N/AN/A15412633,67620,245
2019-11-13$22.71$25.0033.2%9.5%26.2%19.9%33.0%5.9%0.6%328.1K-21.6M-97.7K0.1016.15N/AN/A7908233,74420,133
2019-11-14$23.11$23.0032.9%9.4%26.9%18.9%32.8%5.4%0.4%456.0K-28.0M-97.6K0.8618.64N/AN/A56648534,38819,957
2019-11-15$23.20$23.0031.9%9.2%26.0%16.1%31.1%5.6%0.3%398.2K-32.3M-98.2K1.4421.39N/AN/A32346634,94220,350
2019-11-18$23.59$23.0031.2%8.9%26.6%13.8%31.8%5.2%0.3%297.4K-6.0M-95.6K0.8616.94N/AN/A4,0483,46817,44214,425
2019-11-19$23.43$23.0033.0%9.4%26.8%19.1%32.0%5.1%0.3%386.5K-6.1M-109.6K0.7318.44N/AN/A59343520,61016,431
2019-11-20$22.82$23.0033.6%9.6%28.4%21.2%34.9%4.5%0.1%242.8K-2.4M-105.9K12.7419.35N/AN/A1672,12720,08715,844
2019-11-21$23.18$23.0034.1%9.8%28.7%22.5%33.2%4.9%-0.7%127.7K-2.5M-112.6K0.0215.99N/AN/A1,2092420,15017,968
2019-11-22$23.27$23.0032.6%9.3%28.5%18.0%30.9%5.2%0.9%209.3K-4.7M-115.8K0.4417.54N/AN/A1,11048821,21617,989
2019-11-25$23.43$23.0031.9%9.2%27.2%16.0%30.5%3.5%-0.1%283.5K-6.0M-114.4K1.3713.05N/AN/A10414222,26518,289
2019-11-26$23.31$23.0031.3%9.0%27.3%14.2%29.6%5.5%0.2%260.0K-4.9M-112.3K0.2416.87N/AN/A1263022,32718,263
2019-11-27$23.22$23.0031.7%9.1%27.2%15.3%30.5%6.0%0.4%239.5K-4.4M-111.3K0.7816.02N/AN/A16713122,41218,278
2019-11-29$22.64$23.0032.5%9.3%27.4%17.8%32.9%3.9%0.3%95.4K-382.3K-106.1K0.4016.03N/AN/A26210422,49018,385