HUN Options History — December 2019

In December 2019, HUN traded between $21.88 and $24.80. ATM implied volatility averaged 31.4%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 1.9% (HV 20d: 29.5%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.86.

Notable Days

  • 2019-12-30: Highest Volume — 9,449 contracts
  • 2019-12-06: Largest IV drop — 12.2% change
  • 2019-12-03: Highest IV Rank — 30.3%
  • 2019-12-03: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.70$21.88$24.80$22.62$24.19
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV31.4%28.0%36.6%33.5%31.1%
Expected Move9.0%8.0%10.5%9.6%8.9%
HV 20d29.5%23.7%33.4%23.7%31.9%
HV 60d31.2%30.0%32.6%32.6%30.7%
IV Rank15.0%4.2%30.3%20.8%14.6%
IV Percentile14.1%0.8%36.9%20.6%15.5%
Term Structure2.5%-1.3%3.9%0.1%3.2%
VWIV31.5%26.4%37.0%34.7%32.0%
Skew 25d4.3%2.6%6.6%6.6%6.0%
Skew 10d13.3%5.7%21.4%6.7%11.8%
Call IV 25d29.8%26.6%36.3%31.8%27.6%
Put IV 25d34.0%30.1%38.9%38.4%33.7%
Bid-Ask Spread %14.6810.4720.9418.0511.40
Gamma HHI0.180.110.350.120.18
Net GEX643.2K-79.6K1.7M63.7K866.1K
Net DEX-10.8M-22.3M5.5M87.4K-13.9M
Net VEX-98.0K-104.8K-87.3K-103.0K-103.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.085.470.270.68
Total Volume1,302.6671089,449283387
Total OI41,026.66735,92044,46441,01338,603

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$22.62$23.0033.5%9.6%23.7%20.8%34.7%6.6%0.1%63.7K87.4K-103.0K0.2718.05N/AN/A2226122,52818,485
2019-12-03$21.88$23.0036.6%10.5%24.6%30.3%37.0%2.6%-0.9%-71.7K5.5M-98.4K1.0314.21N/AN/A33234322,59018,539
2019-12-04$22.09$23.0035.8%10.3%24.7%27.9%34.1%4.0%-1.3%-79.6K3.8M-100.3K0.3814.06N/AN/A28810922,62918,827
2019-12-05$22.37$23.0034.8%9.7%24.7%24.9%35.2%4.7%2.5%-12.6K2.0M-100.9K0.3120.94N/AN/A1,16636322,80818,869
2019-12-06$22.88$23.0030.6%9.3%25.0%11.8%31.1%5.6%3.0%192.3K-2.4M-102.3K5.4720.05N/AN/A7454,07223,56619,215
2019-12-09$23.34$23.0033.4%9.4%26.0%20.6%33.1%4.0%2.9%409.4K-6.4M-100.5K0.2212.93N/AN/A1,58334223,55720,144
2019-12-10$23.04$23.0033.0%9.5%26.4%19.3%32.6%4.4%2.4%257.5K-4.0M-97.0K1.4215.99N/AN/A32145723,82820,438
2019-12-11$23.37$23.0032.9%9.4%26.5%20.4%32.8%4.6%3.3%397.7K-7.0M-100.6K0.2019.68N/AN/A2745423,99520,469
2019-12-12$24.56$23.0031.8%9.1%30.7%16.8%34.0%5.7%1.8%812.5K-17.4M-104.5K0.6018.23N/AN/A96757923,70020,478
2019-12-13$24.05$23.0031.9%9.2%31.5%17.4%31.6%3.1%2.6%787.4K-16.9M-104.8K1.4319.64N/AN/A19427723,99018,962
2019-12-16$23.88$23.0030.9%8.8%31.7%13.7%30.3%3.0%2.8%775.6K-14.7M-97.8K0.5713.33N/AN/A35320123,41219,077
2019-12-17$24.03$23.0030.8%8.8%31.2%13.7%31.5%4.1%2.5%855.5K-15.8M-97.8K1.2311.40N/AN/A25231123,53419,105
2019-12-18$24.80$23.0028.8%8.3%32.9%7.1%26.4%4.1%3.6%1.1M-22.3M-97.5K0.1914.08N/AN/A72113923,57119,191
2019-12-19$24.72$23.0028.8%8.3%31.1%6.9%29.4%2.9%3.9%1.1M-22.2M-97.8K0.0811.16N/AN/A4363423,64119,237
2019-12-20$24.07$23.0029.0%8.3%32.6%7.6%31.1%3.3%3.8%1.7M-17.3M-94.2K0.2614.89N/AN/A54214323,77119,250
2019-12-23$24.47$23.0029.4%8.4%33.0%9.0%27.8%3.2%2.7%872.8K-15.8M-92.5K0.0811.83N/AN/A7365721,19214,728
2019-12-24$24.52$23.0028.1%8.0%33.0%4.5%29.3%3.6%3.6%882.8K-16.3M-93.3K1.0610.70N/AN/A899421,41014,783
2019-12-26$24.57$23.0028.0%8.0%32.9%4.2%26.5%5.8%3.3%899.4K-16.4M-92.2K0.2610.47N/AN/A43911621,47714,828
2019-12-27$24.20$23.0030.0%8.6%33.4%11.1%31.5%3.5%3.6%872.4K-14.6M-91.8K1.4512.14N/AN/A446421,63914,891
2019-12-30$24.06$23.0030.4%8.7%32.0%12.2%29.7%4.4%3.5%865.0K-13.6M-87.3K0.9513.04N/AN/A4,8394,61021,67614,927
2019-12-31$24.19$23.0031.1%8.9%31.9%14.6%32.0%6.0%3.2%866.1K-13.9M-103.8K0.6811.40N/AN/A23015722,50816,095