HUN Options History — January 2020

In January 2020, HUN traded between $20.47 and $23.77. ATM implied volatility averaged 34.8%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 8.7% (HV 20d: 26.1%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2020-01-08: Highest Volume — 9,368 contracts
  • 2020-01-31: Largest IV spike — 11.1% change
  • 2020-01-31: Highest IV Rank — 54.9%
  • 2020-01-31: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.51$20.47$23.77$23.77$20.47
Max Pain$22.10$22.00$23.00$23.00$22.00
ATM IV34.8%30.4%43.2%30.7%43.2%
Expected Move10.1%8.8%12.4%8.8%12.4%
HV 20d26.1%19.1%31.4%30.0%30.9%
HV 60d28.4%26.6%31.1%31.0%29.2%
IV Rank27.0%12.2%54.9%13.3%54.9%
IV Percentile40.4%12.3%93.3%13.9%93.3%
Term Structure0.2%-2.4%2.6%2.6%-2.4%
VWIV35.8%30.9%43.1%30.9%43.1%
Skew 25d4.7%2.9%6.8%4.7%6.8%
Skew 10d10.5%4.5%20.2%7.9%15.4%
Call IV 25d33.3%28.2%41.2%28.2%41.2%
Put IV 25d38.0%32.9%48.0%32.9%48.0%
Bid-Ask Spread %20.2610.6130.5110.6130.21
Gamma HHI0.160.120.270.170.24
Net GEX222.6K-384.7K783.1K783.1K-384.7K
Net DEX-2.9M-11.3M7.8M-11.2M7.8M
Net VEX-97.0K-107.9K-90.3K-99.7K-93.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.053.030.081.00
Total Volume1,838.3332089,3683085,311
Total OI40,308.28632,99348,81438,78036,929

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$23.77$23.0030.7%8.8%30.0%13.3%30.9%4.7%2.6%783.1K-11.2M-99.7K0.0810.61N/AN/A2852322,53516,245
2020-01-03$23.23$23.0034.1%9.8%31.4%24.4%33.1%3.7%0.6%616.7K-7.6M-96.6K0.7114.82N/AN/A34224322,62716,235
2020-01-06$23.05$22.0032.8%10.0%31.3%20.3%35.8%5.0%1.1%553.8K-6.1M-93.2K0.6626.77N/AN/A21314122,73616,368
2020-01-07$22.79$22.0033.5%9.9%30.6%22.5%35.0%4.5%1.1%466.5K-4.7M-91.4K0.3830.51N/AN/A2007622,85616,362
2020-01-08$22.89$22.0032.0%9.9%29.8%17.7%42.2%5.9%0.9%503.1K-5.0M-90.3K3.0329.70N/AN/A2,3277,04122,91616,381
2020-01-09$22.71$22.0032.1%9.8%29.5%17.8%38.0%5.9%1.0%290.6K-2.6M-98.4K0.1517.93N/AN/A2043023,66822,147
2020-01-10$22.55$22.0030.4%9.5%29.1%12.2%33.5%4.6%1.8%225.0K-1.7M-96.0K0.8918.98N/AN/A2,8502,53623,75122,145
2020-01-13$22.95$22.0033.7%9.6%23.2%23.4%33.5%4.5%1.8%456.2K-5.2M-102.9K0.4419.92N/AN/A62327624,88523,149
2020-01-14$23.20$22.0032.5%9.8%22.7%19.4%33.5%4.9%0.2%591.2K-7.7M-107.9K0.3722.21N/AN/A31911725,09823,341
2020-01-15$23.27$22.0033.8%9.7%22.7%23.7%33.5%5.0%0.7%635.6K-8.5M-105.9K0.1619.06N/AN/A3325325,25923,444
2020-01-16$23.43$22.0033.2%9.5%22.7%21.7%32.6%4.5%0.8%354.4K-11.3M-101.0K0.2319.01N/AN/A45610725,30523,428
2020-01-17$23.35$22.0032.3%9.2%19.1%18.5%32.1%3.9%0.9%339.9K-11.1M-98.0K0.7719.06N/AN/A36628225,38423,430
2020-01-21$22.77$22.0033.7%9.7%20.7%23.2%34.2%4.5%-0.8%91.3K-2.0M-94.2K0.5519.06N/AN/A52128715,54617,447
2020-01-22$22.39$22.0034.8%10.0%19.5%26.9%33.4%2.9%-0.1%10.7K-657.0K-94.0K0.1914.58N/AN/A64412215,96017,658
2020-01-23$22.76$22.0034.3%9.8%19.5%25.3%34.0%4.5%-1.1%90.4K-1.9M-97.9K1.1718.40N/AN/A29835016,47917,756
2020-01-24$22.22$22.0036.7%10.5%20.7%33.3%35.1%4.2%-1.0%-23.6K9.8K-98.5K0.0515.42N/AN/A4532416,69418,022
2020-01-27$20.99$22.0040.5%11.6%27.5%45.8%39.7%4.3%-1.3%-269.9K5.3M-92.6K0.9615.15N/AN/A2,7672,66116,97418,058
2020-01-28$21.44$22.0039.4%11.3%29.2%42.4%38.9%4.4%-1.7%-211.5K4.1M-93.9K0.9614.96N/AN/A2,6842,58117,15318,522
2020-01-29$21.24$22.0038.6%11.1%29.2%39.8%39.9%3.8%0.1%-216.0K4.0M-96.2K0.3023.98N/AN/A1604817,73518,994
2020-01-30$21.26$22.0038.9%11.1%29.0%40.5%40.5%5.6%-0.8%-227.3K4.2M-95.5K1.3325.22N/AN/A10814417,85318,999
2020-01-31$20.47$22.0043.2%12.4%30.9%54.9%43.1%6.8%-2.4%-384.7K7.8M-93.0K1.0030.21N/AN/A2,6592,65217,82419,105