HUN Options History — February 2020

In February 2020, HUN traded between $18.34 and $22.22. ATM implied volatility averaged 42.7%, placing in the 51.7% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 0.3% (HV 20d: 42.3%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 5.05.

Notable Days

  • 2020-02-21: Highest Volume — 6,169 contracts
  • 2020-02-12: Largest IV drop — 19.5% change
  • 2020-02-27: Highest IV Rank — 100.0%
  • 2020-02-28: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.64$18.34$22.22$20.68$18.59
Max Pain$21.74$21.00$22.00$22.00$21.00
ATM IV42.7%33.7%64.5%41.5%64.5%
Expected Move11.9%9.7%18.5%11.9%18.5%
HV 20d42.3%30.9%48.3%30.9%46.5%
HV 60d33.4%29.2%36.8%29.2%36.8%
IV Rank51.7%23.3%100.0%49.2%100.0%
IV Percentile76.0%31.7%100.0%86.5%100.0%
Term Structure-2.2%-8.4%1.8%-3.4%-8.4%
VWIV41.0%34.0%64.8%43.1%64.8%
Skew 25d6.6%4.6%13.1%6.0%13.1%
Skew 10d16.1%5.5%35.8%15.0%28.2%
Call IV 25d38.8%31.8%61.7%40.4%61.7%
Put IV 25d45.4%37.0%74.8%46.4%74.8%
Bid-Ask Spread %17.7513.2023.6517.2323.65
Gamma HHI0.170.110.300.220.18
Net GEX-362.3K-747.1K23.5K-363.1K-481.9K
Net DEX5.8M-2.4M17.0M6.5M15.7M
Net VEX-98.9K-110.5K-90.7K-90.7K-110.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.050.0939.651.092.90
Total Volume2,195.9473106,1691,8771,097
Total OI41,334.78934,91146,28437,52241,210

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-02-03$20.68$22.0041.5%11.9%30.9%49.2%43.1%6.0%-3.4%-363.1K6.5M-90.7K1.0917.23N/AN/A90097718,05619,466
2020-02-04$21.43$22.0041.9%12.0%34.2%50.5%38.4%4.7%-3.6%-180.0K1.6M-99.3K0.4713.98N/AN/A40218718,86120,342
2020-02-05$22.22$22.0039.5%11.3%36.9%42.7%39.1%5.6%-2.8%23.5K-2.4M-102.4K3.8715.28N/AN/A16664219,10520,444
2020-02-06$21.60$21.0039.3%10.4%38.0%41.9%36.3%4.6%-0.5%-161.0K1.0M-100.7K1.3219.73N/AN/A20427019,21020,965
2020-02-07$21.05$21.0044.1%11.0%38.9%57.9%36.7%5.9%-2.1%-324.3K4.3M-97.8K0.9821.12N/AN/A2,7352,66719,30720,983
2020-02-10$20.53$21.0045.1%11.2%39.6%61.2%39.5%5.7%-1.9%-447.0K6.7M-96.9K6.4516.49N/AN/A1991,28420,04921,443
2020-02-11$21.30$21.0045.7%11.2%41.5%63.3%37.9%5.1%-2.0%-248.9K2.1M-99.5K0.8919.73N/AN/A56750220,10122,011
2020-02-12$21.91$22.0036.8%10.5%42.8%33.5%36.4%5.6%-0.6%-26.8K-1.5M-101.7K6.7220.40N/AN/A5083,41520,39622,402
2020-02-13$21.58$22.0033.9%9.7%43.0%23.9%34.2%6.3%0.9%-206.9K849.8K-100.3K3.6121.88N/AN/A6022,17420,60323,835
2020-02-14$21.05$22.0033.7%9.7%43.4%23.3%35.4%4.8%1.8%-374.4K4.4M-98.4K1.3414.65N/AN/A32142920,78423,888
2020-02-18$20.46$22.0037.2%10.7%44.1%35.0%36.8%6.0%-0.3%-640.7K7.7M-92.5K4.2713.20N/AN/A3151,34620,92924,088
2020-02-19$21.15$22.0035.3%10.1%45.7%28.7%35.7%5.8%0.1%-358.4K3.7M-97.7K0.1313.91N/AN/A2743620,99825,013
2020-02-20$21.49$22.0037.1%10.6%45.9%34.5%34.0%5.1%-0.8%-209.5K1.3M-98.4K0.2119.81N/AN/A62413421,08625,023
2020-02-21$20.95$22.0038.1%10.9%46.1%38.1%46.9%6.6%-1.2%-747.1K4.7M-96.5K20.4215.83N/AN/A2885,88121,25425,030
2020-02-24$19.95$22.0042.5%12.2%48.3%52.6%35.9%6.3%-2.2%-498.2K9.3M-96.7K1.0319.16N/AN/A49751014,64520,266
2020-02-25$19.14$22.0048.6%13.9%46.4%73.0%44.9%9.0%-4.2%-545.3K13.1M-95.8K0.0919.72N/AN/A5,45649714,76820,649
2020-02-26$18.78$22.0048.3%13.9%45.6%72.1%46.2%10.7%-4.3%-523.6K14.0M-97.8K39.6513.69N/AN/A1295,11516,30820,875
2020-02-27$18.34$22.0057.5%16.5%46.0%100.0%56.5%9.5%-7.1%-569.4K17.0M-104.6K0.4817.80N/AN/A25212116,26024,708
2020-02-28$18.59$21.0064.5%18.5%46.5%100.0%64.8%13.1%-8.4%-481.9K15.7M-110.5K2.9023.65N/AN/A28181616,45624,754