HUN Options History — March 2020 In March 2020, HUN traded between $12.88 and $19.06. ATM implied volatility averaged 82.5%, placing in the 78.0% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 7.7% (HV 20d: 74.9%). Max pain ranged from $15.00 to $21.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 1.33.
Notable Days 2020-03-19 : Highest Volume — 6,965 contracts2020-03-09 : Largest IV spike — 33.4% change2020-03-05 : Highest IV Rank — 100.0%2020-03-16 : Largest Expected Move — 33.0%Monthly Statistics Metric Avg Min Max Open Close Price $15.58 $12.88 $19.06 $19.06 $14.45 Max Pain $16.86 $15.00 $21.00 $21.00 $15.00 ATM IV 82.5% 51.3% 115.1% 59.2% 78.5% Expected Move 23.1% 14.7% 33.0% 17.0% 22.5% HV 20d 74.9% 41.2% 111.2% 46.3% 111.2% HV 60d 52.3% 36.4% 70.8% 36.7% 70.8% IV Rank 78.0% 48.3% 100.0% 85.9% 58.6% IV Percentile 98.4% 95.2% 100.0% 99.6% 95.6% Term Structure -9.6% -27.7% 3.1% -7.4% -11.8% VWIV 78.1% 52.5% 112.0% 58.8% 73.9% Skew 25d 19.3% 8.8% 54.4% 9.1% 20.1% Skew 10d 45.6% 18.7% 87.1% 20.1% 29.2% Call IV 25d 69.9% 43.9% 93.9% 54.7% 65.7% Put IV 25d 89.3% 58.9% 117.8% 63.8% 85.8% Bid-Ask Spread % 63.39 22.99 105.64 24.69 105.64 Gamma HHI 0.18 0.09 0.34 0.20 0.13 Net GEX -238.5K -553.1K -82.0K -456.5K -141.5K Net DEX 17.1M 10.0M 22.7M 11.9M 13.9M Net VEX -85.0K -104.4K -64.7K -104.4K -70.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.33 0.15 8.73 1.07 0.42 Total Volume 2,014.455 136 6,965 508 586 Total OI 41,014.955 37,372 46,473 39,069 37,978
Daily Data (22 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 2020-03-02 $19.06 $21.00 59.2% 17.0% 46.3% 85.9% 58.8% 9.1% -7.4% -456.5K 11.9M -104.4K 1.07 24.69 N/A N/A 245 263 16,654 22,415 2020-03-03 $18.55 $21.00 57.9% 16.6% 46.7% 82.5% 60.6% 10.0% -8.0% -500.8K 14.8M -97.1K 0.35 23.52 N/A N/A 457 162 16,826 22,432 2020-03-04 $18.56 $21.00 51.3% 14.7% 44.2% 65.0% 52.5% 8.8% -2.6% -553.1K 14.5M -96.6K 0.17 22.99 N/A N/A 488 81 17,002 22,537 2020-03-05 $18.45 $18.00 64.6% 16.3% 41.2% 100.0% 52.7% 11.2% -4.2% -479.0K 14.5M -98.8K 0.76 26.97 N/A N/A 382 292 17,244 22,584 2020-03-06 $17.76 $18.00 72.4% 18.3% 41.9% 100.0% 65.7% 9.3% -4.0% -415.6K 16.7M -96.0K 2.09 31.81 N/A N/A 112 234 17,485 22,603 2020-03-09 $16.02 $18.00 96.5% 20.8% 53.3% 100.0% 71.6% 13.0% -9.0% -311.6K 22.3M -74.2K 0.90 23.46 N/A N/A 3,148 2,821 17,512 22,869 2020-03-10 $17.05 $18.00 68.0% 19.3% 59.5% 59.1% 69.0% 14.5% -2.6% -430.8K 20.2M -86.2K 0.88 30.42 N/A N/A 3,000 2,642 17,478 23,062 2020-03-11 $16.21 $17.00 75.3% 21.6% 58.6% 69.6% 74.5% 14.8% -7.4% -299.6K 20.9M -87.4K 8.73 42.83 N/A N/A 263 2,297 18,785 24,128 2020-03-12 $14.51 $17.00 95.0% 27.2% 65.7% 97.9% 94.1% 16.3% -13.3% -181.5K 22.6M -85.9K 1.27 69.10 N/A N/A 1,434 1,825 18,941 26,020 2020-03-13 $14.95 $16.00 97.8% 28.0% 68.1% 100.0% 80.8% 13.6% -19.8% -188.7K 21.7M -90.5K 1.16 96.57 N/A N/A 121 140 18,453 25,397 2020-03-16 $13.93 $16.00 115.1% 33.0% 70.6% 100.0% 110.9% 32.7% -27.7% -139.6K 21.8M -79.3K 0.96 77.94 N/A N/A 2,783 2,662 18,549 25,176 2020-03-17 $14.93 $16.00 95.1% 27.3% 77.4% 77.3% 88.7% 18.6% -13.8% -164.5K 20.4M -93.7K 1.08 60.84 N/A N/A 707 762 19,407 25,999 2020-03-18 $14.62 $16.00 111.5% 32.0% 75.2% 95.8% 112.0% 12.4% -18.2% -119.8K 20.3M -94.1K 0.95 70.35 N/A N/A 2,696 2,573 19,763 26,041 2020-03-19 $15.07 $16.00 98.6% 28.3% 76.2% 81.3% 101.6% 26.4% -7.3% -82.0K 20.6M -94.9K 1.40 82.57 N/A N/A 2,897 4,068 20,132 26,341 2020-03-20 $12.88 $16.00 101.8% 29.2% 90.9% 84.9% 84.0% 27.7% -11.7% -91.5K 22.7M -67.9K 1.33 88.41 N/A N/A 302 401 19,950 26,317 2020-03-23 $13.01 $16.00 96.0% 27.5% 91.2% 78.3% 83.3% 39.6% -15.0% -98.1K 14.2M -66.4K 0.24 69.78 N/A N/A 507 124 17,962 19,410 2020-03-24 $13.64 $15.00 73.7% 21.1% 94.0% 53.2% 75.1% 54.4% -7.1% -117.2K 14.7M -64.7K 3.36 74.99 N/A N/A 323 1,084 18,080 19,408 2020-03-25 $15.60 $15.00 69.5% 19.9% 108.2% 48.3% 72.7% 21.8% 3.1% -109.3K 10.0M -90.2K 0.48 92.46 N/A N/A 369 176 18,227 19,473 2020-03-26 $15.41 $15.00 79.0% 22.6% 108.1% 59.1% 79.5% 20.7% -9.6% -129.2K 11.2M -84.7K 1.00 88.22 N/A N/A 291 292 18,200 19,567 2020-03-27 $14.35 $15.00 82.3% 23.6% 109.9% 62.9% 79.0% 21.0% -5.1% -112.1K 12.4M -78.8K 0.40 98.58 N/A N/A 97 39 18,310 19,638 2020-03-30 $13.84 $15.00 76.9% 22.1% 109.3% 56.8% 76.6% 9.3% -8.4% -125.4K 14.2M -67.5K 0.15 92.37 N/A N/A 150 22 18,308 19,666 2020-03-31 $14.45 $15.00 78.5% 22.5% 111.2% 58.6% 73.9% 20.1% -11.8% -141.5K 13.9M -70.1K 0.42 105.64 N/A N/A 413 173 18,301 19,677
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