HUN Options History — April 2020

In April 2020, HUN traded between $12.97 and $17.56. ATM implied volatility averaged 64.6%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 35.3% (HV 20d: 99.9%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.93.

Notable Days

  • 2020-04-27: Highest Volume — 3,538 contracts
  • 2020-04-06: Largest IV drop — 15.7% change
  • 2020-04-02: Highest IV Rank — 64.3%
  • 2020-04-01: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.45$12.97$17.56$13.35$17.01
Max Pain$19.76$15.00$20.00$15.00$20.00
ATM IV64.6%53.4%83.6%80.6%59.1%
Expected Move18.4%15.3%23.1%23.1%16.9%
HV 20d99.9%70.7%116.5%113.5%70.7%
HV 60d79.4%72.3%82.4%72.3%82.2%
IV Rank42.1%29.2%64.3%60.9%35.7%
IV Percentile89.9%82.5%96.4%96.0%84.9%
Term Structure-5.4%-9.3%-1.2%-1.2%-5.3%
VWIV62.5%48.2%78.5%78.5%54.5%
Skew 25d15.2%10.8%21.6%21.4%12.1%
Skew 10d36.1%12.8%61.5%12.8%26.2%
Call IV 25d57.4%49.8%66.4%66.4%54.5%
Put IV 25d72.6%61.7%87.8%87.8%66.5%
Bid-Ask Spread %36.1119.4696.8296.8219.65
Gamma HHI0.140.120.210.130.14
Net GEX-145.1K-246.5K-98.2K-119.4K-154.1K
Net DEX11.6M5.4M15.9M14.8M7.5M
Net VEX-74.7K-88.0K-57.7K-64.0K-79.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.094.980.121.03
Total Volume660.7141443,538320551
Total OI39,428.71438,25741,56938,25739,549

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-04-01$13.35$15.0080.6%23.1%113.5%60.9%78.5%21.4%-1.2%-119.4K14.8M-64.0K0.1296.82N/AN/A2853518,44819,809
2020-04-02$13.16$20.0083.6%21.8%113.4%64.3%74.0%21.3%-8.9%-120.2K15.5M-59.9K0.6142.29N/AN/A1257618,45619,809
2020-04-03$12.97$20.0076.3%20.8%113.2%56.1%48.2%21.6%-8.3%-118.5K15.9M-57.7K0.4639.40N/AN/A1436618,47119,861
2020-04-06$14.47$20.0064.4%19.5%116.5%42.6%61.2%17.8%-6.8%-150.9K13.9M-70.5K0.1937.02N/AN/A59611118,52019,859
2020-04-07$15.18$20.0062.2%17.3%115.5%39.2%58.9%15.0%-4.7%-138.2K12.3M-75.1K0.1039.18N/AN/A7397718,96619,833
2020-04-08$15.55$20.0059.3%17.0%114.7%35.9%62.3%13.5%-4.5%-129.9K11.4M-78.5K1.3839.47N/AN/A11716119,20019,841
2020-04-09$16.89$20.0060.6%17.4%110.9%37.5%59.3%13.7%-9.3%-108.6K7.6M-88.0K0.2452.70N/AN/A78319019,29319,950
2020-04-13$16.59$20.0060.5%17.4%110.9%37.3%58.2%11.5%-5.7%-106.7K8.3M-84.9K0.0947.01N/AN/A7246719,70320,010
2020-04-14$16.36$20.0055.3%15.9%107.5%31.4%53.6%10.8%-1.9%-98.2K9.2M-80.5K0.6736.87N/AN/A865819,74920,046
2020-04-15$14.88$20.0062.1%17.8%110.9%39.1%58.4%14.3%-5.9%-140.0K13.4M-67.5K4.9844.39N/AN/A2501,24419,77520,060
2020-04-16$14.78$20.0060.3%17.3%110.6%37.1%63.8%15.7%-6.7%-246.5K14.6M-67.8K2.1928.03N/AN/A26858819,94721,069
2020-04-17$15.49$20.0062.8%18.0%111.4%39.9%59.8%11.0%-5.3%-175.0K12.0M-76.8K0.2337.57N/AN/A45610720,06721,502
2020-04-20$15.41$20.0066.9%19.2%94.5%44.6%65.5%14.8%-5.5%-161.9K12.9M-74.2K0.1535.66N/AN/A4697119,08119,995
2020-04-21$14.95$20.0072.7%20.8%95.5%51.2%73.9%17.7%-6.2%-143.6K13.0M-73.6K0.3229.85N/AN/A1896119,40620,038
2020-04-22$15.24$20.0067.5%19.3%94.4%45.3%69.3%14.5%-2.8%-152.9K12.7M-74.9K0.4521.59N/AN/A1285819,54720,077
2020-04-23$15.57$20.0067.0%19.2%81.7%44.8%68.8%15.3%-6.9%-155.6K11.9M-77.7K0.1128.49N/AN/A1621819,60520,134
2020-04-24$15.84$20.0063.8%18.3%81.8%41.1%61.9%18.8%-4.9%-162.1K11.6M-77.3K1.9021.69N/AN/A9017119,65120,063
2020-04-27$16.36$20.0060.2%17.3%77.7%37.0%61.6%13.7%-5.2%-162.5K10.5M-77.8K2.8121.33N/AN/A9282,61019,72220,128
2020-04-28$16.81$20.0057.3%16.4%76.3%33.7%62.0%12.7%-4.3%-136.3K8.4M-78.6K1.0519.92N/AN/A28429920,02719,196
2020-04-29$17.56$20.0053.4%15.3%76.4%29.2%58.8%11.9%-2.9%-165.8K5.4M-83.9K0.5119.46N/AN/A28714720,21019,330
2020-04-30$17.01$20.0059.1%16.9%70.7%35.7%54.5%12.1%-5.3%-154.1K7.5M-79.4K1.0319.65N/AN/A27128020,20819,341