HUN Options History — June 2020

In June 2020, HUN traded between $17.68 and $19.89. ATM implied volatility averaged 48.6%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 4.4% (HV 20d: 53.0%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 5.50.

Notable Days

  • 2020-06-30: Highest Volume — 5,767 contracts
  • 2020-06-08: Largest IV spike — 16.5% change
  • 2020-06-11: Highest IV Rank — 27.5%
  • 2020-06-11: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.53$17.68$19.89$18.45$17.95
Max Pain$17.18$16.00$18.00$16.00$18.00
ATM IV48.6%41.2%51.9%50.2%46.8%
Expected Move13.8%11.9%14.9%14.4%13.4%
HV 20d53.0%37.2%70.4%70.4%37.2%
HV 60d75.2%62.6%89.0%89.0%62.6%
IV Rank23.6%15.1%27.5%25.5%21.6%
IV Percentile72.7%59.5%78.6%77.4%65.1%
Term Structure0.8%-2.0%3.0%-1.8%3.0%
VWIV50.1%42.0%64.6%52.3%46.9%
Skew 25d10.0%7.9%13.5%10.3%9.4%
Skew 10d27.3%17.2%38.0%31.3%22.3%
Call IV 25d44.0%38.9%48.5%43.4%43.5%
Put IV 25d54.0%47.9%59.4%53.7%53.0%
Bid-Ask Spread %34.4919.6556.4627.3828.80
Gamma HHI0.190.150.330.190.19
Net GEX55.7K-197.3K286.2K28.4K-53.9K
Net DEX-3.4M-10.7M1.7M-3.9M326.6K
Net VEX-81.9K-89.5K-76.4K-80.6K-77.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.500.0058.450.1558.45
Total Volume1,042.5911275,7671385,767
Total OI38,658.59132,86346,42937,05233,711

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$18.45$16.0050.2%14.4%70.4%25.5%52.3%10.3%-1.8%28.4K-3.9M-80.6K0.1527.38N/AN/A1201814,34722,705
2020-06-02$18.84$16.0047.7%13.7%67.2%22.6%52.9%9.2%-0.7%71.5K-5.5M-80.3K0.2119.65N/AN/A47510214,38622,705
2020-06-03$18.94$16.0046.9%13.4%67.2%21.7%49.5%11.2%-2.0%91.3K-6.5M-79.9K0.1820.12N/AN/A3846814,68722,764
2020-06-04$19.36$17.0046.0%12.9%63.6%20.7%44.3%9.0%1.7%116.6K-8.0M-81.9K0.4940.88N/AN/A1,45471414,97522,813
2020-06-05$19.71$17.0041.2%11.9%63.7%15.1%42.0%9.0%2.6%261.9K-9.9M-78.0K0.1148.74N/AN/A4815315,07522,829
2020-06-08$19.89$17.0048.0%13.0%62.2%22.9%45.9%9.9%-0.6%269.1K-10.7M-78.1K0.1054.48N/AN/A3623515,28022,875
2020-06-09$19.45$17.0048.7%13.1%63.3%23.7%46.3%8.8%0.9%281.2K-9.2M-77.5K0.0921.32N/AN/A2972815,37722,888
2020-06-10$19.15$17.0046.3%13.3%60.3%21.0%53.6%8.8%0.9%286.2K-8.1M-77.5K33.8748.89N/AN/A1495,04715,42022,915
2020-06-11$17.87$17.0051.9%14.9%64.4%27.5%55.3%11.1%-1.0%-197.3K-269.0K-83.8K0.4633.19N/AN/A1788215,50727,951
2020-06-12$17.90$17.0051.3%14.7%64.3%26.7%47.9%13.5%1.4%-100.6K-475.5K-86.3K14.6132.91N/AN/A1001,46115,50027,991
2020-06-15$18.56$17.0051.2%14.7%64.5%26.6%51.7%10.1%0.5%38.6K-3.3M-89.5K0.7048.18N/AN/A15110615,29829,441
2020-06-16$19.05$17.0050.8%14.6%45.7%26.2%58.4%12.3%0.7%143.3K-6.0M-89.1K1.6443.96N/AN/A22937515,37129,480
2020-06-17$18.71$17.0049.0%14.1%45.4%24.1%64.6%9.6%0.7%146.1K-4.5M-87.3K7.6356.46N/AN/A1471,12215,49229,827
2020-06-18$18.30$17.0051.1%14.6%44.5%26.5%53.5%9.8%0.2%123.8K-2.6M-86.9K0.2353.74N/AN/A1433315,46830,910
2020-06-19$18.20$17.0049.8%14.3%44.5%25.0%49.4%10.3%1.9%176.2K-2.3M-84.2K0.3637.50N/AN/A30711115,50330,926
2020-06-22$18.24$18.0049.3%14.1%44.5%24.4%44.9%9.7%1.1%-44.4K-372.4K-82.3K0.1319.89N/AN/A3063913,55919,304
2020-06-23$18.29$18.0048.1%13.8%38.3%23.0%50.3%9.7%2.4%-29.3K-686.3K-83.4K0.6723.39N/AN/A1,01267813,78519,343
2020-06-24$17.69$18.0049.2%14.1%39.3%24.3%49.8%10.9%1.1%-91.4K1.7M-81.2K0.7620.93N/AN/A19314613,96019,437
2020-06-25$17.70$18.0047.4%13.6%38.4%22.3%44.1%10.8%2.5%-92.5K1.6M-80.7K0.1126.24N/AN/A1591814,00619,555
2020-06-26$17.68$18.0049.9%14.3%38.3%25.1%49.9%7.9%1.4%-105.1K1.5M-80.6K0.0426.30N/AN/A122513,98119,567
2020-06-29$17.73$18.0048.5%13.9%37.8%23.5%48.7%8.3%1.8%-94.6K1.3M-76.4K0.0025.79N/AN/A160014,01319,562
2020-06-30$17.95$18.0046.8%13.4%37.2%21.6%46.9%9.4%3.0%-53.9K326.6K-77.3K58.4528.80N/AN/A975,67014,13419,577