HUN Options History — July 2020

In July 2020, HUN traded between $16.93 and $19.74. ATM implied volatility averaged 44.8%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 7.8% (HV 20d: 36.9%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.68.

Notable Days

  • 2020-07-06: Highest Volume — 7,393 contracts
  • 2020-07-13: Largest IV spike — 11.3% change
  • 2020-07-13: Highest IV Rank — 26.6%
  • 2020-07-10: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.61$16.93$19.74$17.53$18.45
Max Pain$18.00$18.00$18.00$18.00$18.00
ATM IV44.8%38.0%51.2%44.5%43.2%
Expected Move13.0%10.9%14.6%12.7%12.4%
HV 20d36.9%31.8%43.4%37.8%43.1%
HV 60d53.7%50.0%59.0%59.0%50.0%
IV Rank19.3%11.5%26.6%18.9%17.5%
IV Percentile58.7%30.2%76.6%61.5%54.8%
Term Structure0.5%-1.1%6.7%3.6%0.6%
VWIV46.4%38.7%59.7%42.7%40.0%
Skew 25d8.0%5.8%11.1%7.7%10.1%
Skew 10d22.9%11.2%33.3%27.2%12.4%
Call IV 25d41.9%36.4%46.8%42.1%37.8%
Put IV 25d49.9%44.7%55.0%49.8%48.0%
Bid-Ask Spread %24.8211.8437.0027.6614.59
Gamma HHI0.170.130.230.180.17
Net GEX82.3K-385.1K324.8K-218.2K194.5K
Net DEX-2.8M-8.1M5.6M3.4M-2.4M
Net VEX-69.9K-82.0K-60.3K-82.0K-61.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.680.0715.170.310.98
Total Volume893.8181297,393194206
Total OI37,859.533,75542,20939,37936,218

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$17.53$18.0044.5%12.7%37.8%18.9%42.7%7.7%3.6%-218.2K3.4M-82.0K0.3127.66N/AN/A1484614,15425,225
2020-07-02$17.90$18.0041.2%11.8%37.8%15.1%42.2%6.8%6.7%-137.4K1.4M-80.7K0.2527.36N/AN/A2777014,21725,221
2020-07-06$18.09$18.0042.9%13.7%37.3%17.1%59.7%11.1%-0.0%-73.0K15.9K-77.4K5.5627.63N/AN/A1,1276,26614,44125,209
2020-07-07$17.76$18.0043.7%13.6%37.2%18.0%49.8%7.4%0.9%-141.5K1.4M-76.5K0.9126.24N/AN/A12211114,44225,206
2020-07-08$17.36$18.0046.8%14.4%37.3%21.6%47.1%7.2%-0.0%-263.4K3.3M-73.9K0.2936.90N/AN/A1023014,46025,288
2020-07-09$16.93$18.0047.3%14.3%37.8%22.1%50.2%8.0%-0.5%-385.1K5.6M-71.9K0.2426.47N/AN/A1042514,52325,318
2020-07-10$17.45$18.0046.0%14.6%31.8%20.6%56.5%8.9%-1.1%-223.7K2.7M-71.6K4.0732.71N/AN/A3221,31114,59525,329
2020-07-13$18.04$18.0051.2%13.9%34.0%26.6%47.9%9.3%-0.3%13.2K-783.3K-72.2K0.6826.89N/AN/A25317114,87526,574
2020-07-14$18.45$18.0050.7%14.0%32.4%26.1%48.7%10.2%-0.2%147.8K-2.3M-70.5K0.6725.04N/AN/A865814,92926,540
2020-07-15$19.50$18.0046.9%13.4%36.9%21.7%56.7%8.8%0.8%275.9K-7.1M-72.6K1.3927.19N/AN/A1,3791,91214,94126,564
2020-07-16$19.45$18.0048.2%13.8%36.3%23.2%46.8%6.7%-0.8%217.2K-6.9M-72.7K0.1627.67N/AN/A5609215,18826,646
2020-07-17$19.49$18.0046.1%13.2%35.1%20.8%47.5%7.6%-0.0%190.9K-7.6M-69.7K0.1135.86N/AN/A2813215,51726,692
2020-07-20$18.96$18.0044.6%12.8%36.7%19.0%45.6%8.3%-0.3%185.0K-4.5M-66.7K0.5923.04N/AN/A43926114,14419,611
2020-07-21$19.20$18.0044.3%12.7%36.9%18.7%42.0%9.2%-0.4%205.7K-5.2M-67.1K0.0715.31N/AN/A3322314,21919,715
2020-07-22$19.38$18.0045.0%12.9%37.0%19.5%43.8%6.7%-0.9%227.8K-6.0M-66.3K0.1914.78N/AN/A3115914,49519,726
2020-07-23$19.38$18.0045.7%13.1%34.4%20.3%44.3%6.8%-1.1%240.6K-6.3M-66.6K0.2837.00N/AN/A2426814,76919,751
2020-07-24$19.26$18.0044.0%12.6%34.6%18.4%43.1%6.5%0.8%234.0K-6.2M-67.8K0.1421.75N/AN/A1462014,94219,791
2020-07-27$19.74$18.0042.5%12.2%35.3%16.7%45.3%7.1%0.3%267.9K-8.1M-67.3K2.9716.77N/AN/A15947314,94519,810
2020-07-28$18.93$18.0041.2%11.8%39.1%15.1%39.6%7.1%0.9%277.9K-5.1M-60.3K0.4427.44N/AN/A27212015,02419,696
2020-07-29$19.55$18.0038.0%10.9%40.3%11.5%38.7%8.3%1.6%324.8K-7.5M-61.2K1.4411.84N/AN/A17224715,05319,791
2020-07-30$18.63$18.0041.4%11.9%43.4%15.3%42.0%5.8%0.9%249.7K-3.9M-61.0K15.1715.88N/AN/A761,15315,15319,962
2020-07-31$18.45$18.0043.2%12.4%43.1%17.5%40.0%10.1%0.6%194.5K-2.4M-61.0K0.9814.59N/AN/A10410215,19721,021