HUN Options History — August 2020

In August 2020, HUN traded between $18.88 and $22.05. ATM implied volatility averaged 37.7%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 1.3% (HV 20d: 36.4%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 6.05.

Notable Days

  • 2020-08-07: Highest Volume — 4,920 contracts
  • 2020-08-05: Largest IV drop — 5.2% change
  • 2020-08-03: Highest IV Rank — 17.3%
  • 2020-08-03: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.79$18.88$22.05$18.91$21.68
Max Pain$19.43$18.00$20.00$18.00$20.00
ATM IV37.7%34.1%43.1%43.1%34.6%
Expected Move10.9%9.8%12.4%12.4%9.9%
HV 20d36.4%24.8%44.0%43.8%25.6%
HV 60d41.1%35.8%50.1%50.1%36.5%
IV Rank11.1%7.0%17.3%17.3%7.6%
IV Percentile30.8%18.7%53.2%53.2%19.8%
Term Structure3.0%-0.4%6.0%-0.4%5.2%
VWIV38.3%32.0%47.2%43.3%32.0%
Skew 25d6.5%5.3%8.0%5.8%5.4%
Skew 10d18.9%7.5%26.3%7.5%19.7%
Call IV 25d35.3%31.6%41.7%41.7%32.2%
Put IV 25d41.8%37.4%47.5%47.5%37.6%
Bid-Ask Spread %21.1313.6441.9614.3720.30
Gamma HHI0.210.130.390.200.15
Net GEX329.6K219.6K535.9K273.1K226.7K
Net DEX-9.9M-16.7M-4.3M-4.9M-5.1M
Net VEX-62.9K-67.3K-58.6K-60.6K-62.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.050.05101.504.352.89
Total Volume630814,920690307
Total OI36,020.85723,50544,28536,19824,462

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$18.91$18.0043.1%12.4%43.8%17.3%43.3%5.8%-0.4%273.1K-4.9M-60.6K4.3514.37N/AN/A12956115,17321,025
2020-08-04$18.88$18.0042.0%12.0%43.1%16.1%40.1%5.7%-0.0%265.0K-4.3M-62.5K0.0517.29N/AN/A146815,19421,469
2020-08-05$19.66$18.0039.8%11.4%44.0%13.6%39.7%5.8%1.0%348.5K-8.0M-63.2K0.1913.64N/AN/A2374415,22521,468
2020-08-06$19.56$19.0039.2%11.2%42.6%12.8%40.5%8.0%6.0%352.7K-7.8M-62.5K0.3240.60N/AN/A1264015,32021,484
2020-08-07$19.73$19.0037.9%11.5%41.7%11.3%47.2%7.7%3.6%375.0K-8.6M-60.8K101.5041.96N/AN/A484,87215,36621,489
2020-08-10$20.20$19.0039.1%11.8%41.0%12.7%41.2%7.7%3.7%261.9K-9.7M-67.3K0.1819.38N/AN/A2504615,37826,313
2020-08-11$20.70$19.0038.1%11.4%41.2%11.6%39.7%6.9%3.9%297.5K-12.4M-65.4K0.1624.10N/AN/A5218415,51626,330
2020-08-12$21.05$19.0039.3%11.3%37.1%13.0%38.1%6.7%3.0%307.0K-14.4M-64.0K0.1316.52N/AN/A6518715,80326,378
2020-08-13$20.95$19.0038.9%11.2%37.1%12.5%41.6%7.9%3.7%363.7K-14.4M-63.3K0.4519.90N/AN/A1145116,24626,397
2020-08-14$21.04$20.0039.0%11.2%37.1%12.6%37.4%6.3%3.8%377.0K-15.1M-61.9K0.1418.86N/AN/A711016,16326,430
2020-08-17$20.86$20.0038.2%11.0%35.6%11.7%38.5%5.3%4.0%414.6K-14.2M-60.7K0.1318.35N/AN/A5537016,18426,427
2020-08-18$20.97$20.0037.2%10.7%35.5%10.6%38.0%6.4%4.9%472.1K-15.3M-58.6K6.8121.48N/AN/A1711,16516,28126,426
2020-08-19$21.05$20.0037.9%10.9%35.4%11.3%38.0%6.5%4.2%428.9K-15.2M-63.9K1.6319.75N/AN/A8213416,32627,596
2020-08-20$20.99$20.0036.9%10.6%35.5%10.3%35.8%7.8%1.4%487.5K-15.0M-62.4K0.0820.24N/AN/A6245116,41127,668
2020-08-21$21.18$20.0035.3%10.1%35.3%8.4%34.5%5.8%2.2%535.9K-16.7M-62.0K0.0626.98N/AN/A5423516,58027,705
2020-08-24$22.05$20.0034.6%9.9%36.9%7.6%34.9%5.6%2.2%219.6K-6.1M-62.6K0.4315.86N/AN/A4602009,87213,633
2020-08-25$21.80$20.0035.9%10.3%33.1%9.0%33.9%7.4%2.1%226.0K-5.6M-64.4K0.5915.74N/AN/A18911110,19913,787
2020-08-26$21.59$20.0034.1%9.8%32.2%7.0%36.5%5.5%3.5%228.4K-5.0M-64.0K0.6117.40N/AN/A724410,28013,875
2020-08-27$21.62$20.0034.8%10.0%25.4%7.8%36.3%6.8%2.9%228.2K-5.1M-62.7K4.1718.57N/AN/A4117110,28613,905
2020-08-28$22.03$20.0035.4%10.2%24.8%8.5%37.2%5.5%2.3%232.4K-6.0M-64.5K2.2022.51N/AN/A357710,31514,053
2020-08-31$21.68$20.0034.6%9.9%25.6%7.6%32.0%5.4%5.2%226.7K-5.1M-62.9K2.8920.30N/AN/A7922810,33614,126