HUN Options History — September 2020

In September 2020, HUN traded between $21.27 and $24.03. ATM implied volatility averaged 38.7%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 6.3% (HV 20d: 32.4%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 3.92.

Notable Days

  • 2020-09-11: Highest Volume — 5,045 contracts
  • 2020-09-08: Largest IV spike — 15.1% change
  • 2020-09-08: Highest IV Rank — 17.0%
  • 2020-09-03: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.48$21.27$24.03$22.32$22.16
Max Pain$21.71$20.00$23.00$20.00$22.00
ATM IV38.7%35.6%42.8%37.5%39.8%
Expected Move11.2%10.2%11.9%10.8%11.4%
HV 20d32.4%24.6%40.1%26.6%38.5%
HV 60d35.3%33.1%37.0%36.9%36.6%
IV Rank12.3%8.8%17.0%10.9%13.5%
IV Percentile38.7%25.4%56.0%31.0%44.8%
Term Structure3.9%1.6%5.2%1.6%5.1%
VWIV39.8%32.4%44.4%32.4%41.3%
Skew 25d5.6%2.7%7.2%7.2%2.8%
Skew 10d15.4%-2.9%23.4%17.6%6.6%
Call IV 25d37.0%32.6%41.0%32.6%38.4%
Put IV 25d42.6%39.8%46.0%39.8%41.1%
Bid-Ask Spread %22.4015.9036.6020.4317.67
Gamma HHI0.220.120.370.150.28
Net GEX77.6K-308.4K372.6K236.0K-283.7K
Net DEX-4.8M-11.4M2.7M-6.4M-787.8K
Net VEX-70.0K-75.9K-64.1K-64.1K-73.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.920.0118.765.792.35
Total Volume1,044.476455,045795308
Total OI26,061.71424,67729,13524,67729,135

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-09-01$22.32$20.0037.5%10.8%26.6%10.9%32.4%7.2%1.6%236.0K-6.4M-64.1K5.7920.43N/AN/A11767810,37814,299
2020-09-02$22.88$20.0036.5%10.5%24.6%9.8%35.6%6.0%3.6%225.5K-7.6M-67.9K0.0525.41N/AN/A3231610,44014,958
2020-09-03$22.34$21.0037.0%11.9%26.7%10.4%37.2%7.2%3.4%248.8K-6.6M-68.5K2.4631.80N/AN/A133210,71814,945
2020-09-04$23.05$22.0037.2%11.7%28.1%10.5%41.5%6.0%3.6%244.0K-8.4M-70.5K0.0132.15N/AN/A309310,72414,968
2020-09-08$22.59$22.0042.8%11.7%29.1%17.0%44.4%5.8%4.3%257.3K-7.3M-68.0K9.4325.46N/AN/A1071,00910,84414,968
2020-09-09$22.84$21.0040.5%11.6%28.3%14.3%40.4%6.3%3.6%270.4K-8.2M-68.4K0.2321.73N/AN/A43510210,84513,971
2020-09-10$22.65$21.0038.6%11.1%28.3%12.2%39.0%7.2%4.6%299.2K-7.7M-67.1K0.0424.15N/AN/A106411,16814,059
2020-09-11$22.78$21.0037.6%10.8%28.1%11.0%42.9%7.0%3.8%324.7K-8.1M-66.4K17.9721.41N/AN/A2664,77911,19914,060
2020-09-14$22.98$22.0037.7%10.8%28.2%11.2%39.2%6.7%4.7%291.5K-7.7M-68.8K0.2717.73N/AN/A2416410,93814,931
2020-09-15$22.97$22.0036.0%10.3%27.8%9.2%42.3%6.8%5.2%325.3K-7.7M-68.4K5.2627.73N/AN/A5730011,08814,989
2020-09-16$22.96$22.0035.6%10.2%27.9%8.8%36.2%6.4%4.7%340.3K-7.5M-67.0K0.8419.82N/AN/A615111,10815,144
2020-09-17$24.03$22.0039.7%11.4%31.5%13.5%39.3%3.6%2.4%223.1K-11.4M-70.4K0.0936.60N/AN/A2,15518711,11015,148
2020-09-18$23.15$22.0038.1%10.9%35.0%11.5%41.6%6.2%3.0%372.6K-9.3M-68.2K18.7615.99N/AN/A2434,55912,60115,246
2020-09-21$22.06$22.0039.1%11.2%39.7%12.7%39.5%5.6%2.8%-167.7K-766.0K-75.9K0.2816.52N/AN/A2888210,80714,421
2020-09-22$22.05$22.0038.8%11.1%37.0%12.4%38.7%6.8%4.1%-193.3K-342.2K-74.6K0.2218.48N/AN/A681510,64614,485
2020-09-23$21.43$22.0040.8%11.7%38.2%14.7%39.1%4.6%2.1%-252.9K2.0M-73.1K0.4820.97N/AN/A793810,62214,498
2020-09-24$21.27$23.0040.1%11.5%38.2%13.9%41.5%5.3%4.3%-287.7K2.7M-71.5K2.0921.46N/AN/A5411310,59614,519
2020-09-25$21.38$23.0040.4%11.6%38.2%14.3%44.4%3.5%4.0%-272.9K2.2M-72.6K7.4823.08N/AN/A4643,47210,59914,630
2020-09-28$22.21$22.0039.9%11.4%40.1%13.7%40.6%4.1%4.8%-262.1K-743.2K-73.5K0.5715.94N/AN/A1267210,80117,891
2020-09-29$21.99$22.0038.9%11.2%39.8%12.5%39.0%2.7%5.2%-308.4K-258.7K-72.1K7.6815.90N/AN/A6247610,85517,944
2020-09-30$22.16$22.0039.8%11.4%38.5%13.5%41.3%2.8%5.1%-283.7K-787.8K-73.0K2.3517.67N/AN/A9221610,85018,285