HUN Options History — October 2020

In October 2020, HUN traded between $21.91 and $25.46. ATM implied volatility averaged 40.9%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 7.4% (HV 20d: 33.5%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 3.50.

Notable Days

  • 2020-10-22: Highest Volume — 7,812 contracts
  • 2020-10-14: Largest IV spike — 18.5% change
  • 2020-10-28: Highest IV Rank — 24.6%
  • 2020-10-28: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.17$21.91$25.46$21.91$24.14
Max Pain$21.55$20.00$22.00$22.00$22.00
ATM IV40.9%32.6%49.4%39.3%47.1%
Expected Move12.4%10.7%14.2%11.3%13.5%
HV 20d33.5%26.2%39.2%37.5%26.3%
HV 60d33.7%30.8%36.5%36.3%31.0%
IV Rank14.8%5.3%24.6%13.0%21.9%
IV Percentile46.5%11.1%74.2%42.5%66.3%
Term Structure-1.4%-4.6%6.7%5.8%-1.1%
VWIV44.9%36.9%51.6%39.1%47.0%
Skew 25d4.6%2.0%9.2%3.3%5.3%
Skew 10d15.7%-2.7%30.2%-2.7%15.3%
Call IV 25d42.0%37.6%46.5%38.4%46.5%
Put IV 25d46.6%39.7%55.0%41.7%51.8%
Bid-Ask Spread %46.5417.3673.0417.4363.55
Gamma HHI0.220.150.300.300.20
Net GEX41.1K-368.1K441.5K-346.2K86.6K
Net DEX-8.1M-17.6M157.7K157.7K-8.0M
Net VEX-94.1K-117.4K-68.1K-72.7K-117.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.500.0125.871.710.02
Total Volume1,935.682527,812160411
Total OI40,389.31829,31851,23529,31851,235

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$21.91$22.0039.3%11.3%37.5%13.0%39.1%3.3%5.8%-346.2K157.7K-72.7K1.7117.43N/AN/A5910110,89118,427
2020-10-02$22.78$22.0037.4%10.7%39.2%10.8%36.9%2.0%6.7%-122.0K-3.7M-71.5K0.3717.36N/AN/A953510,90218,529
2020-10-05$23.40$20.0038.3%12.9%38.8%11.8%42.8%4.8%-1.9%66.8K-6.2M-68.1K0.5228.77N/AN/A1377110,93718,541
2020-10-06$23.49$20.0038.6%13.5%38.0%12.2%45.5%4.0%-2.5%89.6K-6.8M-69.3K0.0125.24N/AN/A3,4483411,01918,590
2020-10-07$24.07$20.0036.4%12.9%38.7%9.7%44.5%6.1%-3.5%352.9K-11.6M-78.2K0.0328.26N/AN/A6361913,85218,609
2020-10-08$24.32$20.0035.5%12.6%38.6%8.6%51.1%4.2%-3.9%441.5K-12.7M-78.4K25.2627.86N/AN/A1754,42014,17918,624
2020-10-09$24.53$21.0032.6%12.2%38.6%5.3%46.1%4.5%-2.7%332.8K-11.9M-84.5K0.5860.78N/AN/A1569014,20422,902
2020-10-12$24.61$21.0037.3%12.1%38.6%10.6%45.2%3.0%-2.9%343.7K-12.2M-81.3K25.8773.04N/AN/A1955,04414,23422,931
2020-10-13$24.20$22.0036.0%12.3%39.2%9.2%48.3%6.3%-3.9%62.8K-8.0M-93.8K3.1455.92N/AN/A3251,02214,31327,939
2020-10-14$24.27$22.0042.6%12.2%39.2%16.8%42.1%5.4%-2.8%44.5K-8.0M-96.1K0.0958.88N/AN/A1821714,56728,921
2020-10-15$24.71$22.0041.9%12.0%36.4%16.0%49.6%5.6%-1.0%110.4K-10.3M-96.2K2.7258.71N/AN/A30783414,67128,924
2020-10-16$24.79$22.0040.9%11.7%33.4%14.8%45.7%5.4%-0.0%144.1K-11.5M-93.0K10.7366.38N/AN/A3333,57314,76229,725
2020-10-19$24.32$22.0044.0%12.6%28.6%18.3%45.1%4.3%-2.5%-235.5K-5.2M-98.8K1.1545.28N/AN/A3,1643,64213,30624,222
2020-10-20$24.57$22.0041.6%11.9%28.6%15.6%41.3%5.1%-1.2%-352.4K-5.8M-104.2K0.0435.92N/AN/A1,2995413,38227,831
2020-10-21$24.40$22.0042.4%12.1%26.2%16.5%45.4%3.8%-0.1%-368.1K-3.8M-104.4K0.9943.10N/AN/A16916813,34727,881
2020-10-22$24.97$22.0041.8%12.0%26.2%15.8%40.3%4.1%-1.7%-248.8K-7.7M-99.8K0.0166.55N/AN/A7,7654713,44127,942
2020-10-23$25.46$22.0041.5%11.9%26.5%15.5%41.8%3.2%-0.9%434.5K-17.6M-114.5K0.1545.50N/AN/A6389320,75227,978
2020-10-26$24.49$22.0046.1%13.2%29.2%20.7%46.0%4.7%-3.0%145.6K-9.8M-114.2K2.2356.13N/AN/A408920,98328,037
2020-10-27$24.19$22.0044.9%12.9%29.3%19.4%44.9%2.6%-1.8%22.5K-7.3M-111.0K0.0229.39N/AN/A51120,98528,017
2020-10-28$23.94$22.0049.4%14.2%29.8%24.6%51.6%9.2%-4.6%-53.2K-3.9M-113.6K1.3850.11N/AN/A36850921,00228,017
2020-10-29$24.08$22.0044.5%12.8%29.2%18.9%48.4%4.4%-0.4%-47.7K-6.5M-108.7K0.0369.70N/AN/A2,6907921,00628,008
2020-10-30$24.14$22.0047.1%13.5%26.3%21.9%47.0%5.3%-1.1%86.6K-8.0M-117.4K0.0263.55N/AN/A402923,17628,059