HUN Options History — November 2020

In November 2020, HUN traded between $23.23 and $26.08. ATM implied volatility averaged 38.0%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 2.1% (HV 20d: 40.2%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 2.71.

Notable Days

  • 2020-11-17: Highest Volume — 4,439 contracts
  • 2020-11-04: Largest IV drop — 11.5% change
  • 2020-11-02: Highest IV Rank — 23.6%
  • 2020-11-02: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.76$23.23$26.08$24.86$24.97
Max Pain$23.15$22.00$24.00$22.00$24.00
ATM IV38.0%34.2%48.6%48.6%37.7%
Expected Move10.8%9.8%13.9%13.9%10.8%
HV 20d40.2%26.6%45.1%26.6%45.1%
HV 60d35.8%31.2%37.7%31.4%37.1%
IV Rank11.5%7.1%23.6%23.6%11.2%
IV Percentile31.8%14.7%71.0%71.0%30.6%
Term Structure-0.8%-3.9%0.9%-3.9%-0.5%
VWIV38.4%32.7%48.7%48.7%36.4%
Skew 25d4.6%1.6%5.9%5.3%5.4%
Skew 10d12.9%0.2%30.1%30.1%17.4%
Call IV 25d36.3%31.2%48.3%47.2%35.6%
Put IV 25d40.9%36.4%52.4%52.4%41.0%
Bid-Ask Spread %43.5625.4065.0841.3955.42
Gamma HHI0.240.180.390.180.19
Net GEX561.1K-744.6K1.8M396.9K95.1K
Net DEX-11.8M-17.6M-3.1M-15.8M-7.7M
Net VEX-79.5K-114.3K-65.2K-114.3K-70.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.710.0040.880.000.77
Total Volume8191674,4391,107252
Total OI46,915.7525,70458,21451,25827,535

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$24.86$22.0048.6%13.9%26.6%23.6%48.7%5.3%-3.9%396.9K-15.8M-114.3K0.0041.39N/AN/A1,102523,20928,049
2020-11-03$25.02$22.0047.6%13.6%26.7%22.5%47.3%2.6%-3.2%547.9K-16.7M-107.5K0.1149.17N/AN/A2793023,20928,049
2020-11-04$23.63$22.0042.1%12.1%33.0%16.2%46.3%1.6%-2.7%-186.2K-5.0M-100.2K2.2052.70N/AN/A36680723,19128,056
2020-11-05$24.81$23.0040.2%11.1%37.3%14.0%39.0%3.8%-0.4%746.5K-17.1M-93.8K0.1054.49N/AN/A1661723,35528,853
2020-11-06$24.50$23.0038.1%11.1%37.5%11.6%38.2%3.6%-1.0%550.2K-13.1M-92.2K0.0337.85N/AN/A162523,44928,858
2020-11-09$24.70$23.0039.4%10.7%37.6%13.1%37.6%4.0%-0.9%727.1K-15.0M-90.9K0.0347.97N/AN/A4951623,44928,858
2020-11-10$24.94$23.0039.3%10.7%37.1%13.0%37.4%5.2%-0.8%1.0M-17.5M-83.2K0.0338.62N/AN/A9053123,29328,867
2020-11-11$24.05$23.0036.4%10.4%39.5%9.7%39.8%5.6%-0.9%361.7K-10.1M-77.2K1.7625.40N/AN/A40371123,84228,868
2020-11-12$23.23$23.0038.4%11.0%40.6%11.9%36.6%5.6%-0.2%-744.6K-3.1M-76.3K0.4034.54N/AN/A2168723,85129,580
2020-11-13$24.40$23.0036.5%10.5%44.6%9.8%35.7%5.1%-1.3%660.1K-10.7M-72.1K0.5134.47N/AN/A26513623,87229,632
2020-11-16$24.94$23.0036.3%10.4%44.8%9.5%37.3%5.1%-0.2%1.8M-17.6M-69.9K0.3244.99N/AN/A48515423,89429,758
2020-11-17$24.62$23.0035.3%10.1%44.9%8.4%40.9%5.0%0.9%1.5M-14.0M-65.3K40.8830.45N/AN/A1064,33323,90029,787
2020-11-18$24.79$23.0035.6%10.2%44.9%8.7%36.8%5.9%-0.4%1.5M-13.0M-69.1K0.5846.38N/AN/A33019123,90334,099
2020-11-19$24.71$23.0034.8%10.0%44.1%7.8%34.9%3.9%0.6%1.3M-12.3M-68.4K0.2465.08N/AN/A2907023,98634,228
2020-11-20$24.45$24.0035.0%10.0%43.6%8.1%33.1%5.2%-0.9%6.2K-8.9M-66.8K0.2436.64N/AN/A46811423,94034,273
2020-11-23$25.26$24.0034.6%9.9%43.0%7.6%32.7%5.2%-0.7%144.2K-7.8M-65.2K0.0439.54N/AN/A1,1984611,32914,375
2020-11-24$26.08$24.0035.6%10.2%44.0%8.7%33.8%4.4%0.2%277.5K-11.5M-68.3K0.1143.51N/AN/A1,04211212,13014,416
2020-11-25$25.73$24.0034.7%9.9%44.1%7.7%40.6%5.6%-0.9%275.7K-10.3M-70.0K5.4754.07N/AN/A12467812,43414,453
2020-11-27$25.51$24.0034.2%9.8%44.3%7.1%34.2%4.6%0.5%181.8K-9.4M-68.6K0.3738.47N/AN/A1344912,39415,091
2020-11-30$24.97$24.0037.7%10.8%45.1%11.2%36.4%5.4%-0.5%95.1K-7.7M-70.2K0.7755.42N/AN/A14211012,40215,133