HUN Options History — December 2020

In December 2020, HUN traded between $24.70 and $26.23. ATM implied volatility averaged 35.0%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 3.6% (HV 20d: 31.5%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 2.32.

Notable Days

  • 2020-12-10: Highest Volume — 5,827 contracts
  • 2020-12-21: Largest IV spike — 6.2% change
  • 2020-12-14: Highest IV Rank — 9.7%
  • 2020-12-14: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.51$24.70$26.23$25.13$25.30
Max Pain$24.27$23.00$25.00$24.00$25.00
ATM IV35.0%33.2%36.4%36.4%33.2%
Expected Move10.0%9.5%10.4%10.4%9.5%
HV 20d31.5%23.9%44.0%44.0%24.5%
HV 60d35.0%32.4%37.6%36.6%32.4%
IV Rank7.6%3.3%9.7%9.6%3.3%
IV Percentile15.3%3.2%24.2%23.4%3.2%
Term Structure2.2%-1.0%3.8%-1.0%3.6%
VWIV35.4%32.3%41.1%39.1%35.1%
Skew 25d5.0%3.5%7.1%6.5%5.5%
Skew 10d12.7%2.8%25.0%16.0%9.9%
Call IV 25d33.1%30.2%35.3%33.0%30.2%
Put IV 25d38.1%35.3%40.0%39.5%35.7%
Bid-Ask Spread %61.0631.4078.8131.4056.05
Gamma HHI0.260.190.360.190.30
Net GEX98.5K-271.0K490.9K144.8K-63.1K
Net DEX-5.0M-11.5M139.3K-8.0M-2.8M
Net VEX-70.4K-79.5K-58.9K-67.9K-65.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.320.0018.230.6516.51
Total Volume933.727815,8274101,173
Total OI31,833.527,67837,33027,67831,712

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$25.13$24.0036.4%10.4%44.0%9.6%39.1%6.5%-1.0%144.8K-8.0M-67.9K0.6531.40N/AN/A24816212,45215,226
2020-12-02$25.11$24.0036.3%10.4%43.9%9.5%35.7%4.3%0.8%141.0K-8.1M-66.3K0.6931.57N/AN/A483312,58715,294
2020-12-03$24.70$23.0036.1%10.4%39.0%9.3%35.2%5.2%1.4%36.4K-6.6M-63.7K0.2372.75N/AN/A1683812,59615,314
2020-12-04$25.45$23.0035.3%10.1%36.5%8.3%35.0%5.4%2.2%418.1K-9.6M-63.0K0.1467.26N/AN/A1882712,53115,308
2020-12-07$25.19$23.0035.6%10.3%36.4%8.7%34.0%5.1%1.3%400.3K-8.8M-58.9K0.0871.63N/AN/A3002312,54415,321
2020-12-08$25.99$23.0035.1%9.9%37.9%8.2%39.0%3.5%2.3%490.9K-11.5M-62.4K6.1060.66N/AN/A6303,84212,57515,340
2020-12-09$26.23$23.0035.3%10.1%37.8%8.4%35.2%5.3%1.3%376.9K-10.8M-69.9K0.0954.83N/AN/A4093712,69819,155
2020-12-10$25.83$23.0035.0%10.0%35.7%8.1%40.9%4.3%2.5%325.6K-9.0M-68.1K18.2365.00N/AN/A3035,52412,59319,146
2020-12-11$25.56$23.0035.4%10.2%33.2%8.5%32.3%4.8%2.6%-12.8K-5.2M-79.5K0.0272.58N/AN/A1,4673212,68324,647
2020-12-14$25.27$25.0036.4%10.4%29.1%9.7%35.9%5.6%1.3%-97.7K-798.3K-79.4K0.6869.75N/AN/A19113011,23924,662
2020-12-15$25.84$25.0034.8%10.0%29.2%7.8%33.9%4.2%3.1%139.1K-2.8M-79.0K0.1049.47N/AN/A1461511,22124,714
2020-12-16$25.69$25.0035.3%10.1%28.8%8.4%41.1%5.9%2.6%88.4K-2.2M-77.7K4.3264.25N/AN/A17876911,16824,716
2020-12-17$25.94$25.0034.2%9.8%28.9%7.1%33.9%3.8%3.8%101.1K-3.9M-74.2K0.0575.92N/AN/A4112111,12725,463
2020-12-18$26.06$25.0034.3%9.8%28.8%7.2%33.3%4.4%3.0%388.9K-4.9M-71.8K0.1051.52N/AN/A4935111,27125,466
2020-12-21$25.84$25.0036.4%10.4%28.7%9.6%38.1%4.4%1.5%-23.6K-3.0M-72.5K1.3578.81N/AN/A8161,10310,57819,516
2020-12-22$25.42$25.0035.1%10.1%27.2%8.1%34.4%4.9%2.7%-124.2K-1.5M-77.4K0.1764.51N/AN/A2243810,99620,589
2020-12-23$25.68$25.0033.9%9.7%24.8%6.7%33.7%3.8%3.4%-34.5K-2.7M-75.4K0.9072.77N/AN/A817311,10420,611
2020-12-24$25.41$25.0034.2%9.8%24.6%7.1%32.6%4.9%2.7%-106.0K-1.9M-72.6K0.0053.18N/AN/A134011,10320,594
2020-12-28$25.37$25.0033.9%9.7%24.5%4.5%33.9%4.9%3.5%-86.9K-2.6M-68.9K0.1862.88N/AN/A2163811,11720,243
2020-12-29$24.96$25.0034.8%10.0%23.9%5.2%33.4%7.1%1.6%-271.0K139.3K-68.9K0.2057.05N/AN/A2966011,23320,279
2020-12-30$25.36$25.0033.8%9.7%24.5%4.0%33.0%5.1%3.2%-64.2K-3.0M-65.8K0.1859.55N/AN/A3456111,28120,324
2020-12-31$25.30$25.0033.2%9.5%24.5%3.3%35.1%5.5%3.6%-63.1K-2.8M-65.7K16.5156.05N/AN/A671,10611,34120,371