HUN Options History — January 2021

In January 2021, HUN traded between $25.01 and $28.98. ATM implied volatility averaged 39.9%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 6.6% (HV 20d: 33.3%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.26.

Notable Days

2021-01-13: Highest Volume — 6,349 contracts
2021-01-27: Largest IV spike — 11.7% change
2021-01-29: Highest IV Rank — 18.7%
2021-01-29: Largest Expected Move — 13.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.63	$25.01	$28.98	$25.01	$26.41
Max Pain	$26.26	$24.00	$27.00	$24.00	$27.00
ATM IV	39.9%	35.4%	48.1%	35.4%	48.1%
Expected Move	11.5%	10.7%	13.8%	10.8%	13.8%
HV 20d	33.3%	24.1%	40.3%	24.1%	40.3%
HV 60d	35.3%	32.1%	36.8%	32.1%	36.6%
IV Rank	9.7%	5.8%	18.7%	5.8%	18.7%
IV Percentile	38.8%	17.5%	68.7%	17.5%	68.7%
Term Structure	-1.1%	-4.3%	0.7%	0.3%	-1.8%
VWIV	40.7%	37.6%	48.8%	38.5%	46.6%
Skew 25d	4.5%	2.2%	7.1%	5.9%	5.5%
Skew 10d	14.2%	9.2%	27.8%	9.6%	27.8%
Call IV 25d	37.9%	35.1%	45.4%	35.9%	45.4%
Put IV 25d	42.5%	39.3%	52.2%	41.8%	50.9%
Bid-Ask Spread %	66.21	40.89	86.33	61.38	86.27
Gamma HHI	0.18	0.14	0.36	0.36	0.19
Net GEX	-183.5K	-734.4K	737.6K	-260.6K	-708.9K
Net DEX	-6.8M	-20.8M	10.7M	-398.9K	7.3M
Net VEX	-135.9K	-188.8K	-61.4K	-63.2K	-185.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.26	0.03	7.59	0.25	0.13
Total Volume	2,007.368	119	6,349	446	783
Total OI	37,118	31,710	52,419	31,734	35,852

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-01-04	$25.01	$24.00	35.4%	10.8%	24.1%	5.8%	38.5%	5.9%	0.3%	-260.6K	-398.9K	-63.2K	0.25	61.38	N/A	N/A	357	89	11,356	20,378
2021-01-05	$26.27	$24.00	37.8%	10.7%	27.9%	8.8%	40.7%	5.1%	0.0%	323.6K	-7.3M	-61.4K	1.03	71.62	N/A	N/A	2,892	2,983	11,333	20,377
2021-01-06	$27.89	$24.00	37.7%	10.7%	34.3%	8.6%	37.8%	4.2%	0.3%	737.6K	-20.8M	-67.7K	0.05	68.60	N/A	N/A	3,028	151	13,326	21,421
2021-01-07	$28.20	$24.00	36.6%	11.1%	33.0%	7.3%	41.6%	6.0%	-1.6%	534.2K	-18.2M	-66.7K	7.59	58.37	N/A	N/A	494	3,749	12,267	21,479
2021-01-08	$28.32	$25.00	36.1%	10.9%	32.9%	6.7%	39.0%	4.2%	-0.1%	478.1K	-18.4M	-73.6K	4.00	61.32	N/A	N/A	917	3,668	12,428	25,185
2021-01-11	$28.70	$27.00	40.2%	10.8%	32.3%	11.5%	37.6%	4.4%	0.7%	167.9K	-17.7M	-87.5K	0.06	72.93	N/A	N/A	487	28	12,900	28,520
2021-01-12	$28.98	$27.00	38.0%	11.1%	31.8%	6.9%	39.4%	5.7%	-2.0%	124.4K	-19.4M	-84.9K	0.03	71.70	N/A	N/A	494	17	12,934	28,546
2021-01-13	$28.34	$27.00	40.0%	11.5%	32.8%	9.4%	42.1%	4.1%	-2.0%	79.2K	-15.9M	-86.6K	2.38	57.60	N/A	N/A	1,881	4,468	12,884	28,553
2021-01-14	$28.18	$27.00	39.0%	11.2%	32.4%	8.1%	39.9%	4.1%	-0.0%	-235.7K	-13.1M	-128.8K	0.88	61.65	N/A	N/A	3,153	2,788	14,397	32,752
2021-01-15	$27.66	$27.00	38.4%	11.0%	33.3%	7.4%	39.7%	3.9%	-0.6%	-521.2K	-10.9M	-180.7K	0.05	48.88	N/A	N/A	2,218	105	16,946	35,473
2021-01-19	$28.11	$27.00	38.7%	11.1%	33.5%	7.7%	37.8%	3.0%	0.0%	-450.9K	-2.1M	-186.3K	1.54	45.42	N/A	N/A	336	518	12,073	21,200
2021-01-20	$28.11	$27.00	38.5%	11.0%	33.5%	7.1%	38.5%	3.8%	-1.2%	-452.9K	-1.9M	-188.5K	0.11	76.35	N/A	N/A	167	18	12,308	21,706
2021-01-21	$28.11	$27.00	38.0%	10.9%	33.3%	6.5%	38.7%	2.2%	-0.1%	-457.8K	-2.3M	-188.8K	0.29	40.89	N/A	N/A	101	29	12,406	21,714
2021-01-22	$28.28	$27.00	38.5%	11.0%	32.3%	7.1%	40.5%	3.7%	-1.0%	-434.9K	-2.8M	-188.7K	0.43	52.85	N/A	N/A	83	36	12,459	21,749
2021-01-25	$28.09	$27.00	40.5%	11.6%	32.6%	9.6%	39.3%	5.5%	-2.0%	-450.3K	-1.7M	-188.6K	0.14	77.12	N/A	N/A	340	46	12,528	21,747
2021-01-26	$27.31	$27.00	42.5%	12.2%	34.2%	12.0%	43.0%	3.5%	-2.8%	-574.0K	2.0M	-185.1K	4.40	76.23	N/A	N/A	242	1,064	12,792	21,790
2021-01-27	$26.05	$27.00	47.5%	13.6%	38.7%	18.0%	48.8%	7.1%	-3.6%	-734.4K	10.7M	-182.2K	0.63	82.48	N/A	N/A	157	99	12,830	22,852
2021-01-28	$26.94	$27.00	46.8%	13.4%	39.7%	17.2%	44.6%	4.2%	-4.3%	-651.0K	4.8M	-187.4K	0.04	86.33	N/A	N/A	148	6	12,890	22,891
2021-01-29	$26.41	$27.00	48.1%	13.8%	40.3%	18.7%	46.6%	5.5%	-1.8%	-708.9K	7.3M	-185.6K	0.13	86.27	N/A	N/A	693	90	12,961	22,891