HUN Options History — February 2021

In February 2021, HUN traded between $27.04 and $28.96. ATM implied volatility averaged 39.2%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 7.1% (HV 20d: 32.1%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 1.59.

Notable Days

  • 2021-02-12: Highest Volume — 4,050 contracts
  • 2021-02-19: Largest IV drop — 9.0% change
  • 2021-02-01: Highest IV Rank — 18.0%
  • 2021-02-01: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.20$27.04$28.96$27.04$27.45
Max Pain$26.26$26.00$27.00$27.00$26.00
ATM IV39.2%33.1%47.5%47.5%38.4%
Expected Move11.1%9.5%13.6%13.6%11.0%
HV 20d32.1%25.1%41.0%41.0%25.1%
HV 60d31.9%29.6%36.9%36.9%30.0%
IV Rank8.0%0.5%18.0%18.0%7.0%
IV Percentile32.1%0.4%65.9%65.9%32.9%
Term Structure0.5%-3.7%4.0%-3.7%-0.0%
VWIV39.3%32.3%48.1%48.1%37.6%
Skew 25d4.8%3.1%7.1%6.4%7.1%
Skew 10d10.0%4.5%25.1%25.1%8.1%
Call IV 25d36.4%31.1%44.4%44.4%33.8%
Put IV 25d41.2%35.2%50.9%50.9%41.0%
Bid-Ask Spread %47.2324.3783.1183.1134.80
Gamma HHI0.210.140.340.180.33
Net GEX-209.7K-633.6K456.5K-633.6K-498.4K
Net DEX-8.9M-16.6M2.9M2.9M-3.4M
Net VEX-195.8K-204.8K-183.0K-185.4K-200.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.590.0114.380.410.06
Total Volume1,124.5792174,0505271,027
Total OI38,274.78930,61048,11736,56533,014

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$27.04$27.0047.5%13.6%41.0%18.0%48.1%6.4%-3.7%-633.6K2.9M-185.4K0.4183.11N/AN/A37515213,59422,971
2021-02-02$27.43$27.0044.0%12.6%40.7%13.8%44.3%4.3%-2.3%-606.7K-72.0K-185.1K0.8481.81N/AN/A1189913,65623,086
2021-02-03$27.70$27.0043.1%12.4%37.3%12.7%43.5%3.1%-1.5%-574.8K-1.7M-183.0K0.0764.99N/AN/A3752513,68423,149
2021-02-04$27.70$26.0042.4%11.7%30.5%11.8%41.9%5.9%-0.0%-571.1K-2.6M-183.4K0.0128.83N/AN/A2,0712913,90223,164
2021-02-05$28.34$26.0041.4%11.7%31.4%10.7%40.2%4.4%0.5%-317.9K-9.6M-198.8K0.1538.62N/AN/A6028915,52023,187
2021-02-08$28.96$26.0044.1%11.5%32.3%14.0%39.6%4.7%1.0%-125.7K-14.0M-198.5K0.2042.28N/AN/A83416515,93423,186
2021-02-09$28.62$26.0043.2%11.3%32.3%12.8%40.1%5.4%1.6%-145.5K-13.1M-197.0K0.0540.31N/AN/A3762016,33423,233
2021-02-10$28.24$26.0040.6%11.6%32.4%9.7%43.1%4.5%-0.0%-261.1K-11.2M-196.3K0.2934.44N/AN/A36210416,50723,246
2021-02-11$28.30$26.0039.6%11.4%31.4%8.5%40.6%5.1%1.1%-266.4K-11.2M-199.1K0.3047.77N/AN/A1,20836516,74023,332
2021-02-12$28.34$26.0036.6%10.5%31.3%4.8%37.9%3.5%0.6%85.2K-14.6M-193.3K8.9857.48N/AN/A4063,64417,15123,475
2021-02-16$28.49$26.0036.2%10.4%30.6%4.3%34.7%4.1%3.2%47.3K-13.9M-196.9K0.0824.37N/AN/A7256117,04427,030
2021-02-17$28.59$26.0034.2%9.8%30.1%2.0%39.4%5.3%4.0%277.5K-15.2M-194.8K14.3845.25N/AN/A2453,52417,04327,043
2021-02-18$28.20$27.0036.4%10.4%30.5%4.5%35.0%5.5%0.3%50.2K-10.8M-202.3K0.1045.32N/AN/A5575717,11330,558
2021-02-19$28.95$27.0033.1%9.5%31.9%0.5%32.3%4.0%2.2%456.5K-16.6M-204.8K0.0459.11N/AN/A7592917,50730,610
2021-02-22$28.68$26.0035.2%10.1%32.1%3.2%34.2%4.3%0.8%-192.6K-9.4M-199.0K0.1137.17N/AN/A7658214,27616,334
2021-02-23$28.46$26.0036.0%10.3%32.1%4.1%36.6%4.0%0.3%-202.7K-9.0M-201.5K0.0860.56N/AN/A2842414,91716,371
2021-02-24$28.63$26.0035.4%10.1%30.3%3.3%35.7%4.3%0.9%-160.7K-10.3M-200.8K0.2731.40N/AN/A41111115,04016,419
2021-02-25$27.74$26.0037.0%10.6%27.2%5.4%42.1%4.7%1.2%-343.7K-5.4M-200.6K3.8039.70N/AN/A2681,01915,32516,526
2021-02-26$27.45$26.0038.4%11.0%25.1%7.0%37.6%7.1%-0.0%-498.4K-3.4M-200.0K0.0634.80N/AN/A9656215,47317,541