HUN Options History — March 2021 In March 2021, HUN traded between $26.70 and $29.43. ATM implied volatility averaged 35.0%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 2.9% (HV 20d: 32.1%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 0.94.
Notable Days 2021-03-19 : Highest Volume — 35,398 contracts2021-03-30 : Largest IV drop — 20.3% change2021-03-29 : Highest IV Rank — 19.5%2021-03-29 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $28.17 $26.70 $29.43 $27.82 $29.02 Max Pain $27.39 $26.00 $28.00 $26.00 $28.00 ATM IV 35.0% 32.2% 42.2% 35.1% 33.0% Expected Move 10.0% 9.2% 12.1% 10.1% 9.5% HV 20d 32.1% 22.7% 42.2% 24.2% 42.1% HV 60d 32.2% 29.7% 35.9% 30.1% 35.8% IV Rank 4.0% 0.0% 19.5% 3.0% 1.5% IV Percentile 12.6% 0.0% 58.3% 8.7% 1.2% Term Structure 2.7% -0.1% 5.0% 1.0% 4.2% VWIV 34.9% 31.9% 38.3% 34.8% 32.3% Skew 25d 3.5% 0.8% 7.3% 2.8% 1.3% Skew 10d 7.8% -12.3% 16.5% 6.0% 14.6% Call IV 25d 33.6% 31.1% 37.0% 34.0% 32.1% Put IV 25d 37.1% 33.4% 41.2% 36.8% 33.4% Bid-Ask Spread % 39.36 22.67 60.24 28.08 24.06 Gamma HHI 0.25 0.14 0.40 0.31 0.25 Net GEX 247.2K -680.5K 1.9M -401.2K 1.8M Net DEX -14.3M -37.3M -218.0K -7.8M -32.7M Net VEX -219.6K -268.1K -194.5K -206.6K -250.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.01 13.85 0.01 0.12 Total Volume 3,301.478 175 35,398 276 934 Total OI 43,582.217 33,950 60,862 33,950 60,696
Daily Data (23 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 2021-03-01 $27.82 $26.00 35.1% 10.1% 24.2% 3.0% 34.8% 2.8% 1.0% -401.2K -7.8M -206.6K 0.01 28.08 N/A N/A 272 4 16,365 17,585 2021-03-02 $27.80 $26.00 34.8% 10.0% 22.9% 2.6% 34.4% 2.7% 0.8% -443.6K -7.9M -205.9K 0.08 52.47 N/A N/A 165 13 16,482 17,593 2021-03-03 $27.53 $26.00 33.8% 9.7% 22.7% 1.4% 34.8% 3.1% 1.6% -570.5K -6.7M -203.0K 0.58 47.66 N/A N/A 285 164 16,590 17,603 2021-03-04 $26.70 $26.00 39.0% 10.5% 24.9% 7.7% 36.2% 7.3% 2.2% -640.2K -218.0K -201.0K 0.47 60.24 N/A N/A 252 118 16,726 17,672 2021-03-05 $27.29 $27.00 35.6% 10.4% 26.3% 3.6% 35.1% 5.3% 2.5% -663.7K -4.8M -202.6K 0.36 34.79 N/A N/A 192 70 16,763 17,764 2021-03-08 $27.54 $27.00 36.4% 10.2% 25.1% 4.5% 37.5% 7.0% 2.6% -680.5K -7.4M -197.9K 0.57 26.33 N/A N/A 331 188 16,868 17,793 2021-03-09 $27.69 $27.00 35.7% 9.8% 23.7% 3.7% 34.7% 4.0% 3.0% -613.7K -8.6M -198.8K 0.77 28.25 N/A N/A 99 76 17,076 17,931 2021-03-10 $28.51 $27.00 34.1% 9.8% 25.9% 1.8% 34.4% 4.0% 2.5% 316.6K -15.1M -194.8K 0.88 28.57 N/A N/A 311 275 17,104 17,948 2021-03-11 $29.01 $27.00 33.9% 9.7% 26.1% 1.6% 32.4% 5.5% 2.6% 624.6K -17.3M -196.9K 0.07 39.85 N/A N/A 480 33 17,212 17,919 2021-03-12 $29.43 $27.00 33.9% 9.7% 26.5% 1.6% 32.3% 4.1% 3.5% 599.7K -19.5M -199.8K 0.11 50.54 N/A N/A 739 80 17,194 17,942 2021-03-15 $28.36 $28.00 34.3% 9.8% 29.9% 2.0% 36.2% 4.0% 2.9% 249.3K -13.8M -194.5K 13.85 27.15 N/A N/A 304 4,211 17,395 18,001 2021-03-16 $27.68 $28.00 32.2% 9.2% 31.0% 0.0% 31.9% 4.1% 3.9% -631.8K -6.4M -203.6K 0.48 48.56 N/A N/A 219 105 17,567 22,183 2021-03-17 $28.76 $28.00 32.4% 9.3% 34.1% 0.3% 34.5% 5.7% 5.0% 408.2K -14.2M -204.4K 0.06 54.65 N/A N/A 503 31 17,725 22,227 2021-03-18 $28.65 $28.00 33.7% 9.7% 33.7% 1.9% 33.2% 2.6% 2.9% 400.8K -14.5M -203.6K 0.16 50.84 N/A N/A 511 83 18,077 22,231 2021-03-19 $29.37 $28.00 36.5% 10.5% 33.6% 6.2% 37.3% 4.0% 1.3% 374.2K -18.5M -206.2K 0.27 47.00 N/A N/A 27,950 7,448 18,259 22,246 2021-03-22 $28.40 $28.00 33.5% 9.6% 35.6% 1.8% 34.3% 3.2% 2.9% 823.1K -19.0M -240.1K 0.76 46.97 N/A N/A 4,837 3,675 26,197 20,708 2021-03-23 $26.79 $28.00 35.3% 10.1% 41.1% 4.9% 36.2% 2.0% 2.1% -276.5K -269.9K -237.7K 0.42 58.42 N/A N/A 7,457 3,128 28,153 24,289 2021-03-24 $27.03 $28.00 36.0% 10.3% 41.2% 7.4% 36.0% 0.8% 2.3% -135.1K -3.3M -251.8K 0.06 45.75 N/A N/A 4,121 247 30,824 27,141 2021-03-25 $27.86 $28.00 35.1% 10.1% 41.3% 5.6% 35.5% 2.1% 3.3% 803.6K -16.9M -266.3K 0.46 25.71 N/A N/A 1,295 591 33,496 27,366 2021-03-26 $28.65 $28.00 35.8% 10.3% 42.2% 7.0% 36.3% 1.2% 3.2% 1.3M -28.5M -268.1K 0.04 31.59 N/A N/A 1,887 70 33,107 27,664 2021-03-29 $28.87 $28.00 42.2% 12.1% 42.1% 19.5% 38.3% 0.8% -0.1% 1.2M -28.8M -264.3K 0.13 22.67 N/A N/A 787 100 32,735 27,658 2021-03-30 $29.20 $28.00 33.6% 9.6% 42.2% 2.8% 33.8% 3.4% 4.9% 1.9M -37.3M -253.5K 0.95 25.10 N/A N/A 662 631 32,654 27,662 2021-03-31 $29.02 $28.00 33.0% 9.5% 42.1% 1.5% 32.3% 1.3% 4.2% 1.8M -32.7M -250.3K 0.12 24.06 N/A N/A 837 97 32,488 28,208
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