HUN Options History — April 2021

In April 2021, HUN traded between $27.86 and $29.38. ATM implied volatility averaged 32.3%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 1.1% (HV 20d: 33.4%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.11.

Notable Days

  • 2021-04-13: Highest Volume — 7,165 contracts
  • 2021-04-12: Largest IV spike — 15.7% change
  • 2021-04-28: Highest IV Rank — 26.1%
  • 2021-04-28: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.74$27.86$29.38$29.29$28.66
Max Pain$27.71$27.00$28.00$28.00$28.00
ATM IV32.3%27.3%35.7%30.9%31.4%
Expected Move9.7%8.9%10.2%8.9%9.0%
HV 20d33.4%25.6%40.3%40.2%27.8%
HV 60d32.3%31.0%34.4%34.4%31.5%
IV Rank11.3%0.0%26.1%0.0%12.6%
IV Percentile7.4%0.0%29.4%0.0%2.0%
Term Structure0.2%-2.6%4.4%4.4%0.7%
VWIV34.1%30.9%36.6%30.9%31.6%
Skew 25d3.4%2.1%4.4%3.1%3.3%
Skew 10d9.0%3.7%18.9%13.1%17.1%
Call IV 25d32.4%28.9%34.3%28.9%30.6%
Put IV 25d35.8%32.0%38.3%32.0%33.9%
Bid-Ask Spread %40.0126.6871.5733.8461.49
Gamma HHI0.270.120.710.280.15
Net GEX1.6M-64.1K6.1M2.2M361.0K
Net DEX-21.1M-41.1M-4.8M-37.6M-14.5M
Net VEX-225.7K-242.8K-220.4K-242.8K-221.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.035.460.351.05
Total Volume1,989.3331947,1651,0782,742
Total OI54,47038,34768,29460,58847,638

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$29.29$28.0030.9%8.9%40.2%0.0%30.9%3.1%4.4%2.2M-37.6M-242.8K0.3533.84N/AN/A80027832,35928,229
2021-04-05$29.13$27.0031.5%10.0%39.8%1.2%35.3%4.0%-0.5%2.6M-35.8M-230.7K0.1153.76N/AN/A7137932,10928,284
2021-04-06$28.78$27.0029.6%9.8%40.1%0.0%36.6%4.4%0.5%2.6M-29.5M-226.3K1.3427.40N/AN/A8661,15732,22628,393
2021-04-07$28.56$27.0028.7%9.7%40.3%0.0%33.3%4.2%0.5%2.5M-25.1M-227.0K0.0436.01N/AN/A1,8707632,14429,537
2021-04-08$27.93$27.0028.7%9.9%39.7%0.0%36.4%3.5%0.5%1.7M-16.3M-223.0K1.9337.11N/AN/A7011,35033,15229,585
2021-04-09$28.09$27.0027.3%9.6%39.2%0.0%34.3%4.4%1.2%1.8M-16.3M-221.1K0.1333.36N/AN/A6067733,05130,741
2021-04-12$28.78$27.0031.6%9.5%39.9%9.4%33.2%3.7%1.7%3.8M-28.6M-222.2K3.3229.27N/AN/A5801,92433,38230,763
2021-04-13$28.70$28.0031.9%9.7%37.6%10.1%35.4%3.5%0.5%4.1M-25.4M-225.5K4.5238.07N/AN/A1,2995,86633,34031,814
2021-04-14$28.79$28.0034.0%9.7%36.4%14.8%34.0%2.6%0.6%4.2M-27.2M-230.0K0.0326.68N/AN/A3,0849333,49434,800
2021-04-15$28.98$28.0033.4%9.6%33.9%13.4%33.4%2.7%0.8%6.1M-27.8M-226.9K0.0631.59N/AN/A1,89211832,28134,847
2021-04-16$29.38$28.0031.8%9.1%34.2%10.0%31.9%3.7%1.4%944.2K-41.1M-221.2K0.0533.41N/AN/A2,81714531,77334,885
2021-04-19$29.18$28.0033.0%9.5%33.1%12.6%35.3%4.3%0.1%461.8K-17.0M-221.8K5.4653.56N/AN/A5773,14820,77517,572
2021-04-20$28.23$28.0034.3%9.8%33.1%15.4%33.7%4.0%-1.2%45.4K-8.1M-224.6K0.4832.93N/AN/A39619121,05620,691
2021-04-21$28.78$28.0033.5%9.6%25.6%13.8%33.2%3.4%-0.5%165.4K-12.7M-225.7K0.2332.01N/AN/A1583621,12920,869
2021-04-22$27.86$28.0033.3%9.6%28.5%15.0%36.1%2.3%0.0%-64.1K-4.8M-220.4K3.4862.40N/AN/A7342,55721,22720,880
2021-04-23$28.43$28.0034.0%9.8%27.4%17.0%32.9%2.8%-0.7%-46.6K-9.1M-228.0K0.0530.32N/AN/A1,2726321,64623,304
2021-04-26$28.96$28.0035.5%10.2%26.3%22.5%34.4%2.1%-2.6%255.3K-15.2M-228.1K0.1935.14N/AN/A54910622,72423,370
2021-04-27$28.81$28.0035.0%10.0%26.3%23.4%34.7%2.3%-1.5%240.4K-14.3M-227.9K0.2429.17N/AN/A3879322,93223,376
2021-04-28$28.89$28.0035.7%10.2%25.9%26.1%35.7%3.9%-1.9%269.9K-15.5M-222.5K0.1671.57N/AN/A1,12617822,87723,437
2021-04-29$29.38$28.0034.1%9.8%26.6%21.0%33.3%3.1%0.1%530.9K-21.3M-222.7K0.1651.03N/AN/A92115123,61323,565
2021-04-30$28.66$28.0031.4%9.0%27.8%12.6%31.6%3.3%0.7%361.0K-14.5M-221.2K1.0561.49N/AN/A1,3361,40624,00823,630