HUN Options History — May 2021

In May 2021, HUN traded between $28.24 and $31.68. ATM implied volatility averaged 32.9%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 0.4% (HV 20d: 33.3%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.27.

Notable Days

  • 2021-05-13: Highest Volume — 4,675 contracts
  • 2021-05-07: Largest IV drop — 13.0% change
  • 2021-05-13: Highest IV Rank — 36.7%
  • 2021-05-12: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.71$28.24$31.68$29.85$28.38
Max Pain$29.10$28.00$30.00$28.00$29.00
ATM IV32.9%28.8%37.9%29.6%28.8%
Expected Move9.4%8.3%10.9%8.5%8.3%
HV 20d33.3%31.0%36.1%31.4%31.0%
HV 60d33.5%32.5%34.5%32.5%33.1%
IV Rank20.2%6.2%36.7%7.2%6.2%
IV Percentile13.6%1.2%48.4%1.2%1.2%
Term Structure1.1%-0.6%3.0%1.7%1.5%
VWIV33.0%27.0%40.1%31.1%27.0%
Skew 25d3.2%-0.5%5.6%2.1%2.1%
Skew 10d7.9%-1.5%16.3%3.5%14.8%
Call IV 25d31.3%27.0%36.2%30.3%27.0%
Put IV 25d34.4%29.1%41.0%32.4%29.1%
Bid-Ask Spread %46.1516.1981.4360.8527.53
Gamma HHI0.170.120.240.140.23
Net GEX341.9K-881.4K1.2M745.0K-824.2K
Net DEX-19.7M-43.0M-177.1K-25.7M-2.6M
Net VEX-220.2K-230.9K-212.6K-218.9K-217.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.270.065.730.140.19
Total Volume1,720.32744,6751,465274
Total OI52,092.7542,55564,54148,29444,927

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$29.85$28.0029.6%8.5%31.4%7.2%31.1%2.1%1.7%745.0K-25.7M-218.9K0.1460.85N/AN/A1,29017523,47624,818
2021-05-04$30.81$28.0033.2%9.5%32.8%18.4%33.7%-0.5%0.6%862.2K-35.1M-214.4K0.1754.01N/AN/A3,06850723,73324,901
2021-05-05$31.27$28.0032.3%9.3%32.8%15.6%34.7%3.2%0.4%1.0M-38.9M-215.5K0.4981.43N/AN/A1,39969024,68925,041
2021-05-06$31.20$28.0034.1%9.4%31.3%21.2%32.5%5.6%2.4%1.0M-38.1M-216.9K0.9759.52N/AN/A1,00898024,97624,637
2021-05-07$31.68$29.0029.7%9.1%31.5%7.4%31.9%3.2%2.9%1.1M-43.0M-215.6K0.2962.25N/AN/A1,59946325,40224,922
2021-05-10$31.20$29.0032.9%9.4%31.6%17.2%31.3%4.2%3.0%1.2M-38.2M-217.2K0.1043.00N/AN/A7387625,79925,327
2021-05-11$30.84$29.0036.5%9.7%32.0%28.6%35.5%3.7%1.4%1.2M-35.1M-218.3K0.8353.92N/AN/A45337526,02425,380
2021-05-12$29.61$29.0037.9%10.9%35.7%32.9%32.7%4.8%-0.6%834.2K-22.7M-222.8K4.1335.78N/AN/A4972,05326,16025,739
2021-05-13$30.15$29.0036.8%10.6%36.1%36.7%40.1%5.1%1.2%902.0K-27.0M-223.5K4.1454.88N/AN/A9103,76526,30227,632
2021-05-14$30.09$30.0033.3%9.5%35.9%23.2%36.6%3.5%2.9%790.9K-26.6M-229.4K1.3761.51N/AN/A9831,34926,76031,352
2021-05-17$29.74$30.0035.1%10.1%36.0%31.1%36.9%3.3%0.4%808.5K-21.7M-230.9K5.7335.84N/AN/A2881,64927,11532,629
2021-05-18$29.88$30.0033.7%9.7%33.7%25.9%33.1%3.8%2.1%794.8K-23.5M-230.8K0.0639.70N/AN/A3622127,18034,261
2021-05-19$28.81$30.0035.7%10.2%35.9%34.2%37.8%3.3%0.9%117.3K-7.6M-229.3K5.2049.44N/AN/A6103,17427,22434,267
2021-05-20$28.55$30.0033.5%9.6%34.0%25.1%33.6%3.7%-0.0%-189.6K-2.0M-226.8K0.1044.53N/AN/A1,01710427,24637,295
2021-05-21$28.72$30.0031.8%9.1%33.3%18.2%31.4%3.2%1.7%-368.2K-1.5M-221.8K0.3538.26N/AN/A40714426,61237,222
2021-05-24$28.47$29.0031.4%9.0%32.7%16.5%30.9%2.8%0.1%-677.7K-1.5M-214.9K0.4850.97N/AN/A56526919,83522,720
2021-05-25$28.28$29.0031.1%8.9%32.7%15.4%30.2%2.5%-0.1%-832.8K-549.7K-214.1K0.2728.27N/AN/A43811820,19622,967
2021-05-26$28.24$29.0030.5%8.7%32.7%13.0%29.1%2.4%-0.0%-881.4K-177.1K-212.6K0.2425.06N/AN/A3067220,40223,029
2021-05-27$28.46$29.0029.8%8.5%32.2%10.1%29.3%1.6%0.2%-788.6K-2.7M-212.8K0.1416.19N/AN/A1,94426620,57323,085
2021-05-28$28.38$29.0028.8%8.3%31.0%6.2%27.0%2.1%1.5%-824.2K-2.6M-217.6K0.1927.53N/AN/A2314321,62623,301