HUN Options History — June 2021 In June 2021, HUN traded between $24.90 and $29.32. ATM implied volatility averaged 29.9%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 0.6% (HV 20d: 29.3%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2021-06-22 : Highest Volume — 16,805 contracts2021-06-14 : Largest IV spike — 8.4% change2021-06-03 : Highest IV Rank — 20.4%2021-06-03 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.03 $24.90 $29.32 $29.32 $26.53 Max Pain $27.32 $26.00 $29.00 $29.00 $27.00 ATM IV 29.9% 28.0% 32.3% 29.0% 29.5% Expected Move 8.6% 8.0% 9.3% 8.3% 8.5% HV 20d 29.3% 24.4% 34.9% 29.7% 31.5% HV 60d 31.9% 29.3% 34.1% 33.5% 30.9% IV Rank 10.8% 3.1% 20.4% 7.0% 9.5% IV Percentile 4.5% 0.4% 10.7% 1.6% 4.0% Term Structure 3.5% 1.5% 5.0% 1.5% 4.3% VWIV 30.0% 27.5% 32.8% 28.8% 30.4% Skew 25d 1.9% -0.5% 3.6% 2.8% -0.5% Skew 10d 3.5% -7.8% 13.5% 12.1% -7.8% Call IV 25d 29.5% 27.1% 31.6% 27.1% 30.4% Put IV 25d 31.3% 29.6% 33.6% 30.0% 29.9% Bid-Ask Spread % 42.97 9.56 69.44 60.10 50.76 Gamma HHI 0.28 0.20 0.41 0.20 0.24 Net GEX -772.0K -2.9M 1.2M -175.0K 1.0M Net DEX 2.6M -12.2M 37.1M -12.2M -7.6M Net VEX -202.0K -218.6K -169.8K -211.8K -200.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.04 8.53 0.04 0.07 Total Volume 2,556.364 471 16,805 1,429 788 Total OI 50,161.864 42,457 59,504 45,073 51,062
Daily Data (22 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 2021-06-01 $29.32 $29.00 29.0% 8.3% 29.7% 7.0% 28.8% 2.8% 1.5% -175.0K -12.2M -211.8K 0.04 60.10 N/A N/A 1,379 50 21,750 23,323 2021-06-02 $28.56 $29.00 30.0% 8.6% 28.4% 11.2% 30.5% 2.0% 1.6% -770.5K -6.0M -218.6K 0.34 41.86 N/A N/A 473 161 22,895 23,432 2021-06-03 $28.12 $29.00 32.3% 9.3% 27.8% 20.4% 32.8% 1.9% 3.5% -1.0M -1.9M -217.5K 0.29 58.64 N/A N/A 364 107 23,181 23,537 2021-06-04 $28.29 $29.00 30.3% 9.0% 28.1% 12.2% 30.6% 3.1% 2.8% -989.0K -3.7M -213.0K 0.17 54.03 N/A N/A 418 69 23,415 23,635 2021-06-07 $27.86 $29.00 29.4% 8.7% 27.2% 8.8% 30.2% 1.5% 4.2% -1.6M -216.6K -205.7K 0.23 34.82 N/A N/A 758 173 23,677 23,685 2021-06-08 $28.07 $28.00 30.0% 8.6% 27.4% 11.0% 30.8% 2.9% 3.3% -1.3M -2.9M -207.8K 0.04 48.77 N/A N/A 1,809 70 24,164 23,832 2021-06-09 $27.30 $28.00 30.7% 8.8% 28.5% 13.8% 30.4% 1.0% 3.9% -1.9M 5.8M -205.1K 0.15 25.89 N/A N/A 853 127 25,056 23,868 2021-06-10 $27.04 $27.00 29.8% 8.5% 25.5% 10.1% 30.1% 1.8% 3.5% -2.4M 9.7M -199.1K 0.12 65.43 N/A N/A 747 93 25,538 23,974 2021-06-11 $27.19 $27.00 28.2% 8.1% 24.4% 3.6% 30.4% 2.8% 3.8% -2.9M 7.2M -197.7K 8.53 69.44 N/A N/A 711 6,066 25,976 24,035 2021-06-14 $26.43 $27.00 30.5% 8.8% 25.7% 13.6% 31.1% 1.7% 2.7% -2.8M 20.5M -196.1K 0.39 35.86 N/A N/A 2,480 962 26,354 28,240 2021-06-15 $26.79 $27.00 29.9% 8.6% 26.6% 10.8% 29.9% 3.6% 3.3% -2.8M 12.8M -203.6K 0.06 49.79 N/A N/A 3,000 186 27,247 28,743 2021-06-16 $26.59 $27.00 30.1% 8.6% 26.3% 11.7% 30.2% 1.4% 3.5% -2.9M 15.8M -199.1K 0.64 63.43 N/A N/A 341 218 28,010 28,813 2021-06-17 $25.89 $27.00 30.8% 8.8% 25.0% 14.7% 30.3% 2.4% 4.3% -2.3M 29.1M -186.5K 0.18 42.52 N/A N/A 1,964 351 29,530 28,926 2021-06-18 $24.90 $26.00 31.7% 9.1% 27.7% 18.4% 31.8% 2.2% 3.3% -147.6K 37.1M -169.8K 0.33 55.06 N/A N/A 1,981 647 30,962 28,542 2021-06-21 $25.57 $26.00 29.1% 8.3% 29.8% 7.7% 29.0% 1.4% 4.7% -113.0K 4.6M -178.1K 0.14 62.68 N/A N/A 1,049 147 25,223 17,234 2021-06-22 $26.70 $26.00 30.2% 8.7% 34.5% 12.1% 31.0% 0.1% 3.4% 381.5K -5.7M -199.0K 0.04 36.59 N/A N/A 16,196 609 26,481 17,300 2021-06-23 $26.49 $26.00 30.3% 8.7% 34.5% 12.4% 28.2% 2.2% 3.3% 963.4K -7.7M -210.0K 0.98 21.33 N/A N/A 2,167 2,130 32,395 17,713 2021-06-24 $26.80 $26.00 29.7% 8.5% 34.9% 10.3% 29.1% 2.0% 3.0% 1.1M -10.7M -212.3K 0.09 31.92 N/A N/A 797 73 32,439 17,725 2021-06-25 $26.85 $27.00 28.0% 8.0% 34.8% 3.1% 27.5% 2.3% 5.0% 1.2M -11.0M -210.3K 0.27 10.96 N/A N/A 632 171 32,635 17,756 2021-06-28 $26.55 $27.00 29.6% 8.5% 34.9% 9.6% 29.1% 2.0% 3.7% 1.0M -7.0M -198.6K 0.14 9.56 N/A N/A 1,119 158 32,695 17,809 2021-06-29 $26.72 $27.00 28.8% 8.3% 32.5% 6.3% 28.7% 1.1% 3.7% 1.2M -9.6M -204.3K 1.28 15.93 N/A N/A 1,600 2,046 32,856 17,898 2021-06-30 $26.53 $27.00 29.5% 8.5% 31.5% 9.5% 30.4% -0.5% 4.3% 1.0M -7.6M -200.7K 0.07 50.76 N/A N/A 738 50 33,109 17,953
« May 2021 | All History | Jul 2021 » Home HUN History June 2021