HUN Options History — July 2021

In July 2021, HUN traded between $24.87 and $27.07. ATM implied volatility averaged 33.5%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 1.7% (HV 20d: 31.8%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.42.

Notable Days

  • 2021-07-09: Highest Volume — 4,294 contracts
  • 2021-07-12: Largest IV spike — 16.3% change
  • 2021-07-27: Highest IV Rank — 51.8%
  • 2021-07-27: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.20$24.87$27.07$26.55$26.44
Max Pain$27.05$26.00$28.00$26.00$27.00
ATM IV33.5%26.9%38.6%28.4%31.5%
Expected Move9.8%7.7%11.1%8.2%9.0%
HV 20d31.8%29.2%34.8%31.2%30.8%
HV 60d31.3%29.6%32.1%30.9%29.6%
IV Rank28.6%0.0%51.8%4.9%20.7%
IV Percentile31.8%0.0%74.2%1.2%15.5%
Term Structure-0.1%-2.6%6.3%4.5%1.2%
VWIV33.8%27.2%38.8%27.3%29.9%
Skew 25d2.2%0.4%3.9%2.1%3.0%
Skew 10d5.1%-2.7%17.6%5.9%3.8%
Call IV 25d33.4%26.8%37.6%27.3%30.5%
Put IV 25d35.6%28.2%39.6%29.5%33.5%
Bid-Ask Spread %41.7315.1473.1248.5573.12
Gamma HHI0.210.160.320.240.20
Net GEX989.6K285.1K2.1M1.1M859.0K
Net DEX-4.5M-14.6M4.5M-7.8M-5.6M
Net VEX-181.3K-201.7K-152.5K-197.9K-177.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.024.360.780.12
Total Volume1,371.2381534,2946781,385
Total OI49,163.14342,16255,83450,83147,638

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$26.55$26.0028.4%8.2%31.2%4.9%27.3%2.1%4.5%1.1M-7.8M-197.9K0.7848.55N/AN/A38129732,84817,983
2021-07-02$26.57$27.0026.9%7.7%31.0%0.0%27.2%1.4%6.3%1.1M-6.9M-195.7K0.4240.94N/AN/A47419932,79418,098
2021-07-06$26.20$28.0029.9%9.9%31.0%12.4%33.8%1.9%-0.1%692.2K-2.6M-183.4K0.0646.50N/AN/A2,90316032,79618,179
2021-07-07$26.45$28.0032.9%9.8%31.1%24.9%34.5%2.3%-0.2%1.1M-5.8M-186.3K0.0751.55N/AN/A1,99213533,99618,162
2021-07-08$25.80$27.0031.4%10.0%30.8%18.8%34.7%2.7%-1.1%285.1K195.4K-179.1K0.1045.33N/AN/A1,11610634,51018,223
2021-07-09$26.95$27.0028.4%9.7%34.8%6.4%28.1%2.3%-0.3%2.0M-14.6M-200.0K1.2043.78N/AN/A1,9522,34234,78218,231
2021-07-12$27.07$27.0033.1%9.6%34.7%25.4%33.5%1.4%0.0%2.1M-14.1M-201.7K0.0827.45N/AN/A9447835,63519,086
2021-07-13$26.54$27.0031.3%9.9%33.9%18.1%34.2%2.6%-0.6%1.3M-6.8M-192.8K0.0315.14N/AN/A1,9815635,87619,129
2021-07-14$26.45$27.0034.8%10.0%33.6%33.0%34.5%1.0%-0.9%1.3M-6.3M-189.4K0.5228.37N/AN/A1819436,67719,139
2021-07-15$26.60$27.0033.9%9.7%33.6%31.4%33.9%2.1%0.2%1.4M-6.9M-188.6K0.4015.31N/AN/A26210636,69219,142
2021-07-16$25.88$27.0034.7%9.9%33.6%34.6%34.2%1.9%-1.1%1.1M-114.5K-175.1K0.2446.87N/AN/A66115636,61819,189
2021-07-19$24.87$27.0037.7%10.8%33.8%48.1%37.7%3.7%-1.1%446.5K4.5M-152.5K0.1040.71N/AN/A1,53914728,62113,541
2021-07-20$25.40$27.0035.8%10.3%33.2%39.5%34.9%3.0%-0.6%551.7K1.9M-163.8K0.0422.65N/AN/A8953928,93013,669
2021-07-21$25.80$27.0034.9%10.0%29.7%35.7%35.1%0.4%-0.6%669.5K-1.1M-170.4K0.0947.96N/AN/A3423029,47413,661
2021-07-22$25.79$27.0035.1%10.1%29.6%36.4%34.7%1.9%0.0%740.8K-1.5M-173.0K0.0846.12N/AN/A1421130,51913,686
2021-07-23$25.70$27.0035.1%10.1%29.2%36.6%34.3%2.9%-1.1%720.7K-645.7K-167.2K0.0541.02N/AN/A4342230,60513,697
2021-07-26$26.35$27.0035.7%10.2%30.7%39.2%35.3%3.9%-1.4%884.7K-4.8M-174.7K0.0850.21N/AN/A7966630,60513,696
2021-07-27$26.29$27.0038.6%11.1%30.5%51.8%38.8%1.1%-2.6%851.2K-5.3M-177.6K4.3627.34N/AN/A6262,73030,54913,718
2021-07-28$26.11$27.0037.3%10.7%30.5%46.2%37.9%2.1%-2.1%844.7K-4.1M-175.1K0.0258.16N/AN/A6721230,90513,737
2021-07-29$26.44$27.0035.3%10.1%30.8%37.4%34.7%2.3%-1.0%802.6K-6.2M-185.1K0.0359.22N/AN/A2,2676531,32416,066
2021-07-30$26.44$27.0031.5%9.0%30.8%20.7%29.9%3.0%1.2%859.0K-5.6M-177.2K0.1273.12N/AN/A1,24014531,57316,065