HUN Options History — August 2021

In August 2021, HUN traded between $24.35 and $26.51. ATM implied volatility averaged 31.2%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 5.7% (HV 20d: 25.5%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.73.

Notable Days

  • 2021-08-20: Highest Volume — 4,787 contracts
  • 2021-08-06: Largest IV drop — 9.1% change
  • 2021-08-19: Highest IV Rank — 38.5%
  • 2021-08-19: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.59$24.35$26.51$26.05$26.51
Max Pain$25.77$25.00$27.00$27.00$25.00
ATM IV31.2%27.9%35.6%32.5%27.9%
Expected Move9.0%8.0%10.2%9.3%8.0%
HV 20d25.5%20.4%31.8%31.2%26.0%
HV 60d28.9%28.0%29.7%29.7%29.0%
IV Rank19.2%4.3%38.5%24.9%4.3%
IV Percentile16.5%0.8%54.4%19.8%0.8%
Term Structure1.0%-1.4%2.4%0.7%2.4%
VWIV31.4%27.1%36.9%32.0%27.1%
Skew 25d2.9%1.1%5.2%3.4%2.4%
Skew 10d6.5%1.9%19.3%4.6%10.0%
Call IV 25d30.2%26.4%34.7%30.5%27.1%
Put IV 25d33.1%29.1%37.5%33.9%29.5%
Bid-Ask Spread %44.6122.4966.5761.2639.05
Gamma HHI0.290.200.430.210.43
Net GEX662.9K-449.9K1.3M740.9K1.3M
Net DEX-895.1K-9.4M8.1M-2.5M-9.4M
Net VEX-144.8K-168.9K-114.0K-168.9K-148.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.028.420.140.06
Total Volume1,329.1822104,7871,2011,231
Total OI47,387.18234,93354,81248,15641,649

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$26.05$27.0032.5%9.3%31.2%24.9%32.0%3.4%0.7%740.9K-2.5M-168.9K0.1461.26N/AN/A1,05514632,05416,102
2021-08-03$25.98$27.0031.3%9.0%30.8%19.4%31.2%3.3%1.7%709.5K-1.5M-163.8K0.3951.32N/AN/A45517732,04116,100
2021-08-04$25.32$27.0031.4%9.0%31.8%20.1%30.8%1.8%1.2%433.2K3.2M-154.7K0.3154.28N/AN/A1605032,31116,150
2021-08-05$25.30$26.0031.2%9.4%30.7%19.2%32.7%3.4%1.7%436.0K3.5M-149.2K0.1522.49N/AN/A72610632,51816,245
2021-08-06$25.70$26.0028.4%8.9%26.6%6.6%30.4%3.7%1.4%569.4K1.5M-153.4K0.0248.38N/AN/A251432,61916,272
2021-08-09$25.64$26.0029.8%9.0%26.5%13.0%32.4%5.2%1.2%570.1K143.6K-149.2K0.3024.16N/AN/A2146532,45715,690
2021-08-10$26.11$26.0031.1%9.2%26.7%18.6%31.6%2.2%1.5%828.5K-3.9M-157.3K0.0645.28N/AN/A2,58916032,44415,690
2021-08-11$26.12$26.0032.8%9.4%26.7%26.5%32.2%2.2%0.5%861.5K-4.3M-155.9K0.0234.40N/AN/A4,0048732,48215,785
2021-08-12$25.97$26.0033.0%9.5%26.6%27.1%33.0%2.6%0.4%992.9K-4.9M-157.3K0.8358.28N/AN/A14311934,67315,878
2021-08-13$25.61$26.0031.4%9.0%25.3%19.9%32.0%2.1%2.1%1.2M-2.5M-150.5K0.6241.02N/AN/A1,18372838,49915,930
2021-08-16$25.62$26.0032.6%9.3%20.6%25.3%31.5%2.2%1.6%1.0M-1.5M-146.4K0.0960.14N/AN/A1,54014238,57116,005
2021-08-17$24.99$25.0033.5%9.6%21.2%29.5%33.3%4.2%0.5%235.2K3.7M-134.5K1.8430.56N/AN/A17432138,59615,835
2021-08-18$25.05$26.0033.1%9.5%20.4%27.7%32.9%2.5%1.7%241.7K2.9M-133.2K0.4346.88N/AN/A24510638,71415,881
2021-08-19$24.39$26.0035.6%10.2%22.2%38.5%36.9%2.8%-1.4%-449.9K8.1M-121.2K0.5331.78N/AN/A32617338,79915,924
2021-08-20$24.35$26.0032.9%9.4%22.2%26.7%36.0%4.4%0.6%-17.7K7.6M-114.0K8.4252.27N/AN/A5084,27938,87615,936
2021-08-23$24.77$25.0030.9%8.8%21.1%17.6%30.6%1.7%0.9%457.6K2.8M-121.1K0.3642.97N/AN/A1,28745823,85011,083
2021-08-24$25.49$25.0029.8%8.5%23.9%12.9%30.3%1.3%1.5%521.9K-1.0M-133.4K0.0553.59N/AN/A3,42317624,20514,185
2021-08-25$25.73$25.0028.7%8.2%24.1%8.1%27.7%4.3%1.8%754.6K-2.6M-137.7K0.1342.43N/AN/A6668924,80814,620
2021-08-26$25.57$25.0029.9%8.6%23.7%13.4%29.7%1.7%1.5%764.1K-2.3M-137.8K0.1126.36N/AN/A2722925,93414,706
2021-08-27$26.41$25.0029.9%8.6%26.6%13.3%28.1%4.8%-1.4%1.2M-8.3M-151.8K0.0847.86N/AN/A7736226,39014,719
2021-08-30$26.38$25.0029.0%8.3%26.0%9.6%28.8%1.1%0.3%1.2M-8.4M-146.9K1.2066.57N/AN/A24629426,55714,735
2021-08-31$26.51$25.0027.9%8.0%26.0%4.3%27.1%2.4%2.4%1.3M-9.4M-148.3K0.0639.05N/AN/A1,1666526,90614,743