HUN Options History — September 2021

In September 2021, HUN traded between $25.76 and $29.91. ATM implied volatility averaged 31.2%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 5.1% (HV 20d: 26.0%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.27.

Notable Days

  • 2021-09-29: Highest Volume — 8,068 contracts
  • 2021-09-20: Largest IV spike — 24.0% change
  • 2021-09-20: Highest IV Rank — 49.9%
  • 2021-09-20: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.27$25.76$29.91$26.48$29.88
Max Pain$25.76$25.00$27.00$25.00$27.00
ATM IV31.2%26.2%37.8%28.6%34.5%
Expected Move9.0%8.2%10.8%8.2%9.9%
HV 20d26.0%22.4%35.0%24.1%34.9%
HV 60d27.6%24.9%30.7%28.9%30.6%
IV Rank21.2%0.0%49.9%7.9%35.8%
IV Percentile24.7%0.0%75.4%3.2%50.0%
Term Structure2.3%0.0%4.2%1.1%1.6%
VWIV31.3%28.4%36.9%28.5%35.5%
Skew 25d3.6%2.4%5.9%4.1%2.5%
Skew 10d9.0%4.5%21.1%10.6%6.5%
Call IV 25d30.4%26.3%35.2%26.3%34.9%
Put IV 25d34.0%30.4%41.0%30.4%37.5%
Bid-Ask Spread %52.1617.8071.9071.9060.86
Gamma HHI0.360.140.650.420.14
Net GEX1.9M471.0K4.1M1.3M1.8M
Net DEX-19.9M-53.1M-1.8M-9.3M-51.9M
Net VEX-166.8K-226.5K-132.5K-149.1K-223.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.021.170.260.09
Total Volume2,409.7621588,0681584,881
Total OI44,697.28635,84050,52142,09550,521

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$26.48$25.0028.6%8.2%24.1%7.9%28.5%4.1%1.1%1.3M-9.3M-149.1K0.2671.90N/AN/A1253327,00215,093
2021-09-02$26.80$25.0027.3%8.5%24.3%1.7%28.7%3.7%2.4%1.3M-11.2M-149.5K0.0257.44N/AN/A1,4302826,15215,106
2021-09-03$26.74$25.0026.2%8.3%23.8%0.0%28.4%3.6%3.7%1.8M-12.9M-151.0K0.3941.87N/AN/A2188528,21615,098
2021-09-07$26.66$25.0028.7%8.5%23.9%11.0%30.0%2.4%2.2%1.9M-12.1M-145.6K0.5117.80N/AN/A44022528,84115,120
2021-09-08$26.80$25.0029.2%8.4%23.1%12.9%28.6%3.7%3.4%2.1M-12.9M-147.1K0.0643.58N/AN/A5503228,92815,192
2021-09-09$27.06$25.0030.7%8.8%23.3%19.6%30.9%3.4%2.7%2.3M-16.0M-151.2K0.0367.08N/AN/A2,6588029,19415,325
2021-09-10$27.18$26.0030.4%8.7%23.2%18.3%30.4%3.3%2.5%2.5M-18.3M-152.8K0.4533.92N/AN/A47821529,68615,331
2021-09-13$27.39$26.0030.0%8.6%22.4%16.5%29.4%4.3%2.7%4.1M-24.8M-146.8K0.0247.30N/AN/A3,6986431,84415,357
2021-09-14$26.64$26.0030.9%8.9%25.0%20.2%31.3%2.9%2.1%3.1M-13.1M-142.6K0.9745.90N/AN/A28827831,97115,500
2021-09-15$27.22$26.0029.7%8.5%23.8%15.2%30.7%3.8%4.2%3.6M-19.8M-149.4K0.7063.22N/AN/A34624331,27215,524
2021-09-16$27.30$26.0030.0%8.6%23.8%16.4%29.4%4.1%2.7%4.1M-22.5M-149.7K1.1757.68N/AN/A15518231,37516,234
2021-09-17$26.70$26.0030.5%8.7%23.0%18.4%30.4%3.6%1.8%624.7K-5.4M-141.0K0.1257.93N/AN/A1,32915431,53516,320
2021-09-20$25.84$26.0037.8%10.8%26.5%49.9%36.9%5.9%0.0%471.0K-1.8M-132.5K0.0652.06N/AN/A4,54927723,71912,121
2021-09-21$25.76$26.0034.3%9.8%26.1%34.8%33.0%5.2%1.8%513.6K-2.6M-143.4K0.0867.84N/AN/A3,26426924,78812,120
2021-09-22$26.53$26.0031.0%8.9%26.2%20.6%30.5%2.7%2.7%763.1K-10.1M-176.4K0.0261.65N/AN/A4,9139927,77812,317
2021-09-23$27.01$26.0032.1%9.2%26.7%25.6%31.9%4.0%2.0%1.2M-16.3M-192.0K0.0546.09N/AN/A2,77413630,29912,557
2021-09-24$27.05$26.0030.9%8.9%26.5%20.3%28.6%4.1%2.6%1.7M-20.4M-201.6K0.1848.22N/AN/A73813034,73912,614
2021-09-27$28.02$26.0030.7%8.8%26.9%19.4%32.0%3.5%3.0%2.0M-31.5M-211.1K0.1250.18N/AN/A1,05712834,77812,699
2021-09-28$29.91$26.0036.8%10.5%34.8%45.6%36.8%3.3%0.1%1.7M-53.1M-226.5K0.3054.52N/AN/A4,6201,36835,47312,815
2021-09-29$29.77$26.0034.3%9.8%35.0%35.1%35.2%2.5%2.7%1.8M-51.7M-221.2K0.0848.26N/AN/A7,45960935,26212,827
2021-09-30$29.88$27.0034.5%9.9%34.9%35.8%35.5%2.5%1.6%1.8M-51.9M-223.1K0.0960.86N/AN/A4,48939236,60413,917