HUN Options History — October 2021

In October 2021, HUN traded between $30.51 and $32.98. ATM implied volatility averaged 33.3%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 2.0% (HV 20d: 31.3%). Max pain ranged from $27.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.67.

Notable Days

  • 2021-10-29: Highest Volume — 10,047 contracts
  • 2021-10-11: Largest IV spike — 15.0% change
  • 2021-10-04: Highest IV Rank — 53.1%
  • 2021-10-04: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.97$30.51$32.98$30.72$32.69
Max Pain$28.62$27.00$30.00$27.00$30.00
ATM IV33.3%29.5%38.5%34.3%31.9%
Expected Move9.6%8.5%10.9%9.8%9.2%
HV 20d31.3%18.4%37.3%35.7%23.3%
HV 60d28.2%27.0%30.5%30.5%28.0%
IV Rank30.7%14.4%53.1%35.0%25.6%
IV Percentile42.1%8.7%83.3%49.6%32.1%
Term Structure-0.7%-2.6%2.8%2.8%-1.0%
VWIV34.0%28.7%38.6%36.2%32.1%
Skew 25d1.8%-0.1%3.1%-0.1%1.8%
Skew 10d4.5%-0.6%8.3%3.0%5.3%
Call IV 25d33.7%30.5%37.4%35.7%32.1%
Put IV 25d35.5%31.9%39.9%35.5%33.9%
Bid-Ask Spread %42.1619.9462.0257.4455.41
Gamma HHI0.210.100.630.110.17
Net GEX3.7M2.2M11.7M2.2M3.5M
Net DEX-79.6M-99.8M-57.3M-69.1M-74.7M
Net VEX-280.7K-318.4K-252.9K-255.5K-318.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.013.720.040.26
Total Volume4,609.38194010,0473,69410,047
Total OI68,332.1957,03477,26657,03475,969

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$30.72$27.0034.3%9.8%35.7%35.0%36.2%-0.1%2.8%2.2M-69.1M-255.5K0.0457.44N/AN/A3,53615842,70914,325
2021-10-04$30.51$27.0038.5%10.9%35.9%53.1%38.2%2.5%-2.6%2.4M-70.1M-265.0K0.1033.96N/AN/A4,88947246,22114,658
2021-10-05$31.45$27.0034.7%10.5%36.6%36.5%36.3%1.8%-2.5%2.5M-83.2M-267.4K0.0544.14N/AN/A4,29521847,48814,781
2021-10-06$31.43$27.0036.5%10.8%36.8%44.6%38.6%3.1%-2.0%3.2M-87.3M-273.0K0.3132.38N/AN/A6,1781,90051,34715,150
2021-10-07$31.44$27.0033.7%10.1%36.8%32.5%35.4%1.3%-1.9%3.5M-90.6M-285.3K0.1850.13N/AN/A1,94734154,09715,301
2021-10-08$32.07$28.0032.4%9.8%37.1%26.7%36.0%1.8%-2.4%3.6M-97.8M-274.6K0.2545.73N/AN/A85921954,71116,724
2021-10-11$31.95$28.0037.3%9.9%37.3%47.7%35.8%2.4%-1.7%3.7M-94.6M-256.9K0.0926.83N/AN/A1,53414353,73516,946
2021-10-12$31.71$28.0035.3%9.9%35.4%39.3%36.3%2.4%-2.2%3.8M-88.5M-252.9K0.0138.13N/AN/A5,7567353,79317,055
2021-10-13$31.65$28.0033.2%9.5%35.3%30.3%34.4%1.6%-1.1%4.1M-86.5M-252.9K0.9259.40N/AN/A1,3371,22854,07917,091
2021-10-14$31.80$28.0032.4%9.3%35.2%26.9%34.3%1.7%-0.3%5.2M-93.8M-268.3K3.7228.28N/AN/A19974158,93017,110
2021-10-15$32.01$29.0030.9%8.9%33.4%20.5%31.1%1.4%0.1%11.7M-99.8M-274.3K0.1236.37N/AN/A1,71420259,50017,766
2021-10-18$32.41$29.0031.2%8.9%29.6%21.7%32.1%2.9%-0.1%2.8M-68.1M-265.8K0.0852.29N/AN/A3,08325745,42915,377
2021-10-19$32.62$29.0029.5%8.5%29.2%14.4%30.6%1.4%1.7%2.9M-71.5M-266.7K0.1119.94N/AN/A3,94741645,55715,427
2021-10-20$32.98$29.0031.1%8.9%28.4%21.2%33.0%2.6%1.0%3.2M-74.1M-285.1K0.5229.87N/AN/A5,1312,65247,24015,692
2021-10-21$32.54$30.0031.4%9.0%29.5%22.7%28.7%1.8%0.4%3.4M-74.6M-299.5K0.7049.96N/AN/A2,1031,48251,38916,411
2021-10-22$32.51$30.0031.3%9.0%29.6%21.9%33.2%0.6%0.6%3.5M-75.5M-296.9K0.7556.13N/AN/A2,6742,01051,61416,615
2021-10-25$32.88$30.0032.3%9.2%28.0%26.1%32.2%0.6%-0.4%3.6M-81.3M-311.6K0.6362.02N/AN/A2,6681,69252,56117,351
2021-10-26$32.74$30.0032.1%9.2%18.4%25.6%33.6%2.3%1.1%3.5M-76.0M-311.4K0.6428.68N/AN/A2,4921,59552,79617,437
2021-10-27$31.61$30.0034.2%9.8%23.0%34.3%31.1%1.5%-1.6%3.1M-58.3M-296.7K3.0333.66N/AN/A1,8505,60852,80117,492
2021-10-28$31.73$30.0035.1%10.1%23.0%38.2%34.2%1.7%-2.3%2.9M-57.3M-316.0K1.5844.60N/AN/A3,5405,61152,76921,532
2021-10-29$32.69$30.0031.9%9.2%23.3%25.6%32.1%1.8%-1.0%3.5M-74.7M-318.4K0.2655.41N/AN/A7,9852,06253,27622,693