HUN Options History — November 2021 In November 2021, HUN traded between $31.81 and $33.84. ATM implied volatility averaged 32.2%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 7.9% (HV 20d: 24.3%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.10.
Notable Days 2021-11-19 : Highest Volume — 12,957 contracts2021-11-26 : Largest IV spike — 19.7% change2021-11-30 : Highest IV Rank — 54.3%2021-11-30 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $33.22 $31.81 $33.84 $33.66 $31.81 Max Pain $32.52 $30.00 $33.00 $30.00 $33.00 ATM IV 32.2% 30.3% 38.1% 32.1% 38.1% Expected Move 9.2% 8.7% 10.9% 9.2% 10.9% HV 20d 24.3% 20.8% 27.5% 24.7% 20.8% HV 60d 27.8% 27.2% 28.4% 28.3% 28.2% IV Rank 27.3% 18.8% 54.3% 26.5% 54.3% IV Percentile 36.2% 18.3% 89.7% 32.5% 89.7% Term Structure -0.8% -4.0% 0.5% -0.6% -4.0% VWIV 32.6% 28.9% 38.7% 31.7% 38.7% Skew 25d 2.0% 1.1% 4.0% 2.6% 1.8% Skew 10d 4.5% 2.4% 10.3% 5.5% 7.6% Call IV 25d 31.3% 29.7% 37.1% 31.4% 37.1% Put IV 25d 33.3% 31.5% 39.4% 34.0% 39.0% Bid-Ask Spread % 41.94 20.65 71.99 53.36 50.50 Gamma HHI 0.21 0.15 0.29 0.20 0.15 Net GEX 3.8M 1.5M 4.9M 4.2M 1.5M Net DEX -78.9M -101.0M -33.3M -94.9M -33.3M Net VEX -269.3K -308.4K -238.5K -306.2K -238.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.34 2.47 0.34 1.06 Total Volume 4,677.714 2,958 12,957 7,081 3,082 Total OI 76,024.381 59,533 82,928 79,004 63,830
Daily Data (21 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 2021-11-01 $33.66 $30.00 32.1% 9.2% 24.7% 26.5% 31.7% 2.6% -0.6% 4.2M -94.9M -306.2K 0.34 53.36 N/A N/A 5,287 1,794 55,981 23,023 2021-11-02 $33.73 $30.00 31.4% 9.0% 22.8% 23.5% 31.9% 1.8% -0.3% 4.5M -100.0M -308.4K 0.97 20.65 N/A N/A 1,719 1,670 57,384 23,195 2021-11-03 $33.80 $30.00 31.5% 9.0% 22.8% 24.4% 28.9% 2.5% -0.1% 4.5M -99.4M -306.0K 1.03 71.99 N/A N/A 1,476 1,515 57,183 23,245 2021-11-04 $33.34 $33.00 32.1% 9.2% 23.6% 26.9% 32.4% 1.7% -2.1% 4.4M -91.3M -304.2K 0.92 32.61 N/A N/A 1,627 1,502 57,302 23,282 2021-11-05 $33.74 $33.00 32.7% 9.2% 23.0% 29.9% 32.1% 2.0% -1.3% 4.6M -97.8M -301.8K 0.99 40.53 N/A N/A 1,535 1,515 57,132 23,306 2021-11-08 $33.84 $33.00 35.0% 9.4% 22.9% 40.2% 33.6% 1.6% -0.6% 4.7M -101.0M -284.7K 0.77 39.07 N/A N/A 2,011 1,547 56,973 23,504 2021-11-09 $33.71 $33.00 31.3% 9.1% 22.7% 23.3% 32.0% 2.4% -1.0% 4.8M -97.8M -273.7K 0.36 42.12 N/A N/A 4,514 1,644 57,243 23,904 2021-11-10 $33.05 $33.00 31.7% 9.1% 24.0% 25.0% 32.7% 1.1% -1.1% 4.4M -84.1M -273.6K 1.21 34.49 N/A N/A 1,753 2,116 57,412 24,227 2021-11-11 $33.70 $33.00 30.5% 8.7% 24.8% 19.5% 33.7% 1.7% -0.5% 4.8M -96.7M -272.5K 1.52 48.57 N/A N/A 2,026 3,075 57,405 24,988 2021-11-12 $33.81 $33.00 30.6% 8.8% 24.8% 19.9% 34.1% 1.6% 0.1% 4.9M -99.6M -272.9K 1.43 41.81 N/A N/A 2,157 3,093 57,489 25,439 2021-11-15 $33.34 $33.00 31.2% 8.9% 25.2% 22.8% 32.0% 2.1% -0.2% 4.5M -89.9M -262.9K 0.90 37.86 N/A N/A 2,500 2,240 57,421 25,413 2021-11-16 $33.51 $33.00 30.3% 8.7% 25.1% 18.8% 31.1% 1.5% 0.1% 4.5M -92.3M -258.5K 1.03 29.09 N/A N/A 2,140 2,196 57,294 25,497 2021-11-17 $33.17 $33.00 31.0% 8.9% 25.2% 22.0% 30.9% 1.6% -0.0% 4.1M -84.2M -253.8K 0.76 30.71 N/A N/A 2,780 2,119 57,293 25,489 2021-11-18 $33.03 $33.00 31.0% 8.9% 24.7% 21.8% 31.7% 1.4% -0.1% 4.0M -81.4M -252.4K 0.79 39.93 N/A N/A 2,637 2,089 57,252 25,510 2021-11-19 $32.19 $33.00 31.7% 9.1% 26.5% 25.0% 32.4% 1.7% -0.2% 4.4M -64.2M -240.6K 1.65 57.02 N/A N/A 4,890 8,067 57,252 25,511 2021-11-22 $32.91 $33.00 30.4% 8.7% 27.4% 19.3% 30.3% 2.1% 0.5% 2.4M -49.7M -246.4K 0.45 38.00 N/A N/A 3,599 1,614 37,748 21,785 2021-11-23 $33.17 $32.00 31.7% 9.1% 27.5% 25.0% 31.3% 2.3% -1.4% 2.7M -55.3M -251.4K 1.14 25.49 N/A N/A 1,436 1,640 39,969 21,853 2021-11-24 $33.02 $33.00 30.5% 8.8% 24.1% 19.8% 31.0% 1.6% -0.1% 2.6M -53.6M -250.1K 1.29 42.98 N/A N/A 1,293 1,665 40,123 21,914 2021-11-26 $32.56 $33.00 36.5% 10.5% 24.8% 47.2% 37.4% 4.0% -1.7% 2.1M -44.5M -254.9K 2.47 52.78 N/A N/A 1,221 3,015 40,168 21,996 2021-11-29 $32.54 $33.00 34.6% 9.9% 22.4% 38.6% 35.0% 3.0% -1.6% 2.2M -45.1M -241.6K 2.12 51.10 N/A N/A 1,423 3,010 40,164 23,413 2021-11-30 $31.81 $33.00 38.1% 10.9% 20.8% 54.3% 38.7% 1.8% -4.0% 1.5M -33.3M -238.5K 1.06 50.50 N/A N/A 1,493 1,589 40,365 23,465
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