HUN Options History — December 2021 In December 2021, HUN traded between $31.33 and $35.22. ATM implied volatility averaged 31.8%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 5.1% (HV 20d: 26.8%). Max pain ranged from $29.00 to $33.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.90.
Notable Days 2021-12-23 : Highest Volume — 9,089 contracts2021-12-13 : Largest IV spike — 22.3% change2021-12-03 : Highest IV Rank — 68.7%2021-12-03 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.82 $31.33 $35.22 $31.33 $34.98 Max Pain $30.27 $29.00 $33.00 $33.00 $30.00 ATM IV 31.8% 26.5% 41.2% 39.6% 26.5% Expected Move 8.9% 7.6% 11.8% 11.4% 7.6% HV 20d 26.8% 21.2% 30.2% 21.2% 28.1% HV 60d 27.5% 24.6% 29.7% 28.4% 25.2% IV Rank 25.8% 1.4% 68.7% 61.4% 1.4% IV Percentile 34.4% 0.4% 95.2% 93.3% 0.4% Term Structure 2.1% -4.8% 4.9% -4.8% 4.9% VWIV 32.6% 27.6% 42.8% 42.2% 28.0% Skew 25d 2.7% 1.2% 4.0% 2.7% 1.9% Skew 10d 6.0% -0.5% 16.6% 4.3% 3.4% Call IV 25d 30.3% 26.0% 41.8% 37.4% 26.0% Put IV 25d 33.0% 27.9% 43.3% 40.0% 27.9% Bid-Ask Spread % 39.37 9.78 72.66 61.21 40.25 Gamma HHI 0.19 0.15 0.29 0.15 0.22 Net GEX 2.7M 1.1M 4.0M 1.2M 3.9M Net DEX -44.3M -82.5M -16.0M -25.8M -81.8M Net VEX -226.6K -254.8K -205.2K -234.0K -235.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.19 4.69 1.04 0.19 Total Volume 4,558.091 2,561 9,089 3,110 4,347 Total OI 65,500.636 57,397 70,260 63,731 67,638
Daily Data (22 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 2021-12-01 $31.33 $33.00 39.6% 11.4% 21.2% 61.4% 42.2% 2.7% -4.8% 1.2M -25.8M -234.0K 1.04 61.21 N/A N/A 1,525 1,585 40,258 23,473 2021-12-02 $32.34 $33.00 38.1% 10.9% 24.6% 54.4% 39.1% 3.2% -2.9% 2.0M -41.2M -245.6K 0.87 72.66 N/A N/A 1,850 1,616 40,294 23,474 2021-12-03 $31.75 $33.00 41.2% 11.8% 25.0% 68.7% 42.8% 1.5% -3.1% 1.5M -33.7M -240.6K 0.89 60.85 N/A N/A 1,846 1,649 40,811 23,467 2021-12-06 $32.53 $29.00 38.8% 10.0% 26.2% 57.8% 35.3% 3.3% 2.0% 2.3M -45.1M -226.7K 0.73 45.50 N/A N/A 2,622 1,910 40,853 23,483 2021-12-07 $32.92 $29.00 34.7% 9.2% 26.7% 38.9% 32.1% 3.1% 3.1% 3.2M -50.4M -222.1K 0.83 44.09 N/A N/A 2,543 2,101 40,909 23,664 2021-12-08 $32.78 $29.00 30.2% 8.9% 26.7% 18.3% 33.0% 1.8% 1.8% 3.7M -49.3M -208.6K 4.69 32.10 N/A N/A 925 4,341 41,430 23,906 2021-12-09 $32.63 $30.00 31.2% 8.7% 25.8% 23.0% 30.4% 2.9% 2.2% 3.2M -44.0M -224.6K 0.74 34.65 N/A N/A 1,520 1,122 42,140 27,436 2021-12-10 $32.91 $30.00 28.4% 8.1% 25.0% 10.0% 28.4% 2.4% 3.3% 4.0M -48.3M -222.2K 0.48 27.46 N/A N/A 1,778 858 42,536 27,502 2021-12-13 $32.06 $30.00 34.7% 8.6% 26.4% 38.9% 29.9% 2.1% 2.9% 2.1M -33.5M -205.2K 0.73 39.11 N/A N/A 1,477 1,084 42,754 27,506 2021-12-14 $31.98 $30.00 37.7% 8.7% 26.1% 52.6% 30.7% 3.9% 2.2% 2.3M -26.0M -210.4K 0.33 28.14 N/A N/A 2,228 741 40,684 27,964 2021-12-15 $32.22 $30.00 29.9% 8.6% 26.2% 17.0% 32.0% 3.5% 3.4% 2.9M -29.6M -211.7K 0.36 53.37 N/A N/A 2,092 752 40,900 28,132 2021-12-16 $32.67 $30.00 29.6% 8.5% 26.5% 15.7% 33.0% 4.0% 2.9% 4.0M -35.4M -216.3K 0.37 31.05 N/A N/A 2,053 753 40,942 28,259 2021-12-17 $32.59 $30.00 29.7% 8.5% 26.5% 15.9% 33.8% 3.0% 2.7% 2.2M -34.8M -210.5K 1.89 57.05 N/A N/A 2,720 5,150 40,961 28,294 2021-12-20 $31.46 $30.00 33.0% 9.5% 27.9% 31.3% 34.1% 3.0% 2.0% 1.1M -16.0M -217.8K 0.66 52.05 N/A N/A 4,755 3,150 33,703 23,694 2021-12-21 $31.96 $30.00 30.2% 8.7% 27.3% 18.4% 37.1% 3.5% 3.6% 1.6M -26.0M -245.1K 1.59 29.47 N/A N/A 1,998 3,168 36,635 25,514 2021-12-22 $32.42 $30.00 28.8% 8.3% 27.7% 11.9% 32.1% 2.5% 3.3% 2.1M -33.4M -241.7K 1.48 14.48 N/A N/A 1,941 2,871 36,901 25,528 2021-12-23 $32.95 $30.00 27.3% 7.8% 28.3% 5.0% 30.5% 2.0% 4.3% 2.5M -43.0M -254.8K 0.47 23.50 N/A N/A 6,179 2,910 37,045 25,557 2021-12-27 $33.56 $30.00 27.9% 8.0% 28.5% 7.8% 29.2% 1.2% 3.2% 3.1M -54.3M -233.5K 0.40 39.87 N/A N/A 3,715 1,470 37,775 25,621 2021-12-28 $33.80 $30.00 27.3% 7.8% 28.6% 5.0% 28.6% 2.9% 3.3% 3.3M -58.7M -228.8K 0.40 9.78 N/A N/A 3,639 1,453 37,792 25,639 2021-12-29 $35.22 $30.00 27.6% 7.9% 30.2% 6.5% 27.6% 2.0% 3.6% 3.6M -82.5M -212.6K 0.23 48.15 N/A N/A 4,225 958 37,859 25,644 2021-12-30 $34.92 $30.00 27.7% 7.9% 29.7% 6.9% 27.9% 2.2% 3.2% 3.8M -81.0M -236.8K 0.43 21.33 N/A N/A 3,262 1,396 40,472 25,965 2021-12-31 $34.98 $30.00 26.5% 7.6% 28.1% 1.4% 28.0% 1.9% 4.9% 3.9M -81.8M -235.2K 0.19 40.25 N/A N/A 3,652 695 40,904 26,734
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