HUN Options History — January 2022

In January 2022, HUN traded between $34.92 and $38.20. ATM implied volatility averaged 35.2%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 6.9% (HV 20d: 28.3%). Max pain ranged from $30.00 to $34.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.46.

Notable Days

2022-01-21: Highest Volume — 11,574 contracts
2022-01-12: Largest IV spike — 15.0% change
2022-01-24: Highest IV Rank — 75.8%
2022-01-24: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.21	$34.92	$38.20	$35.47	$35.76
Max Pain	$32.80	$30.00	$34.00	$30.00	$34.00
ATM IV	35.2%	27.6%	42.8%	27.8%	41.9%
Expected Move	10.3%	7.9%	12.3%	8.0%	12.0%
HV 20d	28.3%	24.9%	31.2%	27.0%	29.5%
HV 60d	26.7%	25.3%	28.6%	25.3%	27.3%
IV Rank	41.1%	6.5%	75.8%	7.5%	73.8%
IV Percentile	58.6%	2.8%	96.8%	3.6%	95.6%
Term Structure	-1.5%	-5.1%	4.2%	4.2%	-5.1%
VWIV	36.7%	27.7%	45.6%	28.7%	42.7%
Skew 25d	3.1%	0.9%	7.5%	1.0%	6.3%
Skew 10d	8.7%	3.8%	22.4%	4.0%	14.1%
Call IV 25d	35.3%	26.9%	41.1%	27.9%	40.1%
Put IV 25d	38.4%	29.0%	47.7%	29.0%	46.4%
Bid-Ask Spread %	38.37	13.79	57.71	13.79	23.46
Gamma HHI	0.20	0.13	0.47	0.22	0.14
Net GEX	2.8M	1.1M	6.1M	3.9M	1.4M
Net DEX	-85.6M	-133.3M	-24.6M	-90.5M	-29.9M
Net VEX	-214.1K	-230.5K	-184.6K	-226.7K	-222.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.07	0.96	0.38	0.68
Total Volume	4,129.35	1,622	11,574	2,272	1,838
Total OI	59,886.15	31,356	77,075	67,944	34,066

Daily Data (20 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
2022-01-03	$35.47	$30.00	27.8%	8.0%	27.0%	7.5%	28.7%	1.0%	4.2%	3.9M	-90.5M	-226.7K	0.38	13.79	N/A	N/A	1,649	623	41,138	26,806
2022-01-04	$36.21	$30.00	27.6%	7.9%	26.7%	6.5%	27.7%	2.3%	3.6%	3.7M	-104.2M	-217.1K	0.37	14.56	N/A	N/A	1,769	661	42,220	26,802
2022-01-05	$35.78	$30.00	28.6%	8.2%	27.2%	11.0%	30.0%	1.3%	3.3%	3.8M	-96.0M	-230.5K	0.39	46.89	N/A	N/A	1,573	610	42,430	26,836
2022-01-06	$35.72	$32.00	28.6%	9.2%	27.1%	11.0%	34.0%	2.2%	-0.3%	4.0M	-95.6M	-223.4K	0.49	57.71	N/A	N/A	1,238	601	42,554	26,879
2022-01-07	$35.79	$32.00	27.9%	9.3%	27.0%	7.8%	35.0%	2.3%	-0.3%	4.1M	-97.8M	-218.2K	0.57	32.58	N/A	N/A	1,033	589	42,599	26,897
2022-01-10	$35.35	$32.00	31.3%	9.4%	27.6%	23.3%	33.8%	1.7%	-0.4%	4.3M	-90.8M	-212.4K	0.87	46.96	N/A	N/A	1,619	1,401	42,613	26,901
2022-01-11	$35.87	$32.00	28.3%	9.4%	25.5%	9.7%	33.7%	1.1%	-0.7%	4.2M	-100.1M	-212.7K	0.65	32.71	N/A	N/A	1,152	744	42,881	27,673
2022-01-12	$37.51	$32.00	32.6%	9.3%	28.8%	29.2%	33.2%	1.5%	0.3%	2.7M	-125.8M	-193.1K	0.27	43.05	N/A	N/A	2,733	745	43,048	27,680
2022-01-13	$38.07	$32.00	34.9%	10.0%	28.9%	39.6%	35.2%	0.9%	-2.1%	2.3M	-133.0M	-195.8K	0.36	37.77	N/A	N/A	2,957	1,056	43,943	27,777
2022-01-14	$38.20	$34.00	33.9%	9.7%	28.8%	35.3%	34.9%	2.1%	-1.4%	2.6M	-129.8M	-201.2K	0.23	30.63	N/A	N/A	3,370	786	44,014	28,151
2022-01-18	$37.92	$34.00	36.5%	10.5%	29.1%	47.2%	37.1%	1.4%	-2.4%	2.2M	-129.5M	-184.6K	0.07	38.57	N/A	N/A	10,236	730	43,667	28,241
2022-01-19	$37.72	$34.00	35.4%	10.1%	24.9%	42.0%	36.1%	3.1%	-2.2%	2.4M	-133.3M	-213.0K	0.47	56.38	N/A	N/A	6,445	3,046	47,851	28,269
2022-01-20	$36.58	$34.00	36.6%	10.5%	28.4%	47.8%	36.6%	1.8%	-1.4%	3.3M	-119.9M	-221.0K	0.96	29.29	N/A	N/A	4,045	3,864	49,035	26,139
2022-01-21	$35.48	$34.00	39.8%	11.4%	31.2%	61.9%	39.9%	4.1%	-2.0%	6.1M	-101.5M	-220.0K	0.53	30.18	N/A	N/A	7,577	3,997	50,034	27,041
2022-01-24	$35.31	$34.00	42.8%	12.3%	31.0%	75.8%	44.0%	5.2%	-4.5%	1.1M	-26.2M	-211.7K	0.35	47.43	N/A	N/A	2,295	793	23,860	7,496
2022-01-25	$35.69	$34.00	41.7%	12.0%	30.7%	70.9%	44.8%	5.9%	-3.6%	1.2M	-28.9M	-217.7K	0.36	53.66	N/A	N/A	2,163	776	24,390	7,807
2022-01-26	$35.23	$34.00	42.5%	12.2%	31.1%	74.7%	45.6%	7.5%	-4.2%	1.2M	-25.9M	-221.2K	0.29	55.66	N/A	N/A	2,222	651	25,053	8,115
2022-01-27	$35.53	$34.00	42.4%	12.1%	27.7%	73.9%	38.8%	5.4%	-5.0%	1.2M	-28.3M	-222.9K	0.31	41.83	N/A	N/A	2,257	695	25,090	8,140
2022-01-28	$34.92	$34.00	42.2%	12.1%	28.2%	73.0%	42.9%	5.1%	-4.6%	1.1M	-24.6M	-216.0K	0.60	34.25	N/A	N/A	1,283	765	25,364	8,223
2022-01-31	$35.76	$34.00	41.9%	12.0%	29.5%	73.8%	42.7%	6.3%	-5.1%	1.4M	-29.9M	-222.4K	0.68	23.46	N/A	N/A	1,094	744	25,696	8,370