HUN Options History — February 2022

In February 2022, HUN traded between $35.64 and $41.15. ATM implied volatility averaged 38.0%, placing in the 65.2% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 6.0% (HV 20d: 32.0%). Max pain ranged from $34.00 to $38.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.33.

Notable Days

  • 2022-02-15: Highest Volume — 14,235 contracts
  • 2022-02-09: Largest IV drop — 18.4% change
  • 2022-02-07: Highest IV Rank — 100.0%
  • 2022-02-01: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.32$35.64$41.15$36.29$40.32
Max Pain$36.00$34.00$38.00$34.00$38.00
ATM IV38.0%33.2%44.5%42.0%38.2%
Expected Move10.5%9.5%12.0%12.0%10.9%
HV 20d32.0%25.1%38.9%29.5%36.8%
HV 60d29.2%27.0%31.8%27.2%31.6%
IV Rank65.2%38.5%100.0%88.1%65.6%
IV Percentile84.4%57.5%100.0%96.0%91.7%
Term Structure-1.8%-5.9%0.9%-5.9%-2.2%
VWIV37.1%34.1%43.4%42.6%40.0%
Skew 25d4.5%3.1%6.0%3.8%5.9%
Skew 10d9.5%6.8%12.9%10.6%10.9%
Call IV 25d34.8%32.4%40.3%40.3%35.3%
Put IV 25d39.4%35.9%45.0%44.1%41.2%
Bid-Ask Spread %37.4826.4654.2037.8452.32
Gamma HHI0.180.140.470.150.14
Net GEX2.0M1.5M3.2M1.5M2.5M
Net DEX-50.5M-82.0M-30.2M-34.3M-62.0M
Net VEX-259.6K-340.6K-218.7K-225.5K-340.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.070.680.450.13
Total Volume4,478.9471,87014,2352,4757,294
Total OI37,296.52634,27043,67434,27040,913

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$36.29$34.0042.0%12.0%29.5%88.1%42.6%3.8%-5.9%1.5M-34.3M-225.5K0.4537.84N/AN/A1,71276325,8318,439
2022-02-02$36.53$34.0040.6%11.6%28.7%80.1%43.4%5.8%-5.8%1.6M-36.6M-230.7K0.3654.20N/AN/A2,01873626,3318,494
2022-02-03$36.28$35.0043.3%10.5%28.4%95.3%36.4%4.4%-2.4%1.6M-34.8M-230.1K0.3928.42N/AN/A1,80570326,7138,506
2022-02-04$35.99$35.0042.6%10.4%28.6%91.5%35.6%4.7%-1.7%1.5M-32.9M-223.0K0.4227.96N/AN/A1,61768426,6868,509
2022-02-07$35.64$35.0044.5%10.4%28.8%100.0%36.8%4.7%-1.0%1.5M-30.2M-218.7K0.5128.35N/AN/A1,71287526,7318,508
2022-02-08$36.61$35.0043.2%10.2%30.0%93.3%35.7%4.2%-1.5%1.8M-37.5M-221.4K0.5330.40N/AN/A1,67388626,7598,615
2022-02-09$37.24$35.0035.3%10.1%30.1%49.7%35.5%5.1%-0.7%1.9M-42.7M-224.1K0.6829.66N/AN/A1,26686426,8368,643
2022-02-10$36.76$35.0035.9%10.3%25.9%53.3%37.5%3.3%-1.9%1.9M-39.6M-218.8K0.1432.14N/AN/A5,53075826,9858,676
2022-02-11$36.69$35.0038.0%10.9%25.2%64.4%38.9%4.1%-3.1%1.7M-38.6M-230.6K0.1931.33N/AN/A3,75072527,6828,696
2022-02-14$36.67$35.0039.1%11.2%25.1%70.6%39.9%4.9%-3.7%1.7M-38.3M-224.0K0.2037.27N/AN/A4,19782227,9218,879
2022-02-15$39.59$35.0034.6%9.9%37.4%46.1%34.1%4.2%-1.0%3.2M-65.0M-230.8K0.0742.23N/AN/A13,31592028,3379,020
2022-02-16$40.92$36.0033.6%9.6%38.9%40.6%34.2%3.1%0.9%2.2M-78.3M-283.1K0.2344.21N/AN/A4,8431,11731,3169,301
2022-02-17$41.08$37.0033.2%9.5%36.7%38.5%34.2%3.5%0.2%2.5M-81.5M-292.3K0.6344.64N/AN/A1,7311,09733,8659,783
2022-02-18$41.15$38.0034.4%9.9%34.1%44.9%34.6%4.8%0.5%2.6M-82.0M-293.8K0.1432.45N/AN/A6,9291,00533,8449,830
2022-02-22$40.73$38.0035.8%10.3%34.4%52.4%37.0%4.1%-0.7%2.2M-61.9M-313.9K0.2950.41N/AN/A2,33167631,1335,243
2022-02-23$39.98$38.0036.3%10.4%35.6%55.1%36.6%4.7%-1.3%2.2M-55.8M-310.7K0.4630.91N/AN/A1,27859231,2315,385
2022-02-24$39.13$38.0037.4%10.7%36.3%61.6%37.4%6.0%-1.7%2.0M-48.3M-301.7K0.3451.00N/AN/A1,83262331,4405,464
2022-02-25$40.45$38.0034.9%10.0%37.6%47.5%34.9%5.0%-0.9%2.4M-60.0M-319.1K0.1026.46N/AN/A5,83758432,5645,525
2022-02-28$40.32$38.0038.2%10.9%36.8%65.6%40.0%5.9%-2.2%2.5M-62.0M-340.6K0.1352.32N/AN/A6,46982535,3825,531