HUN Options History — March 2022

In March 2022, HUN traded between $35.72 and $40.39. ATM implied volatility averaged 39.5%, placing in the 59.6% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 9.2% (HV 20d: 48.7%). Max pain ranged from $33.00 to $38.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.66.

Notable Days

2022-03-25: Highest Volume — 13,113 contracts
2022-03-07: Largest IV spike — 13.6% change
2022-03-07: Highest IV Rank — 100.0%
2022-03-07: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.38	$35.72	$40.39	$38.10	$37.87
Max Pain	$36.09	$33.00	$38.00	$38.00	$35.00
ATM IV	39.5%	32.9%	49.8%	42.7%	33.6%
Expected Move	11.5%	9.8%	14.3%	12.2%	9.9%
HV 20d	48.7%	42.6%	59.2%	42.6%	54.1%
HV 60d	37.6%	33.5%	43.4%	33.5%	43.2%
IV Rank	59.6%	28.3%	100.0%	90.3%	31.4%
IV Percentile	86.4%	52.4%	100.0%	98.4%	59.5%
Term Structure	-0.3%	-4.6%	1.4%	-4.6%	1.0%
VWIV	41.5%	36.4%	50.8%	41.5%	36.4%
Skew 25d	4.9%	2.3%	7.3%	6.2%	2.7%
Skew 10d	11.1%	4.3%	30.2%	11.8%	7.3%
Call IV 25d	37.3%	32.7%	43.3%	39.4%	33.3%
Put IV 25d	42.3%	35.0%	49.6%	45.6%	36.0%
Bid-Ask Spread %	50.27	25.99	77.67	51.89	51.65
Gamma HHI	0.12	0.08	0.16	0.14	0.08
Net GEX	1.7M	327.6K	2.9M	1.9M	494.3K
Net DEX	-41.7M	-57.2M	-15.1M	-43.9M	-26.7M
Net VEX	-329.8K	-355.4K	-288.5K	-317.7K	-337.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.11	2.90	0.11	0.33
Total Volume	5,632.783	3,737	13,113	7,541	3,795
Total OI	46,962.261	41,393	57,987	41,393	57,987

Daily Data (23 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
2022-03-01	$38.10	$38.00	42.7%	12.2%	42.6%	90.3%	41.5%	6.2%	-4.6%	1.9M	-43.9M	-317.7K	0.11	51.89	N/A	N/A	6,772	769	35,530	5,863
2022-03-02	$39.70	$38.00	38.8%	11.1%	44.5%	68.8%	38.7%	4.4%	1.4%	2.4M	-56.9M	-335.4K	0.13	37.08	N/A	N/A	5,759	749	35,769	5,967
2022-03-03	$39.13	$38.00	39.6%	11.4%	45.0%	73.3%	40.7%	6.3%	-0.1%	2.4M	-53.8M	-338.6K	0.17	62.49	N/A	N/A	4,230	699	37,254	6,056
2022-03-04	$37.84	$38.00	43.9%	12.6%	46.8%	96.7%	44.7%	5.6%	-1.1%	2.0M	-43.4M	-322.7K	0.17	49.78	N/A	N/A	4,079	714	37,266	6,069
2022-03-07	$36.23	$38.00	49.8%	14.3%	49.4%	100.0%	50.0%	6.6%	-1.2%	1.5M	-33.2M	-297.9K	0.19	62.03	N/A	N/A	3,916	731	37,362	6,064
2022-03-08	$35.72	$38.00	43.5%	14.1%	49.6%	73.3%	50.8%	4.4%	-0.2%	1.4M	-30.0M	-288.5K	0.23	62.72	N/A	N/A	3,601	833	37,395	6,117
2022-03-09	$37.20	$38.00	40.6%	13.1%	50.8%	60.9%	45.0%	6.3%	-0.2%	1.8M	-38.1M	-309.0K	0.26	73.92	N/A	N/A	3,019	788	38,221	6,337
2022-03-10	$37.88	$38.00	41.4%	12.2%	50.8%	64.4%	41.9%	5.5%	-1.4%	2.1M	-42.9M	-317.2K	0.23	44.44	N/A	N/A	3,072	713	38,412	6,342
2022-03-11	$38.02	$38.00	42.2%	12.5%	50.5%	67.8%	46.4%	4.9%	-0.9%	2.2M	-46.2M	-325.1K	0.29	77.67	N/A	N/A	2,899	838	38,431	6,376
2022-03-14	$39.26	$33.00	45.0%	12.4%	51.7%	79.5%	43.6%	7.2%	-1.6%	2.6M	-57.2M	-339.1K	0.67	25.99	N/A	N/A	3,904	2,622	38,361	6,486
2022-03-15	$38.59	$35.00	42.7%	12.0%	52.2%	69.8%	42.9%	7.3%	-1.1%	2.2M	-46.8M	-332.8K	0.73	39.22	N/A	N/A	2,965	2,160	37,812	8,065
2022-03-16	$39.42	$35.00	39.0%	11.4%	44.9%	54.0%	40.9%	6.6%	1.0%	2.5M	-51.9M	-337.7K	0.62	42.47	N/A	N/A	2,657	1,655	37,695	8,450
2022-03-17	$39.85	$35.00	37.9%	11.1%	43.4%	49.5%	39.1%	4.3%	1.0%	2.9M	-56.0M	-341.9K	1.12	36.51	N/A	N/A	2,728	3,052	38,123	8,434
2022-03-18	$39.35	$35.00	36.3%	10.6%	43.6%	42.6%	38.5%	3.2%	0.8%	1.9M	-49.3M	-339.6K	0.68	46.03	N/A	N/A	4,264	2,894	38,505	9,812
2022-03-21	$39.09	$35.00	39.4%	11.2%	43.6%	55.8%	39.5%	4.7%	-0.9%	1.4M	-43.4M	-339.3K	0.79	43.09	N/A	N/A	3,285	2,579	33,481	9,925
2022-03-22	$39.71	$35.00	37.1%	10.5%	43.9%	46.1%	37.2%	4.7%	-0.1%	1.6M	-48.8M	-349.7K	0.67	45.95	N/A	N/A	2,666	1,778	34,406	10,907
2022-03-23	$39.80	$35.00	37.3%	10.6%	43.5%	47.1%	36.8%	5.1%	-0.4%	1.7M	-50.0M	-349.0K	0.92	47.78	N/A	N/A	2,457	2,260	34,556	11,094
2022-03-24	$40.39	$35.00	37.2%	10.5%	43.0%	46.5%	36.5%	4.8%	-0.8%	1.7M	-54.5M	-355.4K	0.67	49.59	N/A	N/A	2,607	1,747	34,394	11,687
2022-03-25	$36.20	$35.00	37.3%	10.8%	56.7%	47.1%	41.9%	3.7%	-0.2%	800.8K	-15.1M	-292.3K	2.90	55.23	N/A	N/A	3,358	9,755	34,741	11,879
2022-03-28	$37.74	$35.00	36.3%	10.2%	59.2%	42.7%	42.0%	2.7%	0.2%	392.8K	-23.8M	-336.6K	1.41	49.07	N/A	N/A	3,339	4,700	35,422	21,510
2022-03-29	$38.17	$35.00	32.9%	9.8%	55.9%	28.3%	41.6%	2.3%	1.3%	504.9K	-27.0M	-347.9K	1.52	50.17	N/A	N/A	3,287	5,000	36,126	21,581
2022-03-30	$37.47	$35.00	34.2%	10.1%	54.0%	33.9%	36.8%	3.3%	0.8%	327.6K	-21.3M	-334.8K	0.29	51.48	N/A	N/A	2,983	876	36,441	21,421
2022-03-31	$37.87	$35.00	33.6%	9.9%	54.1%	31.4%	36.4%	2.7%	1.0%	494.3K	-26.7M	-337.3K	0.33	51.65	N/A	N/A	2,859	936	36,520	21,467