HUN Options History — April 2022

In April 2022, HUN traded between $33.32 and $37.44. ATM implied volatility averaged 39.3%, placing in the 55.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 5.5% (HV 20d: 44.9%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.60.

Notable Days

  • 2022-04-07: Highest Volume — 16,183 contracts
  • 2022-04-11: Largest IV spike — 25.4% change
  • 2022-04-11: Highest IV Rank — 85.5%
  • 2022-04-26: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.86$33.32$37.44$37.44$33.94
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV39.3%35.1%46.4%35.1%37.3%
Expected Move11.1%10.1%13.3%10.2%10.7%
HV 20d44.9%27.7%52.9%52.9%30.7%
HV 60d43.5%43.1%44.3%43.2%44.0%
IV Rank55.6%37.7%85.5%37.7%46.8%
IV Percentile85.6%71.4%99.6%71.4%77.0%
Term Structure-1.8%-5.5%0.5%0.1%0.5%
VWIV40.1%36.9%45.0%40.6%39.1%
Skew 25d4.6%2.6%6.1%3.4%5.2%
Skew 10d8.7%3.9%12.0%6.3%5.1%
Call IV 25d36.9%33.1%42.8%33.6%36.5%
Put IV 25d41.4%37.0%48.1%37.0%41.7%
Bid-Ask Spread %45.5926.7156.3253.1055.83
Gamma HHI0.130.090.270.090.14
Net GEX29.3K-882.8K535.9K270.2K17.7K
Net DEX-3.5M-19.5M13.9M-19.5M-7.5M
Net VEX-283.3K-328.0K-264.3K-328.0K-271.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.281.650.360.75
Total Volume3,905.551,24616,1833,2553,423
Total OI55,946.2549,20661,63558,10453,984

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$37.44$35.0035.1%10.2%52.9%37.7%40.6%3.4%0.1%270.2K-19.5M-328.0K0.3653.10N/AN/A2,38786836,59121,513
2022-04-04$36.84$35.0035.8%10.1%50.8%40.5%37.6%5.2%-1.2%-6.1K-12.7M-311.9K0.3356.32N/AN/A2,58485536,64421,545
2022-04-05$36.24$35.0036.2%10.5%50.9%42.2%41.6%4.6%-2.1%-195.4K-5.9M-299.8K0.9754.25N/AN/A2,6342,54236,77121,618
2022-04-06$34.74$35.0039.0%10.9%50.8%54.0%40.3%4.9%-1.5%-724.3K10.2M-283.5K0.3937.64N/AN/A2,6991,04336,99923,327
2022-04-07$34.35$35.0039.0%11.4%50.2%54.2%41.9%5.2%-2.8%-882.8K13.9M-277.9K1.6526.71N/AN/A6,10910,07437,15723,416
2022-04-08$34.64$35.0037.0%10.9%50.3%45.7%41.3%5.2%0.1%-55.0K7.3M-301.9K0.3951.08N/AN/A2,49097437,75623,693
2022-04-11$34.50$35.0046.4%11.5%48.4%85.5%40.1%5.0%-1.8%94.1K10.3M-287.7K0.4438.31N/AN/A2,5091,10137,77023,865
2022-04-12$34.46$35.0044.3%11.3%48.3%76.6%39.4%5.7%-1.8%82.2K11.2M-285.6K0.3445.28N/AN/A2,33279737,72523,891
2022-04-13$35.09$35.0036.5%10.5%48.1%43.6%38.8%4.9%-0.3%175.7K5.3M-280.0K0.8931.95N/AN/A2,5662,29137,76923,302
2022-04-14$34.10$35.0036.6%10.5%48.3%43.9%36.9%2.6%-0.1%-402.0K11.4M-270.7K0.3246.90N/AN/A2,45177237,80923,311
2022-04-18$34.84$35.0037.5%10.8%49.3%47.9%37.1%3.9%-1.5%279.5K-11.2M-274.2K0.2839.63N/AN/A2,16759931,72217,484
2022-04-19$35.30$35.0037.7%10.8%49.8%48.8%37.8%3.0%-1.3%503.1K-16.6M-282.6K0.3945.54N/AN/A1,54860432,18517,524
2022-04-20$35.51$35.0036.7%10.5%49.4%44.3%37.8%3.7%-1.6%535.9K-16.8M-276.1K0.4052.38N/AN/A1,55362032,26417,597
2022-04-21$35.08$35.0039.6%11.4%49.3%56.8%41.7%4.5%-2.6%413.3K-13.6M-275.4K0.5653.89N/AN/A2,8741,60232,37017,629
2022-04-22$34.26$35.0041.9%12.0%49.1%66.6%40.5%4.4%-2.9%196.4K-9.1M-279.6K0.5547.25N/AN/A1,62690133,80618,102
2022-04-25$34.27$35.0041.9%12.0%31.2%66.6%42.9%4.8%-3.6%184.4K-8.4M-270.0K0.4848.25N/AN/A2,05497833,99918,351
2022-04-26$33.32$35.0046.2%13.3%27.7%84.7%45.0%5.3%-5.5%-80.9K-2.5M-264.3K0.4443.30N/AN/A1,91784034,33018,562
2022-04-27$34.53$35.0043.0%12.3%30.9%71.3%42.1%6.1%-3.5%266.9K-11.5M-279.0K1.3741.43N/AN/A52672034,37918,631
2022-04-28$33.80$35.0039.1%11.2%31.1%54.4%38.7%4.2%-1.6%-86.0K-4.9M-265.7K0.7042.75N/AN/A2,0491,43234,44319,091
2022-04-29$33.94$35.0037.3%10.7%30.7%46.8%39.1%5.2%0.5%17.7K-7.5M-271.7K0.7555.83N/AN/A1,9531,47034,69119,293