HUN Options History — May 2022 In May 2022, HUN traded between $33.35 and $36.55. ATM implied volatility averaged 39.2%, placing in the 55.0% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 5.0% (HV 20d: 34.2%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.79.
Notable Days 2022-05-20 : Highest Volume — 8,930 contracts2022-05-05 : Largest IV spike — 18.5% change2022-05-09 : Highest IV Rank — 86.2%2022-05-12 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $35.05 $33.35 $36.55 $33.35 $36.28 Max Pain $34.76 $34.00 $35.00 $35.00 $35.00 ATM IV 39.2% 31.1% 46.6% 40.5% 34.4% Expected Move 11.1% 8.9% 12.3% 11.6% 9.9% HV 20d 34.2% 30.9% 36.6% 31.0% 30.9% HV 60d 43.0% 39.5% 45.3% 44.1% 39.5% IV Rank 55.0% 20.6% 86.2% 60.6% 34.8% IV Percentile 79.1% 30.6% 99.6% 88.9% 53.2% Term Structure -1.3% -3.6% 0.2% -0.9% -1.7% VWIV 39.0% 31.3% 45.3% 41.3% 35.2% Skew 25d 6.0% 4.3% 7.5% 5.6% 5.4% Skew 10d 11.4% 8.1% 15.0% 8.7% 10.7% Call IV 25d 36.1% 29.4% 39.8% 39.5% 32.7% Put IV 25d 42.1% 35.3% 47.3% 45.1% 38.2% Bid-Ask Spread % 55.83 22.21 68.23 56.71 57.93 Gamma HHI 0.11 0.08 0.16 0.16 0.09 Net GEX 675.0K -333.1K 1.8M -191.3K 1.4M Net DEX -18.4M -34.0M -2.3M -2.3M -29.5M Net VEX -284.6K -298.8K -262.2K -263.0K -298.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.28 1.60 0.66 0.68 Total Volume 4,224.762 2,632 8,930 3,362 2,880 Total OI 56,929.333 48,008 66,314 54,151 50,239
Daily Data (21 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 2022-05-02 $33.35 $35.00 40.5% 11.6% 31.0% 60.6% 41.3% 5.6% -0.9% -191.3K -2.3M -263.0K 0.66 56.71 N/A N/A 2,026 1,336 34,777 19,374 2022-05-03 $34.49 $35.00 39.2% 11.2% 33.7% 54.9% 38.7% 4.3% -0.3% 169.1K -11.5M -265.0K 1.60 22.21 N/A N/A 2,299 3,673 35,011 19,447 2022-05-04 $35.70 $35.00 36.1% 10.3% 35.8% 41.7% 35.9% 4.7% -0.7% 736.0K -21.1M -283.2K 0.74 67.15 N/A N/A 2,171 1,604 35,575 21,974 2022-05-05 $34.49 $35.00 42.7% 11.4% 34.7% 69.9% 40.4% 6.1% -2.1% 118.5K -11.4M -281.6K 1.55 53.22 N/A N/A 2,007 3,103 36,001 22,034 2022-05-06 $34.18 $35.00 42.0% 11.5% 34.6% 67.1% 42.7% 6.7% -1.2% -69.1K -8.0M -281.4K 1.41 46.55 N/A N/A 1,819 2,567 36,022 23,063 2022-05-09 $33.64 $35.00 46.6% 12.2% 34.9% 86.2% 43.9% 7.0% -3.6% -297.0K -4.5M -264.4K 0.62 48.52 N/A N/A 1,804 1,112 36,017 22,190 2022-05-10 $33.71 $35.00 45.6% 11.8% 34.9% 81.9% 43.6% 5.7% -0.7% -333.1K -5.7M -262.2K 0.43 57.25 N/A N/A 3,174 1,378 36,056 22,312 2022-05-11 $34.01 $34.00 41.8% 12.0% 35.1% 66.1% 44.2% 6.3% -0.4% -109.8K -10.1M -285.3K 1.23 56.68 N/A N/A 1,562 1,917 37,592 22,673 2022-05-12 $34.04 $34.00 42.8% 12.3% 34.4% 70.2% 45.3% 7.5% -2.4% -203.7K -8.0M -282.2K 1.26 48.50 N/A N/A 1,552 1,948 37,684 23,068 2022-05-13 $35.11 $34.00 39.5% 11.3% 34.7% 56.5% 40.4% 6.9% -1.3% 561.2K -19.5M -287.9K 0.81 59.66 N/A N/A 1,718 1,383 37,718 23,029 2022-05-16 $35.49 $34.00 40.1% 11.5% 34.1% 59.0% 42.8% 5.8% -1.9% 1.1M -26.1M -292.0K 0.67 64.82 N/A N/A 2,110 1,405 37,857 23,063 2022-05-17 $36.55 $34.00 36.9% 10.6% 35.3% 45.4% 33.9% 4.7% -1.4% 1.7M -34.0M -291.4K 0.30 53.51 N/A N/A 5,254 1,576 38,110 23,133 2022-05-18 $35.59 $35.00 38.5% 11.0% 36.6% 52.2% 35.7% 5.8% -1.9% 1.6M -27.2M -298.2K 0.28 66.71 N/A N/A 4,785 1,326 41,045 23,391 2022-05-19 $35.50 $35.00 38.6% 11.1% 36.4% 52.4% 38.1% 5.5% -1.4% 1.8M -27.8M -295.2K 0.35 68.23 N/A N/A 4,139 1,435 41,114 23,432 2022-05-20 $35.06 $35.00 38.8% 11.1% 35.6% 53.2% 43.7% 6.6% -0.3% 955.3K -23.9M -281.4K 1.35 65.37 N/A N/A 3,805 5,125 42,869 23,445 2022-05-23 $35.40 $35.00 38.0% 10.9% 35.7% 49.8% 35.2% 7.2% -1.5% 787.0K -20.2M -290.7K 0.36 64.84 N/A N/A 2,813 1,005 33,676 14,332 2022-05-24 $35.19 $35.00 37.5% 10.8% 34.1% 47.8% 37.7% 6.8% -2.0% 825.8K -19.1M -288.7K 0.55 57.60 N/A N/A 1,860 1,019 34,798 14,422 2022-05-25 $35.41 $35.00 37.8% 10.8% 31.9% 49.1% 35.8% 6.1% -2.2% 915.1K -20.9M -289.3K 0.55 52.00 N/A N/A 1,723 954 34,906 14,447 2022-05-26 $36.27 $35.00 34.5% 9.9% 31.7% 35.1% 33.6% 5.8% -0.7% 1.2M -26.7M -296.2K 0.53 64.74 N/A N/A 1,775 946 35,245 14,448 2022-05-27 $36.51 $35.00 31.1% 8.9% 31.7% 20.6% 31.3% 5.9% 0.2% 1.5M -29.8M -298.0K 0.59 40.20 N/A N/A 1,653 979 35,492 14,435 2022-05-31 $36.28 $35.00 34.4% 9.9% 30.9% 34.8% 35.2% 5.4% -1.7% 1.4M -29.5M -298.8K 0.68 57.93 N/A N/A 1,712 1,168 35,687 14,552
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