HUN Options History — June 2022

In June 2022, HUN traded between $27.46 and $36.38. ATM implied volatility averaged 38.1%, placing in the 50.5% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 0.9% (HV 20d: 37.3%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.96.

Notable Days

  • 2022-06-23: Highest Volume — 6,479 contracts
  • 2022-06-13: Largest IV spike — 18.2% change
  • 2022-06-16: Highest IV Rank — 79.2%
  • 2022-06-16: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.52$27.46$36.38$35.81$28.34
Max Pain$32.62$30.00$35.00$35.00$30.00
ATM IV38.1%32.2%44.9%34.7%39.0%
Expected Move10.9%9.2%12.9%9.9%11.2%
HV 20d37.3%22.8%48.3%29.4%47.2%
HV 60d39.1%36.8%43.6%38.6%38.0%
IV Rank50.5%25.5%79.2%35.9%54.2%
IV Percentile71.9%39.3%97.6%55.6%79.0%
Term Structure1.5%-1.2%3.5%-1.2%2.6%
VWIV38.0%31.9%46.6%34.6%38.8%
Skew 25d5.9%4.3%8.3%4.5%5.3%
Skew 10d11.4%1.8%17.6%8.9%7.6%
Call IV 25d35.9%29.6%43.4%32.9%37.9%
Put IV 25d41.8%34.9%49.4%37.4%43.2%
Bid-Ask Spread %58.9621.5479.0641.5557.68
Gamma HHI0.120.080.270.090.09
Net GEX370.6K-1.2M1.7M1.3M-109.9K
Net DEX-748.5K-27.4M27.7M-24.5M11.3M
Net VEX-211.4K-281.0K-155.4K-278.2K-174.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.342.280.651.57
Total Volume3,842.6192,3636,4792,6874,963
Total OI50,127.85743,23055,18150,79048,182

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$35.81$35.0034.7%9.9%29.4%35.9%34.6%4.5%-1.2%1.3M-24.5M-278.2K0.6541.55N/AN/A1,6301,05735,95214,838
2022-06-02$36.38$34.0033.4%9.2%27.4%30.5%32.6%5.2%2.1%1.6M-27.3M-277.4K0.5255.78N/AN/A1,55580836,13514,897
2022-06-03$36.28$34.0033.0%9.2%24.0%28.7%33.4%5.8%2.2%1.6M-27.0M-274.6K0.5050.32N/AN/A1,67083736,30314,905
2022-06-06$36.12$34.0034.9%9.4%23.8%36.9%33.8%4.7%1.7%1.6M-27.4M-281.0K0.4669.41N/AN/A1,78582436,34314,926
2022-06-07$36.32$34.0033.0%9.3%22.8%29.0%31.9%5.5%2.7%1.7M-26.8M-277.8K0.6549.04N/AN/A1,48796536,47714,960
2022-06-08$35.95$34.0032.2%9.2%23.3%25.5%32.7%5.5%2.6%1.5M-24.3M-267.2K0.6169.59N/AN/A1,8361,11536,55115,025
2022-06-09$35.66$34.0033.1%9.5%23.5%29.4%33.2%4.7%2.0%1.5M-24.6M-276.0K0.3445.05N/AN/A2,59089136,93315,198
2022-06-10$33.87$34.0036.9%10.6%30.3%45.2%37.7%6.6%0.9%407.8K-11.1M-238.0K0.5067.01N/AN/A1,93596237,11515,215
2022-06-13$31.08$34.0043.6%12.5%40.9%73.5%42.9%7.1%-0.9%-683.0K8.2M-204.1K0.9166.81N/AN/A2,0501,86237,08015,326
2022-06-14$30.32$34.0043.3%12.4%40.9%72.2%41.0%8.3%0.5%-962.0K13.3M-197.5K0.7059.55N/AN/A2,1191,48937,13016,234
2022-06-15$30.10$34.0039.9%11.4%38.5%58.0%40.1%5.5%0.6%-1.2M14.9M-190.0K0.6766.95N/AN/A2,0501,38037,31916,161
2022-06-16$28.27$34.0044.9%12.9%42.5%79.2%46.6%5.9%0.4%-151.9K25.7M-158.8K1.1967.27N/AN/A2,1262,52337,49516,482
2022-06-17$28.01$33.0042.0%12.0%42.4%66.7%44.0%7.6%1.7%-87.3K27.7M-158.7K0.7267.61N/AN/A2,0611,48137,63317,548
2022-06-21$28.98$31.0038.7%11.1%45.4%53.1%38.4%5.7%2.2%58.4K7.9M-162.6K1.0972.07N/AN/A2,0872,28332,26510,965
2022-06-22$28.28$31.0040.6%11.7%45.1%61.2%40.0%8.3%0.9%-5.5K10.7M-164.5K1.3062.11N/AN/A1,9432,52032,53212,342
2022-06-23$27.46$31.0042.6%12.2%45.5%69.3%43.9%7.0%1.1%-46.3K13.2M-155.4K2.2872.49N/AN/A1,9754,50432,58712,628
2022-06-24$28.48$30.0038.0%10.9%48.3%49.8%33.9%4.3%3.5%-120.0K11.6M-176.5K1.3771.48N/AN/A2,0582,82432,70014,671
2022-06-27$28.72$30.0038.8%11.1%47.1%53.1%39.6%5.3%1.4%-114.9K10.8M-179.8K1.1879.06N/AN/A2,3472,78132,86114,671
2022-06-28$28.69$30.0039.9%11.4%46.8%57.8%38.6%5.6%1.1%-98.4K11.0M-175.3K1.4721.54N/AN/A1,8912,78033,35414,681
2022-06-29$28.82$30.0038.2%10.9%47.2%50.7%39.3%5.4%3.0%-95.8K11.0M-171.8K1.4525.71N/AN/A1,9022,74933,37614,689
2022-06-30$28.34$30.0039.0%11.2%47.2%54.2%38.8%5.3%2.6%-109.9K11.3M-174.7K1.5757.68N/AN/A1,9323,03133,49914,683