HUN Options History — July 2022

In July 2022, HUN traded between $27.54 and $30.04. ATM implied volatility averaged 42.3%, placing in the 68.1% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 1.8% (HV 20d: 40.5%). Max pain ranged from $29.00 to $32.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.45.

Notable Days

  • 2022-07-11: Highest Volume — 12,093 contracts
  • 2022-07-05: Largest IV spike — 20.1% change
  • 2022-07-14: Highest IV Rank — 84.0%
  • 2022-07-14: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.92$27.54$30.04$28.61$29.13
Max Pain$31.45$29.00$32.00$29.00$31.00
ATM IV42.3%36.4%46.1%36.4%39.8%
Expected Move12.1%10.4%13.2%10.4%11.4%
HV 20d40.5%30.7%53.1%46.8%31.8%
HV 60d38.7%37.7%39.4%38.0%37.7%
IV Rank68.1%43.1%84.0%43.1%57.7%
IV Percentile86.9%60.3%98.4%60.3%75.8%
Term Structure-1.2%-3.0%4.4%4.4%-0.7%
VWIV42.4%37.1%48.1%37.4%40.6%
Skew 25d5.4%3.5%7.1%4.7%3.5%
Skew 10d11.7%6.0%19.1%8.1%10.1%
Call IV 25d40.8%36.0%44.3%36.0%39.2%
Put IV 25d46.2%40.7%49.6%40.7%42.7%
Bid-Ask Spread %61.2740.8571.0657.5159.32
Gamma HHI0.180.080.280.090.22
Net GEX413.5K-208.1K948.3K-124.5K659.7K
Net DEX4.0M-7.7M14.9M11.6M1.7M
Net VEX-210.4K-258.2K-154.5K-171.6K-222.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.362.191.631.51
Total Volume6,139.84,35212,0934,8284,967
Total OI59,586.148,55866,63848,55866,638

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$28.61$29.0036.4%10.4%46.8%43.1%37.4%4.7%4.4%-124.5K11.6M-171.6K1.6357.51N/AN/A1,8362,99233,58714,971
2022-07-05$27.54$32.0043.7%12.3%47.5%74.0%40.3%7.1%-1.5%-208.1K14.9M-156.5K1.7040.85N/AN/A1,7612,98833,58315,000
2022-07-06$27.84$32.0041.3%12.2%48.2%63.8%39.8%6.7%-1.9%-206.3K14.4M-154.5K1.6058.73N/AN/A1,8472,94833,58315,038
2022-07-07$29.26$32.0039.9%11.9%52.8%58.1%39.9%6.3%-0.2%-56.6K9.2M-171.3K0.8759.35N/AN/A3,4623,01133,61915,062
2022-07-08$29.08$32.0037.7%11.6%52.8%48.6%39.7%6.4%-1.1%60.7K7.7M-183.4K1.5071.06N/AN/A2,0253,03335,09215,442
2022-07-11$29.25$32.0044.4%12.3%53.1%76.9%42.7%6.3%-1.6%71.8K7.2M-183.2K0.3660.65N/AN/A8,8713,22235,11315,450
2022-07-12$29.18$32.0045.8%12.4%50.9%82.7%43.9%4.9%0.4%368.5K3.2M-211.1K1.5967.88N/AN/A1,9883,16440,83015,558
2022-07-13$28.98$32.0044.5%12.8%41.6%77.4%44.5%5.8%-0.8%372.8K4.2M-205.4K0.4663.05N/AN/A6,6673,09640,86315,572
2022-07-14$28.41$32.0046.1%13.2%41.3%84.0%44.9%5.3%-1.1%426.5K4.9M-206.1K0.4068.17N/AN/A7,4202,94145,50515,561
2022-07-15$28.70$32.0044.1%12.6%41.5%75.7%44.2%4.8%-1.5%690.8K520.0K-231.0K0.6068.80N/AN/A4,8482,89050,59315,624
2022-07-18$29.01$32.0044.1%12.7%35.0%75.9%43.9%5.5%-1.3%673.0K-1.2M-236.2K0.9464.81N/AN/A3,2533,06748,71713,630
2022-07-19$30.04$32.0043.0%12.3%36.7%71.3%43.7%4.8%-0.9%948.3K-7.7M-258.2K1.8762.91N/AN/A2,1454,00950,23514,003
2022-07-20$29.64$31.0042.0%12.0%35.3%66.9%42.7%6.3%-2.5%826.2K-4.1M-255.4K1.4364.89N/AN/A2,8894,14550,65514,916
2022-07-21$29.02$31.0041.0%11.8%35.0%62.7%45.6%5.8%-0.7%646.4K2.0M-231.9K2.1949.10N/AN/A1,4823,24850,89015,040
2022-07-22$28.88$31.0042.2%12.1%33.2%67.6%37.1%4.8%-3.0%600.4K2.8M-229.5K2.1558.34N/AN/A1,4213,05550,87415,259
2022-07-25$28.94$31.0043.0%12.3%30.7%70.8%42.4%5.7%-2.7%619.7K2.4M-224.9K2.0855.49N/AN/A1,4222,95550,88915,277
2022-07-26$28.54$31.0044.6%12.8%31.0%78.1%48.1%4.7%-2.6%551.9K3.9M-221.4K2.0663.42N/AN/A1,4222,93050,90615,310
2022-07-27$29.29$31.0041.3%11.8%32.4%63.8%44.1%4.9%-2.2%712.1K-94.3K-232.3K2.1462.76N/AN/A1,5063,22550,92315,364
2022-07-28$29.08$31.0041.2%11.8%32.5%63.6%43.1%3.5%-1.6%637.3K2.2M-222.4K2.0168.23N/AN/A1,5453,10051,04115,509
2022-07-29$29.13$31.0039.8%11.4%31.8%57.7%40.6%3.5%-0.7%659.7K1.7M-222.6K1.5159.32N/AN/A1,9822,98551,12315,515