HUN Options History — August 2022

In August 2022, HUN traded between $28.13 and $31.53. ATM implied volatility averaged 36.5%, placing in the 43.6% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 6.7% (HV 20d: 29.8%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.04.

Notable Days

2022-08-31: Highest Volume — 7,719 contracts
2022-08-02: Largest IV drop — 13.8% change
2022-08-01: Highest IV Rank — 70.2%
2022-08-01: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.57	$28.13	$31.53	$28.96	$28.13
Max Pain	$30.09	$30.00	$31.00	$31.00	$30.00
ATM IV	36.5%	33.2%	42.8%	42.8%	40.4%
Expected Move	10.5%	9.5%	12.3%	12.3%	11.6%
HV 20d	29.8%	24.6%	36.6%	31.8%	36.1%
HV 60d	37.6%	35.7%	39.6%	36.9%	39.6%
IV Rank	43.6%	29.6%	70.2%	70.2%	60.1%
IV Percentile	53.4%	32.5%	89.7%	89.7%	77.0%
Term Structure	-0.7%	-2.9%	0.7%	-2.9%	-0.9%
VWIV	37.3%	33.6%	46.1%	46.1%	42.4%
Skew 25d	3.1%	0.5%	5.0%	1.9%	3.3%
Skew 10d	5.8%	-1.7%	9.8%	6.9%	2.5%
Call IV 25d	36.1%	32.5%	43.7%	43.7%	39.6%
Put IV 25d	39.3%	36.4%	45.6%	45.6%	42.9%
Bid-Ask Spread %	69.48	60.69	77.03	62.07	72.08
Gamma HHI	0.17	0.11	0.23	0.21	0.11
Net GEX	931.6K	329.8K	2.0M	605.3K	329.8K
Net DEX	-2.2M	-24.8M	9.5M	3.1M	9.5M
Net VEX	-241.7K	-296.3K	-197.7K	-212.0K	-218.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.04	0.04	6.52	1.34	6.52
Total Volume	2,773.652	187	7,719	5,254	7,719
Total OI	71,993.739	64,112	83,270	67,168	67,186

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
2022-08-01	$28.96	$31.00	42.8%	12.3%	31.8%	70.2%	46.1%	1.9%	-2.9%	605.3K	3.1M	-212.0K	1.34	62.07	N/A	N/A	2,250	3,004	51,653	15,515
2022-08-02	$29.55	$31.00	36.9%	10.6%	28.9%	45.3%	37.3%	2.9%	-0.6%	757.6K	221.7K	-221.9K	1.17	68.74	N/A	N/A	2,576	3,001	51,856	15,836
2022-08-03	$28.83	$30.00	36.6%	10.5%	30.5%	44.1%	38.4%	4.1%	-0.1%	670.7K	3.7M	-207.7K	1.46	63.02	N/A	N/A	1,919	2,795	52,819	15,926
2022-08-04	$28.67	$30.00	36.6%	10.4%	24.7%	43.8%	35.9%	4.4%	-0.1%	524.3K	6.4M	-197.7K	1.77	62.28	N/A	N/A	1,599	2,832	52,496	16,054
2022-08-05	$28.96	$30.00	35.9%	10.4%	24.9%	40.8%	36.1%	4.8%	-1.4%	597.7K	5.0M	-201.0K	0.65	65.82	N/A	N/A	4,171	2,725	53,020	16,313
2022-08-08	$29.37	$30.00	35.7%	10.4%	25.3%	40.3%	37.1%	3.1%	-0.5%	842.4K	198.4K	-217.7K	0.50	64.67	N/A	N/A	4,762	2,373	54,926	16,376
2022-08-09	$29.12	$30.00	37.6%	10.4%	25.5%	48.1%	37.0%	3.6%	-0.9%	728.4K	2.3M	-220.0K	0.22	67.13	N/A	N/A	1,994	442	55,611	17,411
2022-08-10	$29.22	$30.00	35.3%	10.1%	25.4%	38.4%	36.5%	2.2%	-1.3%	828.0K	604.7K	-225.7K	5.36	68.97	N/A	N/A	1,125	6,034	56,745	17,772
2022-08-11	$29.62	$30.00	34.2%	9.8%	24.6%	34.0%	37.5%	1.9%	-0.6%	973.7K	-2.2M	-257.7K	1.47	69.62	N/A	N/A	340	500	56,805	22,122
2022-08-12	$29.99	$30.00	33.9%	9.7%	24.7%	32.4%	33.6%	3.9%	-0.5%	1.1M	-3.2M	-253.3K	0.26	67.02	N/A	N/A	148	39	56,884	22,378
2022-08-15	$29.49	$30.00	34.8%	10.0%	25.4%	36.5%	33.8%	3.1%	-0.5%	850.1K	1.7M	-237.3K	0.07	71.97	N/A	N/A	584	42	56,981	22,406
2022-08-16	$30.97	$30.00	34.0%	9.7%	28.2%	33.1%	37.1%	2.3%	0.5%	1.7M	-15.6M	-264.8K	0.24	69.07	N/A	N/A	2,359	565	57,438	22,436
2022-08-17	$30.74	$30.00	34.7%	9.9%	27.9%	35.9%	35.1%	3.9%	-0.2%	1.7M	-14.8M	-276.1K	0.04	71.00	N/A	N/A	1,412	61	58,971	22,780
2022-08-18	$31.53	$30.00	33.2%	9.5%	27.7%	29.6%	36.2%	2.8%	0.7%	2.0M	-24.8M	-296.3K	0.31	71.03	N/A	N/A	405	126	60,214	22,809
2022-08-19	$30.54	$30.00	34.4%	9.9%	30.4%	34.6%	35.0%	2.8%	-0.3%	1.2M	-13.7M	-274.4K	0.43	72.37	N/A	N/A	501	215	60,386	22,884
2022-08-22	$29.51	$30.00	37.1%	10.6%	33.1%	46.3%	37.5%	4.5%	-0.1%	843.8K	-1.8M	-257.9K	0.36	60.69	N/A	N/A	1,165	415	44,964	19,148
2022-08-23	$29.91	$30.00	37.1%	10.6%	32.9%	46.0%	36.1%	5.0%	-2.1%	959.7K	-4.2M	-265.7K	0.07	75.92	N/A	N/A	1,372	94	45,776	19,521
2022-08-24	$29.24	$30.00	37.7%	10.8%	32.8%	48.8%	39.9%	0.5%	-1.4%	801.2K	327.0K	-255.1K	0.23	76.35	N/A	N/A	887	200	46,854	19,528
2022-08-25	$30.27	$30.00	35.5%	10.2%	34.9%	39.3%	35.6%	4.3%	0.3%	1.1M	-6.4M	-263.1K	0.14	77.03	N/A	N/A	224	32	46,861	19,669
2022-08-26	$29.41	$30.00	37.8%	10.8%	36.6%	49.0%	38.1%	2.5%	-0.8%	868.8K	-1.3M	-255.1K	0.48	74.03	N/A	N/A	148	71	46,947	19,733
2022-08-29	$29.24	$30.00	38.7%	11.1%	36.6%	53.0%	40.2%	1.4%	-1.3%	787.5K	641.3K	-244.5K	0.33	73.95	N/A	N/A	152	50	47,075	19,817
2022-08-30	$28.77	$30.00	38.6%	11.1%	36.3%	52.6%	36.1%	2.4%	-0.4%	588.6K	4.6M	-236.1K	0.44	73.23	N/A	N/A	255	111	47,119	19,835
2022-08-31	$28.13	$30.00	40.4%	11.6%	36.1%	60.1%	42.4%	3.3%	-0.9%	329.8K	9.5M	-218.9K	6.52	72.08	N/A	N/A	1,026	6,693	47,259	19,927