HUN Options History — September 2022

In September 2022, HUN traded between $23.98 and $27.94. ATM implied volatility averaged 40.8%, placing in the 61.5% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 3.1% (HV 20d: 37.7%). Max pain ranged from $27.00 to $30.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 3.25.

Notable Days

  • 2022-09-16: Highest Volume — 9,905 contracts
  • 2022-09-12: Largest IV spike — 14.1% change
  • 2022-09-26: Highest IV Rank — 78.6%
  • 2022-09-26: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.74$23.98$27.94$27.29$24.58
Max Pain$27.90$27.00$30.00$30.00$27.00
ATM IV40.8%36.3%44.8%40.2%40.5%
Expected Move11.5%10.2%12.9%11.5%11.6%
HV 20d37.7%34.4%44.1%37.5%35.9%
HV 60d35.7%32.7%40.0%39.9%32.7%
IV Rank61.5%42.0%78.6%59.3%60.1%
IV Percentile76.4%46.8%96.4%76.6%73.0%
Term Structure1.2%-1.4%3.1%-1.4%2.6%
VWIV40.2%35.4%45.3%43.4%41.4%
Skew 25d4.6%2.0%7.0%4.1%2.8%
Skew 10d8.5%-7.6%14.7%14.7%5.8%
Call IV 25d38.2%34.5%42.1%38.4%41.4%
Put IV 25d42.9%37.8%47.1%42.5%44.2%
Bid-Ask Spread %57.4332.9079.8268.6842.21
Gamma HHI0.120.110.140.110.12
Net GEX-237.0K-389.9K91.8K91.8K-336.9K
Net DEX19.9M14.2M24.7M15.2M18.9M
Net VEX-158.2K-193.9K-128.0K-193.9K-145.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.250.116.450.114.18
Total Volume4,278.2861889,9056749,025
Total OI61,606.47651,46270,96967,24954,704

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$27.29$30.0040.2%11.5%37.5%59.3%43.4%4.1%-1.4%91.8K15.2M-193.9K0.1168.68N/AN/A6086647,27719,972
2022-09-02$27.04$30.0038.9%11.1%37.3%53.7%39.3%2.0%0.3%8.5K16.9M-189.1K0.3979.82N/AN/A1726747,62220,007
2022-09-06$26.63$29.0042.7%11.4%36.9%69.8%39.7%5.4%1.0%-119.4K20.2M-168.7K6.1661.13N/AN/A1,0876,69547,37720,030
2022-09-07$26.63$29.0040.4%10.9%36.9%59.4%38.0%4.5%1.8%-126.4K20.0M-170.1K6.2758.96N/AN/A1,1016,90147,42320,106
2022-09-08$26.47$29.0039.8%10.8%36.8%56.8%37.4%3.4%1.7%-197.9K21.2M-169.8K2.0559.87N/AN/A19339647,45820,555
2022-09-09$27.24$29.0036.3%10.2%38.2%42.0%35.4%3.2%3.1%-133.1K17.6M-185.6K0.5867.95N/AN/A21312347,55220,840
2022-09-12$27.94$28.0041.4%10.3%39.2%63.9%36.6%3.8%1.8%-74.6K14.2M-188.4K1.8468.17N/AN/A21239047,59920,870
2022-09-13$26.27$28.0041.9%11.1%44.1%65.8%39.1%3.6%1.6%-242.6K22.8M-163.6K6.0867.68N/AN/A1,1657,08247,71320,938
2022-09-14$26.38$28.0040.4%11.6%39.4%59.4%43.3%5.6%0.4%-208.3K22.1M-168.5K5.2864.18N/AN/A4202,21947,79121,379
2022-09-15$26.55$28.0037.7%10.8%39.7%48.0%38.3%5.5%2.6%-252.7K21.4M-170.7K0.7858.82N/AN/A17813948,07622,837
2022-09-16$25.52$28.0041.7%11.9%39.3%65.0%42.7%5.3%1.5%-328.6K24.7M-159.8K6.4565.42N/AN/A1,3298,57648,14422,825
2022-09-19$25.74$27.0038.3%11.0%39.0%50.7%36.5%7.0%1.8%-304.2K18.6M-152.6K0.1648.61N/AN/A2,83444831,56919,893
2022-09-20$25.24$27.0040.9%11.7%38.1%61.6%40.1%5.9%0.7%-280.6K18.5M-150.3K4.5347.52N/AN/A18985733,63420,187
2022-09-21$24.65$27.0040.3%11.5%37.6%59.0%39.8%4.4%1.1%-304.4K20.0M-142.6K0.9872.24N/AN/A959333,69720,020
2022-09-22$24.72$27.0040.6%11.6%37.5%60.3%45.3%4.7%0.5%-333.1K20.1M-138.9K4.3970.15N/AN/A14965433,74119,795
2022-09-23$23.98$27.0042.5%12.2%34.6%68.4%42.2%3.8%0.9%-389.9K22.7M-128.0K0.5132.90N/AN/A21310933,82320,421
2022-09-26$24.07$27.0044.8%12.9%34.4%78.6%43.4%4.4%-0.8%-371.1K22.0M-129.5K4.4846.46N/AN/A1,5837,09633,91720,374
2022-09-27$24.10$27.0044.6%12.8%34.6%77.4%41.4%6.0%0.0%-364.3K21.8M-129.3K4.4136.51N/AN/A1,6687,35233,95320,374
2022-09-28$24.85$27.0042.0%12.0%37.3%66.5%40.5%5.2%1.1%-344.8K18.9M-142.8K4.3747.90N/AN/A1,6887,37834,05620,502
2022-09-29$24.59$27.0041.7%12.0%36.9%65.1%41.3%6.4%1.8%-363.3K20.2M-135.0K4.3340.93N/AN/A1,7057,37634,12120,564
2022-09-30$24.58$27.0040.5%11.6%35.9%60.1%41.4%2.8%2.6%-336.9K18.9M-145.3K4.1842.21N/AN/A1,7437,28234,14620,558