HUN Options History — October 2022 In October 2022, HUN traded between $25.31 and $27.83. ATM implied volatility averaged 43.4%, placing in the 72.3% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 7.9% (HV 20d: 35.5%). Max pain ranged from $27.00 to $30.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.72.
Notable Days 2022-10-04 : Highest Volume — 12,130 contracts2022-10-06 : Largest IV spike — 7.2% change2022-10-14 : Highest IV Rank — 80.3%2022-10-14 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $26.44 $25.31 $27.83 $25.44 $26.85 Max Pain $29.29 $27.00 $30.00 $27.00 $29.00 ATM IV 43.4% 39.4% 45.3% 42.6% 43.9% Expected Move 12.5% 11.3% 13.0% 12.2% 12.6% HV 20d 35.5% 30.8% 43.4% 38.5% 30.8% HV 60d 35.1% 33.6% 35.9% 33.6% 35.4% IV Rank 72.3% 55.1% 80.3% 69.2% 74.4% IV Percentile 88.0% 64.7% 97.2% 86.1% 89.3% Term Structure -1.4% -3.7% 2.1% 0.4% -3.7% VWIV 43.9% 38.6% 47.3% 41.2% 43.3% Skew 25d 5.6% 3.4% 7.7% 5.4% 3.4% Skew 10d 10.9% 6.6% 17.7% 6.6% 8.4% Call IV 25d 41.1% 38.1% 42.7% 39.0% 42.6% Put IV 25d 46.7% 43.8% 49.1% 44.5% 46.0% Bid-Ask Spread % 50.27 16.57 77.30 73.33 16.57 Gamma HHI 0.12 0.10 0.14 0.12 0.12 Net GEX -59.0K -326.6K 339.8K -326.6K 90.5K Net DEX 10.0M 692.9K 16.5M 16.5M 7.7M Net VEX -152.2K -174.2K -137.2K -143.4K -137.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.72 0.77 4.86 4.00 2.00 Total Volume 7,066.952 2,339 12,130 9,070 2,456 Total OI 58,355.857 54,796 61,310 54,796 58,718
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 2022-10-03 $25.44 $27.00 42.6% 12.2% 38.5% 69.2% 41.2% 5.4% 0.4% -326.6K 16.5M -143.4K 4.00 73.33 N/A N/A 1,815 7,255 34,204 20,592 2022-10-04 $26.32 $27.00 40.5% 11.6% 40.3% 60.2% 40.7% 5.8% 1.8% -207.8K 12.2M -155.6K 1.43 77.30 N/A N/A 4,985 7,145 34,382 20,599 2022-10-05 $26.86 $27.00 39.4% 11.3% 41.0% 55.1% 40.2% 5.1% 2.1% 50.0K 7.3M -174.2K 3.54 73.42 N/A N/A 1,970 6,974 37,328 20,808 2022-10-06 $25.82 $30.00 42.2% 12.2% 43.4% 67.3% 44.5% 6.0% -0.9% -129.3K 13.1M -159.3K 3.79 61.89 N/A N/A 2,032 7,697 37,444 20,923 2022-10-07 $25.31 $30.00 43.3% 12.6% 42.3% 71.8% 45.0% 6.0% -0.7% -226.2K 15.8M -150.7K 3.80 61.91 N/A N/A 2,018 7,674 37,530 20,939 2022-10-10 $25.59 $30.00 43.9% 12.5% 41.3% 74.4% 45.9% 6.4% -1.4% -232.2K 15.4M -144.8K 3.71 59.37 N/A N/A 2,081 7,727 37,553 20,949 2022-10-11 $25.64 $30.00 43.2% 12.7% 35.4% 71.4% 46.2% 6.9% -1.5% -239.5K 15.4M -144.1K 3.80 58.90 N/A N/A 2,034 7,729 37,694 20,980 2022-10-12 $25.80 $30.00 44.8% 12.8% 35.4% 78.2% 46.2% 6.2% -1.9% -174.0K 13.5M -151.1K 4.27 58.84 N/A N/A 1,892 8,074 37,695 21,090 2022-10-13 $26.14 $30.00 44.7% 12.8% 35.7% 77.8% 46.6% 4.7% -1.9% -132.2K 10.5M -166.5K 4.71 63.17 N/A N/A 1,966 9,255 37,814 21,261 2022-10-14 $25.80 $30.00 45.3% 13.0% 33.0% 80.3% 47.0% 6.8% -2.7% -217.6K 14.1M -147.8K 4.86 63.42 N/A N/A 1,916 9,311 37,871 21,025 2022-10-17 $26.32 $30.00 45.0% 12.9% 33.6% 79.1% 44.3% 6.3% -1.7% -193.1K 12.1M -146.5K 2.02 61.92 N/A N/A 1,929 3,903 37,891 21,161 2022-10-18 $26.81 $30.00 43.5% 12.5% 33.2% 72.6% 47.3% 5.5% -1.4% -136.5K 9.3M -151.9K 1.79 55.16 N/A N/A 1,985 3,553 37,947 21,418 2022-10-19 $26.30 $30.00 44.3% 12.7% 32.8% 76.4% 46.6% 5.0% -1.2% -236.6K 12.5M -143.4K 1.74 28.50 N/A N/A 2,019 3,508 37,992 21,394 2022-10-20 $26.13 $30.00 44.6% 12.8% 33.0% 77.4% 44.5% 4.8% -1.6% -168.6K 12.8M -144.7K 1.79 35.11 N/A N/A 2,794 5,007 38,004 21,344 2022-10-21 $27.15 $30.00 42.9% 12.3% 32.8% 70.1% 44.5% 5.3% -1.2% 50.7K 3.4M -161.3K 2.93 43.55 N/A N/A 1,075 3,154 39,908 21,402 2022-10-24 $27.48 $29.00 44.7% 12.8% 32.9% 77.9% 44.0% 7.7% -2.0% 255.1K 2.5M -164.2K 0.77 52.58 N/A N/A 2,276 1,761 37,577 18,723 2022-10-25 $27.83 $29.00 42.8% 12.3% 32.9% 69.9% 38.6% 4.9% -2.1% 339.8K 692.9K -162.8K 0.98 20.01 N/A N/A 1,708 1,678 39,137 18,774 2022-10-26 $27.48 $29.00 43.8% 12.6% 32.4% 74.2% 41.3% 5.6% -2.6% 228.8K 3.5M -153.9K 1.14 23.78 N/A N/A 1,499 1,707 39,253 18,805 2022-10-27 $27.27 $29.00 43.4% 12.4% 32.2% 72.4% 42.2% 5.2% -2.6% 241.6K 4.1M -151.8K 2.07 25.87 N/A N/A 817 1,688 39,816 18,846 2022-10-28 $26.99 $29.00 42.5% 12.2% 32.6% 68.6% 41.9% 5.4% -2.7% 125.5K 6.7M -140.5K 2.00 40.99 N/A N/A 779 1,560 39,833 18,849 2022-10-31 $26.85 $29.00 43.9% 12.6% 30.8% 74.4% 43.3% 3.4% -3.7% 90.5K 7.7M -137.2K 2.00 16.57 N/A N/A 819 1,637 39,871 18,847
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