HUN Options History — November 2022

In November 2022, HUN traded between $25.82 and $29.09. ATM implied volatility averaged 37.1%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 1.9% (HV 20d: 39.0%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.92.

Notable Days

  • 2022-11-02: Highest Volume — 5,288 contracts
  • 2022-11-04: Largest IV drop — 12.3% change
  • 2022-11-03: Highest IV Rank — 74.0%
  • 2022-11-01: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.54$25.82$29.09$26.99$27.57
Max Pain$26.29$26.00$29.00$29.00$26.00
ATM IV37.1%32.0%43.8%43.4%34.9%
Expected Move10.6%9.2%12.5%12.5%10.0%
HV 20d39.0%25.5%48.5%28.6%48.5%
HV 60d37.8%35.3%39.5%35.3%39.3%
IV Rank45.6%23.4%74.0%72.5%36.2%
IV Percentile39.4%9.5%88.5%86.9%21.8%
Term Structure-1.9%-4.0%0.2%-3.5%-1.1%
VWIV37.6%32.9%42.6%42.6%35.3%
Skew 25d5.0%3.3%6.5%3.3%5.1%
Skew 10d11.6%6.2%19.8%6.2%9.5%
Call IV 25d34.9%30.7%41.8%41.7%33.4%
Put IV 25d40.0%35.2%45.6%45.0%38.6%
Bid-Ask Spread %45.4714.8379.1916.6879.19
Gamma HHI0.120.100.150.110.12
Net GEX84.8K-257.6K561.3K180.5K141.4K
Net DEX4.0M-7.2M15.3M4.2M3.2M
Net VEX-119.3K-155.8K-101.0K-155.8K-102.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.920.183.210.450.80
Total Volume3,170.429975,2885,2671,151
Total OI54,065.42944,19159,30258,80545,920

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$26.99$29.0043.4%12.5%28.6%72.5%42.6%3.3%-3.5%180.5K4.2M-155.8K0.4516.68N/AN/A3,6291,63839,89418,911
2022-11-02$26.61$29.0042.4%12.2%28.1%68.2%41.2%3.9%-3.5%-76.5K9.8M-129.2K0.4720.74N/AN/A3,6011,68738,13818,906
2022-11-03$26.03$26.0043.8%11.4%25.5%74.0%41.5%4.2%-2.6%-140.1K12.5M-125.1K1.2366.03N/AN/A1,3161,61838,14618,912
2022-11-04$27.05$26.0038.4%11.0%27.6%50.9%39.6%4.2%-2.3%-30.1K7.3M-130.0K2.0766.40N/AN/A1,0132,09838,71318,917
2022-11-07$26.73$26.0039.9%10.9%28.0%57.5%39.6%4.9%-2.3%-104.9K9.8M-122.8K2.3432.54N/AN/A8902,08638,88419,217
2022-11-08$26.84$26.0039.2%11.1%28.0%54.4%39.7%5.9%-2.4%-119.9K9.4M-121.2K1.8450.50N/AN/A9341,71538,89019,170
2022-11-09$25.82$26.0038.5%11.0%31.5%51.3%38.7%6.1%-1.8%-257.6K15.3M-110.9K2.7928.01N/AN/A9142,54638,91219,191
2022-11-10$27.67$26.0035.4%10.2%39.8%38.2%36.5%6.3%-1.2%28.9K4.1M-124.9K3.2145.56N/AN/A8572,75238,92619,725
2022-11-11$29.09$26.0035.7%10.2%42.6%39.3%35.3%5.4%-1.1%530.4K-7.2M-134.6K2.5269.38N/AN/A1,1933,00738,99620,111
2022-11-14$28.98$26.0036.0%10.3%42.4%40.6%36.6%4.7%-1.4%561.3K-6.5M-128.3K1.9364.15N/AN/A1,4762,84339,03019,826
2022-11-15$28.23$26.0036.0%10.3%43.5%40.9%37.0%5.6%-1.8%284.7K-934.8K-123.0K2.0951.57N/AN/A1,3542,83639,49319,809
2022-11-16$28.07$26.0035.6%10.2%42.8%39.2%36.7%4.8%-1.5%162.1K974.8K-119.7K2.7936.57N/AN/A1,0292,86739,50219,800
2022-11-17$27.09$26.0037.1%10.6%44.9%45.5%38.4%4.6%-1.8%-157.6K6.9M-115.7K2.7323.73N/AN/A1,0502,86439,50819,768
2022-11-18$27.35$26.0035.7%10.2%42.9%39.5%37.8%5.4%-1.6%-170.5K5.8M-113.0K2.8126.10N/AN/A1,0392,91539,49719,764
2022-11-21$27.27$26.0036.2%10.4%42.7%41.6%35.5%5.1%-2.5%88.6K5.7M-106.7K1.5457.10N/AN/A1,5302,35927,35016,841
2022-11-22$28.52$26.0032.8%9.4%45.4%27.2%34.5%5.5%0.1%191.4K-446.2K-113.2K2.0065.84N/AN/A1,1422,28027,96516,982
2022-11-23$28.53$26.0032.0%9.2%45.2%23.4%33.8%4.3%0.2%214.6K-1.3M-111.6K2.5523.49N/AN/A1,0042,55928,10717,002
2022-11-25$28.90$26.0032.2%9.2%45.2%24.4%32.9%5.6%-1.0%220.4K-2.6M-112.0K1.0646.25N/AN/A475028,12117,340
2022-11-28$27.54$26.0036.0%10.3%48.5%40.8%37.9%4.5%-2.0%122.0K4.2M-103.5K2.9514.83N/AN/A7522128,16417,387
2022-11-29$27.46$26.0038.4%11.0%48.5%51.0%37.8%6.5%-4.0%111.4K4.8M-101.0K0.1870.31N/AN/A3336128,14917,490
2022-11-30$27.57$26.0034.9%10.0%48.5%36.2%35.3%5.1%-1.1%141.4K3.2M-102.2K0.8079.19N/AN/A63951228,42617,494