HUN Options History — December 2022

In December 2022, HUN traded between $26.64 and $28.55. ATM implied volatility averaged 34.6%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 1.0% (HV 20d: 35.6%). Max pain ranged from $26.00 to $32.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-12-13: Highest Volume — 4,512 contracts
  • 2022-12-14: Largest IV drop — 21.9% change
  • 2022-12-12: Highest IV Rank — 82.3%
  • 2022-12-02: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.62$26.64$28.55$27.70$27.36
Max Pain$30.38$26.00$32.00$26.00$30.00
ATM IV34.6%29.2%45.7%34.6%31.5%
Expected Move9.2%8.4%9.9%9.9%9.0%
HV 20d35.6%27.3%48.1%48.1%29.6%
HV 60d36.9%35.8%39.6%39.3%35.9%
IV Rank34.7%11.6%82.3%34.8%21.5%
IV Percentile26.7%4.8%97.6%18.7%6.7%
Term Structure2.7%-2.4%4.9%-1.0%4.6%
VWIV31.9%28.2%35.0%33.4%29.8%
Skew 25d4.6%2.7%6.1%5.8%4.3%
Skew 10d9.5%5.7%16.5%11.0%8.1%
Call IV 25d30.3%27.1%33.1%33.1%28.9%
Put IV 25d34.9%31.8%38.9%38.9%33.2%
Bid-Ask Spread %58.6344.2571.4365.0367.95
Gamma HHI0.150.110.410.130.13
Net GEX55.3K-1.0M432.5K213.5K-15.1K
Net DEX4.1M-1.6M10.4M2.6M6.2M
Net VEX-86.3K-103.1K-73.1K-103.1K-73.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.023.870.080.87
Total Volume513.429284,51232728
Total OI43,708.14338,58247,16646,93840,471

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$27.70$26.0034.6%9.9%48.1%34.8%33.4%5.8%-1.0%213.5K2.6M-103.1K0.0865.03N/AN/A3042329,01817,920
2022-12-02$28.38$26.0034.7%9.9%47.9%35.2%33.0%5.0%-2.4%272.8K-1.1M-101.9K0.1971.43N/AN/A891729,16017,927
2022-12-05$28.18$32.0038.5%9.7%46.3%51.4%33.7%4.4%1.2%257.5K-334.6K-100.6K3.8750.23N/AN/A13753029,16917,925
2022-12-06$28.02$32.0038.9%9.6%46.1%53.3%33.0%5.4%2.5%277.0K608.1K-96.8K0.8451.12N/AN/A1129429,21417,846
2022-12-07$28.05$32.0040.4%9.7%46.1%59.6%35.0%4.4%1.7%294.8K-164.1K-98.9K0.2456.14N/AN/A2716529,26217,904
2022-12-08$27.84$32.0039.5%9.6%43.7%55.7%34.1%4.9%1.7%291.1K1.3M-95.3K1.0749.34N/AN/A10110829,20717,903
2022-12-09$28.09$32.0040.0%9.6%36.3%58.0%33.0%4.4%1.9%377.5K-539.6K-94.0K0.4663.57N/AN/A411929,22217,918
2022-12-12$27.98$32.0045.7%9.7%31.3%82.3%32.9%4.6%0.5%432.5K825.3K-87.8K0.7854.29N/AN/A1199329,23217,923
2022-12-13$28.55$32.0040.1%8.6%32.3%58.2%30.9%4.5%3.9%420.0K-1.6M-88.2K0.0260.26N/AN/A4,4377528,77917,991
2022-12-14$27.78$32.0031.3%9.0%32.4%20.5%31.9%6.1%2.4%227.3K8.3M-86.1K1.3867.30N/AN/A12917826,98018,016
2022-12-15$26.84$30.0032.1%9.2%34.5%24.0%32.5%3.2%3.1%-401.2K10.4M-82.1K0.8965.07N/AN/A1039227,03517,116
2022-12-16$27.02$30.0031.8%9.1%32.3%22.5%32.0%5.1%3.3%-1.0M10.0M-80.8K1.7962.63N/AN/A12121627,01717,007
2022-12-19$26.77$30.0031.4%9.0%32.2%21.0%29.5%4.8%3.7%-293.1K10.1M-75.9K0.1458.84N/AN/A1,58521722,78215,800
2022-12-20$27.21$30.0031.0%8.9%32.8%19.3%29.9%4.8%4.7%-70.9K6.5M-81.6K0.3461.08N/AN/A2889924,28815,721
2022-12-21$27.39$30.0030.1%8.6%28.3%15.7%28.2%4.9%4.3%-29.7K6.1M-81.0K0.0555.00N/AN/A2461324,48615,807
2022-12-22$26.64$30.0030.8%8.8%29.8%18.3%31.0%4.0%3.2%-137.0K8.4M-77.4K0.5251.01N/AN/A934824,64715,744
2022-12-23$27.52$30.0029.2%8.4%31.9%11.6%30.1%3.7%4.9%1.4K4.9M-80.2K0.6344.25N/AN/A573624,64415,584
2022-12-27$27.86$30.0031.9%9.1%27.3%23.0%32.2%5.3%3.4%57.7K3.7M-77.4K0.5653.69N/AN/A26915024,68315,612
2022-12-28$27.16$30.0032.4%9.3%28.8%25.3%31.7%4.3%3.6%-42.0K6.1M-75.0K0.6163.33N/AN/A493024,80715,645
2022-12-29$27.63$30.0030.8%8.8%29.5%18.5%31.6%2.7%4.7%36.4K4.5M-75.0K0.2859.67N/AN/A782224,80015,659
2022-12-30$27.36$30.0031.5%9.0%29.6%21.5%29.8%4.3%4.6%-15.1K6.2M-73.1K0.8767.95N/AN/A151324,81115,660