HUN Options History — January 2023

In January 2023, HUN traded between $27.69 and $31.89. ATM implied volatility averaged 30.1%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 2.0% (HV 20d: 32.0%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.57.

Notable Days

  • 2023-01-09: Highest Volume — 3,733 contracts
  • 2023-01-09: Largest IV spike — 12.2% change
  • 2023-01-03: Highest IV Rank — 23.4%
  • 2023-01-05: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.84$27.69$31.89$27.69$31.59
Max Pain$27.00$26.00$29.00$29.00$28.00
ATM IV30.1%28.5%32.4%31.9%29.6%
Expected Move8.7%8.2%10.0%9.2%8.5%
HV 20d32.0%26.8%36.4%28.5%27.6%
HV 60d36.2%35.0%37.0%35.0%36.1%
IV Rank7.9%0.0%23.4%23.4%5.2%
IV Percentile3.3%0.0%9.1%7.5%4.8%
Term Structure2.3%0.6%4.2%3.3%1.7%
VWIV30.8%28.0%32.8%32.2%29.6%
Skew 25d4.6%3.4%5.8%4.2%5.0%
Skew 10d12.3%8.0%21.2%12.3%15.0%
Call IV 25d29.0%26.9%32.8%30.0%28.5%
Put IV 25d33.5%31.3%38.6%34.3%33.4%
Bid-Ask Spread %52.3829.7375.8860.4038.88
Gamma HHI0.170.120.220.130.21
Net GEX990.8K54.9K1.4M54.9K1.3M
Net DEX-14.3M-22.3M4.0M4.0M-13.8M
Net VEX-97.1K-110.0K-71.0K-71.0K-108.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.024.600.760.06
Total Volume1,121.651393,7337122,980
Total OI40,474.6527,53849,83940,21530,256

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$27.69$29.0031.9%9.2%28.5%23.4%32.2%4.2%3.3%54.9K4.0M-71.0K0.7660.40N/AN/A40430824,80915,406
2023-01-04$29.05$29.0032.4%9.3%33.3%21.4%32.4%4.9%4.2%298.3K-3.5M-78.9K0.1175.88N/AN/A8509125,06415,676
2023-01-05$29.80$26.0031.4%10.0%34.3%16.9%32.3%5.8%0.6%430.3K-7.8M-79.3K0.0250.13N/AN/A3,2715725,46715,679
2023-01-06$30.95$26.0028.9%9.1%36.4%4.5%31.1%5.1%2.3%889.2K-17.2M-90.1K0.1355.48N/AN/A1,38418328,60715,701
2023-01-09$30.74$26.0032.4%9.6%36.4%20.5%30.7%5.1%1.0%905.6K-16.8M-93.4K0.1055.29N/AN/A3,39733629,29915,825
2023-01-10$30.88$26.0030.5%9.0%36.3%11.8%31.8%4.0%2.6%1.2M-19.3M-99.8K4.6051.91N/AN/A6730832,35316,005
2023-01-11$30.95$26.0032.0%9.2%36.2%17.1%32.8%5.5%1.4%1.2M-19.8M-99.3K0.1939.50N/AN/A1172232,38215,892
2023-01-12$31.24$26.0030.4%8.7%35.8%9.9%29.8%3.6%2.9%1.3M-22.3M-96.6K0.1832.39N/AN/A2,18739932,43715,905
2023-01-13$31.13$26.0029.1%8.3%34.0%1.1%32.5%4.0%3.0%1.4M-20.1M-107.2K0.4746.56N/AN/A29113733,05816,266
2023-01-17$30.63$26.0029.0%8.3%31.6%0.8%30.0%4.5%3.3%968.4K-14.7M-91.3K0.1660.87N/AN/A2714333,10716,270
2023-01-18$30.52$26.0029.4%8.4%31.8%2.7%29.7%4.4%2.0%730.3K-14.1M-89.6K2.8361.27N/AN/A10529733,23716,281
2023-01-19$30.55$26.0029.3%8.4%31.4%1.8%31.0%4.5%2.9%718.0K-15.2M-95.3K0.2360.63N/AN/A1282933,24516,570
2023-01-20$31.48$26.0029.5%8.5%32.3%2.9%31.1%4.9%3.0%1.2M-20.4M-98.8K0.1856.68N/AN/A83314933,26316,576
2023-01-23$31.89$28.0029.1%8.4%32.4%1.2%28.0%5.0%1.3%1.2M-15.1M-103.6K0.2629.73N/AN/A1,48438316,49411,044
2023-01-24$31.86$28.0028.6%8.2%29.8%0.0%30.2%4.2%2.6%1.3M-15.8M-110.0K0.0872.20N/AN/A3863117,55611,266
2023-01-25$31.80$28.0029.2%8.4%28.7%3.0%32.2%4.0%2.3%1.3M-15.4M-109.1K0.4448.71N/AN/A27712117,86911,301
2023-01-26$31.59$28.0028.5%8.2%29.0%0.0%28.2%5.0%1.5%1.2M-13.5M-108.4K0.3353.72N/AN/A1535018,12811,376
2023-01-27$31.45$28.0029.1%8.3%26.8%2.9%29.9%3.4%2.3%1.2M-13.5M-107.0K0.0367.05N/AN/A6901918,25611,421
2023-01-30$30.96$28.0030.9%8.8%27.7%11.1%29.7%4.7%1.8%1.0M-11.4M-104.4K0.2730.25N/AN/A1534218,71411,432
2023-01-31$31.59$28.0029.6%8.5%27.6%5.2%29.6%5.0%1.7%1.3M-13.8M-108.5K0.0638.88N/AN/A2,82016018,81511,441