HUN Options History — February 2023 In February 2023, HUN traded between $29.05 and $33.09. ATM implied volatility averaged 31.4%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 4.7% (HV 20d: 26.7%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.46.
Notable Days 2023-02-10 : Highest Volume — 2,474 contracts2023-02-08 : Largest IV spike — 14.0% change2023-02-13 : Highest IV Rank — 36.3%2023-02-13 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $31.01 $29.05 $33.09 $32.81 $29.48 Max Pain $30.58 $28.00 $31.00 $28.00 $30.00 ATM IV 31.4% 27.9% 35.8% 29.0% 31.1% Expected Move 9.2% 8.3% 10.3% 8.3% 8.9% HV 20d 26.7% 23.1% 30.4% 29.6% 30.1% HV 60d 31.8% 29.0% 36.4% 36.4% 29.1% IV Rank 16.0% 0.0% 36.3% 2.2% 14.9% IV Percentile 12.1% 0.0% 32.1% 1.2% 11.1% Term Structure -1.1% -3.2% 1.4% 1.4% -2.7% VWIV 32.0% 28.8% 35.5% 30.9% 32.0% Skew 25d 5.1% 3.8% 6.2% 6.2% 3.9% Skew 10d 10.3% 0.5% 19.2% 0.5% 13.7% Call IV 25d 29.6% 26.9% 33.3% 26.9% 28.0% Put IV 25d 34.8% 31.8% 37.8% 33.1% 31.9% Bid-Ask Spread % 50.81 28.63 76.16 76.16 57.39 Gamma HHI 0.18 0.12 0.23 0.23 0.13 Net GEX 1.2M 469.5K 2.3M 2.0M 611.6K Net DEX -14.2M -27.7M -5.3M -23.8M -6.2M Net VEX -123.0K -140.6K -108.9K -135.7K -113.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.00 1.73 0.85 1.34 Total Volume 602.789 74 2,474 314 300 Total OI 30,775.632 21,818 37,569 32,736 23,688
Daily Data (19 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 2023-02-01 $32.81 $28.00 29.0% 8.3% 29.6% 2.2% 30.9% 6.2% 1.4% 2.0M -23.8M -135.7K 0.85 76.16 N/A N/A 170 144 21,197 11,539 2023-02-02 $33.09 $31.00 27.9% 9.0% 25.7% 0.0% 32.8% 4.4% -1.4% 2.2M -27.7M -140.6K 0.30 43.39 N/A N/A 256 78 21,274 11,613 2023-02-03 $33.06 $31.00 28.8% 9.0% 24.8% 4.3% 33.0% 4.9% -0.6% 2.3M -25.3M -136.8K 0.31 61.15 N/A N/A 71 22 21,254 11,673 2023-02-06 $32.39 $31.00 32.1% 9.3% 23.2% 19.3% 33.5% 6.0% -1.0% 1.8M -20.5M -129.3K 0.65 50.50 N/A N/A 138 90 21,277 11,676 2023-02-07 $32.70 $31.00 28.8% 9.0% 23.1% 4.1% 31.4% 5.3% -1.1% 2.1M -22.3M -131.3K 0.07 54.00 N/A N/A 84 6 21,335 11,723 2023-02-08 $31.95 $31.00 32.8% 9.4% 24.9% 22.4% 33.1% 6.0% -1.7% 1.6M -17.6M -125.8K 1.00 42.15 N/A N/A 37 37 21,382 11,731 2023-02-09 $31.63 $31.00 32.5% 9.3% 25.2% 20.9% 33.0% 5.1% -0.6% 1.3M -14.8M -119.4K 0.13 55.11 N/A N/A 67 9 21,383 11,752 2023-02-10 $31.18 $31.00 34.6% 9.9% 25.6% 30.5% 33.9% 5.6% -1.2% 917.3K -12.0M -115.0K 0.10 50.39 N/A N/A 2,247 227 21,413 11,759 2023-02-13 $31.43 $31.00 35.8% 10.3% 25.7% 36.3% 35.5% 4.5% -2.7% 1.3M -15.6M -120.0K 0.12 31.72 N/A N/A 560 66 22,934 11,884 2023-02-14 $31.02 $31.00 33.5% 9.6% 25.5% 25.4% 33.3% 5.5% -1.7% 1.1M -13.6M -117.7K 0.03 45.45 N/A N/A 1,465 39 23,386 11,911 2023-02-15 $30.76 $31.00 33.2% 9.5% 25.6% 24.3% 32.3% 5.3% -1.9% 1.0M -13.7M -124.6K 0.00 61.00 N/A N/A 2,013 9 24,655 11,937 2023-02-16 $30.84 $31.00 33.1% 9.5% 25.6% 23.5% 33.7% 3.8% -3.2% 1.0M -14.5M -132.8K 0.92 41.66 N/A N/A 101 93 25,589 11,947 2023-02-17 $30.73 $31.00 32.9% 9.4% 23.2% 22.7% 33.0% 5.8% -2.9% 1.1M -13.9M -132.3K 0.18 59.21 N/A N/A 364 67 25,593 11,976 2023-02-21 $29.05 $31.00 31.3% 9.0% 29.7% 15.7% 29.2% 5.5% -0.1% 469.5K -5.3M -108.9K 0.40 66.74 N/A N/A 1,220 485 16,467 5,351 2023-02-22 $29.05 $30.00 31.5% 9.0% 29.7% 16.3% 28.8% 5.5% -0.9% 533.7K -5.3M -111.1K 0.10 62.59 N/A N/A 364 36 17,303 5,768 2023-02-23 $29.14 $30.00 29.4% 8.4% 29.8% 7.1% 29.5% 5.3% 0.4% 553.8K -5.5M -112.6K 1.73 41.14 N/A N/A 80 138 17,543 5,781 2023-02-24 $29.29 $30.00 29.9% 8.6% 30.0% 9.1% 29.3% 4.4% 0.2% 574.3K -5.9M -114.6K 0.30 28.63 N/A N/A 76 23 17,581 5,873 2023-02-27 $29.62 $30.00 29.1% 8.3% 30.4% 5.5% 30.1% 4.8% -0.0% 636.7K -6.8M -114.6K 0.12 37.01 N/A N/A 242 29 17,622 5,967 2023-02-28 $29.48 $30.00 31.1% 8.9% 30.1% 14.9% 32.0% 3.9% -2.7% 611.6K -6.2M -113.2K 1.34 57.39 N/A N/A 128 172 17,719 5,969
« Jan 2023 | All History | Mar 2023 » Home HUN History February 2023