HUN Options History — April 2023 In April 2023, HUN traded between $25.66 and $27.76. ATM implied volatility averaged 32.2%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 3.4% (HV 20d: 28.8%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 11.08.
Notable Days 2023-04-20 : Highest Volume — 3,113 contracts2023-04-12 : Largest IV spike — 9.6% change2023-04-25 : Highest IV Rank — 36.4%2023-04-06 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $26.79 $25.66 $27.76 $27.23 $26.71 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 32.2% 29.7% 34.6% 29.7% 33.3% Expected Move 9.4% 8.5% 10.0% 8.5% 9.5% HV 20d 28.8% 26.5% 31.9% 30.5% 31.9% HV 60d 29.5% 28.4% 30.7% 29.1% 30.0% IV Rank 23.4% 10.3% 36.4% 10.3% 29.2% IV Percentile 24.2% 10.7% 39.7% 10.7% 34.5% Term Structure -0.2% -2.6% 5.4% 3.7% -2.1% VWIV 32.1% 22.5% 35.2% 28.0% 33.9% Skew 25d 4.1% 1.9% 5.7% 3.4% 4.8% Skew 10d 7.9% -9.6% 17.3% -9.6% 7.6% Call IV 25d 31.0% 28.0% 34.3% 28.0% 32.0% Put IV 25d 35.2% 31.4% 39.2% 31.4% 36.8% Bid-Ask Spread % 38.80 15.73 71.54 71.54 45.14 Gamma HHI 0.11 0.09 0.13 0.11 0.11 Net GEX 158.0K -32.5K 428.0K 328.4K 67.1K Net DEX 2.1M -1.9M 6.5M 98.0K 3.9M Net VEX -85.6K -98.5K -77.0K -85.9K -88.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 11.08 0.05 182.12 0.63 0.37 Total Volume 650.368 59 3,113 215 2,351 Total OI 27,503.526 25,961 30,842 25,961 26,599
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 2023-04-03 $27.23 $28.00 29.7% 8.5% 30.5% 10.3% 28.0% 3.4% 3.7% 328.4K 98.0K -85.9K 0.63 71.54 N/A N/A 132 83 19,145 6,816 2023-04-04 $26.45 $28.00 31.1% 8.9% 31.0% 17.4% 30.6% 2.5% 3.6% 189.4K 1.9M -79.7K 0.25 42.26 N/A N/A 51 13 19,158 6,872 2023-04-05 $26.48 $28.00 30.4% 8.7% 30.0% 13.9% 22.5% 1.9% 5.4% 163.3K 2.4M -77.5K 0.05 68.28 N/A N/A 2,301 108 19,164 6,876 2023-04-06 $26.20 $28.00 30.4% 10.0% 27.7% 13.7% 34.4% 5.0% -1.6% 181.2K 2.2M -77.0K 1.95 57.95 N/A N/A 43 84 20,490 6,857 2023-04-10 $26.71 $28.00 31.1% 9.9% 27.8% 17.3% 33.1% 5.7% -1.8% 246.7K 750.8K -81.2K 0.30 18.50 N/A N/A 71 21 20,483 6,828 2023-04-11 $27.05 $28.00 30.6% 9.5% 28.2% 15.1% 32.4% 4.4% -0.7% 284.5K 30.6K -81.7K 0.35 47.42 N/A N/A 188 66 20,523 6,845 2023-04-12 $26.80 $28.00 33.6% 9.6% 27.0% 30.7% 35.2% 3.9% -1.0% 190.2K 1.4M -81.0K 0.42 65.15 N/A N/A 72 30 20,540 7,097 2023-04-13 $27.64 $28.00 32.8% 9.4% 28.5% 26.5% 33.7% 4.3% -1.4% 428.0K -1.9M -90.4K 0.34 15.73 N/A N/A 140 48 20,608 7,123 2023-04-14 $26.99 $28.00 32.9% 9.4% 28.1% 27.2% 33.7% 4.0% -1.0% 177.3K 1.1M -79.5K 15.13 22.84 N/A N/A 75 1,135 20,667 7,137 2023-04-17 $27.38 $28.00 32.4% 9.3% 28.5% 24.3% 30.7% 4.7% -1.1% 169.8K 840.6K -87.2K 0.05 20.87 N/A N/A 707 33 20,694 8,095 2023-04-18 $27.46 $28.00 32.9% 9.4% 28.3% 26.9% 31.5% 4.8% -1.7% 160.5K 565.7K -88.0K 1.36 28.31 N/A N/A 25 34 20,699 8,097 2023-04-19 $27.76 $28.00 30.8% 8.8% 28.2% 16.1% 31.5% 3.8% -0.5% 225.6K -748.6K -90.3K 0.40 38.58 N/A N/A 82 33 20,713 8,117 2023-04-20 $27.12 $28.00 31.8% 9.1% 27.7% 21.3% 32.7% 3.5% 0.2% 101.3K 1.1M -88.6K 182.12 22.45 N/A N/A 17 3,096 20,746 8,116 2023-04-21 $26.66 $28.00 31.7% 9.1% 26.5% 20.9% 31.6% 3.8% -0.3% 67.3K 4.5M -98.5K 0.48 49.71 N/A N/A 83 40 20,748 10,094 2023-04-24 $26.91 $28.00 33.2% 9.5% 26.7% 29.0% 32.9% 5.1% -2.6% 74.5K 3.7M -95.2K 0.30 33.87 N/A N/A 265 79 16,901 9,536 2023-04-25 $25.91 $28.00 34.6% 9.9% 29.9% 36.4% 35.1% 5.5% -0.6% 825 5.9M -86.7K 0.92 27.43 N/A N/A 151 139 17,095 9,591 2023-04-26 $25.66 $28.00 34.4% 9.9% 29.9% 35.4% 34.4% 3.1% -0.0% -32.5K 6.5M -84.9K 1.04 43.31 N/A N/A 140 145 17,118 9,631 2023-04-27 $25.91 $28.00 33.8% 9.7% 30.1% 32.0% 32.6% 4.3% 0.3% -20.9K 6.1M -85.2K 4.02 17.80 N/A N/A 55 221 17,161 9,587 2023-04-28 $26.71 $28.00 33.3% 9.5% 31.9% 29.2% 33.9% 4.8% -2.1% 67.1K 3.9M -88.9K 0.37 45.14 N/A N/A 1,720 631 17,183 9,416
« Mar 2023 | All History | May 2023 » Home HUN History April 2023