HUN Options History — June 2023

In June 2023, HUN traded between $24.05 and $27.07. ATM implied volatility averaged 28.7%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 8.6% (HV 20d: 37.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 14.17.

Notable Days

  • 2023-06-09: Highest Volume — 11,227 contracts
  • 2023-06-14: Largest IV drop — 18.2% change
  • 2023-06-12: Highest IV Rank — 43.1%
  • 2023-06-01: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.65$24.05$27.07$24.05$27.07
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV28.7%24.0%35.8%31.3%24.0%
Expected Move7.8%6.9%9.0%9.0%6.9%
HV 20d37.2%25.6%39.7%25.6%34.9%
HV 60d31.0%28.3%31.7%28.3%30.3%
IV Rank10.5%0.0%43.1%19.0%0.0%
IV Percentile12.9%0.0%54.0%23.0%0.0%
Term Structure2.7%-1.9%4.3%-1.9%3.9%
VWIV27.5%24.4%33.5%33.5%24.4%
Skew 25d3.2%1.3%5.3%4.9%3.8%
Skew 10d7.9%-2.4%16.7%14.4%3.9%
Call IV 25d25.8%22.4%29.7%29.7%22.4%
Put IV 25d29.0%25.3%34.6%34.6%26.2%
Bid-Ask Spread %34.9717.0379.0828.9758.96
Gamma HHI0.270.110.520.120.20
Net GEX-284.5K-998.0K258.4K-36.3K-23.6K
Net DEX4.5M-4.4M11.2M6.0M-4.4M
Net VEX-113.9K-158.8K-72.6K-72.6K-124.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.170.04156.953.970.14
Total Volume2,045.6677311,227766677
Total OI35,372.47621,79451,43621,95851,436

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$24.05$25.0031.3%9.0%25.6%19.0%33.5%4.9%-1.9%-36.3K6.0M-72.6K3.9728.97N/AN/A15461214,3807,578
2023-06-02$25.71$25.0029.2%8.4%35.8%7.4%32.1%4.0%-1.5%103.8K1.9M-85.6K0.3531.82N/AN/A2338114,4267,368
2023-06-05$25.41$25.0033.4%8.3%36.0%30.4%30.1%3.6%2.4%79.4K2.8M-80.7K0.2457.67N/AN/A3297814,5207,349
2023-06-06$26.34$25.0031.1%7.8%38.1%17.7%24.8%5.3%3.3%216.9K304.0K-86.3K0.1317.03N/AN/A2623514,8077,404
2023-06-07$26.45$25.0030.5%7.8%36.8%14.4%26.3%4.6%2.6%258.4K-298.7K-89.1K0.0425.16N/AN/A185714,9567,419
2023-06-08$25.59$25.0031.7%7.9%38.8%21.2%27.5%2.8%2.4%166.4K2.0M-83.1K0.3930.01N/AN/A1084215,1137,425
2023-06-09$25.05$25.0031.9%8.1%38.8%22.1%28.7%3.4%2.6%92.8K3.4M-77.6K82.7823.91N/AN/A13411,09315,1817,415
2023-06-12$25.11$25.0035.8%8.1%38.8%43.1%29.2%3.5%3.0%-468.2K10.2M-113.3K17.8122.55N/AN/A4274815,21517,685
2023-06-13$25.71$25.0033.8%7.9%39.6%32.5%28.1%2.7%3.4%-269.3K7.3M-115.1K6.3917.17N/AN/A1861,18815,26017,664
2023-06-14$25.26$25.0027.7%7.9%39.7%0.0%27.4%3.7%3.0%-402.9K8.7M-114.9K9.0979.08N/AN/A1621,47215,34518,542
2023-06-15$25.52$25.0026.2%7.5%39.2%0.0%26.8%3.5%2.8%-258.4K5.6M-115.7K2.2750.96N/AN/A9332,11715,44717,235
2023-06-16$25.39$25.0026.5%7.6%38.6%1.2%26.4%1.7%3.6%-413.1K6.2M-120.2K0.6126.76N/AN/A1468916,02816,981
2023-06-20$25.11$25.0027.2%7.8%38.5%4.9%26.3%2.4%4.0%-439.6K6.2M-115.4K4.5620.65N/AN/A1,9688,96515,51116,274
2023-06-21$25.16$25.0026.7%7.7%38.5%2.6%26.1%1.3%3.1%-792.3K8.9M-139.1K1.5028.07N/AN/A10215316,87224,413
2023-06-22$25.04$25.0026.6%7.6%38.0%1.8%27.7%3.2%3.9%-811.4K10.0M-139.9K156.9544.77N/AN/A599,26017,18624,417
2023-06-23$25.38$25.0026.5%7.6%37.7%1.4%25.1%3.8%3.3%-998.0K11.2M-158.8K6.2223.72N/AN/A2716817,43433,554
2023-06-26$25.80$25.0026.2%7.5%38.2%0.0%30.5%1.9%2.5%-763.9K6.1M-145.3K2.1037.48N/AN/A10021017,44333,607
2023-06-27$26.02$25.0026.2%7.5%38.0%0.2%26.3%3.0%2.4%-653.3K4.6M-141.0K0.2328.92N/AN/A1854317,53433,668
2023-06-28$26.43$25.0025.6%7.3%37.9%0.0%26.2%3.1%3.8%-441.6K1.7M-140.0K1.5248.91N/AN/A294417,69633,665
2023-06-29$27.02$25.0024.4%7.0%34.8%0.0%24.6%1.5%4.3%-120.6K-3.4M-134.0K0.2131.79N/AN/A4399417,71433,655
2023-06-30$27.07$25.0024.0%6.9%34.9%0.0%24.4%3.8%3.9%-23.6K-4.4M-124.0K0.1458.96N/AN/A5928517,74633,690