HUN Options History — July 2023

In July 2023, HUN traded between $26.51 and $29.70. ATM implied volatility averaged 28.8%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 2.1% (HV 20d: 30.9%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.53.

Notable Days

  • 2023-07-24: Highest Volume — 921 contracts
  • 2023-07-10: Largest IV spike — 9.0% change
  • 2023-07-31: Highest IV Rank — 36.2%
  • 2023-07-31: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.22$26.51$29.70$27.63$29.70
Max Pain$26.15$25.00$27.00$25.00$27.00
ATM IV28.8%23.6%31.9%23.6%31.9%
Expected Move8.4%6.8%9.1%6.8%9.1%
HV 20d30.9%27.2%32.3%27.2%31.6%
HV 60d32.0%30.6%32.9%30.6%31.3%
IV Rank22.6%0.0%36.2%0.0%36.2%
IV Percentile17.2%0.0%42.1%0.0%42.1%
Term Structure-0.8%-3.0%4.0%4.0%-3.0%
VWIV29.0%24.9%30.8%24.9%30.8%
Skew 25d3.0%1.6%4.0%2.0%3.8%
Skew 10d7.7%-4.4%16.3%6.9%12.8%
Call IV 25d27.9%23.1%30.1%23.1%30.1%
Put IV 25d30.9%25.1%33.9%25.1%33.9%
Bid-Ask Spread %41.5514.8766.3255.0066.32
Gamma HHI0.160.120.230.160.14
Net GEX352.7K-291.5K675.6K236.1K661.5K
Net DEX-10.7M-15.5M208.7K-8.9M-15.5M
Net VEX-110.8K-143.6K-94.3K-119.0K-99.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.081.460.890.21
Total Volume32528921807815
Total OI52,62250,76153,52951,95152,679

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$27.63$25.0023.6%6.8%27.2%0.0%24.9%2.0%4.0%236.1K-8.9M-119.0K0.8955.00N/AN/A42738018,26733,684
2023-07-05$26.70$25.0025.2%7.2%29.9%6.7%25.6%2.9%3.7%-226.4K-572.8K-143.6K0.3252.80N/AN/A1514818,65533,810
2023-07-06$26.51$26.0025.8%8.5%27.3%9.7%29.8%2.4%-1.1%-291.5K208.7K-135.2K1.0229.60N/AN/A495018,69233,820
2023-07-07$27.84$26.0025.0%8.4%32.3%6.1%28.6%2.7%-1.4%138.2K-8.5M-130.7K0.2231.49N/AN/A2345218,72033,824
2023-07-10$27.21$26.0027.3%8.7%31.0%16.1%29.4%3.0%-1.1%122.8K-5.5M-123.9K0.3930.74N/AN/A712818,87133,859
2023-07-11$27.77$26.0026.7%8.5%30.2%13.6%30.4%4.0%-1.2%317.0K-9.5M-115.8K0.5632.67N/AN/A724018,89033,871
2023-07-12$28.63$26.0028.8%8.3%31.4%22.7%29.3%1.9%-1.1%492.2K-15.3M-108.3K0.5459.70N/AN/A1648818,93133,869
2023-07-13$28.43$26.0029.4%8.4%31.1%25.5%28.8%3.7%-0.6%469.1K-13.9M-108.3K0.4226.09N/AN/A482019,02833,916
2023-07-14$27.91$26.0029.5%8.5%31.2%26.0%27.8%2.8%-0.4%506.3K-11.7M-108.6K0.3440.92N/AN/A1314419,04833,923
2023-07-17$27.61$26.0030.9%8.9%31.6%32.0%28.7%3.9%-2.0%371.6K-8.6M-113.1K1.4642.19N/AN/A17125019,13633,924
2023-07-18$27.93$26.0030.3%8.7%31.5%29.4%30.4%3.4%-0.2%408.8K-10.6M-110.5K0.9827.29N/AN/A11110919,22034,125
2023-07-19$28.13$26.0031.3%9.0%31.0%33.6%30.5%3.5%-1.9%421.0K-13.1M-106.4K0.3243.67N/AN/A922919,23834,227
2023-07-20$28.05$26.0030.4%8.7%31.1%29.6%29.5%2.8%-1.6%403.2K-12.8M-101.7K0.0843.08N/AN/A26219,25834,252
2023-07-21$28.49$26.0029.8%8.6%31.1%27.3%29.2%3.7%-0.7%242.8K-15.0M-99.0K0.7451.07N/AN/A14110519,27534,254
2023-07-24$28.45$26.0030.1%8.6%31.1%28.4%27.9%3.1%-1.6%339.0K-9.2M-94.3K0.2343.01N/AN/A74817317,02133,740
2023-07-25$29.29$27.0029.6%8.5%32.0%26.2%28.5%1.7%-1.4%597.2K-13.8M-95.6K0.4038.53N/AN/A51420617,66233,892
2023-07-26$29.27$27.0029.5%8.5%32.0%26.0%28.8%2.7%-1.8%607.8K-13.2M-98.0K0.3758.39N/AN/A2629718,08634,054
2023-07-27$29.19$27.0030.8%8.8%32.0%31.5%30.7%3.5%-1.9%561.2K-13.2M-102.3K0.5814.87N/AN/A18710918,07034,147
2023-07-28$29.64$27.0029.4%8.4%31.6%25.5%29.7%1.6%-1.6%675.6K-15.2M-102.6K0.4843.62N/AN/A1738318,19934,303
2023-07-31$29.70$27.0031.9%9.1%31.6%36.2%30.8%3.8%-3.0%661.5K-15.5M-99.4K0.2166.32N/AN/A67613918,29934,380