HUN Options History — August 2023 In August 2023, HUN traded between $26.93 and $28.71. ATM implied volatility averaged 28.1%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 3.4% (HV 20d: 24.7%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 7.05.
Notable Days 2023-08-18 : Highest Volume — 9,765 contracts2023-08-02 : Largest IV spike — 12.4% change2023-08-02 : Highest IV Rank — 30.4%2023-08-02 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.78 $26.93 $28.71 $28.63 $27.95 Max Pain $27.65 $27.00 $28.00 $27.00 $28.00 ATM IV 28.1% 23.9% 30.5% 27.2% 24.1% Expected Move 8.1% 6.8% 8.8% 7.8% 6.9% HV 20d 24.7% 17.3% 34.2% 34.2% 17.3% HV 60d 31.1% 26.2% 32.5% 32.2% 26.2% IV Rank 19.6% 1.0% 30.4% 15.5% 2.1% IV Percentile 13.3% 0.4% 28.6% 6.0% 1.2% Term Structure -0.1% -1.5% 2.0% -1.0% 1.0% VWIV 27.6% 24.4% 30.1% 26.4% 24.4% Skew 25d 3.2% 1.2% 4.9% 2.4% 1.2% Skew 10d 5.9% -3.5% 11.2% 6.2% -0.0% Call IV 25d 26.1% 22.4% 28.3% 26.1% 23.5% Put IV 25d 29.3% 24.7% 32.2% 28.4% 24.7% Bid-Ask Spread % 37.93 11.97 61.83 22.05 58.08 Gamma HHI 0.25 0.16 0.41 0.16 0.29 Net GEX 123.3K -694.2K 624.6K 567.0K -266.6K Net DEX -3.5M -10.3M 6.0M -9.8M -2.9M Net VEX -100.1K -129.5K -82.7K -95.9K -118.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.05 0.02 53.20 0.20 0.39 Total Volume 1,331.565 70 9,765 421 131 Total OI 45,384.783 26,285 54,035 53,328 36,891
Daily Data (23 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 2023-08-01 $28.63 $27.00 27.2% 7.8% 34.2% 15.5% 26.4% 2.4% -1.0% 567.0K -9.8M -95.9K 0.20 22.05 N/A N/A 350 71 18,833 34,495 2023-08-02 $28.18 $27.00 30.5% 8.8% 32.2% 30.4% 28.4% 2.4% -1.5% 462.4K -7.6M -96.0K 1.45 48.66 N/A N/A 98 142 18,792 34,511 2023-08-03 $28.70 $27.00 28.5% 8.1% 32.4% 21.6% 29.2% 2.4% -0.5% 583.0K -10.0M -96.3K 11.89 57.88 N/A N/A 74 880 18,835 34,493 2023-08-04 $28.71 $27.00 26.2% 7.9% 27.7% 11.2% 27.8% 1.6% 0.1% 586.5K -10.3M -95.8K 1.36 35.00 N/A N/A 80 109 18,854 34,769 2023-08-07 $28.45 $27.00 26.7% 8.2% 26.5% 13.3% 26.6% 3.7% -0.7% 567.5K -8.8M -92.2K 0.06 52.86 N/A N/A 203 13 18,875 34,708 2023-08-08 $28.23 $27.00 28.3% 8.4% 25.8% 20.4% 29.6% 4.2% -1.3% 511.2K -7.5M -90.3K 0.15 61.83 N/A N/A 104 16 18,875 34,708 2023-08-09 $28.69 $27.00 28.7% 8.2% 24.1% 22.2% 28.4% 2.6% -0.3% 624.6K -10.1M -92.2K 0.20 40.72 N/A N/A 142 29 18,914 34,552 2023-08-10 $28.48 $27.00 29.0% 8.3% 24.1% 23.7% 27.3% 4.9% -0.3% 593.0K -9.2M -90.5K 0.99 20.25 N/A N/A 141 140 18,956 34,569 2023-08-11 $28.14 $28.00 28.6% 8.2% 23.5% 21.9% 28.4% 3.7% -0.7% 553.3K -7.5M -89.5K 0.10 47.25 N/A N/A 275 28 18,982 34,682 2023-08-14 $27.81 $28.00 28.1% 8.1% 23.6% 19.8% 25.5% 3.7% -0.4% 509.8K -5.5M -86.6K 0.02 26.09 N/A N/A 512 8 19,121 34,701 2023-08-15 $27.02 $28.00 30.1% 8.6% 25.3% 28.3% 30.1% 3.4% -0.9% 236.3K -2.0M -84.1K 2.17 24.05 N/A N/A 30 65 19,327 34,698 2023-08-16 $27.37 $28.00 29.6% 8.5% 25.7% 26.2% 29.8% 2.5% -0.8% 389.3K -3.5M -85.0K 0.32 11.97 N/A N/A 65 21 19,325 34,696 2023-08-17 $27.21 $28.00 30.0% 8.6% 25.7% 28.1% 30.1% 4.1% 0.2% 268.2K -2.6M -82.7K 53.20 16.03 N/A N/A 90 4,788 19,333 34,702 2023-08-18 $26.99 $28.00 29.9% 8.6% 25.0% 27.7% 28.2% 3.1% 1.2% 266.5K -1.8M -83.2K 42.59 40.03 N/A N/A 224 9,541 19,383 29,941 2023-08-21 $27.19 $28.00 29.2% 8.4% 25.3% 24.6% 27.1% 3.0% 0.2% -395.7K 2.2M -106.0K 0.16 18.05 N/A N/A 1,578 250 9,863 16,422 2023-08-22 $27.02 $28.00 29.1% 8.3% 22.4% 23.9% 28.1% 3.6% 0.2% -297.0K 2.4M -110.7K 0.15 56.56 N/A N/A 61 9 11,133 16,650 2023-08-23 $26.93 $28.00 29.2% 8.4% 22.4% 24.5% 27.8% 3.4% -0.5% -331.3K 2.5M -106.5K 32.10 57.50 N/A N/A 234 7,512 11,169 16,656 2023-08-24 $26.96 $28.00 28.4% 8.2% 22.4% 21.2% 26.9% 4.9% 0.5% -694.2K 6.0M -129.5K 11.82 34.18 N/A N/A 44 520 11,282 24,168 2023-08-25 $27.23 $28.00 27.9% 8.0% 21.9% 18.6% 25.0% 2.9% 0.9% -619.9K 3.5M -121.2K 1.29 56.71 N/A N/A 89 115 11,321 24,074 2023-08-28 $27.51 $28.00 27.1% 7.8% 22.4% 15.0% 26.8% 2.9% 1.0% -507.6K 2.2M -122.8K 0.14 22.26 N/A N/A 103 14 11,369 24,400 2023-08-29 $27.73 $28.00 26.0% 7.4% 19.1% 10.3% 26.5% 4.0% 0.5% -411.7K -208.7K -112.7K 1.31 16.67 N/A N/A 118 155 11,440 24,399 2023-08-30 $27.71 $28.00 23.9% 6.8% 18.3% 1.0% 26.6% 3.3% 2.0% -359.8K -244.5K -114.9K 0.04 47.76 N/A N/A 1,404 50 11,484 24,499 2023-08-31 $27.95 $28.00 24.1% 6.9% 17.3% 2.1% 24.4% 1.2% 1.0% -266.6K -2.9M -118.6K 0.39 58.08 N/A N/A 94 37 12,344 24,547
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