HUN Options History — September 2023

In September 2023, HUN traded between $23.69 and $28.07. ATM implied volatility averaged 27.3%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 6.3% (HV 20d: 21.0%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 13.94.

Notable Days

  • 2023-09-27: Highest Volume — 34,471 contracts
  • 2023-09-13: Largest IV drop — 26.4% change
  • 2023-09-12: Highest IV Rank — 45.5%
  • 2023-09-27: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.27$23.69$28.07$28.07$24.34
Max Pain$27.55$27.00$28.00$28.00$27.00
ATM IV27.3%22.1%33.1%22.1%29.4%
Expected Move7.5%6.3%8.7%6.3%8.4%
HV 20d21.0%17.4%23.0%17.4%22.6%
HV 60d26.2%25.5%26.6%26.2%25.5%
IV Rank21.4%0.0%45.5%0.0%30.2%
IV Percentile18.2%0.0%65.1%0.0%30.2%
Term Structure3.5%1.8%5.0%1.9%2.5%
VWIV25.8%20.0%30.7%21.7%27.8%
Skew 25d3.6%2.5%4.9%2.5%4.8%
Skew 10d10.3%2.6%45.8%45.8%16.0%
Call IV 25d24.4%19.9%29.5%19.9%27.5%
Put IV 25d28.0%22.4%33.1%22.4%32.3%
Bid-Ask Spread %30.0011.2761.9861.9841.23
Gamma HHI0.370.260.460.260.33
Net GEX-3.1M-4.7M-138.8K-138.8K-4.7M
Net DEX30.2M-4.2M53.4M-4.2M52.4M
Net VEX-149.6K-210.9K-110.7K-111.0K-208.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio13.940.03177.160.100.07
Total Volume2,962.653634,4713372,366
Total OI49,499.7536,98067,09036,98067,090

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$28.07$28.0022.1%6.3%17.4%0.0%21.7%2.5%1.9%-138.8K-4.2M-111.0K0.1061.98N/AN/A3073012,42124,559
2023-09-05$27.29$28.0026.6%7.2%19.7%18.5%20.0%3.7%3.2%-575.1K1.6M-110.7K0.8833.40N/AN/A564912,48724,568
2023-09-06$26.73$28.0025.7%7.2%20.7%14.7%26.7%3.4%3.7%-903.9K4.1M-114.2K177.1643.29N/AN/A6311,16112,50024,596
2023-09-07$25.99$28.0027.1%7.3%21.3%20.8%25.8%3.6%3.9%-2.6M20.0M-152.1K13.6033.45N/AN/A2052,78812,47835,645
2023-09-08$25.66$28.0026.4%7.1%21.5%17.7%25.5%2.7%4.2%-3.1M25.8M-158.2K0.0352.47N/AN/A1,5954612,37937,305
2023-09-11$25.43$28.0030.8%7.2%21.4%36.0%24.6%2.9%3.7%-3.3M28.4M-158.2K1.6411.27N/AN/A457412,77837,315
2023-09-12$25.41$28.0033.1%7.2%21.3%45.5%26.1%3.9%4.0%-3.4M28.5M-154.1K0.1322.37N/AN/A32412,78137,377
2023-09-13$25.07$28.0024.4%7.0%19.6%9.4%24.3%3.6%5.0%-3.6M34.2M-153.2K3.8214.34N/AN/A4416812,79137,379
2023-09-14$25.70$28.0022.9%6.6%21.3%3.3%22.1%3.3%4.4%-3.0M21.9M-149.2K0.1235.47N/AN/A2342712,45437,469
2023-09-15$25.59$28.0023.5%6.7%21.3%5.7%23.9%2.9%3.6%-3.0M21.6M-143.3K0.5027.46N/AN/A301512,53837,007
2023-09-18$25.36$28.0025.6%7.3%21.3%14.3%24.4%3.1%4.6%-3.3M24.5M-146.2K3.9235.59N/AN/A4501,76510,86236,701
2023-09-19$25.05$27.0026.5%7.6%21.2%17.9%26.1%4.4%3.6%-3.5M31.5M-153.6K2.1821.62N/AN/A42291911,26937,993
2023-09-20$24.99$27.0026.1%7.5%21.2%16.3%25.3%3.7%4.0%-3.6M31.6M-152.8K0.2860.64N/AN/A1594511,59738,017
2023-09-21$24.63$27.0027.4%7.8%21.5%21.7%27.3%4.9%2.8%-3.6M37.7M-153.9K0.5613.66N/AN/A22312511,68638,017
2023-09-22$24.23$27.0028.1%8.1%21.8%24.9%25.6%2.5%3.7%-3.7M44.0M-148.2K2.7230.35N/AN/A12634311,83138,044
2023-09-25$24.24$27.0029.1%8.3%21.2%28.9%28.7%3.3%3.1%-3.8M43.6M-143.6K0.2619.34N/AN/A2406211,94338,193
2023-09-26$23.74$27.0030.4%8.7%20.9%34.4%29.9%3.6%3.8%-3.4M51.4M-136.0K0.4616.00N/AN/A26412212,14338,230
2023-09-27$23.69$27.0030.5%8.7%20.2%34.7%30.7%4.2%1.8%-3.5M52.0M-134.3K69.4913.17N/AN/A48933,98212,32238,205
2023-09-28$24.26$27.0030.0%8.6%23.0%32.7%30.0%4.2%2.4%-4.6M53.4M-210.9K0.9612.96N/AN/A918712,40554,620
2023-09-29$24.34$27.0029.4%8.4%22.6%30.2%27.8%4.8%2.5%-4.7M52.4M-208.9K0.0741.23N/AN/A2,20815812,43754,653