HUN Options History — October 2023

In October 2023, HUN traded between $22.71 and $23.95. ATM implied volatility averaged 34.8%, placing in the 52.4% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 10.0% (HV 20d: 24.9%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.74.

Notable Days

  • 2023-10-04: Highest Volume — 1,335 contracts
  • 2023-10-11: Largest IV spike — 10.7% change
  • 2023-10-30: Highest IV Rank — 72.2%
  • 2023-10-30: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.35$22.71$23.95$23.91$23.32
Max Pain$26.05$25.00$27.00$27.00$25.00
ATM IV34.8%29.3%39.6%31.1%39.1%
Expected Move10.1%8.9%11.4%8.9%11.2%
HV 20d24.9%20.5%29.6%22.6%28.6%
HV 60d23.1%22.0%24.1%23.5%23.5%
IV Rank52.4%29.7%72.2%37.0%70.3%
IV Percentile75.6%29.8%94.8%50.4%94.0%
Term Structure-1.3%-3.0%2.9%2.0%-2.8%
VWIV34.7%28.3%38.6%32.1%38.6%
Skew 25d4.3%3.2%6.3%4.2%4.3%
Skew 10d8.5%0.6%19.4%3.2%2.2%
Call IV 25d33.2%28.5%37.2%28.9%37.2%
Put IV 25d37.6%33.1%41.4%33.1%41.4%
Bid-Ask Spread %29.199.0874.2552.5459.06
Gamma HHI0.470.370.630.370.54
Net GEX-3.1M-5.9M-843.5K-4.5M-875.9K
Net DEX50.2M15.8M82.6M59.0M15.8M
Net VEX-164.9K-210.3K-137.0K-210.3K-137.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.740.0311.120.980.97
Total Volume356.545341,335200457
Total OI59,035.36439,85970,15169,36141,312

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$23.91$27.0031.1%8.9%22.6%37.0%32.1%4.2%2.0%-4.5M59.0M-210.3K0.9852.54N/AN/A1019914,60154,760
2023-10-03$23.74$27.0033.1%9.5%21.3%45.4%33.2%3.7%0.9%-4.3M61.8M-209.1K0.439.29N/AN/A2289814,63054,802
2023-10-04$23.77$27.0031.0%8.9%20.8%36.7%28.3%4.7%2.9%-4.6M62.4M-203.3K5.3939.69N/AN/A2091,12614,81854,866
2023-10-05$23.16$27.0031.9%9.9%20.5%40.3%35.6%5.4%-1.7%-3.8M74.1M-191.3K1.4312.91N/AN/A21530815,00055,151
2023-10-06$23.46$27.0031.3%9.9%21.4%38.1%32.8%4.4%-1.7%-4.4M68.6M-193.2K1.1112.81N/AN/A11512815,15554,865
2023-10-09$23.30$27.0032.1%10.0%21.3%41.5%31.3%4.4%-2.3%-4.3M71.1M-182.7K0.0720.21N/AN/A102715,16554,880
2023-10-10$23.70$27.0029.3%9.4%22.6%29.7%32.4%3.5%-1.7%-5.2M62.5M-194.5K1.3910.65N/AN/A577915,14154,827
2023-10-11$23.77$27.0032.5%9.3%22.4%42.7%31.1%4.4%-1.8%-5.5M64.6M-180.7K0.2314.17N/AN/A621415,15654,757
2023-10-12$23.20$27.0034.2%9.8%21.2%50.0%35.9%6.3%-2.4%-4.2M76.6M-164.6K0.5610.28N/AN/A36820615,18754,507
2023-10-13$22.80$26.0034.8%10.0%21.6%52.3%34.4%5.3%-2.3%-2.9M82.6M-156.4K6.2925.43N/AN/A148815,36254,415
2023-10-16$23.30$26.0034.2%9.8%23.6%49.7%34.5%4.7%-2.3%-4.5M76.7M-155.8K0.209.08N/AN/A2094115,36453,996
2023-10-17$23.95$26.0034.9%10.0%25.9%52.6%34.0%3.5%-2.5%-5.9M41.3M-161.8K1.0610.44N/AN/A17918915,41945,396
2023-10-18$23.55$26.0035.8%10.3%26.5%56.7%38.1%5.7%-3.0%-5.4M53.3M-155.0K11.1274.25N/AN/A7684515,54245,516
2023-10-19$23.14$26.0037.2%10.7%26.7%62.4%37.3%3.9%-0.7%-2.4M63.8M-146.8K1.1323.28N/AN/A566315,56546,068
2023-10-20$23.41$25.0036.9%10.6%26.7%61.1%36.3%3.7%-0.5%-864.0K63.6M-145.7K0.0349.13N/AN/A224615,57746,098
2023-10-23$22.76$25.0036.4%10.5%28.2%59.2%36.0%3.2%-0.0%-1.0M20.1M-137.4K0.0812.72N/AN/A8226414,67525,184
2023-10-24$23.23$25.0036.9%10.6%28.6%60.9%35.8%4.4%-0.9%-855.2K16.3M-140.8K1.0457.43N/AN/A22523415,41825,114
2023-10-25$22.71$25.0037.4%10.7%29.6%62.9%34.3%4.0%-1.9%-895.8K19.7M-139.1K0.0741.73N/AN/A1481115,67625,299
2023-10-26$23.14$25.0038.3%11.0%29.1%67.0%36.3%3.7%-1.3%-857.7K16.6M-142.5K1.2925.79N/AN/A11214515,73925,266
2023-10-27$23.07$25.0037.7%10.8%29.0%64.5%36.6%4.5%-0.3%-843.5K17.4M-141.3K3.2529.33N/AN/A82615,83425,395
2023-10-30$23.26$25.0039.6%11.4%28.7%72.2%37.7%3.9%-2.8%-856.0K16.5M-137.6K0.1941.96N/AN/A671315,83725,443
2023-10-31$23.32$25.0039.1%11.2%28.6%70.3%38.6%4.3%-2.8%-875.9K15.8M-137.0K0.9759.06N/AN/A23222515,86125,451