HUN Options History — November 2023

In November 2023, HUN traded between $23.09 and $25.32. ATM implied volatility averaged 28.1%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 0.8% (HV 20d: 28.9%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 12.20.

Notable Days

  • 2023-11-28: Highest Volume — 10,447 contracts
  • 2023-11-03: Largest IV drop — 11.8% change
  • 2023-11-01: Highest IV Rank — 41.4%
  • 2023-11-01: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.49$23.09$25.32$23.09$24.62
Max Pain$24.05$24.00$25.00$25.00$24.00
ATM IV28.1%25.0%32.1%32.1%26.1%
Expected Move8.1%7.2%9.2%9.2%7.5%
HV 20d28.9%25.9%32.1%28.8%28.5%
HV 60d25.6%23.3%27.2%23.5%26.5%
IV Rank24.6%12.1%41.4%41.4%16.6%
IV Percentile22.1%4.0%64.7%64.7%7.9%
Term Structure-0.9%-2.2%0.8%0.8%-0.3%
VWIV28.3%23.7%36.9%36.9%26.5%
Skew 25d3.9%0.3%5.8%3.7%2.7%
Skew 10d8.0%-12.0%17.1%-12.0%11.6%
Call IV 25d26.1%22.9%31.8%31.8%26.0%
Put IV 25d30.0%26.7%35.5%35.5%28.6%
Bid-Ask Spread %38.1015.2176.6865.0460.38
Gamma HHI0.380.230.560.550.40
Net GEX-1.1M-2.5M-482.0K-1.0M-2.5M
Net DEX7.5M-601.5K17.9M17.9M9.2M
Net VEX-119.8K-133.5K-105.8K-132.7K-115.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.200.00207.941.280.91
Total Volume1,411.4294410,44771767
Total OI45,998.28639,32159,60941,58059,609

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$23.09$25.0032.1%9.2%28.8%41.4%36.9%3.7%0.8%-1.0M17.9M-132.7K1.2865.04N/AN/A31540215,91025,670
2023-11-02$23.27$24.0031.3%9.1%27.4%37.9%31.0%4.6%-0.7%-1.1M16.8M-133.2K3.5824.19N/AN/A2921,04515,90325,705
2023-11-03$24.09$24.0027.6%8.5%29.7%22.7%29.7%5.8%-0.7%-905.8K10.7M-133.5K0.4523.40N/AN/A1577015,97926,508
2023-11-06$23.99$24.0029.2%8.7%29.7%29.3%30.2%4.6%-0.6%-996.9K9.9M-129.8K0.7557.67N/AN/A1118315,90526,548
2023-11-07$23.73$24.0029.4%8.3%29.4%30.1%31.1%4.5%-0.2%-1.1M13.2M-129.9K27.1715.21N/AN/A616315,97726,599
2023-11-08$24.18$24.0029.5%8.5%30.1%30.7%31.4%4.7%-1.6%-881.7K10.7M-127.9K1.0537.02N/AN/A10711215,97726,735
2023-11-09$24.23$24.0029.9%8.6%28.6%32.1%28.1%5.1%-0.6%-906.7K10.2M-124.4K0.6321.61N/AN/A1469216,02726,753
2023-11-10$24.59$24.0028.2%8.1%28.0%25.4%27.9%4.2%-0.7%-775.0K6.8M-121.7K0.2231.29N/AN/A461016,12226,753
2023-11-13$24.06$24.0029.3%8.4%28.5%29.5%27.1%3.5%-1.3%-941.9K11.8M-121.1K0.0921.98N/AN/A5654816,14126,758
2023-11-14$25.29$24.0028.1%8.1%32.1%24.9%27.8%4.5%-0.9%-482.0K400.7K-118.2K2.7376.68N/AN/A4751,29816,29826,796
2023-11-15$25.16$24.0028.4%8.2%31.4%26.1%28.5%4.8%-1.5%-592.0K1.0M-113.0K0.0027.26N/AN/A3,037616,52826,956
2023-11-16$25.16$24.0027.6%7.9%30.5%22.6%27.5%3.4%-1.2%-545.5K-91.6K-114.5K0.3139.04N/AN/A361119,47926,955
2023-11-17$24.93$24.0026.8%7.7%30.7%19.5%26.3%4.1%-1.0%-1.0M3.9M-110.5K0.2228.51N/AN/A36819,49226,955
2023-11-20$24.91$24.0026.0%7.4%28.4%15.9%28.7%4.2%-0.5%-510.9K3.1M-105.8K7.0623.82N/AN/A1,2208,61716,34222,979
2023-11-21$24.84$24.0026.4%7.6%27.9%17.7%24.9%3.5%-0.5%-1.1M4.9M-118.7K0.1368.05N/AN/A1682217,46431,590
2023-11-22$24.98$24.0026.0%7.5%26.2%16.0%26.0%3.6%-1.3%-994.1K3.3M-115.8K0.1035.54N/AN/A71717,60731,608
2023-11-24$25.32$24.0025.0%7.2%25.9%12.1%23.7%3.8%-0.3%-696.1K-601.5K-106.9K0.0233.98N/AN/A138317,65731,613
2023-11-27$24.96$24.0027.2%7.8%26.6%20.8%25.7%2.7%-2.1%-993.3K2.9M-106.7K0.4820.32N/AN/A643117,60531,612
2023-11-28$24.29$24.0027.9%8.0%28.7%24.1%29.2%3.2%-2.2%-1.7M9.7M-113.3K207.9449.06N/AN/A5010,39717,65631,620
2023-11-29$24.56$24.0027.4%7.9%28.9%21.9%26.8%0.3%-1.2%-2.3M10.8M-122.3K1.1240.02N/AN/A515717,67141,902
2023-11-30$24.62$24.0026.1%7.5%28.5%16.6%26.5%2.7%-0.3%-2.5M9.2M-115.9K0.9160.38N/AN/A353217,68441,925