HUN Options History — December 2023

In December 2023, HUN traded between $24.34 and $26.01. ATM implied volatility averaged 26.7%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 0.4% (HV 20d: 26.3%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 27.98.

Notable Days

  • 2023-12-15: Highest Volume — 12,539 contracts
  • 2023-12-13: Largest IV drop — 21.6% change
  • 2023-12-12: Highest IV Rank — 35.8%
  • 2023-12-01: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.24$24.34$26.01$25.02$25.20
Max Pain$24.95$24.00$25.00$24.00$25.00
ATM IV26.7%24.1%30.8%27.4%25.6%
Expected Move7.3%6.9%7.9%7.9%7.4%
HV 20d26.3%22.8%28.8%28.8%25.3%
HV 60d26.9%25.6%28.1%26.2%27.3%
IV Rank18.9%8.3%35.8%21.8%14.6%
IV Percentile16.1%2.8%55.6%17.1%8.7%
Term Structure2.3%-2.7%3.9%-2.7%1.8%
VWIV25.6%24.0%32.8%32.8%25.4%
Skew 25d2.7%1.2%3.9%3.3%2.4%
Skew 10d6.4%-6.8%14.9%14.1%2.2%
Call IV 25d24.3%22.4%26.3%24.8%24.4%
Put IV 25d27.0%25.1%28.8%28.1%26.8%
Bid-Ask Spread %41.5018.8583.1964.8625.20
Gamma HHI0.350.240.580.350.58
Net GEX-845.1K-2.4M310.7K-1.8M-2.4M
Net DEX1.1M-7.2M8.3M4.2M8.3M
Net VEX-90.9K-109.0K-72.5K-109.0K-107.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio27.980.02235.583.80208.70
Total Volume1,914.151412,53928311,324
Total OI55,73549,20261,27359,62761,273

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$25.02$24.0027.4%7.9%28.8%21.8%32.8%3.3%-2.7%-1.8M4.2M-109.0K3.8064.86N/AN/A5922417,70441,923
2023-12-04$25.24$25.0028.3%7.3%26.5%25.5%25.6%3.9%2.6%-508.1K-292.2K-95.7K0.5555.97N/AN/A291617,74441,930
2023-12-05$24.99$25.0027.8%7.5%26.8%23.3%26.0%3.7%1.7%-437.6K897.5K-99.1K0.0654.60N/AN/A33217,76041,934
2023-12-06$24.84$25.0030.6%7.5%26.5%35.2%26.8%2.5%1.3%-2.0M4.8M-103.5K1.7183.19N/AN/A518717,77341,936
2023-12-07$25.13$25.0029.0%7.3%26.1%28.5%24.9%3.7%2.8%-259.2K-638.9K-88.3K0.2750.03N/AN/A11317,80242,024
2023-12-08$25.02$25.0025.7%6.9%26.2%14.7%24.1%2.4%3.6%-266.4K112.3K-85.8K0.1620.35N/AN/A1061717,80542,027
2023-12-11$24.80$25.0028.8%7.0%25.9%27.6%25.3%2.2%3.2%-359.8K1.1M-83.0K0.4277.98N/AN/A592517,83542,030
2023-12-12$24.34$25.0030.8%7.0%25.6%35.8%24.4%1.7%3.6%-785.4K4.3M-80.8K0.1428.64N/AN/A691017,83642,050
2023-12-13$25.29$25.0024.1%6.9%22.8%8.3%24.2%3.5%2.7%310.7K-2.9M-76.5K0.1482.94N/AN/A911317,85242,059
2023-12-14$26.01$25.0025.5%7.3%24.8%14.1%25.5%2.1%2.7%220.4K-7.2M-72.5K0.3618.85N/AN/A28610216,82042,064
2023-12-15$25.23$25.0026.1%7.5%27.3%16.3%26.4%1.2%2.4%-108.5K-2.8M-76.4K235.5844.41N/AN/A5312,48616,93042,097
2023-12-18$25.18$25.0024.9%7.1%27.1%11.4%24.2%2.3%2.9%-1.4M5.3M-102.4K0.2954.59N/AN/A35610413,79535,407
2023-12-19$25.41$25.0025.3%7.3%27.2%13.2%24.0%3.6%2.6%-1.1M2.4M-95.9K0.1125.04N/AN/A1171313,93235,456
2023-12-20$25.20$25.0026.5%7.6%27.4%18.0%25.4%1.8%1.3%-1.3M4.2M-98.4K0.3530.58N/AN/A461613,93235,465
2023-12-21$25.41$25.0026.8%7.7%27.5%19.3%24.9%3.6%1.5%-1.2M2.7M-94.4K0.0425.44N/AN/A139513,93535,474
2023-12-22$25.66$25.0025.1%7.2%27.3%12.1%25.7%3.3%2.6%-973.9K602.8K-91.4K0.3021.60N/AN/A501513,90235,471
2023-12-26$25.84$25.0025.3%7.3%26.8%13.1%26.7%3.5%3.1%-771.0K-1.5M-83.3K0.0219.31N/AN/A1,2922113,92035,483
2023-12-27$25.55$25.0025.4%7.3%25.1%13.6%24.2%2.6%2.7%-866.9K-720.6K-88.1K1.0720.61N/AN/A444715,17735,490
2023-12-28$25.43$25.0024.8%7.1%25.0%11.2%26.4%1.2%3.9%-912.8K-392.9K-85.7K105.4925.83N/AN/A10210,76015,20235,451
2023-12-29$25.20$25.0025.6%7.4%25.3%14.6%25.4%2.4%1.8%-2.4M8.3M-107.5K208.7025.20N/AN/A5411,27015,19646,077