HUN Options History — January 2024

In January 2024, HUN traded between $23.09 and $25.06. ATM implied volatility averaged 25.8%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 4.7% (HV 20d: 21.2%). 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 21 of 21 days. Put/call ratio averaged 96.40.

Notable Days

  • 2024-01-26: Highest Volume — 14,958 contracts
  • 2024-01-16: Largest IV spike — 12.4% change
  • 2024-01-16: Highest IV Rank — 29.6%
  • 2024-01-16: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.18$23.09$25.06$25.05$24.59
Max Pain$24.10$24.00$25.00$25.00$24.00
ATM IV25.8%23.8%29.3%25.4%26.8%
Expected Move7.6%6.8%8.4%7.3%7.7%
HV 20d21.2%15.7%26.5%24.7%21.1%
HV 60d25.6%24.2%27.0%26.7%24.9%
IV Rank15.4%6.8%29.6%13.5%19.2%
IV Percentile14.4%1.6%46.0%7.1%24.6%
Term Structure2.7%0.5%4.8%3.3%1.7%
VWIV26.8%23.5%32.8%27.2%26.5%
Skew 25d2.6%1.1%3.7%3.4%1.8%
Skew 10d5.4%-4.5%16.1%4.2%4.7%
Call IV 25d25.6%23.0%28.0%24.4%26.5%
Put IV 25d28.3%25.2%31.3%27.7%28.4%
Bid-Ask Spread %63.9214.8392.3179.8272.96
Gamma HHI0.410.310.480.450.37
Net GEX-5.4M-10.9M-1.5M-3.4M-3.0M
Net DEX34.2M-1.2M87.4M15.4M10.3M
Net VEX-142.0K-183.8K-98.7K-128.5K-150.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio96.400.021520.561.000.39
Total Volume3,094.2388014,958146163
Total OI83,165.04854,332105,77272,57382,970

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$25.05$25.0025.4%7.3%24.7%13.5%27.2%3.4%3.3%-3.4M15.4M-128.5K1.0079.82N/AN/A737315,24357,330
2024-01-03$24.56$25.0025.4%7.3%25.5%13.5%24.9%3.4%3.5%-4.5M24.7M-137.1K157.0122.48N/AN/A7211,30515,24357,370
2024-01-04$24.52$24.0024.5%8.2%25.3%9.9%28.9%3.5%1.1%-5.5M31.7M-163.8K0.2483.46N/AN/A1052515,24468,432
2024-01-05$24.87$24.0024.9%8.1%25.7%11.4%29.2%2.3%1.7%-4.6M20.0M-143.9K0.9086.60N/AN/A585215,30268,327
2024-01-08$24.80$24.0024.3%8.0%25.4%8.9%32.8%2.1%1.3%-4.9M20.9M-134.4K1520.5684.66N/AN/A913,68515,31568,350
2024-01-09$24.26$24.0024.5%8.1%26.5%9.8%32.1%2.1%1.4%-7.8M40.0M-168.4K58.2589.47N/AN/A1046,05815,31982,023
2024-01-10$24.02$24.0026.9%7.7%26.5%19.7%25.0%3.6%2.3%-9.4M50.6M-179.8K0.0291.42N/AN/A2,3865115,38488,044
2024-01-11$23.84$24.0025.7%7.4%25.8%14.9%26.0%2.7%3.1%-10.3M55.0M-183.8K5.3591.10N/AN/A4624618,17287,600
2024-01-12$23.71$24.0026.0%7.5%21.3%16.2%25.4%2.4%1.9%-10.9M60.0M-177.8K0.6390.48N/AN/A493118,19187,427
2024-01-16$23.37$24.0029.3%8.4%18.1%29.6%27.9%3.4%0.5%-10.0M77.3M-160.3K3.2385.98N/AN/A3511318,19087,409
2024-01-17$23.09$24.0028.1%8.1%15.7%24.9%27.9%3.3%1.6%-7.6M87.4M-150.6K0.6590.43N/AN/A1227918,19887,328
2024-01-18$23.30$24.0028.0%8.0%16.4%24.5%27.3%3.2%2.6%-4.3M84.8M-140.8K2.1092.18N/AN/A4810118,25187,262
2024-01-19$23.30$24.0027.0%7.7%15.8%20.0%26.0%2.5%3.2%-8.7M80.6M-137.7K1.7992.31N/AN/A10418618,27287,279
2024-01-22$23.54$24.0024.3%7.0%16.5%9.0%24.2%3.7%4.2%-3.9M23.6M-125.3K0.1314.83N/AN/A370499,28445,048
2024-01-23$24.09$24.0024.7%7.1%18.6%10.6%24.9%2.5%4.0%-3.0M13.0M-112.4K0.0635.75N/AN/A1,273769,62045,096
2024-01-24$24.07$24.0025.1%7.2%18.1%12.4%25.4%2.9%3.3%-2.9M11.0M-116.6K0.0748.64N/AN/A3652610,86445,157
2024-01-25$24.41$24.0026.0%7.4%18.7%16.0%26.6%2.2%3.5%-2.2M5.9M-108.7K0.0518.44N/AN/A1,1225910,82145,164
2024-01-26$24.70$24.0023.8%6.8%19.2%6.8%23.5%1.9%4.8%-1.5M-1.2M-98.7K39.3228.49N/AN/A37114,58711,90645,198
2024-01-29$24.61$24.0026.0%7.4%19.1%15.9%25.8%1.6%3.7%-2.4M5.7M-130.4K232.6020.34N/AN/A4811,16512,18859,698
2024-01-30$25.06$24.0026.4%7.6%20.1%17.6%26.3%1.1%3.5%-1.9M1.8M-132.8K0.1122.40N/AN/A80912,20570,742
2024-01-31$24.59$24.0026.8%7.7%21.1%19.2%26.5%1.8%1.7%-3.0M10.3M-150.0K0.3972.96N/AN/A1174612,22670,744