HUN Options History — February 2024

In February 2024, HUN traded between $23.37 and $26.37. ATM implied volatility averaged 30.2%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 4.0% (HV 20d: 26.3%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 97.31.

Notable Days

  • 2024-02-22: Highest Volume — 38,944 contracts
  • 2024-02-07: Largest IV spike — 13.7% change
  • 2024-02-13: Highest IV Rank — 51.8%
  • 2024-02-13: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.59$23.37$26.37$24.70$25.63
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV30.2%25.0%34.6%25.5%28.8%
Expected Move8.9%7.9%9.9%8.4%8.3%
HV 20d26.3%19.6%35.7%20.0%34.9%
HV 60d24.6%21.3%27.6%23.9%27.1%
IV Rank33.6%12.1%51.8%14.1%27.8%
IV Percentile57.0%7.5%90.9%11.9%42.9%
Term Structure-2.5%-4.2%-1.1%-1.8%-1.5%
VWIV30.8%26.9%35.2%29.4%29.7%
Skew 25d2.4%-0.4%4.6%4.6%-0.4%
Skew 10d7.1%-2.9%16.6%10.1%16.6%
Call IV 25d29.3%26.5%31.9%27.2%28.9%
Put IV 25d31.7%27.3%35.4%31.8%28.5%
Bid-Ask Spread %56.7231.0876.0850.7174.12
Gamma HHI0.460.330.710.350.34
Net GEX-3.1M-8.8M568.7K-2.6M-56.2K
Net DEX6.9M-15.9M31.2M7.6M-9.1M
Net VEX-126.5K-155.8K-69.5K-144.3K-116.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio97.310.001865.671.640.06
Total Volume3,631.21838,94429393
Total OI87,073.5562,941110,53183,090101,361

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$24.70$24.0025.5%8.4%20.0%14.1%29.4%4.6%-1.8%-2.6M7.6M-144.3K1.6450.71N/AN/A111812,31670,774
2024-02-02$24.12$24.0025.0%8.9%21.7%12.1%33.1%3.5%-1.5%-4.2M17.3M-153.4K41.7637.84N/AN/A411,71212,32170,771
2024-02-05$23.88$24.0027.0%9.0%21.2%20.2%31.9%3.0%-2.0%-5.2M22.7M-155.8K0.2563.36N/AN/A24612,32972,435
2024-02-06$24.05$24.0027.2%9.0%21.5%21.2%28.2%3.7%-2.0%-4.3M16.3M-142.3K0.5943.02N/AN/A291712,33272,436
2024-02-07$24.02$24.0031.0%8.9%20.0%36.6%31.8%3.7%-1.5%-4.6M16.9M-139.1K4.1431.08N/AN/A72912,33372,429
2024-02-08$23.95$24.0031.0%8.9%19.8%36.8%31.7%4.4%-2.2%-4.7M16.1M-133.5K14.0061.46N/AN/A45612,33772,443
2024-02-09$23.98$24.0031.0%8.9%19.6%36.9%29.0%3.5%-1.9%-4.5M15.2M-130.0K0.0052.74N/AN/A18012,34172,495
2024-02-12$24.34$24.0033.2%9.5%20.1%45.8%32.3%2.0%-3.8%-2.5M6.7M-112.4K0.0147.98N/AN/A2,0971712,33872,495
2024-02-13$23.37$24.0034.6%9.9%24.5%51.8%32.5%3.9%-3.6%-8.8M31.2M-137.3K0.0436.60N/AN/A1,3954914,35572,490
2024-02-14$23.45$24.0033.1%9.5%24.1%45.2%32.8%2.3%-2.6%-8.2M20.9M-127.0K0.9552.37N/AN/A222115,65172,496
2024-02-15$23.84$24.0033.6%9.6%24.6%47.5%32.7%0.6%-2.9%-3.1M7.1M-112.8K1865.6760.54N/AN/A1222,38815,66772,493
2024-02-16$24.43$24.0033.4%9.6%25.9%46.4%32.7%1.5%-4.2%-2.3M5.0M-130.4K0.4546.74N/AN/A773515,66894,863
2024-02-20$24.30$24.0033.3%9.6%25.9%46.3%32.6%2.1%-3.7%-2.5M6.3M-121.4K0.2969.96N/AN/A46513411,28951,652
2024-02-21$24.59$24.0033.4%9.6%24.9%46.6%35.2%3.8%-4.0%-1.8M4.4M-123.9K10.3859.53N/AN/A1121,16211,60151,739
2024-02-22$26.37$24.0029.4%8.4%34.9%30.3%28.7%-0.0%-2.9%568.7K-15.9M-69.5K5.0776.08N/AN/A6,41632,52811,66452,946
2024-02-23$26.21$24.0027.5%7.9%34.9%22.2%26.9%0.6%-1.1%-33.8K-10.6M-115.6K0.1665.72N/AN/A1,00016213,82885,017
2024-02-26$25.70$24.0029.3%8.4%35.7%29.6%29.1%1.8%-2.1%-1.0M-5.9M-126.0K0.0567.92N/AN/A1,5088014,63485,080
2024-02-27$25.63$24.0028.1%8.0%35.7%24.5%27.7%1.3%-1.2%-522.6K-9.1M-116.6K0.0267.12N/AN/A233515,78785,125
2024-02-28$25.34$24.0029.3%8.4%35.4%29.8%28.9%1.0%-2.9%-1.1M-5.7M-122.0K0.6969.61N/AN/A20213916,01785,123
2024-02-29$25.63$24.0028.8%8.3%34.9%27.8%29.7%-0.4%-1.5%-56.2K-9.1M-116.4K0.0674.12N/AN/A3712216,14985,212