HUN Options History — April 2024

In April 2024, HUN traded between $23.66 and $26.23. ATM implied volatility averaged 28.6%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 5.4% (HV 20d: 23.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 26.75.

Notable Days

  • 2024-04-19: Highest Volume — 40,750 contracts
  • 2024-04-10: Largest IV spike — 16.8% change
  • 2024-04-30: Highest IV Rank — 67.8%
  • 2024-04-30: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.59$23.66$26.23$26.09$23.99
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV28.6%22.1%33.8%22.5%33.8%
Expected Move8.4%6.3%9.7%6.4%9.7%
HV 20d23.2%19.6%27.3%25.3%21.3%
HV 60d27.7%27.1%28.4%27.1%27.4%
IV Rank39.6%3.8%67.8%5.7%67.8%
IV Percentile51.0%0.8%91.7%1.6%91.7%
Term Structure-1.5%-5.0%4.4%3.4%-4.4%
VWIV29.0%22.6%33.0%23.1%33.0%
Skew 25d1.8%-0.7%3.1%0.2%-0.7%
Skew 10d2.3%-9.3%16.2%-4.2%13.6%
Call IV 25d28.6%22.7%32.8%23.3%32.8%
Put IV 25d30.4%23.5%34.0%23.5%32.1%
Bid-Ask Spread %70.8643.1686.3170.5986.31
Gamma HHI0.490.200.780.320.56
Net GEX-2.9M-10.5M387.3K294.6K-1.1M
Net DEX10.9M-11.9M47.6M-10.8M8.4M
Net VEX-95.6K-113.7K-56.3K-97.5K-107.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio26.750.01521.440.400.08
Total Volume2,5584240,750513149
Total OI51,319.13635,08259,32156,98235,663

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$26.09$25.0022.5%6.4%25.3%5.7%23.1%0.2%3.4%294.6K-10.8M-97.5K0.4070.59N/AN/A36714617,00839,974
2024-04-02$25.81$25.0022.1%6.3%24.0%3.8%22.6%1.5%4.4%-199.6K-7.5M-98.8K0.0443.16N/AN/A165617,06140,072
2024-04-03$26.23$25.0024.1%6.9%24.6%14.7%22.9%2.4%2.6%387.3K-11.9M-97.4K0.0160.18N/AN/A2,5221317,15240,074
2024-04-04$25.73$25.0024.6%8.0%25.3%17.4%30.0%1.7%-0.8%-495.3K-6.2M-101.8K7.5668.47N/AN/A10881618,12740,061
2024-04-05$25.73$25.0022.9%7.7%23.7%8.2%27.0%1.5%-0.3%-358.7K-5.7M-96.7K0.6768.16N/AN/A25517018,14940,857
2024-04-08$25.73$25.0025.2%7.9%23.7%20.6%28.5%1.7%-0.8%-236.1K-6.6M-90.1K2.0559.57N/AN/A377618,11740,921
2024-04-09$25.59$25.0024.8%7.9%23.5%18.6%27.0%1.4%-0.9%-519.2K-5.4M-89.2K0.0162.24N/AN/A443318,10540,886
2024-04-10$24.57$25.0029.0%8.3%27.3%41.5%28.7%1.5%-1.9%-4.5M10.6M-97.9K0.1564.75N/AN/A1442118,29140,886
2024-04-11$24.55$25.0028.6%8.2%27.3%39.1%28.7%1.2%-1.4%-5.1M10.9M-92.6K1.0664.30N/AN/A515418,31840,905
2024-04-12$24.14$25.0030.8%8.8%25.3%51.7%30.5%2.0%-2.4%-6.7M23.6M-99.1K4.5771.60N/AN/A5625618,31840,868
2024-04-15$23.91$25.0031.7%9.1%25.1%56.4%31.2%3.0%-2.7%-8.5M30.0M-88.1K41.9474.58N/AN/A1807,54918,30141,014
2024-04-16$23.89$25.0030.8%8.8%25.0%51.7%31.2%2.4%-2.8%-9.5M29.5M-82.6K1.5373.65N/AN/A436618,19841,123
2024-04-17$23.66$25.0030.4%8.7%25.0%49.3%26.8%2.5%-2.6%-10.5M39.2M-72.5K0.0371.66N/AN/A3931318,20641,077
2024-04-18$23.68$25.0030.0%8.6%19.6%47.0%30.5%2.5%-1.4%-9.6M41.7M-63.5K0.1777.00N/AN/A52918,22541,031
2024-04-19$23.66$25.0031.0%8.9%19.7%52.5%30.9%2.6%-2.7%101.5K47.6M-56.3K521.4474.64N/AN/A7840,67218,22341,038
2024-04-22$24.09$25.0030.7%8.8%21.1%50.9%30.2%1.6%-2.2%-1.0M8.5M-113.7K0.4071.24N/AN/A42316910,21224,870
2024-04-23$24.05$25.0030.8%8.8%21.1%51.7%30.7%1.1%-2.5%-1.0M8.6M-112.4K0.2778.00N/AN/A3399210,39424,915
2024-04-24$23.91$25.0031.1%8.9%21.0%53.4%31.0%3.1%-2.9%-1.1M9.2M-111.9K4.6378.80N/AN/A2411110,63424,885
2024-04-25$23.73$25.0031.3%9.0%20.3%54.0%31.2%1.5%-3.7%-1.2M10.6M-112.8K0.3976.94N/AN/A562210,64424,975
2024-04-26$24.01$25.0030.3%8.7%20.4%49.0%30.7%2.5%-3.0%-1.1M8.6M-110.9K0.7578.97N/AN/A241810,63624,978
2024-04-29$24.32$25.0033.6%9.6%21.2%67.0%31.7%2.0%-5.0%-913.3K7.5M-110.9K0.3784.20N/AN/A622310,64824,981
2024-04-30$23.99$25.0033.8%9.7%21.3%67.8%33.0%-0.7%-4.4%-1.1M8.4M-107.4K0.0886.31N/AN/A1381110,67024,993