HUN Options History — June 2024 In June 2024, HUN traded between $22.66 and $24.70. ATM implied volatility averaged 24.0%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 1.4% (HV 20d: 25.3%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 101.26.
Notable Days 2024-06-17 : Highest Volume — 41,395 contracts2024-06-07 : Largest IV spike — 61.1% change2024-06-07 : Highest IV Rank — 95.3%2024-06-03 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $23.52 $22.66 $24.70 $24.06 $22.66 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 24.0% 21.7% 38.7% 25.6% 22.2% Expected Move 6.6% 6.2% 7.3% 7.3% 6.4% HV 20d 25.3% 19.3% 30.0% 20.2% 28.6% HV 60d 22.3% 21.3% 23.2% 21.3% 22.9% IV Rank 17.8% 5.7% 95.3% 26.2% 8.5% IV Percentile 14.6% 2.0% 99.2% 27.4% 5.2% Term Structure 2.5% -3.1% 4.6% -3.1% 4.1% VWIV 22.9% 21.6% 25.2% 25.2% 23.1% Skew 25d 1.3% -1.1% 5.0% 1.6% -0.3% Skew 10d 11.4% 0.5% 55.8% 55.8% 8.5% Call IV 25d 22.2% 17.6% 24.1% 24.1% 23.1% Put IV 25d 23.4% 22.0% 25.7% 25.7% 22.9% Bid-Ask Spread % 74.20 48.95 106.27 106.27 60.37 Gamma HHI 0.52 0.33 0.93 0.43 0.44 Net GEX -6.4M -13.5M 753.2K -6.5M 261.8K Net DEX 32.8M 3.8M 81.0M 31.1M 10.1M Net VEX -113.5K -143.1K -76.4K -123.5K -132.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 101.26 0.01 1880.59 0.06 0.31 Total Volume 3,451.474 33 41,395 356 55 Total OI 71,111.474 35,325 95,491 73,402 53,830
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-06-03 $24.06 $24.00 25.6% 7.3% 20.2% 26.2% 25.2% 1.6% -3.1% -6.5M 31.1M -123.5K 0.06 106.27 N/A N/A 336 20 9,844 63,558 2024-06-04 $23.52 $24.00 24.0% 6.9% 21.4% 18.1% 23.3% 2.7% -0.7% -9.0M 50.6M -137.7K 0.17 89.20 N/A N/A 647 112 9,750 63,565 2024-06-05 $23.79 $24.00 22.9% 6.6% 19.7% 12.5% 23.0% 5.0% 0.2% -7.7M 37.3M -118.2K 1.04 92.62 N/A N/A 25 26 10,262 63,572 2024-06-06 $23.56 $24.00 24.0% 6.5% 19.3% 18.1% 22.9% 0.1% 2.9% -9.0M 45.5M -116.8K 26.80 90.55 N/A N/A 35 938 10,260 63,585 2024-06-07 $23.79 $24.00 38.7% 6.4% 19.8% 95.3% 22.6% 0.5% 3.1% -9.4M 43.5M -104.1K 2.28 65.30 N/A N/A 112 255 10,285 63,994 2024-06-10 $24.46 $24.00 25.0% 6.4% 22.5% 23.2% 22.4% 0.9% 3.0% -7.8M 16.1M -95.8K 0.22 87.24 N/A N/A 411 92 10,268 64,198 2024-06-11 $24.16 $24.00 23.6% 6.7% 22.9% 15.7% 22.2% 1.1% 2.5% -9.5M 23.1M -97.4K 4.50 66.94 N/A N/A 6 27 10,649 64,239 2024-06-12 $24.70 $24.00 22.2% 6.4% 23.8% 8.7% 21.6% 1.4% 2.9% -6.0M 3.8M -76.4K 0.09 87.28 N/A N/A 86 8 10,652 64,250 2024-06-13 $24.18 $24.00 22.3% 6.4% 24.9% 8.9% 22.1% 0.8% 3.1% -9.6M 17.1M -81.1K 1.52 65.27 N/A N/A 105 160 10,659 64,249 2024-06-14 $23.23 $24.00 23.9% 6.9% 28.3% 17.7% 22.7% 2.3% 2.2% -10.7M 57.9M -93.1K 1.50 70.01 N/A N/A 167 250 10,475 64,249 2024-06-17 $23.29 $24.00 23.5% 6.7% 27.9% 15.5% 23.8% 2.4% 3.2% -10.6M 54.5M -82.4K 1880.59 68.15 N/A N/A 22 41,373 10,549 64,164 2024-06-18 $22.99 $24.00 23.2% 6.7% 28.0% 13.8% 23.8% 1.0% 2.7% -12.5M 81.0M -135.8K 0.29 65.58 N/A N/A 170 49 10,559 84,932 2024-06-20 $23.19 $24.00 23.1% 6.6% 28.4% 13.1% 23.4% 0.3% 3.2% -13.5M 65.5M -121.0K 0.94 81.84 N/A N/A 90 85 10,719 83,333 2024-06-21 $23.45 $24.00 22.5% 6.5% 28.4% 10.2% 22.4% 2.6% 2.9% -1.2M 52.0M -113.2K 1.25 97.67 N/A N/A 249 312 10,751 83,323 2024-06-24 $23.52 $24.00 22.6% 6.5% 28.2% 10.5% 22.5% 0.2% 3.1% -1.2M 10.3M -109.7K 0.01 66.39 N/A N/A 18,455 228 10,269 25,056 2024-06-25 $22.81 $24.00 22.2% 6.4% 29.9% 8.3% 23.1% -1.1% 3.6% 590.6K 6.3M -143.1K 0.39 48.95 N/A N/A 348 137 28,442 25,022 2024-06-26 $22.87 $24.00 22.2% 6.4% 30.0% 8.5% 22.7% 2.2% 3.7% 753.2K 7.3M -139.4K 1.23 50.42 N/A N/A 56 69 28,710 25,062 2024-06-27 $22.66 $24.00 21.7% 6.2% 29.3% 5.7% 22.0% 0.7% 4.6% 244.0K 10.2M -134.9K 0.72 49.74 N/A N/A 36 26 28,712 25,122 2024-06-28 $22.66 $24.00 22.2% 6.4% 28.6% 8.5% 23.1% -0.3% 4.1% 261.8K 10.1M -132.3K 0.31 60.37 N/A N/A 42 13 28,696 25,134
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