HUN Options History — July 2024

In July 2024, HUN traded between $21.48 and $24.02. ATM implied volatility averaged 30.6%, placing in the 52.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 2.1% (HV 20d: 28.5%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 12.49.

Notable Days

  • 2024-07-12: Highest Volume — 21,366 contracts
  • 2024-07-09: Largest IV spike — 10.7% change
  • 2024-07-26: Highest IV Rank — 85.9%
  • 2024-07-26: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.90$21.48$24.02$22.41$24.02
Max Pain$22.64$22.00$25.00$24.00$22.00
ATM IV30.6%21.8%36.9%24.0%35.4%
Expected Move8.9%6.3%10.6%6.9%10.2%
HV 20d28.5%26.4%30.7%28.5%28.4%
HV 60d24.4%22.6%25.7%22.7%25.5%
IV Rank52.8%6.5%85.9%18.1%78.0%
IV Percentile68.5%2.8%97.2%19.4%94.0%
Term Structure-0.6%-4.3%12.4%2.9%-3.4%
VWIV31.5%24.6%36.7%24.6%34.1%
Skew 25d1.9%-0.7%4.4%1.1%2.7%
Skew 10d2.2%-7.5%10.9%1.5%-1.0%
Call IV 25d30.4%23.0%35.4%23.7%33.7%
Put IV 25d32.4%22.3%39.6%24.8%36.4%
Bid-Ask Spread %64.1246.7175.4148.6463.07
Gamma HHI0.480.310.740.440.31
Net GEX-57.3K-2.3M5.9M-340.6K-9.2K
Net DEX3.8M-21.4M32.0M15.1M-14.6M
Net VEX-115.3K-125.6K-98.7K-123.0K-101.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.490.00206.440.672.76
Total Volume2,120.1362121,366100376
Total OI56,627.36447,03070,46753,84149,714

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$22.41$24.0024.0%6.9%28.5%18.1%24.6%1.1%2.9%-340.6K15.1M-123.0K0.6748.64N/AN/A604028,70225,139
2024-07-02$22.44$24.0023.8%6.8%27.3%16.7%29.0%1.6%2.7%-409.3K15.1M-119.7K1.7246.71N/AN/A30452328,70125,148
2024-07-03$22.55$24.0021.8%6.3%26.4%6.5%24.6%-0.7%4.6%-249.6K14.0M-119.2K0.1761.32N/AN/A18328,81125,647
2024-07-05$21.70$25.0023.2%7.7%28.9%13.9%27.0%3.5%0.4%-1.6M26.9M-101.1K0.6066.12N/AN/A66640128,80825,649
2024-07-08$21.73$25.0024.7%8.2%28.9%21.8%28.5%1.1%-0.2%-1.6M25.5M-99.6K0.9765.30N/AN/A302928,82025,524
2024-07-09$21.48$24.0027.4%8.5%28.5%35.6%29.7%1.6%-0.4%-2.3M32.0M-98.7K0.0063.21N/AN/A7,4652328,83228,178
2024-07-10$21.80$22.0029.5%8.5%26.8%46.9%30.0%1.7%-1.0%-1.6M21.1M-121.6K1.5865.98N/AN/A7612035,64528,202
2024-07-11$22.63$22.0028.5%8.2%30.7%41.7%28.8%1.6%-0.1%-266.6K6.1M-125.6K0.3761.01N/AN/A2449035,66528,264
2024-07-12$22.62$22.0030.7%8.8%29.3%53.1%30.7%0.5%-2.1%-498.0K7.1M-124.7K206.4463.93N/AN/A10321,26335,58028,407
2024-07-15$22.84$22.0031.7%9.1%29.0%58.6%31.8%0.3%-2.4%90.3K3.7M-119.9K17.9062.90N/AN/A1142,04135,58028,801
2024-07-16$23.61$22.0030.3%8.7%28.1%51.2%32.1%0.8%-1.0%4.5M-14.7M-122.3K2.3462.67N/AN/A10223935,65330,929
2024-07-17$23.77$22.0030.9%8.9%28.2%54.5%31.8%2.1%-1.5%5.9M-21.4M-120.8K0.0064.62N/AN/A8,2993535,65831,093
2024-07-18$23.45$22.0031.9%9.2%28.3%59.8%31.7%2.4%12.4%1.9M-6.4M-124.1K1.2759.14N/AN/A526639,36531,090
2024-07-19$22.95$22.0032.9%9.4%29.2%64.7%34.0%3.2%-2.1%-1.1M3.4M-121.8K9.4371.08N/AN/A76639,37131,096
2024-07-22$23.20$22.0033.8%9.7%29.2%69.4%32.7%2.4%-2.2%-689.2K-1.4M-117.0K0.3666.19N/AN/A80928920,05926,971
2024-07-23$23.45$22.0033.4%9.6%29.4%67.4%33.3%3.0%-2.7%-509.8K-5.9M-112.0K0.1366.37N/AN/A2713420,66727,096
2024-07-24$22.95$22.0034.6%9.9%28.3%73.8%35.0%1.7%-2.5%-816.1K1.5M-116.7K2.7775.41N/AN/A308320,69527,113
2024-07-25$23.21$22.0035.5%10.2%28.6%78.3%36.7%1.4%-3.0%-625.5K-1.6M-115.7K22.9470.17N/AN/A1739020,71827,096
2024-07-26$23.36$22.0036.9%10.6%28.4%85.9%36.2%3.0%-3.1%-508.4K-2.8M-113.4K0.9872.32N/AN/A80278220,89427,239
2024-07-29$23.69$22.0035.7%10.2%28.7%79.4%35.8%3.1%-3.6%-331.6K-8.6M-112.4K0.7769.72N/AN/A524021,61227,971
2024-07-30$23.86$22.0036.9%10.6%28.3%85.8%36.1%4.4%-4.3%-211.0K-10.4M-106.6K0.5664.84N/AN/A1216821,63627,963
2024-07-31$24.02$22.0035.4%10.2%28.4%78.0%34.1%2.7%-3.4%-9.2K-14.6M-101.2K2.7663.07N/AN/A10027621,68528,029