HUN Options History — August 2024

In August 2024, HUN traded between $20.12 and $23.09. ATM implied volatility averaged 33.0%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 0.6% (HV 20d: 32.4%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 9.23.

Notable Days

  • 2024-08-13: Highest Volume — 28,430 contracts
  • 2024-08-06: Largest IV drop — 29.1% change
  • 2024-08-02: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.21$20.12$23.09$23.09$22.02
Max Pain$21.64$21.00$23.00$22.00$21.00
ATM IV33.0%23.5%59.4%37.9%23.5%
Expected Move9.0%6.7%13.3%10.9%6.7%
HV 20d32.4%29.4%36.4%32.2%29.4%
HV 60d29.1%26.7%30.5%26.7%29.5%
IV Rank35.6%7.5%100.0%91.1%7.5%
IV Percentile66.5%15.5%100.0%98.4%15.5%
Term Structure-1.2%-6.5%2.3%-4.6%0.5%
VWIV31.5%21.5%46.4%39.5%23.0%
Skew 25d4.2%0.8%6.5%5.2%3.9%
Skew 10d10.3%4.8%21.6%11.8%11.4%
Call IV 25d29.7%21.7%43.9%37.2%21.7%
Put IV 25d33.9%25.6%48.7%42.4%25.6%
Bid-Ask Spread %65.6246.1984.4873.0358.20
Gamma HHI0.590.090.770.430.61
Net GEX-451.7K-1.5M1.2M-754.9K1.2M
Net DEX21.7M-4.7M57.3M-199.5K-3.4M
Net VEX-61.7K-109.2K-36.6K-109.2K-62.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.230.00161.462.178.38
Total Volume2,223.2736228,430822122
Total OI52,670.45541,60579,40849,73353,853

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$23.09$22.0037.9%10.9%32.2%91.1%39.5%5.2%-4.6%-754.9K-199.5K-109.2K2.1773.03N/AN/A25956321,66928,064
2024-08-02$22.41$22.0046.4%13.3%30.9%100.0%46.4%4.8%-6.5%-1.1M11.0M-106.4K0.5266.13N/AN/A80441621,79027,685
2024-08-05$21.48$23.0059.4%12.7%34.6%100.0%43.6%6.4%-5.4%-1.2M23.8M-90.7K0.3051.28N/AN/A81524221,82127,547
2024-08-06$20.76$22.0042.1%10.7%36.4%55.4%36.1%5.5%-1.7%-1.5M37.1M-69.0K0.3154.92N/AN/A71622222,46827,719
2024-08-07$20.38$22.0043.0%11.0%36.4%57.8%38.4%3.4%-1.4%-1.2M42.3M-58.7K5.8158.26N/AN/A12270922,99827,643
2024-08-08$20.21$22.0037.6%10.4%33.0%43.9%36.5%5.7%-0.6%-896.1K46.7M-46.7K11.1564.59N/AN/A3943523,09228,053
2024-08-09$20.31$22.0032.7%9.9%33.2%31.1%34.0%4.2%0.7%-655.3K48.4M-41.7K1.8167.05N/AN/A6211223,10527,978
2024-08-12$20.12$22.0038.0%9.5%32.7%44.7%33.2%5.6%0.7%-291.7K49.3M-36.6K0.1368.96N/AN/A2753623,15827,877
2024-08-13$20.41$22.0035.6%9.6%30.3%38.6%40.0%6.5%-1.6%-335.2K48.8M-38.1K161.4669.45N/AN/A17528,25523,27027,691
2024-08-14$20.32$22.0032.1%9.2%29.9%29.7%33.2%4.3%-0.6%-1.3M57.3M-74.8K1.4074.76N/AN/A436023,39755,867
2024-08-15$20.87$22.0028.1%8.1%32.2%19.3%28.1%3.8%2.3%-972.6K55.4M-70.4K1.2581.16N/AN/A10613323,42555,888
2024-08-16$20.84$22.0027.5%7.9%31.7%17.9%26.4%5.3%-1.0%-952.4K54.9M-65.4K1.1784.48N/AN/A546323,47255,936
2024-08-19$20.93$22.0027.3%7.8%31.3%17.3%26.3%3.7%-1.3%-893.6K6.0M-55.8K0.1446.19N/AN/A530768,68932,916
2024-08-20$20.81$21.0026.5%7.6%30.8%15.3%27.5%3.1%0.3%-892.9K4.0M-45.5K0.4560.15N/AN/A64299,04932,966
2024-08-21$21.13$21.0026.5%7.6%31.1%15.1%27.2%3.5%0.0%-859.3K5.0M-55.3K0.4867.11N/AN/A79389,08932,985
2024-08-22$21.01$21.0027.5%7.9%30.5%17.9%27.5%1.4%-1.0%-881.7K4.2M-48.0K0.1374.14N/AN/A5579,14433,003
2024-08-23$21.87$21.0026.6%7.6%34.3%15.4%26.2%3.6%0.2%76.3K561.7K-42.9K0.0273.30N/AN/A924149,16333,001
2024-08-26$22.02$21.0028.9%8.3%33.9%21.4%27.7%0.8%-2.8%174.7K-678.3K-45.6K0.0069.95N/AN/A11,3182510,04133,002
2024-08-27$21.88$21.0025.9%7.4%33.7%13.7%25.3%4.3%-0.3%1.1M-4.7M-67.2K1.0257.99N/AN/A808220,14733,012
2024-08-28$21.79$21.0026.6%7.6%33.4%15.5%26.0%5.0%-0.4%1.0M-3.6M-59.9K4.7363.41N/AN/A12056820,21833,030
2024-08-29$21.94$21.0025.9%7.4%31.0%13.8%21.5%3.1%-0.6%1.1M-4.5M-66.3K0.1459.17N/AN/A57820,33333,496
2024-08-30$22.02$21.0023.5%6.7%29.4%7.5%23.0%3.9%0.5%1.2M-3.4M-62.3K8.3858.20N/AN/A1310920,35133,502