HUN Options History — September 2024

In September 2024, HUN traded between $21.30 and $24.81. ATM implied volatility averaged 27.3%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 1.6% (HV 20d: 25.7%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 28.58.

Notable Days

  • 2024-09-25: Highest Volume — 16,393 contracts
  • 2024-09-19: Largest IV drop — 11.5% change
  • 2024-09-10: Highest IV Rank — 27.0%
  • 2024-09-03: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.47$21.30$24.81$21.37$24.14
Max Pain$22.10$21.00$24.00$21.00$24.00
ATM IV27.3%24.0%31.1%30.8%26.5%
Expected Move7.8%6.9%8.8%8.8%7.6%
HV 20d25.7%21.6%33.3%27.3%33.3%
HV 60d29.3%28.0%31.7%30.0%30.9%
IV Rank17.4%8.9%27.0%26.4%15.2%
IV Percentile46.2%18.7%75.4%72.6%42.1%
Term Structure3.3%-2.8%6.7%-2.8%4.8%
VWIV27.5%25.2%30.2%29.6%26.9%
Skew 25d2.3%0.9%3.5%3.4%2.4%
Skew 10d3.2%-3.3%14.9%6.2%6.0%
Call IV 25d26.6%24.5%28.3%28.1%25.8%
Put IV 25d28.9%26.6%31.5%31.5%28.1%
Bid-Ask Spread %61.8644.0283.9661.2283.96
Gamma HHI0.500.120.880.490.42
Net GEX1.1M64.6K4.3M643.3K1.0M
Net DEX-5.2M-20.3M1.5M-226.8K-12.5M
Net VEX-63.6K-108.9K-47.3K-52.2K-108.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio28.580.01527.810.760.88
Total Volume1,546.954316,39358692
Total OI47,503.1515,28154,34553,95943,114

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$21.37$21.0030.8%8.8%27.3%26.4%29.6%3.4%-2.8%643.3K-226.8K-52.2K0.7661.22N/AN/A332520,35933,600
2024-09-04$21.81$21.0029.8%8.6%25.1%23.8%30.2%3.5%-2.1%1.0M-3.2M-60.0K2.9370.55N/AN/A5415820,35833,607
2024-09-05$21.80$22.0028.5%7.9%23.9%20.3%29.0%2.5%2.6%996.0K-3.0M-60.8K1.6449.96N/AN/A447220,35433,717
2024-09-06$21.41$22.0030.5%8.3%24.7%25.6%30.1%2.7%3.4%657.6K-317.5K-54.2K4.6550.30N/AN/A209320,36933,742
2024-09-09$21.52$22.0029.4%8.3%24.7%22.7%29.0%2.1%2.3%690.5K-256.5K-53.0K14.2552.75N/AN/A811420,37733,782
2024-09-10$21.34$22.0031.1%8.4%24.7%27.0%29.2%2.7%3.1%550.7K683.1K-49.8K3.6354.49N/AN/A196920,37433,791
2024-09-11$21.30$22.0028.2%8.1%24.4%19.6%29.2%1.2%2.2%370.3K1.5M-47.3K2.2655.05N/AN/A317020,36433,823
2024-09-12$21.57$22.0027.2%7.8%24.5%17.0%27.1%2.9%3.4%621.3K196.1K-50.3K0.6248.36N/AN/A553420,39033,861
2024-09-13$22.05$22.0026.8%7.7%23.9%16.0%26.9%0.9%4.2%1.4M-2.9M-57.0K0.3051.38N/AN/A2326920,18633,886
2024-09-16$22.05$22.0027.7%7.9%23.9%18.3%26.5%3.1%2.6%1.4M-2.9M-55.4K2.9356.56N/AN/A144120,30833,900
2024-09-17$22.06$22.0028.0%8.0%23.9%19.2%30.1%2.6%2.4%1.4M-2.9M-53.6K1.1056.50N/AN/A616720,31333,874
2024-09-18$22.21$22.0027.2%7.8%23.8%16.9%26.7%2.1%3.5%1.5M-2.5M-54.2K0.2579.03N/AN/A591520,34333,865
2024-09-19$22.76$22.0024.0%6.9%24.6%8.9%27.0%3.1%4.9%4.3M-9.0M-55.9K2.3275.89N/AN/A6815820,34533,864
2024-09-20$22.45$22.0025.6%7.3%25.2%13.0%25.7%3.1%4.5%64.6K-2.2M-51.0K2.5879.32N/AN/A123120,37533,970
2024-09-23$22.80$22.0024.9%7.1%21.6%11.0%25.6%1.2%5.2%82.8K-1.1M-50.9K0.0144.02N/AN/A9,399869,9625,319
2024-09-24$23.76$22.0025.3%7.3%25.7%12.2%25.2%2.5%3.3%1.5M-13.9M-77.5K0.3250.57N/AN/A35111319,2995,356
2024-09-25$23.48$22.0025.5%7.3%26.1%12.7%25.3%1.5%5.8%1.5M-11.6M-75.0K527.8171.47N/AN/A3116,36219,4805,377
2024-09-26$24.81$22.0024.9%7.1%31.6%11.2%25.8%1.1%6.7%971.3K-20.3M-96.6K1.3265.43N/AN/A70593019,49221,732
2024-09-27$24.64$24.0024.6%7.1%32.0%10.4%25.7%1.4%6.4%972.8K-17.7M-108.9K0.9780.47N/AN/A27626820,21622,619
2024-09-30$24.14$24.0026.5%7.6%33.3%15.2%26.9%2.4%4.8%1.0M-12.5M-108.7K0.8883.96N/AN/A36832420,26722,847