HUN Options History — October 2024

In October 2024, HUN traded between $22.16 and $24.19. ATM implied volatility averaged 33.4%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 3.2% (HV 20d: 30.2%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 3.39.

Notable Days

  • 2024-10-21: Highest Volume — 8,695 contracts
  • 2024-10-07: Largest IV spike — 12.3% change
  • 2024-10-31: Highest IV Rank — 54.3%
  • 2024-10-31: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.29$22.16$24.19$24.05$22.16
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV33.4%25.4%41.7%27.7%41.7%
Expected Move9.8%7.9%11.9%7.9%11.9%
HV 20d30.2%21.8%34.8%30.9%23.5%
HV 60d29.9%26.5%31.3%30.9%26.5%
IV Rank33.1%12.4%54.3%18.2%54.3%
IV Percentile80.3%33.3%98.4%51.6%98.4%
Term Structure-3.1%-6.6%3.7%3.6%-6.6%
VWIV35.0%27.7%43.5%28.5%43.5%
Skew 25d3.1%-1.5%5.5%4.4%0.8%
Skew 10d5.7%-3.6%14.3%14.3%-3.6%
Call IV 25d33.3%24.6%42.1%24.6%42.1%
Put IV 25d36.4%28.3%42.9%29.0%42.9%
Bid-Ask Spread %66.3158.4273.0267.6459.55
Gamma HHI0.480.350.610.420.57
Net GEX385.0K-1.3M2.2M1.0M-1.3M
Net DEX-847.4K-13.6M10.5M-11.0M10.5M
Net VEX-88.6K-109.2K-68.5K-109.0K-84.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.390.0219.332.673.94
Total Volume992.391328,695275711
Total OI43,130.52232,53449,05443,39649,054

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$24.05$24.0027.7%7.9%30.9%18.2%28.5%4.4%3.6%1.0M-11.0M-109.0K2.6767.64N/AN/A7520020,57422,822
2024-10-02$23.77$24.0027.9%8.0%31.0%18.7%27.7%1.4%3.7%954.4K-8.0M-109.2K19.3358.42N/AN/A1834820,62622,803
2024-10-03$23.70$24.0027.9%9.4%31.1%18.9%32.8%2.9%-3.2%963.3K-7.0M-107.4K0.0571.80N/AN/A55320,62722,765
2024-10-04$24.19$24.0025.4%9.1%30.5%12.4%32.4%4.6%-2.2%1.3M-13.0M-102.3K1.2366.62N/AN/A749120,65222,768
2024-10-07$24.19$24.0028.5%9.6%30.5%20.4%33.9%3.4%-3.6%1.3M-13.6M-98.4K0.0366.55N/AN/A262920,68822,837
2024-10-08$23.23$24.0030.3%9.8%34.4%25.0%34.6%4.0%-3.8%748.1K-240.6K-98.6K6.7563.94N/AN/A3624320,93722,843
2024-10-09$23.63$24.0033.2%9.5%34.6%32.4%35.0%3.9%-4.0%1.4M-5.6M-98.4K0.1563.85N/AN/A721120,92922,731
2024-10-10$23.77$24.0032.9%9.4%34.5%31.6%32.2%3.5%-3.2%1.6M-7.2M-95.2K0.1368.93N/AN/A2012720,95122,731
2024-10-11$23.96$24.0032.8%9.4%33.9%31.5%33.0%4.2%-2.9%1.8M-10.1M-94.5K0.4064.39N/AN/A1,32452520,88722,750
2024-10-14$23.55$24.0032.4%9.3%34.8%30.5%33.3%3.5%-3.3%1.7M-2.6M-87.3K0.4672.27N/AN/A632921,01723,137
2024-10-15$23.46$24.0034.1%9.8%34.8%34.7%0.0%4.7%-4.7%1.7M-588.5K-84.2K1.9169.35N/AN/A112121,01323,136
2024-10-16$23.55$24.0033.5%9.6%34.8%33.3%33.1%3.3%-4.3%2.2M-2.4M-80.8K16.4766.12N/AN/A1931321,02323,212
2024-10-17$23.44$24.0033.4%9.6%33.9%33.0%32.3%3.9%-1.7%-178.7K4.2M-74.1K0.0271.45N/AN/A55121,03823,215
2024-10-18$23.59$24.0032.8%9.4%33.5%31.5%35.2%1.9%-2.5%-559.8K3.0M-71.1K1.6764.99N/AN/A9716221,06223,214
2024-10-21$23.14$24.0033.9%9.7%34.0%34.2%34.9%1.5%-2.6%-722.4K3.3M-68.5K0.0265.89N/AN/A8,50618910,76121,773
2024-10-22$22.91$24.0033.9%9.7%30.6%34.4%33.9%3.4%-2.9%-509.7K3.7M-78.3K0.7166.25N/AN/A60642819,11921,904
2024-10-23$22.84$24.0036.3%10.4%30.3%40.5%36.9%5.5%-3.3%-540.8K4.6M-84.1K0.8968.12N/AN/A383419,59822,085
2024-10-24$22.81$24.0036.0%10.3%21.8%39.8%35.8%4.5%-4.2%-559.2K4.6M-84.3K0.3473.02N/AN/A642219,60922,115
2024-10-25$22.45$24.0036.8%10.6%22.2%41.9%38.1%2.4%-3.0%-823.4K6.9M-81.2K0.0468.11N/AN/A6012319,65022,135
2024-10-28$22.69$24.0037.8%10.8%22.0%44.4%38.5%3.9%-5.6%-699.3K5.2M-80.2K0.6262.20N/AN/A261619,90122,144
2024-10-29$22.16$24.0039.0%11.2%23.2%47.5%40.2%-1.5%-5.1%-1.1M8.5M-78.1K1.0164.23N/AN/A2,5202,54919,90322,160
2024-10-30$22.34$24.0040.8%11.7%23.4%52.0%43.1%1.4%-5.6%-888.7K7.3M-87.0K19.0761.53N/AN/A1072,04022,41824,685
2024-10-31$22.16$24.0041.7%11.9%23.5%54.3%43.5%0.8%-6.6%-1.3M10.5M-84.9K3.9459.55N/AN/A14456722,38526,669