HUN Options History — November 2024

In November 2024, HUN traded between $19.19 and $21.80. ATM implied volatility averaged 33.6%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 7.3% (HV 20d: 26.4%). Max pain ranged from $21.00 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 22.04.

Notable Days

2024-11-06: Highest Volume — 32,982 contracts
2024-11-13: Largest IV drop — 26.0% change
2024-11-04: Highest IV Rank — 75.6%
2024-11-01: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.02	$19.19	$21.80	$21.80	$19.62
Max Pain	$22.25	$21.00	$25.00	$24.00	$21.00
ATM IV	33.6%	28.4%	50.0%	46.5%	29.0%
Expected Move	9.0%	8.2%	13.3%	13.3%	8.3%
HV 20d	26.4%	22.1%	29.5%	22.1%	29.5%
HV 60d	28.7%	26.7%	29.9%	26.7%	28.6%
IV Rank	33.7%	20.2%	75.6%	66.8%	21.7%
IV Percentile	75.2%	54.8%	99.6%	99.6%	59.1%
Term Structure	-1.6%	-9.0%	1.8%	-9.0%	0.8%
VWIV	31.7%	28.3%	47.4%	47.4%	30.8%
Skew 25d	2.6%	-1.1%	4.4%	3.4%	0.9%
Skew 10d	8.9%	-2.7%	22.0%	4.3%	8.8%
Call IV 25d	29.9%	25.4%	44.7%	44.7%	28.4%
Put IV 25d	32.5%	28.7%	48.1%	48.1%	29.3%
Bid-Ask Spread %	66.77	42.80	82.59	68.92	58.64
Gamma HHI	0.78	0.42	0.93	0.63	0.93
Net GEX	-1.4M	-3.4M	-999.2K	-1.5M	-1.2M
Net DEX	21.3M	14.8M	31.3M	15.8M	16.7M
Net VEX	-80.8K	-91.7K	-66.5K	-88.3K	-77.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	22.04	0.10	406.19	7.11	0.11
Total Volume	2,139.15	40	32,982	1,289	40
Total OI	42,493.55	31,452	52,542	49,671	33,104

Daily Data (20 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
2024-11-01	$21.80	$24.00	46.5%	13.3%	22.1%	66.8%	47.4%	3.4%	-9.0%	-1.5M	15.8M	-88.3K	7.11	68.92	N/A	N/A	159	1,130	22,443	27,228
2024-11-04	$21.77	$22.00	50.0%	10.5%	22.1%	75.6%	37.1%	3.3%	-3.8%	-1.5M	15.8M	-82.6K	0.26	79.84	N/A	N/A	892	230	22,406	27,159
2024-11-05	$20.74	$22.00	42.0%	9.4%	23.9%	55.2%	34.2%	2.1%	-1.7%	-2.5M	28.9M	-67.7K	2.86	71.83	N/A	N/A	212	606	22,881	27,374
2024-11-06	$20.93	$25.00	32.2%	8.4%	23.0%	30.0%	30.1%	1.9%	-2.5%	-3.4M	27.1M	-66.5K	406.19	76.56	N/A	N/A	81	32,901	22,945	27,409
2024-11-07	$21.19	$25.00	34.2%	8.7%	23.6%	35.0%	29.9%	2.0%	-1.8%	-1.6M	16.2M	-91.7K	0.66	64.50	N/A	N/A	469	309	22,978	28,966
2024-11-08	$20.31	$23.00	32.5%	8.8%	26.3%	30.6%	31.4%	1.4%	-1.8%	-1.8M	25.3M	-90.0K	0.55	67.67	N/A	N/A	115	63	23,269	28,963
2024-11-11	$20.02	$23.00	38.6%	9.1%	26.2%	46.5%	33.0%	3.2%	-1.8%	-1.6M	27.8M	-86.5K	0.29	69.01	N/A	N/A	196	56	23,265	28,941
2024-11-12	$19.62	$23.00	40.1%	9.1%	26.5%	50.2%	32.9%	3.5%	-3.3%	-1.3M	30.6M	-82.4K	4.93	71.97	N/A	N/A	74	365	23,444	28,862
2024-11-13	$19.56	$23.00	29.6%	8.5%	26.1%	23.4%	29.4%	4.0%	-0.8%	-1.1M	31.3M	-81.4K	0.48	77.25	N/A	N/A	145	70	23,490	29,052
2024-11-14	$19.19	$22.00	30.4%	8.7%	26.3%	25.4%	31.5%	2.5%	-1.3%	-1.1M	28.4M	-80.7K	6.98	78.17	N/A	N/A	254	1,772	23,624	26,608
2024-11-15	$19.48	$22.00	31.4%	9.0%	27.2%	28.0%	31.4%	2.4%	-2.4%	-999.2K	23.5M	-83.2K	3.26	76.48	N/A	N/A	47	153	23,844	25,009
2024-11-18	$19.46	$22.00	30.1%	8.6%	27.1%	24.6%	28.3%	3.1%	-1.9%	-1.0M	18.0M	-80.8K	0.17	63.15	N/A	N/A	181	31	10,038	21,414
2024-11-19	$19.43	$22.00	30.2%	8.7%	27.2%	24.8%	30.0%	2.1%	-1.6%	-1.1M	18.2M	-80.3K	0.14	82.59	N/A	N/A	415	60	10,165	21,435
2024-11-20	$19.33	$21.00	31.7%	9.1%	27.2%	28.5%	31.9%	3.7%	-2.1%	-1.1M	18.7M	-79.7K	0.72	42.80	N/A	N/A	61	44	10,452	21,426
2024-11-21	$19.63	$21.00	29.1%	8.3%	28.4%	22.0%	30.8%	3.4%	0.8%	-1.1M	16.8M	-80.3K	3.10	45.80	N/A	N/A	31	96	10,487	21,459
2024-11-22	$19.62	$21.00	28.9%	8.3%	28.3%	21.4%	28.5%	2.5%	0.3%	-1.1M	16.8M	-79.4K	0.10	53.17	N/A	N/A	336	34	10,494	21,429
2024-11-25	$19.84	$21.00	29.2%	8.4%	28.3%	22.1%	29.1%	-1.1%	-0.3%	-1.1M	14.8M	-79.0K	0.56	61.39	N/A	N/A	192	108	10,781	21,454
2024-11-26	$19.28	$21.00	28.4%	8.2%	28.8%	20.2%	28.5%	4.4%	1.1%	-1.1M	18.6M	-78.5K	1.98	61.55	N/A	N/A	272	539	10,922	21,554
2024-11-27	$19.55	$21.00	28.7%	8.2%	29.2%	20.9%	28.3%	3.5%	1.8%	-1.2M	17.3M	-79.8K	0.38	64.10	N/A	N/A	32	12	11,031	22,066
2024-11-29	$19.62	$21.00	29.0%	8.3%	29.5%	21.7%	30.8%	0.9%	0.8%	-1.2M	16.7M	-77.9K	0.11	58.64	N/A	N/A	36	4	11,041	22,063