HUN Options History — December 2024 In December 2024, HUN traded between $17.60 and $20.27. ATM implied volatility averaged 30.0%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 5.9% (HV 20d: 24.1%). Max pain ranged from $19.00 to $24.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 5.48.
Notable Days 2024-12-16 : Highest Volume — 15,456 contracts2024-12-11 : Largest IV drop — 11.8% change2024-12-19 : Highest IV Rank — 32.6%2024-12-19 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.91 $17.60 $20.27 $19.87 $17.99 Max Pain $21.24 $19.00 $24.00 $21.00 $19.00 ATM IV 30.0% 28.1% 33.2% 28.7% 30.5% Expected Move 8.5% 7.9% 9.5% 8.2% 8.8% HV 20d 24.1% 21.6% 29.9% 29.9% 22.8% HV 60d 27.3% 24.6% 29.2% 28.5% 24.8% IV Rank 24.3% 19.4% 32.6% 20.9% 25.6% IV Percentile 63.6% 47.6% 83.3% 56.0% 65.9% Term Structure 2.0% -1.5% 3.8% -0.4% 1.9% VWIV 29.7% 27.1% 33.5% 29.3% 30.6% Skew 25d 1.2% -1.3% 4.6% 3.0% 1.1% Skew 10d 2.8% -10.7% 18.1% 12.6% 4.4% Call IV 25d 29.9% 27.3% 33.1% 27.8% 30.2% Put IV 25d 31.1% 28.6% 34.4% 30.8% 31.3% Bid-Ask Spread % 68.88 45.20 82.03 70.78 58.31 Gamma HHI 0.70 0.46 0.95 0.92 0.47 Net GEX -1.7M -2.3M -1.2M -1.2M -2.3M Net DEX 22.4M 11.8M 35.1M 15.0M 29.4M Net VEX -73.5K -85.9K -61.3K -74.8K -63.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.48 0.08 86.32 0.67 0.37 Total Volume 1,146.857 32 15,456 142 63 Total OI 40,851.238 33,116 50,663 33,116 48,449
Daily Data (21 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 2024-12-02 $19.87 $21.00 28.7% 8.2% 29.9% 20.9% 29.3% 3.0% -0.4% -1.2M 15.0M -74.8K 0.67 70.78 N/A N/A 85 57 11,054 22,062 2024-12-03 $19.80 $20.00 28.5% 8.2% 29.9% 20.4% 28.8% 3.3% -1.2% -1.3M 15.1M -74.5K 2.29 45.20 N/A N/A 211 483 11,116 22,097 2024-12-04 $20.02 $20.00 30.5% 8.8% 25.5% 25.6% 29.7% -0.9% -1.5% -1.2M 13.6M -74.3K 0.49 55.85 N/A N/A 267 130 11,266 22,541 2024-12-05 $20.09 $24.00 28.2% 8.0% 25.2% 19.7% 27.1% -1.3% 3.8% -1.2M 13.3M -74.8K 4.20 69.98 N/A N/A 46 193 11,391 22,637 2024-12-06 $19.84 $24.00 29.4% 7.9% 24.9% 22.8% 27.5% -0.2% 3.1% -1.3M 15.1M -74.3K 0.82 67.51 N/A N/A 34 28 11,394 22,625 2024-12-09 $20.27 $24.00 31.4% 8.4% 21.7% 27.9% 29.4% 0.2% 2.0% -1.2M 11.8M -70.4K 0.15 69.89 N/A N/A 133 20 11,387 22,653 2024-12-10 $19.63 $24.00 32.1% 8.1% 24.0% 29.6% 28.9% 0.5% 2.9% -1.5M 16.5M -72.1K 0.08 71.63 N/A N/A 76 6 11,412 22,657 2024-12-11 $19.54 $24.00 28.3% 8.1% 23.0% 19.9% 29.3% 1.2% 3.0% -1.5M 17.3M -70.5K 0.45 71.63 N/A N/A 22 10 11,456 22,660 2024-12-12 $19.43 $24.00 28.5% 8.2% 23.1% 20.5% 30.3% -0.1% 3.6% -1.6M 18.1M -70.4K 0.08 68.71 N/A N/A 264 21 11,466 22,666 2024-12-13 $19.05 $24.00 30.1% 8.6% 23.1% 24.6% 31.6% 1.3% 2.2% -1.4M 20.1M -69.6K 8.15 73.17 N/A N/A 89 725 11,506 22,679 2024-12-16 $18.81 $24.00 30.0% 8.6% 22.8% 24.3% 33.5% 1.3% 2.6% -1.5M 21.3M -66.2K 86.32 71.12 N/A N/A 177 15,279 11,536 22,678 2024-12-17 $18.68 $20.00 30.4% 8.7% 22.9% 25.2% 30.0% 0.7% 3.3% -2.1M 24.1M -83.9K 1.08 71.66 N/A N/A 218 235 11,689 36,366 2024-12-18 $18.24 $20.00 31.7% 9.1% 24.1% 28.5% 29.2% -0.3% 2.2% -2.1M 28.2M -82.6K 4.22 82.03 N/A N/A 89 376 11,830 36,295 2024-12-19 $17.95 $20.00 33.2% 9.5% 24.5% 32.6% 30.8% 3.6% 0.8% -2.0M 32.1M -79.8K 0.23 69.80 N/A N/A 2,618 589 11,881 36,224 2024-12-20 $18.26 $19.00 30.4% 8.7% 24.7% 25.2% 30.7% 2.7% 1.8% -2.0M 27.8M -85.9K 0.78 71.08 N/A N/A 155 121 14,150 36,513 2024-12-23 $18.13 $19.00 30.6% 8.8% 24.7% 25.9% 28.6% 4.6% 2.2% -2.1M 27.6M -77.5K 0.50 67.94 N/A N/A 123 62 13,082 35,122 2024-12-24 $18.09 $19.00 28.1% 8.1% 24.1% 19.4% 28.6% 1.7% 2.7% -2.2M 28.4M -76.1K 0.34 74.25 N/A N/A 62 21 13,111 35,158 2024-12-26 $18.04 $19.00 28.9% 8.3% 22.4% 21.5% 30.1% -0.0% 3.2% -2.2M 28.6M -70.4K 2.18 72.35 N/A N/A 28 61 13,146 35,115 2024-12-27 $17.79 $19.00 29.6% 8.5% 21.7% 23.2% 30.3% 0.2% 2.9% -2.2M 31.9M -71.0K 0.85 70.99 N/A N/A 318 269 13,178 35,170 2024-12-30 $17.60 $19.00 31.0% 8.9% 21.6% 26.8% 29.2% 1.8% 1.6% -2.2M 35.1M -61.3K 0.92 72.58 N/A N/A 167 153 13,105 35,353 2024-12-31 $17.99 $19.00 30.5% 8.8% 22.8% 25.6% 30.6% 1.1% 1.9% -2.3M 29.4M -63.0K 0.37 58.31 N/A N/A 46 17 13,180 35,269
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