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Huntsman Corporation HUN

BASIC MATERIALS · CHEMICALS
i

Market dataready · fetched 2026-11-12T02:59:25.366Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002089506Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:59:24.951328+00:00

Share price$9.78
1D+2.4%
AH$9.49$9.58$9.67$9.76$9.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHUN
Sold putSold callAH

Huntsman Corporation options

Live interpolated HUN call and put midpoint premiums by absolute delta.Huntsman Corporation$0.08$0.38$0.67$0.96$1.25$8.58$9.15$9.73$10.30$10.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HUN spot · $9.78HUN PRICE$0.12$0.14$0.15$0.16$0.19$0.25$0.32$0.38$0.45$0.51$0.58$0.64$0.71$0.11$0.15$0.19$0.23$0.27$0.31$0.35$0.39$0.45$0.63$0.81$0.99$1.17
PutsCheap0.89×
CallsFair0.95×
SkewBearish+2.39 pp
Implied moveBearish±$0.67
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.03106.5%24.3%9.0462.0%8.7%
25Δ11.4989.8%18.9%9.1660.4%7.9%
30Δ10.9673.1%13.6%9.2958.9%7.0%
35Δ10.4256.4%8.3%9.4157.3%6.2%
40Δ9.9843.2%4.0%9.5355.8%5.3%
45Δ9.8843.3%3.6%9.6554.2%4.5%
50Δ9.7843.4%3.3%9.7852.7%3.6%
55Δ9.6843.5%2.9%9.9051.1%2.8%
60Δ9.5843.7%2.5%10.0350.6%2.1%
65Δ9.4843.8%2.2%10.2455.0%1.8%
70Δ9.3843.9%1.8%10.4459.5%1.5%
75Δ9.2844.0%1.5%10.6564.0%1.3%
80Δ9.1844.2%1.1%10.8568.4%1.0%

20Δ

Calls
Pseudo strike
12.03
IV
106.5%
B/E move
24.3%
Puts
Pseudo strike
9.04
IV
62.0%
B/E move
8.7%

25Δ

Calls
Pseudo strike
11.49
IV
89.8%
B/E move
18.9%
Puts
Pseudo strike
9.16
IV
60.4%
B/E move
7.9%

30Δ

Calls
Pseudo strike
10.96
IV
73.1%
B/E move
13.6%
Puts
Pseudo strike
9.29
IV
58.9%
B/E move
7.0%

35Δ

Calls
Pseudo strike
10.42
IV
56.4%
B/E move
8.3%
Puts
Pseudo strike
9.41
IV
57.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
9.98
IV
43.2%
B/E move
4.0%
Puts
Pseudo strike
9.53
IV
55.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
9.88
IV
43.3%
B/E move
3.6%
Puts
Pseudo strike
9.65
IV
54.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
9.78
IV
43.4%
B/E move
3.3%
Puts
Pseudo strike
9.78
IV
52.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
9.68
IV
43.5%
B/E move
2.9%
Puts
Pseudo strike
9.90
IV
51.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
9.58
IV
43.7%
B/E move
2.5%
Puts
Pseudo strike
10.03
IV
50.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
9.48
IV
43.8%
B/E move
2.2%
Puts
Pseudo strike
10.24
IV
55.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
9.38
IV
43.9%
B/E move
1.8%
Puts
Pseudo strike
10.44
IV
59.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
9.28
IV
44.0%
B/E move
1.5%
Puts
Pseudo strike
10.65
IV
64.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
9.18
IV
44.2%
B/E move
1.1%
Puts
Pseudo strike
10.85
IV
68.4%
B/E move
1.0%

Options history

IV · four-Friday blend48.57%
Daily EOD
HUN48.0%49.5%51.0%2026-10-19: 48.97%2026-10-20: 49.64%2026-10-21: 48.79%2026-10-22: 49.21%2026-10-23: 48.71%2026-10-26: 50.77%2026-10-27: 48.90%2026-10-28: 48.21%2026-10-29: 49.13%2026-10-30: 48.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.97%
49.64%
48.79%
49.21%
48.71%
50.77%
48.90%
48.21%
49.13%
48.57%