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Huntsman Corporation HUN

BASIC MATERIALS · CHEMICALS
i

Market dataready · fetched 2026-10-24T04:29:32.258Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T23:00:00.002239325Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:32.119833+00:00

Share price$8.80
1D+1.6%
AH$8.53$8.65$8.77$8.88$9.005:30 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$0.07$0.56$1.06$1.55$2.05$7.18$8.01$8.83$9.65$10.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HUN spot · $8.80HUN PRICE$0.12$0.17$0.23$0.28$0.33$0.38$0.47$0.60$0.72$0.84$0.96$1.15$1.91$0.15$0.20$0.27$0.34$0.40$0.47$0.54$0.62$0.74$0.87$0.99$1.11$1.23
PutsCheap0.93×
CallsExpensive1.07×
SkewBullish-6.25 pp
Implied moveBearish±$1.01
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.9246.6%14.1%7.8155.9%12.9%
25Δ9.7547.3%12.8%8.1249.2%10.0%
30Δ9.5847.9%11.4%8.2849.4%9.0%
35Δ9.4148.5%10.1%8.4449.5%7.9%
40Δ9.2449.1%8.7%8.5949.7%6.9%
45Δ9.0749.8%7.4%8.7549.9%5.9%
50Δ8.8951.4%6.4%8.9150.0%4.9%
55Δ8.7153.8%5.7%9.0749.9%4.0%
60Δ8.5356.1%5.1%9.2449.4%3.4%
65Δ8.3558.5%4.4%9.4148.8%2.8%
70Δ8.1660.8%3.7%9.5948.3%2.3%
75Δ7.9265.4%3.1%9.7647.8%1.7%
80Δ7.1391.0%2.7%9.9347.2%1.1%

20Δ

Calls
Pseudo strike
9.92
IV
46.6%
B/E move
14.1%
Puts
Pseudo strike
7.81
IV
55.9%
B/E move
12.9%

25Δ

Calls
Pseudo strike
9.75
IV
47.3%
B/E move
12.8%
Puts
Pseudo strike
8.12
IV
49.2%
B/E move
10.0%

30Δ

Calls
Pseudo strike
9.58
IV
47.9%
B/E move
11.4%
Puts
Pseudo strike
8.28
IV
49.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
9.41
IV
48.5%
B/E move
10.1%
Puts
Pseudo strike
8.44
IV
49.5%
B/E move
7.9%

40Δ

Calls
Pseudo strike
9.24
IV
49.1%
B/E move
8.7%
Puts
Pseudo strike
8.59
IV
49.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
9.07
IV
49.8%
B/E move
7.4%
Puts
Pseudo strike
8.75
IV
49.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
8.89
IV
51.4%
B/E move
6.4%
Puts
Pseudo strike
8.91
IV
50.0%
B/E move
4.9%

55Δ

Calls
Pseudo strike
8.71
IV
53.8%
B/E move
5.7%
Puts
Pseudo strike
9.07
IV
49.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
8.53
IV
56.1%
B/E move
5.1%
Puts
Pseudo strike
9.24
IV
49.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
8.35
IV
58.5%
B/E move
4.4%
Puts
Pseudo strike
9.41
IV
48.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
8.16
IV
60.8%
B/E move
3.7%
Puts
Pseudo strike
9.59
IV
48.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
7.92
IV
65.4%
B/E move
3.1%
Puts
Pseudo strike
9.76
IV
47.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
7.13
IV
91.0%
B/E move
2.7%
Puts
Pseudo strike
9.93
IV
47.2%
B/E move
1.1%

Options history

No recorded observations