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Huntsman Corporation HUN

i

Market datapartial · fetched 2026-11-04T06:28:02.535Z

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 · 2026-11-04T00:00:00.00233337Z

FundamentalsAlpha Vantage · unavailable

Share price$9.55
1D-3.5%
AH$9.48$9.59$9.71$9.82$9.935:30 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$0.11$0.42$0.73$1.04$1.35$7.75$8.63$9.52$10.40$11.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HUN spot · $9.55HUN PRICE$0.15$0.18$0.22$0.26$0.32$0.42$0.51$0.61$0.71$0.80$0.92$1.09$1.26$0.15$0.17$0.21$0.26$0.31$0.36$0.42$0.47$0.52$0.57
Puts——
CallsFair0.96×
Skew——
Implied moveBullish±$0.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.3071.1%19.8%8.4967.1%12.6%
25Δ10.9366.9%16.3%8.8855.0%8.8%
30Δ10.5662.7%12.9%9.0850.3%7.1%
35Δ10.1958.5%9.4%9.2049.2%6.4%
40Δ9.9257.5%7.3%9.3248.1%5.6%
45Δ9.7659.8%6.6%9.4546.9%4.9%
50Δ9.6062.1%5.9%9.5745.8%4.2%
55Δ9.4464.4%5.2%9.6944.7%3.4%
60Δ9.2866.7%4.6%9.8143.5%2.7%
65Δ9.1269.0%3.9%9.9342.4%2.0%
70Δ8.9470.5%3.2%
75Δ8.7169.9%2.7%
80Δ8.4969.2%2.1%

20Δ

Calls
Pseudo strike
11.30
IV
71.1%
B/E move
19.8%
Puts
Pseudo strike
8.49
IV
67.1%
B/E move
12.6%

25Δ

Calls
Pseudo strike
10.93
IV
66.9%
B/E move
16.3%
Puts
Pseudo strike
8.88
IV
55.0%
B/E move
8.8%

30Δ

Calls
Pseudo strike
10.56
IV
62.7%
B/E move
12.9%
Puts
Pseudo strike
9.08
IV
50.3%
B/E move
7.1%

35Δ

Calls
Pseudo strike
10.19
IV
58.5%
B/E move
9.4%
Puts
Pseudo strike
9.20
IV
49.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
9.92
IV
57.5%
B/E move
7.3%
Puts
Pseudo strike
9.32
IV
48.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
9.76
IV
59.8%
B/E move
6.6%
Puts
Pseudo strike
9.45
IV
46.9%
B/E move
4.9%

50Δ

Calls
Pseudo strike
9.60
IV
62.1%
B/E move
5.9%
Puts
Pseudo strike
9.57
IV
45.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
9.44
IV
64.4%
B/E move
5.2%
Puts
Pseudo strike
9.69
IV
44.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
9.28
IV
66.7%
B/E move
4.6%
Puts
Pseudo strike
9.81
IV
43.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
9.12
IV
69.0%
B/E move
3.9%
Puts
Pseudo strike
9.93
IV
42.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
8.94
IV
70.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.71
IV
69.9%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.49
IV
69.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

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%