HLN Options History — August 2022

Name: HLN Options Analytics - August 2022
Creator: Options Analysis Suite

In August 2022, HLN traded between $6.01 and $6.37. ATM implied volatility averaged 49.9%. The 30-day expected move averaged 14.3%. Max pain ranged from $5.00 to $7.50. Net GEX was positive for 9 of 9 trading days. Term structure was in contango for 6 of 9 days. Put/call ratio averaged 0.29.

Notable Days

2022-08-22: Highest Volume — 1,558 contracts
2022-08-29: Largest IV spike — 134.8% change
2022-08-29: Largest Expected Move — 29.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.18	$6.01	$6.37	$6.01	$6.03
Max Pain	$6.94	$5.00	$7.50	$5.00	$7.50
ATM IV	49.9%	30.8%	101.9%	51.7%	64.5%
Expected Move	14.3%	8.8%	29.2%	14.8%	18.5%
Term Structure	-1.6%	-87.2%	86.9%	86.9%	-59.8%
VWIV	52.4%	36.0%	94.4%	46.1%	94.4%
Skew 25d	11.7%	-5.8%	37.4%	21.8%	2.9%
Skew 10d	12.8%	-1.6%	29.1%	26.3%	-1.6%
Call IV 25d	46.4%	31.0%	110.3%	37.7%	51.4%
Put IV 25d	58.1%	36.6%	132.2%	59.6%	54.3%
Bid-Ask Spread %	46.20	17.46	85.30	38.69	45.50
Gamma HHI	0.86	0.81	0.95	0.85	0.84
Net GEX	17.6K	8.6K	22.7K	8.6K	20.6K
Net DEX	-463.1K	-615.1K	-147.1K	-147.1K	-527.4K
Net VEX	-4.6K	-5.8K	-2.1K	-2.1K	-5.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.03	0.47	0.42	0.34
Total Volume	560.111	101	1,558	450	450
Total OI	4,294.556	2,459	5,263	3,135	5,263

Daily Data (9 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 Vol	Put Vol	Call OI	Put OI
2022-08-19	$6.01	$5.00	51.7%	14.8%	0.0%	0.0%	46.1%	21.8%	86.9%	8.6K	-147.1K	-2.1K	0.42	38.69	318	132	2,558	577
2022-08-22	$6.21	$5.00	36.2%	10.4%	0.0%	0.0%	36.0%	21.9%	14.7%	9.7K	-301.9K	-2.9K	0.18	37.17	1,318	240	2,014	445
2022-08-23	$6.37	$7.50	30.8%	8.8%	0.0%	0.0%	36.3%	5.6%	24.2%	16.8K	-477.3K	-4.0K	0.24	26.78	759	179	2,822	668
2022-08-24	$6.33	$7.50	42.2%	12.1%	0.0%	0.0%	57.2%	10.3%	10.8%	19.4K	-485.3K	-4.6K	0.47	65.80	531	249	3,321	809
2022-08-25	$6.28	$7.50	39.7%	11.4%	0.0%	0.0%	50.6%	9.0%	12.4%	19.9K	-534.6K	-5.2K	0.03	17.46	416	12	3,763	929
2022-08-26	$6.21	$7.50	43.4%	12.4%	0.0%	0.0%	46.0%	2.1%	-16.3%	22.7K	-615.1K	-5.8K	0.29	34.25	78	23	4,150	940
2022-08-29	$6.08	$7.50	101.9%	29.2%	0.0%	0.0%	0.0%	-5.8%	-87.2%	22.1K	-576.4K	-5.7K	0.44	64.86	129	57	4,165	971
2022-08-30	$6.09	$7.50	38.5%	11.0%	0.0%	0.0%	0.0%	37.4%	0.2%	18.7K	-502.7K	-5.4K	0.21	85.30	124	26	4,242	1,014
2022-08-31	$6.03	$7.50	64.5%	18.5%	0.0%	0.0%	94.4%	2.9%	-59.8%	20.6K	-527.4K	-5.7K	0.34	45.50	336	114	4,243	1,020