HLN Options History — September 2022

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

In September 2022, HLN traded between $5.60 and $6.17. ATM implied volatility averaged 53.3%. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 14.9% (HV 20d: 38.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.78.

Notable Days

2022-09-14: Highest Volume — 848 contracts
2022-09-14: Largest IV drop — 72.7% change
2022-09-12: Largest Expected Move — 22.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.96	$5.60	$6.17	$5.82	$6.10
Max Pain	$5.24	$5.00	$7.50	$7.50	$5.00
ATM IV	53.3%	30.7%	121.8%	52.6%	42.4%
Expected Move	13.3%	8.8%	22.4%	15.1%	12.2%
HV 20d	38.4%	34.1%	41.6%	39.0%	39.3%
Term Structure	-5.4%	-70.3%	19.7%	-17.8%	8.8%
VWIV	54.1%	30.6%	123.4%	49.5%	43.0%
Skew 25d	11.9%	-26.1%	42.9%	-1.8%	11.6%
Skew 10d	15.0%	-3.2%	43.0%	-3.2%	10.5%
Call IV 25d	34.8%	24.0%	68.3%	50.2%	35.3%
Put IV 25d	46.7%	30.9%	76.4%	48.4%	46.9%
Bid-Ask Spread %	46.14	9.43	98.63	48.23	9.43
Gamma HHI	0.82	0.70	0.92	0.85	0.85
Net GEX	21.1K	13.2K	26.6K	18.0K	26.2K
Net DEX	-532.1K	-705.9K	-274.4K	-419.1K	-650.9K
Net VEX	-5.3K	-6.0K	-4.0K	-5.1K	-5.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.02	3.88	3.04	0.95
Total Volume	344.476	64	848	275	488
Total OI	6,190.381	5,385	6,808	5,385	6,808

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 Vol	Put Vol	Call OI	Put OI
2022-09-01	$5.82	$7.50	52.6%	15.1%	0.0%	0.0%	49.5%	-1.8%	-17.8%	18.0K	-419.1K	-5.1K	3.04	48.23	68	207	4,352	1,033
2022-09-02	$5.60	$7.50	71.5%	20.5%	0.0%	0.0%	101.2%	-26.1%	-70.3%	13.2K	-274.4K	-4.7K	0.25	78.48	269	66	4,374	1,235
2022-09-06	$5.81	$5.00	60.7%	14.2%	0.0%	0.0%	55.6%	35.6%	9.0%	17.4K	-435.3K	-5.3K	1.75	98.63	206	361	4,545	1,289
2022-09-07	$5.85	$5.00	66.8%	15.7%	0.0%	0.0%	54.7%	21.5%	-0.3%	18.1K	-472.5K	-5.4K	1.22	68.58	236	289	4,592	1,289
2022-09-08	$6.02	$5.00	57.0%	15.6%	0.0%	0.0%	0.0%	23.6%	1.4%	19.8K	-552.7K	-5.7K	0.31	65.39	175	54	4,551	1,326
2022-09-09	$5.98	$5.00	77.8%	12.3%	0.0%	0.0%	42.8%	24.9%	19.7%	19.9K	-551.2K	-5.7K	0.15	62.73	78	12	4,586	1,350
2022-09-12	$6.17	$5.00	87.6%	22.4%	39.0%	0.0%	123.4%	22.5%	-69.7%	22.2K	-642.5K	-6.0K	0.06	86.82	464	30	4,616	1,343
2022-09-13	$6.00	$5.00	121.8%	14.2%	39.4%	0.0%	73.5%	5.8%	-18.7%	21.1K	-556.9K	-5.6K	0.43	69.66	252	109	4,846	1,309
2022-09-14	$6.13	$5.00	33.3%	9.5%	39.1%	0.0%	0.0%	12.4%	18.0%	24.0K	-620.5K	-5.5K	0.05	50.29	808	40	4,803	1,306
2022-09-15	$5.96	$5.00	32.0%	9.2%	39.5%	0.0%	30.7%	7.1%	5.1%	22.3K	-561.3K	-5.5K	3.88	48.70	16	62	5,110	1,294
2022-09-16	$5.90	$5.00	31.9%	9.1%	38.5%	0.0%	30.6%	5.7%	2.7%	19.6K	-480.7K	-5.0K	0.58	11.90	277	161	5,115	1,349
2022-09-19	$5.92	$5.00	32.7%	9.4%	37.5%	0.0%	34.3%	7.4%	12.5%	20.9K	-536.8K	-5.1K	0.02	32.73	148	3	4,835	1,286
2022-09-20	$5.97	$5.00	30.7%	8.8%	35.6%	0.0%	35.1%	0.2%	4.3%	21.3K	-492.6K	-4.8K	0.53	14.07	96	51	4,862	1,289
2022-09-21	$5.92	$5.00	39.1%	11.2%	34.1%	0.0%	0.0%	0.4%	5.9%	17.9K	-332.1K	-4.0K	0.02	11.63	63	1	4,931	1,340
2022-09-22	$6.09	$5.00	39.4%	11.3%	35.9%	0.0%	0.0%	5.8%	-8.9%	25.9K	-651.3K	-5.4K	0.05	26.80	192	10	4,974	1,334
2022-09-23	$5.91	$5.00	54.2%	15.5%	37.3%	0.0%	0.0%	21.3%	-4.6%	20.5K	-526.0K	-5.2K	0.16	23.45	250	40	4,994	1,334
2022-09-26	$6.06	$5.00	62.5%	17.9%	38.4%	0.0%	75.2%	42.9%	0.2%	25.6K	-649.9K	-5.8K	0.68	43.94	228	155	5,143	1,374
2022-09-27	$5.84	$5.00	50.1%	14.4%	39.9%	0.0%	36.8%	-1.5%	-14.8%	20.1K	-484.9K	-5.2K	0.65	47.65	214	140	5,190	1,409
2022-09-28	$6.00	$5.00	38.4%	11.0%	41.2%	0.0%	39.6%	28.3%	13.3%	23.3K	-577.2K	-5.3K	0.70	60.35	225	158	5,203	1,423
2022-09-29	$6.11	$5.00	37.0%	10.6%	41.6%	0.0%	40.3%	1.5%	-9.8%	26.6K	-705.9K	-5.8K	0.81	9.57	294	238	5,213	1,443
2022-09-30	$6.10	$5.00	42.4%	12.2%	39.3%	0.0%	43.0%	11.6%	8.8%	26.2K	-650.9K	-5.5K	0.95	9.43	250	238	5,255	1,553