HLN Options History — October 2022

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

In October 2022, HLN traded between $5.96 and $6.35. ATM implied volatility averaged 45.3%. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 15.2% (HV 20d: 30.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.78.

Notable Days

2022-10-24: Highest Volume — 628 contracts
2022-10-12: Largest IV drop — 49.8% change
2022-10-13: Largest Expected Move — 14.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.12	$5.96	$6.35	$6.15	$6.15
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	45.3%	34.8%	84.6%	47.3%	42.2%
Expected Move	11.7%	8.7%	14.8%	13.6%	12.1%
HV 20d	30.2%	21.5%	36.3%	36.3%	22.7%
HV 60d	32.2%	31.6%	33.0%	33.0%	31.6%
Term Structure	28.7%	-13.0%	278.0%	7.9%	-4.6%
VWIV	47.5%	30.5%	85.1%	48.1%	55.9%
Skew 25d	10.3%	-16.8%	29.5%	14.4%	17.6%
Skew 10d	10.5%	-18.6%	33.8%	13.3%	9.1%
Call IV 25d	33.1%	27.5%	46.6%	37.9%	37.5%
Put IV 25d	43.4%	29.8%	58.9%	52.3%	55.1%
Bid-Ask Spread %	22.38	8.06	46.72	11.13	30.65
Gamma HHI	0.82	0.77	0.87	0.85	0.82
Net GEX	25.0K	18.0K	33.6K	27.6K	25.1K
Net DEX	-651.4K	-873.0K	-523.3K	-687.2K	-604.1K
Net VEX	-5.2K	-6.2K	-4.6K	-5.7K	-4.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.14	3.40	3.40	0.23
Total Volume	370.19	191	628	308	500
Total OI	7,087.619	6,805	7,434	6,805	7,321

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
2022-10-03	$6.15	$5.00	47.3%	13.6%	36.3%	0.0%	48.1%	14.4%	7.9%	27.6K	-687.2K	-5.7K	3.40	11.13	70	238	5,252	1,553
2022-10-04	$6.27	$5.00	44.7%	12.8%	34.7%	0.0%	52.0%	16.3%	-13.0%	27.3K	-697.2K	-5.2K	0.51	8.06	347	178	5,252	1,553
2022-10-05	$6.35	$5.00	43.0%	12.3%	34.8%	0.0%	55.3%	16.3%	13.1%	33.6K	-873.0K	-6.1K	0.61	17.04	291	178	5,424	1,503
2022-10-06	$6.28	$5.00	50.8%	12.8%	34.0%	0.0%	46.5%	-16.8%	-4.7%	32.0K	-835.4K	-6.2K	0.51	46.72	312	158	5,492	1,503
2022-10-07	$6.09	$5.00	61.0%	10.0%	35.8%	0.0%	30.5%	1.9%	12.2%	22.1K	-622.3K	-5.3K	0.43	44.13	336	145	5,423	1,507
2022-10-10	$5.97	$5.00	58.1%	8.7%	34.7%	0.0%	31.6%	3.5%	14.4%	18.0K	-547.6K	-4.6K	0.66	10.23	221	145	5,440	1,524
2022-10-11	$6.05	$5.00	84.6%	13.8%	33.6%	0.0%	50.7%	23.9%	10.3%	25.4K	-653.1K	-5.5K	0.96	13.65	184	176	5,442	1,524
2022-10-12	$5.99	$5.00	42.5%	12.2%	32.8%	0.0%	35.9%	0.5%	-7.9%	23.6K	-572.4K	-5.1K	1.15	8.28	156	180	5,495	1,524
2022-10-13	$6.06	$5.00	51.7%	14.8%	31.5%	0.0%	54.4%	26.8%	6.5%	25.5K	-644.5K	-5.4K	1.43	14.62	106	152	5,489	1,524
2022-10-14	$6.04	$5.00	50.4%	14.5%	31.3%	0.0%	46.0%	26.6%	5.8%	25.1K	-646.4K	-5.4K	1.40	14.09	91	127	5,491	1,524
2022-10-17	$6.07	$5.00	34.8%	10.0%	31.3%	0.0%	42.0%	0.1%	2.8%	20.5K	-585.6K	-4.7K	0.79	21.38	162	128	5,491	1,527
2022-10-18	$6.08	$5.00	43.4%	12.5%	31.2%	0.0%	47.0%	5.5%	-6.2%	26.0K	-612.5K	-5.2K	0.58	29.81	236	138	5,602	1,548
2022-10-19	$5.96	$5.00	35.2%	10.1%	31.9%	0.0%	38.7%	6.5%	6.0%	19.1K	-523.3K	-4.6K	0.75	23.26	165	123	5,656	1,548
2022-10-20	$6.01	$5.00	35.8%	10.3%	30.3%	0.0%	44.7%	0.1%	278.0%	20.2K	-544.6K	-4.6K	0.38	30.81	268	101	5,767	1,557
2022-10-21	$6.10	$5.00	36.4%	10.4%	28.7%	0.0%	39.8%	10.5%	4.7%	22.8K	-604.0K	-5.0K	1.12	19.15	90	101	5,877	1,557
2022-10-24	$6.20	$5.00	36.7%	10.5%	27.9%	0.0%	85.1%	29.5%	32.4%	24.7K	-682.0K	-5.2K	0.14	43.33	551	77	5,560	1,306
2022-10-25	$6.18	$5.00	38.4%	11.0%	24.1%	0.0%	41.8%	2.9%	262.0%	28.3K	-712.1K	-5.5K	0.28	34.78	272	77	5,976	1,307
2022-10-26	$6.17	$5.00	36.0%	10.3%	22.4%	0.0%	45.9%	6.5%	4.2%	25.1K	-672.5K	-5.3K	0.33	13.67	235	77	5,963	1,307
2022-10-27	$6.16	$5.00	37.8%	10.8%	21.5%	0.0%	48.0%	6.6%	-10.1%	24.9K	-662.7K	-5.2K	0.35	17.06	218	77	5,958	1,307
2022-10-28	$6.25	$5.00	41.2%	11.8%	22.0%	0.0%	58.0%	16.8%	-11.9%	28.1K	-698.0K	-5.3K	0.42	18.22	272	115	5,959	1,307
2022-10-31	$6.15	$5.00	42.2%	12.1%	22.7%	0.0%	55.9%	17.6%	-4.6%	25.1K	-604.1K	-4.9K	0.23	30.65	405	95	5,984	1,337