HLN Options History — November 2022

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

In November 2022, HLN traded between $6.08 and $6.95. ATM implied volatility averaged 35.2%. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 15.1% (HV 20d: 20.1%). 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 13 of 21 days. Put/call ratio averaged 0.56.

Notable Days

2022-11-11: Highest Volume — 769 contracts
2022-11-25: Largest IV spike — 61.9% change
2022-11-07: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.61	$6.08	$6.95	$6.13	$6.92
Max Pain	$5.36	$5.00	$7.50	$5.00	$5.00
ATM IV	35.2%	18.4%	76.3%	40.6%	21.1%
Expected Move	9.3%	5.3%	13.6%	11.6%	6.0%
HV 20d	20.1%	18.8%	21.6%	21.5%	21.6%
HV 60d	29.8%	26.7%	31.3%	31.3%	26.7%
Term Structure	3.8%	-16.5%	18.6%	-2.8%	7.9%
VWIV	39.9%	21.8%	64.9%	49.5%	23.0%
Skew 25d	14.9%	-12.7%	74.7%	8.2%	10.6%
Skew 10d	19.1%	-2.6%	97.5%	4.8%	11.5%
Call IV 25d	44.6%	27.2%	223.3%	37.8%	27.2%
Put IV 25d	59.5%	29.8%	210.7%	46.0%	37.8%
Bid-Ask Spread %	36.32	6.65	85.18	15.32	20.55
Gamma HHI	0.88	0.78	0.94	0.81	0.93
Net GEX	42.2K	22.8K	66.1K	23.9K	58.6K
Net DEX	-960.3K	-1.3M	-589.5K	-603.5K	-1.2M
Net VEX	-5.2K	-5.8K	-4.5K	-4.8K	-5.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.00	2.37	0.34	0.08
Total Volume	322.048	83	769	348	144
Total OI	7,051.619	5,903	7,884	7,287	6,177

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
2022-11-01	$6.13	$5.00	40.6%	11.6%	21.5%	0.0%	49.5%	8.2%	-2.8%	23.9K	-603.5K	-4.8K	0.34	15.32	259	89	5,950	1,337
2022-11-02	$6.08	$5.00	44.9%	12.9%	21.0%	0.0%	54.8%	5.5%	-16.5%	22.8K	-589.5K	-4.9K	1.00	28.28	93	93	5,976	1,338
2022-11-03	$6.12	$5.00	44.0%	10.3%	21.0%	0.0%	31.7%	10.4%	13.7%	23.9K	-613.4K	-4.8K	1.48	59.18	63	93	5,976	1,319
2022-11-04	$6.25	$5.00	45.2%	10.6%	19.3%	0.0%	41.1%	14.7%	-3.2%	26.5K	-651.0K	-4.8K	0.23	57.79	587	134	5,976	1,319
2022-11-07	$6.41	$5.00	59.9%	13.6%	19.4%	0.0%	44.3%	21.5%	13.6%	36.2K	-811.7K	-4.5K	0.67	58.09	196	132	6,169	1,320
2022-11-08	$6.32	$5.00	76.3%	12.7%	20.0%	0.0%	64.9%	22.6%	15.1%	30.7K	-808.2K	-4.9K	2.37	69.28	49	116	6,167	1,301
2022-11-09	$6.38	$5.00	32.6%	9.3%	19.6%	0.0%	44.2%	11.5%	15.1%	29.6K	-696.9K	-4.6K	0.32	28.86	344	110	6,166	1,322
2022-11-10	$6.52	$7.50	37.8%	10.8%	20.5%	0.0%	43.9%	21.4%	-10.1%	32.8K	-768.1K	-4.6K	0.44	11.46	290	127	6,214	1,325
2022-11-11	$6.51	$7.50	28.6%	8.2%	20.4%	0.0%	38.4%	-12.7%	14.8%	33.6K	-937.0K	-4.8K	0.20	53.67	642	127	6,337	1,325
2022-11-14	$6.64	$7.50	39.1%	11.2%	21.2%	0.0%	38.8%	-4.8%	0.3%	36.1K	-1.1M	-5.3K	0.86	27.05	147	127	6,336	1,312
2022-11-15	$6.67	$5.00	29.2%	8.4%	21.2%	0.0%	40.8%	-1.4%	13.5%	39.8K	-1.0M	-4.9K	0.55	85.18	214	118	6,372	1,312
2022-11-16	$6.81	$5.00	23.0%	6.6%	19.8%	0.0%	30.4%	12.1%	18.6%	42.1K	-1.2M	-5.5K	0.34	19.48	348	118	6,396	1,313
2022-11-17	$6.85	$5.00	30.2%	8.7%	19.8%	0.0%	35.0%	74.7%	0.3%	49.6K	-1.3M	-5.4K	0.78	51.67	151	118	6,532	1,314
2022-11-18	$6.83	$5.00	28.7%	8.2%	19.8%	0.0%	34.4%	33.8%	-4.7%	49.0K	-1.2M	-5.4K	0.53	7.71	222	118	6,570	1,314
2022-11-21	$6.86	$5.00	27.9%	8.0%	19.4%	0.0%	28.8%	2.5%	-3.4%	51.8K	-982.5K	-5.3K	0.60	6.94	175	105	4,948	955
2022-11-22	$6.89	$5.00	29.5%	8.5%	19.2%	0.0%	34.7%	36.5%	-9.3%	56.9K	-1.1M	-5.6K	0.24	51.65	356	85	5,014	955
2022-11-23	$6.95	$5.00	18.4%	5.3%	19.0%	0.0%	21.8%	13.8%	12.6%	58.5K	-1.2M	-5.8K	0.33	21.63	285	95	5,057	945
2022-11-25	$6.95	$5.00	29.9%	8.6%	18.9%	0.0%	0.0%	17.7%	-11.9%	66.1K	-1.3M	-5.8K	0.00	74.31	83	0	5,216	920
2022-11-28	$6.95	$5.00	28.3%	8.1%	18.8%	0.0%	0.0%	8.7%	6.3%	64.5K	-1.2M	-5.6K	0.42	8.02	71	30	5,201	920
2022-11-29	$6.76	$5.00	23.6%	6.8%	20.9%	0.0%	58.3%	6.0%	8.9%	53.7K	-1.0M	-5.5K	0.00	6.65	109	0	5,253	915
2022-11-30	$6.92	$5.00	21.1%	6.0%	21.6%	0.0%	23.0%	10.6%	7.9%	58.6K	-1.2M	-5.8K	0.08	20.55	133	11	5,262	915