HLN Options History — December 2022

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

In December 2022, HLN traded between $7.06 and $8.04. ATM implied volatility averaged 35.2%. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 0.4% (HV 20d: 35.5%). 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 16 of 21 days. Put/call ratio averaged 0.32.

Notable Days

2022-12-06: Highest Volume — 2,586 contracts
2022-12-02: Largest IV spike — 106.6% change
2022-12-02: Largest Expected Move — 14.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.69	$7.06	$8.04	$7.06	$8.02
Max Pain	$7.02	$5.00	$7.50	$5.00	$7.50
ATM IV	35.2%	20.3%	69.0%	25.1%	20.3%
Expected Move	9.5%	5.8%	14.9%	7.2%	5.8%
HV 20d	35.5%	21.1%	39.8%	21.5%	37.3%
HV 60d	29.1%	26.3%	31.5%	26.9%	28.0%
Term Structure	3.6%	-2.3%	15.6%	15.6%	15.4%
VWIV	37.7%	20.9%	97.3%	68.1%	20.9%
Skew 25d	9.5%	-24.1%	31.6%	31.6%	-24.1%
Skew 10d	27.5%	-43.1%	62.1%	44.2%	-43.1%
Call IV 25d	32.2%	27.6%	58.1%	31.8%	58.1%
Put IV 25d	41.7%	33.5%	63.4%	63.4%	34.0%
Bid-Ask Spread %	44.10	12.59	68.21	22.86	12.59
Gamma HHI	0.83	0.73	0.92	0.91	0.74
Net GEX	87.3K	68.3K	122.6K	68.3K	79.7K
Net DEX	-2.5M	-3.1M	-1.4M	-1.4M	-3.0M
Net VEX	-7.1K	-7.7K	-5.9K	-5.9K	-7.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.00	1.17	0.02	0.76
Total Volume	373.048	30	2,586	624	258
Total OI	7,386.476	6,271	8,067	6,271	7,621

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
2022-12-01	$7.06	$5.00	25.1%	7.2%	21.5%	0.0%	68.1%	31.6%	15.6%	68.3K	-1.4M	-5.9K	0.02	22.86	614	10	5,345	926
2022-12-02	$7.13	$5.00	52.0%	14.9%	21.5%	0.0%	97.3%	11.3%	12.0%	76.2K	-1.5M	-6.5K	1.17	37.96	35	41	5,620	919
2022-12-05	$7.13	$5.00	38.3%	6.7%	21.1%	0.0%	27.5%	5.2%	3.2%	76.8K	-1.5M	-6.5K	0.04	63.37	129	5	5,642	959
2022-12-06	$7.64	$5.00	69.0%	10.0%	30.0%	0.0%	35.0%	10.4%	-2.3%	78.4K	-2.3M	-7.2K	0.03	41.74	2,510	76	5,629	964
2022-12-07	$7.31	$7.50	37.7%	10.0%	34.6%	0.0%	34.8%	20.6%	-0.8%	103.8K	-1.9M	-7.3K	0.19	49.56	462	86	6,426	1,037
2022-12-08	$7.71	$7.50	35.1%	9.7%	38.3%	0.0%	33.8%	10.3%	1.0%	111.4K	-2.7M	-7.6K	0.18	44.30	662	120	6,594	1,121
2022-12-09	$7.74	$7.50	24.3%	8.8%	38.1%	0.0%	30.9%	8.7%	1.7%	122.6K	-2.9M	-7.3K	0.72	51.80	95	68	6,668	1,117
2022-12-12	$7.80	$7.50	33.9%	10.0%	37.9%	0.0%	34.7%	10.0%	-0.1%	109.2K	-3.0M	-7.3K	0.12	42.83	253	31	6,660	1,173
2022-12-13	$7.86	$7.50	29.7%	8.9%	37.7%	0.0%	31.2%	1.3%	5.2%	83.0K	-3.1M	-7.0K	0.27	67.85	229	62	6,605	1,204
2022-12-14	$7.86	$7.50	33.1%	9.5%	37.8%	0.0%	0.0%	16.6%	4.7%	94.2K	-3.0M	-7.7K	0.07	68.21	85	6	6,785	1,266
2022-12-15	$7.75	$7.50	32.4%	9.3%	38.2%	0.0%	32.4%	24.6%	3.0%	104.9K	-2.8M	-7.4K	0.00	46.93	78	0	6,777	1,272
2022-12-16	$7.58	$7.50	31.9%	9.1%	39.6%	0.0%	32.0%	28.9%	1.7%	83.3K	-2.8M	-7.2K	0.17	53.40	101	17	6,794	1,273
2022-12-19	$7.64	$7.50	35.7%	10.2%	39.5%	0.0%	35.8%	7.5%	1.3%	76.3K	-2.2M	-7.0K	0.47	29.28	36	17	5,807	1,238
2022-12-20	$7.71	$7.50	33.8%	9.7%	39.5%	0.0%	33.8%	7.0%	0.1%	81.1K	-2.3M	-7.0K	0.74	38.00	113	84	5,836	1,254
2022-12-21	$7.79	$7.50	32.1%	9.2%	39.5%	0.0%	32.0%	5.1%	0.9%	83.0K	-2.5M	-7.1K	0.06	41.75	93	6	5,910	1,293
2022-12-22	$7.88	$7.50	35.7%	10.2%	39.6%	0.0%	35.7%	6.4%	-0.2%	78.8K	-2.6M	-7.1K	0.18	49.73	405	72	5,936	1,295
2022-12-23	$8.00	$7.50	31.7%	9.1%	39.6%	0.0%	30.2%	5.9%	9.0%	78.9K	-2.8M	-7.4K	0.42	42.60	381	159	6,059	1,331
2022-12-27	$7.95	$7.50	37.0%	10.6%	39.8%	0.0%	37.0%	5.4%	-0.2%	80.0K	-2.8M	-7.5K	0.07	40.95	28	2	6,203	1,365
2022-12-28	$7.94	$7.50	34.1%	9.8%	37.8%	0.0%	34.0%	1.5%	3.4%	82.0K	-2.7M	-7.5K	0.31	57.21	93	29	6,216	1,367
2022-12-29	$8.04	$7.50	35.9%	10.3%	37.4%	0.0%	36.1%	5.4%	1.0%	81.2K	-3.0M	-7.4K	0.64	23.24	173	110	6,239	1,370
2022-12-30	$8.02	$7.50	20.3%	5.8%	37.3%	0.0%	20.9%	-24.1%	15.4%	79.7K	-3.0M	-7.1K	0.76	12.59	147	111	6,251	1,370