HLN Options History — January 2023 In January 2023, HLN traded between $7.58 and $8.14. ATM implied volatility averaged 31.4%. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 4.9% (HV 20d: 26.5%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.17.
Notable Days 2023-01-12 : Highest Volume — 1,177 contracts2023-01-11 : Largest IV spike — 40.8% change2023-01-31 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $7.89 $7.58 $8.14 $7.92 $8.09 Max Pain $6.75 $5.00 $7.50 $7.50 $7.50 ATM IV 31.4% 24.5% 39.3% 28.6% 39.3% Expected Move 9.3% 7.1% 11.3% 8.2% 11.3% HV 20d 26.5% 22.0% 38.4% 37.9% 25.3% HV 60d 28.6% 27.4% 29.3% 28.1% 28.8% Term Structure 1.3% -4.8% 4.9% 1.5% -4.8% VWIV 32.6% 19.8% 38.5% 37.5% 38.5% Skew 25d 3.7% -16.2% 27.6% -16.2% 6.2% Skew 10d 43.3% 10.1% 136.6% 59.0% 51.8% Call IV 25d 31.5% 27.2% 38.4% 37.6% 36.3% Put IV 25d 35.2% 19.3% 58.1% 21.4% 42.6% Bid-Ask Spread % 39.38 8.28 67.85 8.28 8.73 Gamma HHI 0.71 0.58 0.85 0.76 0.60 Net GEX 85.6K 76.7K 96.1K 82.0K 79.5K Net DEX -2.5M -3.1M -2.1M -2.7M -2.8M Net VEX -7.3K -7.8K -6.7K -7.5K -7.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 0.68 0.00 0.00 Total Volume 284.25 49 1,177 107 158 Total OI 8,407 7,582 9,103 7,668 8,948
Daily Data (20 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 2023-01-03 $7.92 $7.50 28.6% 8.2% 37.9% 0.0% 37.5% -16.2% 1.5% 82.0K -2.7M -7.5K 0.00 8.28 107 0 6,201 1,467 2023-01-04 $7.81 $7.50 34.5% 9.9% 38.4% 0.0% 34.2% 4.0% 2.8% 86.6K -2.5M -7.4K 0.68 34.97 68 46 6,211 1,467 2023-01-05 $7.58 $5.00 30.3% 9.9% 31.9% 0.0% 34.7% 7.1% 1.0% 96.1K -2.1M -7.3K 0.36 40.38 56 20 6,232 1,488 2023-01-06 $7.79 $5.00 24.5% 9.1% 28.8% 0.0% 31.8% 21.6% 4.2% 94.3K -2.5M -7.2K 0.00 48.10 831 1 6,239 1,502 2023-01-09 $7.84 $5.00 32.9% 10.0% 22.0% 0.0% 34.7% 8.3% 2.7% 82.5K -2.4M -7.2K 0.08 39.26 108 9 6,079 1,503 2023-01-10 $7.74 $5.00 25.1% 9.9% 22.5% 0.0% 34.7% 27.6% 2.5% 92.6K -2.3M -7.2K 0.04 45.01 47 2 6,125 1,516 2023-01-11 $7.69 $5.00 35.4% 10.1% 22.4% 0.0% 35.4% 7.8% 0.7% 92.0K -2.2M -7.1K 0.01 42.72 191 1 6,119 1,518 2023-01-12 $7.84 $5.00 33.4% 9.6% 23.4% 0.0% 33.4% 7.0% 1.3% 85.7K -2.5M -6.8K 0.16 46.90 1,016 161 6,221 1,519 2023-01-13 $7.99 $7.50 34.4% 9.9% 24.3% 0.0% 34.4% 7.4% 3.1% 84.7K -2.8M -7.8K 0.59 47.34 344 203 7,100 1,635 2023-01-17 $8.14 $7.50 33.4% 9.6% 24.4% 0.0% 33.4% 6.7% -0.1% 76.7K -3.1M -7.5K 0.24 52.54 299 73 7,205 1,790 2023-01-18 $7.92 $7.50 30.3% 8.7% 25.2% 0.0% 29.9% 2.3% 4.1% 89.1K -2.7M -7.6K 0.12 47.79 136 16 7,235 1,817 2023-01-19 $7.88 $7.50 24.9% 7.1% 25.2% 0.0% 19.8% -10.4% 2.2% 92.1K -2.6M -7.5K 0.10 61.09 192 20 7,241 1,823 2023-01-20 $8.00 $7.50 30.2% 8.7% 25.6% 0.0% 30.2% 3.6% 4.9% 82.0K -2.9M -7.2K 0.13 67.85 345 44 7,280 1,823 2023-01-23 $7.88 $7.50 30.8% 8.8% 26.0% 0.0% 30.8% -0.4% -0.3% 82.8K -2.3M -6.7K 0.13 34.60 343 45 6,814 1,705 2023-01-24 $7.86 $7.50 30.7% 8.8% 25.7% 0.0% 30.8% -0.9% 1.0% 85.8K -2.3M -7.1K 0.19 44.67 187 35 6,952 1,739 2023-01-25 $7.91 $7.50 32.1% 9.2% 25.2% 0.0% 32.1% -0.2% 0.6% 86.4K -2.4M -7.2K 0.27 23.79 150 40 7,088 1,772 2023-01-26 $7.96 $7.50 26.1% 7.5% 25.2% 0.0% 26.4% -13.5% 0.3% 81.3K -2.6M -7.2K 0.23 38.15 44 10 7,141 1,772 2023-01-27 $8.02 $7.50 33.9% 9.7% 25.4% 0.0% 33.5% 3.1% 0.2% 80.0K -2.7M -7.5K 0.09 42.32 223 21 7,155 1,772 2023-01-30 $8.00 $7.50 36.6% 10.5% 25.0% 0.0% 36.3% 3.5% -1.5% 78.8K -2.6M -7.1K 0.07 13.19 87 6 7,143 1,783 2023-01-31 $8.09 $7.50 39.3% 11.3% 25.3% 0.0% 38.5% 6.2% -4.8% 79.5K -2.8M -7.2K 0.00 8.73 158 0 7,161 1,787
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