HLN Options History — June 2023

In June 2023, HLN traded between $8.13 and $8.43. ATM implied volatility averaged 39.9%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 19.9% (HV 20d: 20.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.57.

Notable Days

2023-06-06: Highest Volume — 217 contracts
2023-06-16: Largest IV spike — 225.6% change
2023-06-14: Highest IV Rank — 69.0%
2023-06-14: Largest Expected Move — 25.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.26	$8.13	$8.43	$8.14	$8.34
Max Pain	$7.62	$7.50	$10.00	$7.50	$7.50
ATM IV	39.9%	15.5%	89.0%	33.0%	28.9%
Expected Move	9.6%	4.4%	25.5%	9.5%	8.3%
HV 20d	20.0%	17.5%	22.9%	21.6%	18.0%
HV 60d	23.0%	21.5%	24.1%	23.9%	21.5%
IV Rank	22.6%	0.0%	69.0%	16.1%	12.6%
IV Percentile	56.2%	0.0%	99.0%	47.4%	28.2%
Term Structure	-14.9%	-86.3%	9.3%	-12.2%	-20.0%
VWIV	44.5%	17.5%	70.0%	52.2%	37.6%
Skew 25d	3.2%	-82.0%	83.4%	13.9%	4.9%
Skew 10d	13.7%	-140.4%	82.6%	-6.7%	-3.8%
Call IV 25d	38.5%	21.8%	151.0%	37.3%	30.2%
Put IV 25d	41.7%	18.2%	106.3%	51.2%	35.1%
Bid-Ask Spread %	99.28	69.18	125.83	111.08	86.78
Gamma HHI	0.77	0.66	0.92	0.66	0.82
Net GEX	22.1K	11.0K	29.3K	24.0K	13.5K
Net DEX	442.0K	224.6K	614.3K	416.2K	475.6K
Net VEX	-4.7K	-6.2K	-2.4K	-5.3K	-2.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.57	0.00	11.76	0.00	0.00
Total Volume	48.143	0	217	26	24
Total OI	6,869.762	6,703	7,045	6,703	6,982

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
2023-06-01	$8.14	$7.50	33.0%	9.5%	21.6%	16.1%	0.0%	13.9%	-12.2%	24.0K	416.2K	-5.3K	0.00	111.08	26	0	4,509	2,194
2023-06-02	$8.29	$7.50	35.3%	10.1%	22.9%	18.2%	0.0%	23.7%	-17.6%	27.7K	294.1K	-5.8K	0.00	111.59	35	0	4,521	2,194
2023-06-05	$8.25	$10.00	51.4%	9.9%	22.0%	33.4%	52.2%	-12.5%	-15.4%	27.3K	260.0K	-6.2K	0.00	123.04	4	0	4,509	2,194
2023-06-06	$8.23	$7.50	34.7%	6.9%	21.4%	17.7%	31.5%	-7.8%	-3.3%	25.3K	407.0K	-5.4K	11.76	92.87	17	200	4,513	2,194
2023-06-07	$8.14	$7.50	33.4%	7.4%	20.2%	16.5%	0.0%	7.8%	5.9%	20.4K	507.5K	-4.9K	0.00	101.68	71	0	4,512	2,374
2023-06-08	$8.25	$7.50	37.9%	5.0%	20.5%	20.7%	0.0%	-3.8%	9.1%	22.3K	458.5K	-5.1K	9.25	90.38	4	37	4,511	2,374
2023-06-09	$8.14	$7.50	38.0%	6.0%	20.9%	20.8%	0.0%	-2.5%	-0.9%	19.3K	544.1K	-4.5K	1.95	72.75	22	43	4,515	2,353
2023-06-12	$8.13	$7.50	55.8%	4.5%	20.9%	37.6%	0.0%	-6.5%	9.3%	16.7K	614.3K	-4.1K	0.00	80.93	94	0	4,492	2,396
2023-06-13	$8.13	$7.50	52.8%	9.4%	19.8%	34.7%	0.0%	20.9%	6.0%	17.6K	598.2K	-4.0K	7.50	93.51	6	45	4,518	2,396
2023-06-14	$8.21	$7.50	89.0%	25.5%	20.0%	69.0%	0.0%	83.4%	-58.4%	21.9K	458.3K	-4.9K	0.00	116.44	1	0	4,544	2,353
2023-06-15	$8.34	$7.50	16.6%	4.8%	20.8%	0.5%	17.5%	4.3%	-0.2%	23.1K	455.5K	-4.5K	0.56	69.18	18	10	4,543	2,353
2023-06-16	$8.43	$7.50	53.9%	15.5%	20.0%	35.9%	58.3%	32.3%	-21.5%	28.0K	260.8K	-6.0K	0.07	103.63	14	1	4,560	2,363
2023-06-20	$8.27	$7.50	18.0%	5.1%	19.4%	1.8%	0.0%	0.9%	7.7%	22.4K	480.1K	-4.5K	0.00	84.12	0	0	4,551	2,289
2023-06-21	$8.41	$7.50	20.6%	5.9%	20.2%	4.3%	0.0%	1.9%	-7.6%	11.0K	511.1K	-2.4K	0.00	91.09	2	0	4,551	2,289
2023-06-22	$8.39	$7.50	43.2%	12.4%	19.6%	25.7%	0.0%	3.3%	-31.8%	25.6K	377.9K	-5.3K	0.00	120.57	21	0	4,552	2,289
2023-06-23	$8.41	$7.50	48.3%	13.8%	19.1%	30.5%	0.0%	2.1%	-37.2%	29.3K	224.6K	-5.7K	0.00	125.83	52	0	4,559	2,289
2023-06-26	$8.29	$7.50	23.7%	6.8%	19.0%	7.3%	0.0%	16.6%	8.7%	23.9K	428.7K	-4.8K	0.22	101.71	135	30	4,609	2,289
2023-06-27	$8.25	$7.50	64.3%	18.4%	19.0%	45.6%	0.0%	-17.4%	-86.3%	22.3K	499.8K	-4.4K	0.00	117.56	52	0	4,726	2,319
2023-06-28	$8.21	$7.50	43.7%	12.5%	17.7%	26.1%	70.0%	-15.3%	-51.8%	21.1K	519.2K	-4.3K	0.00	103.70	46	0	4,685	2,319
2023-06-29	$8.21	$7.50	15.5%	4.4%	17.5%	0.0%	0.0%	-82.0%	5.2%	21.1K	490.6K	-4.2K	0.00	86.43	1	0	4,663	2,319
2023-06-30	$8.34	$7.50	28.9%	8.3%	18.0%	12.6%	37.6%	4.9%	-20.0%	13.5K	475.6K	-2.9K	0.00	86.78	24	0	4,663	2,319