HLN Options History — April 2024

In April 2024, HLN traded between $8.02 and $8.55. ATM implied volatility averaged 25.2%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 3.2% (HV 20d: 22.0%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.52.

Notable Days

2024-04-29: Highest Volume — 72 contracts
2024-04-08: Largest IV spike — 38.8% change
2024-04-08: Highest IV Rank — 19.3%
2024-04-29: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.26	$8.02	$8.55	$8.34	$8.55
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	25.2%	17.0%	38.0%	26.7%	32.6%
Expected Move	6.7%	4.9%	10.2%	7.7%	9.3%
HV 20d	22.0%	15.0%	29.4%	29.4%	15.0%
HV 60d	25.9%	25.0%	26.4%	26.4%	25.0%
IV Rank	8.4%	1.3%	19.3%	9.6%	14.7%
IV Percentile	32.0%	3.2%	67.5%	40.1%	59.1%
Term Structure	-0.4%	-15.3%	8.0%	-4.1%	-8.2%
VWIV	25.0%	18.4%	31.9%	25.8%	31.9%
Skew 25d	-5.4%	-65.2%	14.6%	-4.8%	14.6%
Skew 10d	-4.9%	-94.2%	71.6%	-7.0%	14.8%
Call IV 25d	33.1%	20.7%	110.2%	30.4%	26.3%
Put IV 25d	27.7%	17.7%	54.0%	25.6%	40.8%
Bid-Ask Spread %	72.29	54.73	83.28	74.31	83.28
Gamma HHI	0.75	0.51	0.96	0.74	0.91
Net GEX	13.2K	8.6K	19.1K	19.1K	16.0K
Net DEX	-773.1K	-954.4K	-459.6K	-884.9K	-584.5K
Net VEX	-2.0K	-2.6K	-1.7K	-2.6K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.00	10.00	0.33	0.00
Total Volume	15.136	0	72	8	14
Total OI	3,497	2,947	3,796	3,796	3,068

Daily Data (22 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
2024-04-01	$8.34	$7.50	26.7%	7.7%	29.4%	9.6%	0.0%	-4.8%	-4.1%	19.1K	-884.9K	-2.6K	0.33	74.31	6	2	2,975	821
2024-04-02	$8.27	$7.50	21.9%	6.3%	29.3%	5.5%	0.0%	-65.2%	-3.6%	12.3K	-877.3K	-2.1K	0.00	72.29	10	0	2,973	819
2024-04-03	$8.25	$7.50	23.5%	6.7%	29.3%	6.9%	0.0%	-56.2%	-2.1%	14.0K	-847.2K	-2.2K	0.00	74.51	3	0	2,973	819
2024-04-04	$8.23	$7.50	30.1%	5.5%	29.3%	12.6%	0.0%	-4.8%	4.0%	15.4K	-913.3K	-2.2K	0.00	75.35	2	0	2,975	726
2024-04-05	$8.27	$7.50	27.4%	5.8%	27.7%	10.2%	0.0%	4.9%	2.3%	12.8K	-945.7K	-2.1K	0.00	79.52	0	0	2,976	725
2024-04-08	$8.23	$7.50	38.0%	5.8%	27.3%	19.3%	25.8%	2.0%	1.1%	16.2K	-904.0K	-2.0K	0.00	78.26	43	0	2,976	725
2024-04-09	$8.29	$7.50	27.8%	5.5%	27.5%	10.6%	0.0%	7.2%	6.1%	11.1K	-954.4K	-1.9K	0.00	76.51	7	0	2,989	725
2024-04-10	$8.18	$7.50	18.5%	5.3%	27.4%	2.6%	19.5%	-2.2%	5.7%	13.9K	-906.1K	-2.0K	0.00	76.27	4	0	2,995	725
2024-04-11	$8.18	$7.50	18.8%	5.4%	27.3%	2.8%	0.0%	-1.8%	5.5%	10.6K	-917.7K	-1.9K	0.00	71.98	2	0	2,996	725
2024-04-12	$8.02	$7.50	17.0%	4.9%	24.8%	1.3%	18.4%	-8.2%	6.7%	13.7K	-849.0K	-1.9K	0.00	72.44	6	0	2,994	725
2024-04-15	$8.04	$7.50	22.6%	6.5%	24.7%	6.1%	28.5%	-12.6%	-2.5%	15.8K	-806.8K	-2.1K	0.00	54.73	9	0	2,994	725
2024-04-16	$8.11	$7.50	22.2%	6.4%	22.0%	5.7%	0.0%	-9.7%	-1.3%	12.7K	-855.6K	-2.0K	10.00	71.06	1	10	3,001	725
2024-04-17	$8.11	$7.50	18.5%	5.3%	15.8%	2.6%	0.0%	-2.0%	7.7%	10.9K	-895.6K	-1.9K	0.00	71.92	0	0	3,002	735
2024-04-18	$8.11	$7.50	18.8%	5.4%	15.1%	2.9%	0.0%	-2.1%	4.9%	8.6K	-892.9K	-1.9K	0.00	71.94	8	0	3,002	735
2024-04-19	$8.18	$7.50	19.5%	5.6%	15.1%	3.4%	0.0%	-1.3%	8.0%	9.7K	-931.3K	-1.8K	0.00	71.64	26	0	3,006	735
2024-04-22	$8.34	$7.50	20.3%	5.8%	16.7%	4.1%	27.0%	-3.8%	-3.8%	11.3K	-494.7K	-1.8K	0.05	72.28	21	1	2,374	573
2024-04-23	$8.43	$7.50	25.1%	7.2%	16.5%	8.3%	24.8%	2.1%	-7.8%	12.8K	-524.0K	-1.8K	0.00	71.32	1	0	2,395	574
2024-04-24	$8.32	$7.50	29.9%	8.6%	17.0%	12.4%	0.0%	-2.5%	-9.8%	13.5K	-459.6K	-1.9K	0.00	57.02	5	0	2,396	574
2024-04-25	$8.39	$7.50	29.5%	8.5%	16.3%	12.1%	0.0%	8.5%	-8.1%	11.9K	-499.5K	-1.7K	0.00	70.75	11	0	2,396	574
2024-04-26	$8.46	$7.50	30.4%	8.7%	16.6%	12.8%	24.0%	9.6%	6.9%	13.7K	-535.7K	-1.9K	0.00	71.02	69	0	2,403	574
2024-04-29	$8.46	$7.50	35.8%	10.2%	15.0%	17.4%	31.9%	10.1%	-15.3%	14.1K	-528.8K	-1.8K	0.00	71.96	72	0	2,442	574
2024-04-30	$8.55	$7.50	32.6%	9.3%	15.0%	14.7%	0.0%	14.6%	-8.2%	16.0K	-584.5K	-1.8K	0.00	83.28	14	0	2,494	574