HLN Options History — June 2024 In June 2024, HLN traded between $8.27 and $8.64. ATM implied volatility averaged 29.4%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 15.6% (HV 20d: 13.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.05.
Notable Days 2024-06-20 : Highest Volume — 70 contracts2024-06-24 : Largest IV spike — 74.7% change2024-06-25 : Highest IV Rank — 25.0%2024-06-25 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $8.46 $8.27 $8.64 $8.46 $8.27 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 29.4% 18.9% 44.7% 32.5% 35.0% Expected Move 7.9% 5.1% 12.8% 9.3% 10.0% HV 20d 13.8% 11.3% 16.6% 12.8% 16.6% HV 60d 17.1% 14.9% 20.1% 19.9% 15.4% IV Rank 11.9% 2.9% 25.0% 14.6% 16.7% IV Percentile 47.6% 11.1% 81.0% 58.7% 69.0% Term Structure -4.4% -24.0% 7.3% -16.8% -16.9% VWIV 38.2% 31.0% 45.5% 31.0% 45.5% Skew 25d 3.8% -7.5% 27.3% -0.4% -7.5% Skew 10d 5.0% -7.0% 34.6% -3.2% 14.4% Call IV 25d 24.0% 17.9% 33.3% 31.5% 33.1% Put IV 25d 27.8% 20.5% 51.8% 31.0% 25.5% Bid-Ask Spread % 81.60 54.92 90.06 80.52 72.02 Gamma HHI 0.79 0.69 0.90 0.90 0.71 Net GEX 12.5K 7.6K 18.7K 15.6K 11.5K Net DEX -375.0K -444.5K -327.1K -383.6K -327.1K Net VEX -1.3K -1.8K -965 -1.8K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.33 0.10 0.00 Total Volume 16.842 0 70 0 46 Total OI 2,063.053 1,978 2,120 2,037 2,029
Daily Data (19 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 2024-06-03 $8.46 $7.50 32.5% 9.3% 12.8% 14.6% 0.0% -0.4% -16.8% 15.6K -383.6K -1.8K 0.00 80.52 0 0 1,588 449 2024-06-04 $8.39 $7.50 33.1% 9.5% 12.5% 15.1% 0.0% -6.8% -23.9% 12.3K -341.8K -1.6K 0.00 87.65 0 0 1,588 449 2024-06-05 $8.52 $7.50 30.1% 8.6% 13.1% 12.5% 0.0% -0.8% -11.9% 9.2K -375.5K -988 0.10 84.37 10 1 1,588 449 2024-06-06 $8.57 $7.50 34.8% 10.0% 11.3% 16.6% 0.0% 7.2% -24.0% 12.8K -390.9K -1.2K 0.00 90.06 8 0 1,598 450 2024-06-07 $8.52 $7.50 28.9% 5.1% 11.4% 11.5% 0.0% 2.9% 3.6% 13.2K -380.0K -1.3K 0.33 84.76 3 1 1,602 450 2024-06-10 $8.36 $7.50 30.3% 5.5% 13.5% 12.7% 0.0% 0.8% 5.6% 11.5K -337.5K -1.4K 0.00 83.36 44 0 1,605 451 2024-06-11 $8.32 $7.50 33.8% 5.3% 13.7% 15.7% 0.0% 1.6% 6.7% 11.3K -333.9K -1.4K 0.00 83.86 21 0 1,642 451 2024-06-12 $8.32 $7.50 18.9% 5.4% 13.6% 2.9% 0.0% 0.7% 4.3% 9.7K -331.1K -1.3K 0.00 54.92 11 0 1,654 451 2024-06-13 $8.48 $7.50 20.8% 6.0% 14.3% 4.5% 0.0% 2.9% -0.7% 10.1K -374.4K -1.1K 0.00 83.65 2 0 1,656 451 2024-06-14 $8.39 $7.50 21.5% 6.2% 14.7% 5.2% 0.0% 2.1% -4.3% 7.6K -359.0K -965 0.00 84.45 5 0 1,656 451 2024-06-17 $8.39 $7.50 22.6% 6.5% 13.7% 6.1% 0.0% 1.1% 7.3% 14.6K -354.8K -1.6K 0.00 84.18 4 0 1,656 451 2024-06-18 $8.43 $7.50 21.9% 6.3% 13.7% 5.5% 0.0% 3.2% 3.2% 11.8K -358.7K -1.3K 0.00 83.95 0 0 1,660 451 2024-06-20 $8.52 $7.50 24.4% 7.0% 14.2% 7.6% 0.0% 3.9% 5.4% 16.5K -399.8K -1.5K 0.00 84.31 70 0 1,660 442 2024-06-21 $8.57 $7.50 25.5% 7.3% 14.3% 8.6% 0.0% 4.5% 2.1% 16.1K -422.2K -1.5K 0.00 83.90 20 0 1,678 442 2024-06-24 $8.64 $7.50 44.6% 12.8% 14.3% 25.0% 31.0% 26.9% -1.0% 18.7K -444.5K -1.5K 0.32 84.53 34 11 1,661 317 2024-06-25 $8.59 $7.50 44.7% 12.8% 14.3% 25.0% 0.0% 27.3% -11.6% 13.3K -423.7K -1.2K 0.00 85.41 0 1 1,693 328 2024-06-26 $8.50 $7.50 28.2% 8.1% 14.9% 10.9% 0.0% 1.5% -11.3% 10.2K -407.0K -1.1K 0.00 70.84 27 0 1,693 329 2024-06-27 $8.43 $7.50 26.3% 7.6% 15.1% 9.3% 0.0% 2.0% -0.2% 12.1K -380.5K -1.3K 0.00 83.69 1 0 1,700 329 2024-06-28 $8.27 $7.50 35.0% 10.0% 16.6% 16.7% 45.5% -7.5% -16.9% 11.5K -327.1K -1.4K 0.00 72.02 46 0 1,700 329
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