HLN Options History — July 2024

In July 2024, HLN traded between $8.32 and $9.27. ATM implied volatility averaged 51.4%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 34.9% (HV 20d: 16.5%). 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 7 of 22 days. Put/call ratio averaged 0.95.

Notable Days

2024-07-10: Highest Volume — 824 contracts
2024-07-10: Largest IV drop — 61.9% change
2024-07-23: Highest IV Rank — 55.9%
2024-07-23: Largest Expected Move — 23.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.82	$8.32	$9.27	$8.32	$9.16
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	51.4%	28.4%	80.9%	51.6%	56.6%
Expected Move	13.1%	6.0%	23.2%	14.8%	16.2%
HV 20d	16.5%	15.5%	17.3%	16.6%	16.1%
HV 60d	15.6%	15.1%	16.2%	15.5%	15.5%
IV Rank	30.4%	10.6%	55.9%	31.0%	34.9%
IV Percentile	81.0%	48.4%	96.8%	84.5%	86.1%
Term Structure	-6.7%	-23.6%	8.3%	-22.6%	-5.7%
VWIV	31.9%	18.5%	43.9%	43.2%	43.9%
Skew 25d	23.6%	8.6%	39.9%	31.6%	39.9%
Skew 10d	10.3%	-5.0%	37.9%	33.8%	12.0%
Call IV 25d	22.6%	16.1%	34.2%	33.2%	18.5%
Put IV 25d	46.2%	30.9%	70.9%	64.8%	58.4%
Bid-Ask Spread %	82.63	54.73	93.92	91.39	77.15
Gamma HHI	0.89	0.61	0.99	0.62	0.98
Net GEX	32.4K	7.4K	58.0K	7.4K	53.0K
Net DEX	-600.0K	-918.9K	-350.2K	-351.9K	-865.9K
Net VEX	-2.1K	-3.4K	-833	-906	-3.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.00	12.63	0.00	0.00
Total Volume	90.409	0	824	6	41
Total OI	2,618.227	2,007	3,227	2,010	3,227

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
2024-07-01	$8.32	$7.50	51.6%	14.8%	16.6%	31.0%	0.0%	31.6%	-22.6%	7.4K	-351.9K	-906	0.00	91.39	6	0	1,681	329
2024-07-02	$8.32	$7.50	53.1%	15.2%	16.6%	31.9%	43.2%	24.9%	-23.6%	7.4K	-350.2K	-889	0.00	88.74	5	0	1,680	329
2024-07-03	$8.45	$7.50	51.3%	14.7%	17.3%	30.3%	0.0%	39.9%	-15.4%	8.3K	-366.6K	-833	0.00	93.50	1	0	1,678	329
2024-07-05	$8.48	$7.50	54.0%	6.0%	16.4%	32.7%	0.0%	15.3%	2.7%	9.5K	-373.1K	-923	0.00	87.91	27	0	1,680	329
2024-07-08	$8.50	$7.50	63.5%	7.6%	16.3%	40.9%	0.0%	8.6%	-8.8%	15.2K	-385.2K	-1.3K	0.00	84.24	1	0	1,683	329
2024-07-09	$8.63	$7.50	74.7%	6.3%	17.1%	50.5%	0.0%	12.7%	-8.8%	12.6K	-419.4K	-1.1K	0.00	80.84	26	0	1,684	329
2024-07-10	$8.68	$7.50	28.4%	8.2%	15.5%	10.6%	0.0%	11.2%	-19.8%	19.8K	-450.1K	-1.3K	0.00	93.92	824	0	1,702	329
2024-07-11	$8.79	$7.50	43.2%	12.4%	15.7%	23.4%	19.9%	10.4%	1.2%	31.6K	-561.8K	-2.1K	1.20	93.68	25	30	2,272	329
2024-07-12	$8.91	$7.50	51.7%	14.8%	16.1%	30.7%	27.0%	25.9%	6.1%	38.3K	-660.2K	-2.5K	0.00	84.00	145	0	2,294	356
2024-07-15	$8.82	$7.50	39.1%	11.2%	15.7%	19.8%	0.0%	17.0%	1.9%	35.1K	-595.2K	-2.2K	0.00	80.28	25	0	2,317	356
2024-07-16	$8.73	$7.50	31.6%	9.1%	15.6%	13.4%	0.0%	9.6%	-23.3%	32.1K	-572.2K	-2.2K	5.88	80.89	17	100	2,334	356
2024-07-17	$8.91	$7.50	48.0%	13.8%	16.9%	27.5%	38.1%	22.3%	2.6%	37.3K	-654.1K	-2.4K	12.63	87.42	8	101	2,361	456
2024-07-18	$8.93	$7.50	52.6%	15.1%	16.9%	31.5%	0.0%	21.2%	-4.8%	37.4K	-674.1K	-2.8K	0.00	89.77	74	0	2,365	556
2024-07-19	$8.91	$7.50	43.3%	12.4%	16.8%	23.4%	0.0%	18.8%	-5.1%	38.8K	-679.1K	-2.8K	0.00	87.36	0	0	2,427	556
2024-07-22	$8.91	$7.50	52.5%	15.0%	16.7%	31.4%	25.9%	20.7%	-8.3%	37.7K	-625.2K	-2.4K	0.00	82.77	75	0	2,400	455
2024-07-23	$8.86	$7.50	80.9%	23.2%	16.8%	55.9%	39.4%	30.1%	-9.0%	33.9K	-585.1K	-2.1K	0.08	74.25	12	1	2,455	455
2024-07-24	$8.98	$7.50	52.9%	15.2%	17.1%	31.7%	0.0%	28.7%	-4.1%	41.5K	-697.0K	-2.7K	0.00	81.89	7	0	2,445	456
2024-07-25	$9.14	$7.50	49.0%	14.0%	17.2%	28.3%	20.3%	28.0%	-8.1%	48.6K	-806.1K	-3.0K	0.02	72.57	259	5	2,449	456
2024-07-26	$9.27	$7.50	42.4%	12.2%	17.0%	22.7%	18.5%	29.2%	2.7%	58.0K	-918.9K	-3.4K	0.00	78.03	30	0	2,623	461
2024-07-29	$9.16	$7.50	53.4%	15.3%	15.8%	32.1%	42.5%	37.4%	8.3%	52.5K	-852.4K	-3.1K	0.10	54.73	100	10	2,651	461
2024-07-30	$9.11	$7.50	56.1%	16.1%	16.2%	34.5%	43.9%	36.6%	-5.6%	56.9K	-757.0K	-2.7K	0.00	72.50	34	0	2,710	471
2024-07-31	$9.16	$7.50	56.6%	16.2%	16.1%	34.9%	0.0%	39.9%	-5.7%	53.0K	-865.9K	-3.3K	0.00	77.15	41	0	2,756	471