HLN Options History — August 2024

In August 2024, HLN traded between $9.34 and $10.16. ATM implied volatility averaged 21.3%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.6% (HV 20d: 18.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-08-02: Highest Volume — 612 contracts
  • 2024-08-05: Largest IV spike — 120.5% change
  • 2024-08-01: Highest IV Rank — 22.0%
  • 2024-08-01: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.77$9.34$10.16$9.34$10.16
Max Pain$9.77$7.50$10.00$7.50$10.00
ATM IV21.3%14.7%41.6%41.6%17.7%
Expected Move5.8%4.2%11.9%11.9%5.1%
HV 20d18.7%13.9%20.3%16.5%13.9%
HV 60d16.7%15.7%17.1%15.7%16.6%
IV Rank5.6%0.0%22.0%22.0%2.5%
IV Percentile18.7%0.0%72.6%72.6%7.5%
Term Structure2.5%-5.1%10.1%-5.1%0.3%
VWIV19.3%12.4%26.2%18.2%17.5%
Skew 25d88.4%-38.9%252.6%31.3%-38.9%
Skew 10d125.7%-39.2%359.2%10.6%-39.2%
Call IV 25d31.8%16.8%66.4%16.8%66.4%
Put IV 25d120.2%27.5%305.4%48.1%27.5%
Bid-Ask Spread %84.4162.0397.4673.0576.56
Gamma HHI0.930.880.980.980.88
Net GEX66.0K31.8K105.3K66.6K53.3K
Net DEX-1.1M-1.5M-674.5K-979.2K-1.5M
Net VEX-4.5K-5.1K-3.4K-3.4K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.004.400.010.54
Total Volume145.51561214257
Total OI3,481.2732,7954,0663,2693,355

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$9.34$7.5041.6%11.9%16.5%22.0%0.0%31.3%-5.1%66.6K-979.2K-3.4K0.0173.0514112,798471
2024-08-02$9.61$7.5014.7%4.2%18.5%0.0%18.2%252.6%10.1%85.9K-1.1M-3.6K0.0668.36580322,786472
2024-08-05$9.46$10.0032.4%7.5%20.1%15.1%26.2%131.8%7.2%68.7K-1.1M-3.9K0.0497.4612152,944492
2024-08-06$9.52$10.0020.0%7.0%19.7%4.5%24.5%5.2%0.4%75.0K-1.1M-4.0K0.1782.133052,999492
2024-08-07$9.63$10.0020.9%6.4%19.9%5.3%22.2%122.9%0.8%98.0K-1.2M-4.1K0.1394.24224293,004497
2024-08-08$9.61$10.0019.3%6.4%19.8%3.9%22.4%27.4%1.3%90.2K-1.2M-4.3K0.0096.533803,089525
2024-08-09$9.79$10.0022.2%5.8%20.2%6.4%20.4%128.8%2.6%91.2K-1.2M-5.1K0.0462.0324993,083925
2024-08-12$9.68$10.0034.2%6.0%20.3%16.6%21.1%134.6%2.9%77.5K-1.0M-4.7K1.8096.1020363,064932
2024-08-13$9.77$10.0031.4%6.2%19.6%14.2%21.5%135.3%1.4%95.3K-1.1M-4.8K4.4084.725223,076968
2024-08-14$9.77$10.0020.4%5.8%18.9%4.9%20.3%140.0%2.0%105.3K-940.2K-4.6K0.0793.581413,075988
2024-08-15$9.82$10.0019.1%5.5%18.8%3.7%19.1%139.5%5.0%104.2K-1.1M-4.6K0.1192.47188213,079987
2024-08-16$9.68$10.0019.9%5.7%19.9%4.4%20.9%146.9%1.0%33.0K-674.5K-4.4K0.8795.8215133,0191,002
2024-08-19$9.77$10.0016.3%4.7%19.9%1.4%12.4%20.5%7.6%31.8K-749.0K-4.3K0.0292.2632262,144651
2024-08-20$9.86$10.0018.8%5.4%19.6%3.5%18.8%149.9%1.3%42.5K-1.0M-4.9K0.0280.976512,434651
2024-08-21$9.86$10.0020.4%5.9%19.4%4.9%20.4%10.6%-0.0%44.7K-1.0M-4.8K0.3477.27188632,489650
2024-08-22$9.86$10.0016.0%4.6%18.9%1.1%16.0%-8.9%4.4%40.2K-976.7K-4.9K0.1087.473032,421685
2024-08-23$9.91$10.0017.8%5.1%18.5%2.7%17.8%142.4%2.1%45.9K-1.0M-4.9K0.0281.4912022,445688
2024-08-26$9.89$10.0018.8%5.4%17.7%3.5%18.8%12.2%-0.1%51.6K-1.1M-4.9K0.0081.4017102,542687
2024-08-27$9.96$10.0017.0%4.9%17.4%1.9%17.0%110.3%0.9%50.8K-1.2M-4.9K0.0081.2027702,609687
2024-08-28$10.00$10.0015.0%4.3%17.4%0.3%15.0%104.9%3.3%49.7K-1.2M-5.0K0.0272.976412,654683
2024-08-29$10.09$10.0015.4%4.4%16.6%0.6%15.3%45.1%4.5%50.4K-1.4M-4.9K0.0388.853112,664682
2024-08-30$10.16$10.0017.7%5.1%13.9%2.5%17.5%-38.9%0.3%53.3K-1.5M-4.9K0.5476.5637202,673682