HLN Options History — September 2024

In September 2024, HLN traded between $10.14 and $10.70. ATM implied volatility averaged 18.3%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 8.0% (HV 20d: 10.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.61.

Notable Days

2024-09-19: Highest Volume — 382 contracts
2024-09-16: Largest IV spike — 66.5% change
2024-09-30: Highest IV Rank — 16.3%
2024-09-30: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.49	$10.14	$10.70	$10.14	$10.57
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	18.3%	13.0%	25.5%	18.8%	25.5%
Expected Move	5.3%	3.7%	7.3%	5.4%	7.3%
HV 20d	10.3%	7.7%	12.6%	12.2%	12.1%
HV 60d	15.5%	14.6%	16.7%	16.7%	15.1%
IV Rank	5.1%	0.0%	16.3%	3.5%	16.3%
IV Percentile	14.9%	0.0%	49.2%	11.1%	49.2%
Term Structure	1.8%	-3.5%	6.3%	-0.2%	5.3%
VWIV	19.8%	12.8%	29.7%	18.8%	29.7%
Skew 25d	-5.3%	-49.4%	8.9%	-41.8%	8.9%
Skew 10d	39.6%	-74.7%	207.4%	-43.4%	152.0%
Call IV 25d	30.2%	19.4%	78.9%	72.9%	24.8%
Put IV 25d	24.9%	16.2%	36.7%	31.1%	33.7%
Bid-Ask Spread %	87.37	76.08	96.00	89.40	76.08
Gamma HHI	0.76	0.67	0.88	0.88	0.71
Net GEX	55.8K	43.3K	64.7K	55.0K	63.3K
Net DEX	-1.9M	-2.2M	-1.5M	-1.5M	-1.8M
Net VEX	-3.9K	-4.7K	-3.2K	-4.7K	-4.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.00	5.22	0.01	5.22
Total Volume	108.1	15	382	68	230
Total OI	3,375.85	3,004	3,847	3,364	3,149

Daily Data (20 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
2024-09-03	$10.14	$10.00	18.8%	5.4%	12.2%	3.5%	18.8%	-41.8%	-0.2%	55.0K	-1.5M	-4.7K	0.01	89.40	67	1	2,682	682
2024-09-04	$10.27	$10.00	20.9%	6.0%	12.6%	5.3%	20.7%	8.4%	-1.3%	55.6K	-1.6M	-4.5K	0.47	85.89	30	14	2,704	684
2024-09-05	$10.32	$10.00	23.5%	5.6%	12.3%	7.5%	19.4%	3.6%	1.7%	53.3K	-1.7M	-4.3K	0.10	88.06	212	22	2,723	697
2024-09-06	$10.36	$10.00	14.2%	5.8%	12.1%	0.0%	20.3%	3.3%	1.1%	50.1K	-1.8M	-3.9K	0.16	87.67	38	6	2,648	719
2024-09-09	$10.41	$10.00	17.2%	5.7%	10.8%	2.5%	19.8%	0.9%	2.6%	43.3K	-1.8M	-4.4K	0.00	93.11	63	0	2,647	720
2024-09-10	$10.46	$10.00	19.1%	5.5%	9.4%	4.2%	22.8%	0.4%	1.8%	52.2K	-1.9M	-3.6K	0.00	82.67	155	0	2,684	720
2024-09-11	$10.43	$10.00	18.3%	5.2%	9.4%	3.5%	18.5%	-1.4%	1.8%	54.6K	-1.9M	-3.6K	0.67	91.51	24	16	2,701	720
2024-09-12	$10.39	$10.00	20.1%	5.8%	9.7%	5.0%	20.2%	-2.8%	-0.7%	53.1K	-1.9M	-3.8K	0.00	90.73	162	0	2,694	728
2024-09-13	$10.50	$10.00	13.8%	4.0%	10.0%	0.0%	15.9%	-3.4%	5.4%	52.6K	-1.9M	-3.7K	0.09	92.14	109	10	2,722	729
2024-09-16	$10.61	$10.00	23.0%	6.6%	7.9%	12.2%	22.9%	4.0%	-2.6%	49.8K	-1.9M	-3.7K	0.02	91.04	258	4	2,759	732
2024-09-17	$10.63	$10.00	17.8%	5.1%	7.7%	5.2%	21.7%	-0.5%	-2.0%	53.2K	-2.0M	-4.0K	0.00	91.12	39	0	2,966	733
2024-09-18	$10.57	$10.00	23.7%	6.8%	8.2%	13.1%	0.0%	5.9%	-3.5%	55.8K	-1.9M	-3.9K	0.00	96.00	32	0	2,975	733
2024-09-19	$10.46	$10.00	14.4%	4.1%	9.5%	0.7%	16.5%	-4.1%	3.2%	57.8K	-1.8M	-3.9K	0.01	90.45	380	2	2,976	733
2024-09-20	$10.52	$10.00	13.0%	3.7%	9.5%	0.0%	12.8%	-49.4%	6.3%	64.7K	-2.2M	-3.6K	0.46	89.41	24	11	3,115	732
2024-09-23	$10.64	$10.00	16.3%	4.7%	9.9%	4.4%	17.2%	2.2%	3.6%	60.7K	-1.9M	-3.5K	0.00	80.12	25	0	2,739	265
2024-09-24	$10.68	$10.00	14.0%	4.0%	9.7%	1.3%	0.0%	-43.8%	4.6%	55.1K	-2.0M	-3.2K	2.75	89.03	4	11	2,748	265
2024-09-25	$10.59	$10.00	16.4%	4.7%	10.6%	4.4%	0.0%	1.3%	3.3%	63.4K	-1.9M	-3.5K	1.11	80.22	56	62	2,750	272
2024-09-26	$10.57	$10.00	16.4%	4.7%	10.7%	4.4%	17.3%	-0.1%	5.2%	63.7K	-1.9M	-3.7K	0.93	78.23	14	13	2,803	332
2024-09-27	$10.70	$10.00	20.1%	5.8%	11.0%	9.3%	22.5%	2.1%	-0.3%	58.4K	-2.0M	-3.8K	0.21	84.45	56	12	2,804	332
2024-09-30	$10.57	$10.00	25.5%	7.3%	12.1%	16.3%	29.7%	8.9%	5.3%	63.3K	-1.8M	-4.1K	5.22	76.08	37	193	2,806	343