HLN Options History — October 2024

In October 2024, HLN traded between $9.71 and $10.71. ATM implied volatility averaged 21.4%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 4.2% (HV 20d: 17.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.85.

Notable Days

  • 2024-10-15: Highest Volume — 695 contracts
  • 2024-10-07: Largest IV spike — 51.8% change
  • 2024-10-01: Highest IV Rank — 14.4%
  • 2024-10-07: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.07$9.71$10.71$10.71$9.71
Max Pain$9.02$7.50$10.00$10.00$10.00
ATM IV21.4%14.2%24.0%24.0%22.0%
Expected Move6.4%5.6%7.1%6.9%6.3%
HV 20d17.2%12.7%19.3%12.7%15.5%
HV 60d16.2%14.6%17.4%15.2%14.7%
IV Rank10.9%1.6%14.4%14.4%11.7%
IV Percentile31.5%1.6%43.7%43.3%36.5%
Term Structure0.2%-3.1%6.7%1.6%2.4%
VWIV26.7%20.6%71.4%25.0%21.9%
Skew 25d63.5%-4.9%225.7%9.4%225.7%
Skew 10d99.7%3.2%280.1%3.2%258.6%
Call IV 25d27.4%19.9%69.9%24.5%29.1%
Put IV 25d90.9%23.1%254.8%33.9%254.8%
Bid-Ask Spread %76.6864.1588.7984.3267.65
Gamma HHI0.870.650.930.650.93
Net GEX110.2K55.1K162.5K55.1K127.5K
Net DEX-1.5M-1.9M-1.2M-1.9M-1.2M
Net VEX-4.5K-5.3K-3.9K-3.9K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.0013.200.230.17
Total Volume137.174469527171
Total OI3,824.3483,3124,5183,3124,518

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$10.71$10.0024.0%6.9%12.7%14.4%25.0%9.4%1.6%55.1K-1.9M-3.9K0.2384.322252,822490
2024-10-02$10.52$10.0021.5%6.2%14.0%11.2%0.0%-4.9%-2.3%60.7K-1.8M-4.0K1.0582.9821222,838492
2024-10-03$10.39$7.5016.8%6.8%14.8%5.0%23.8%5.6%-0.4%62.8K-1.7M-4.1K13.2082.605662,859513
2024-10-04$10.36$7.5014.2%6.6%14.7%1.6%23.0%5.6%-0.5%65.1K-1.7M-3.9K0.0188.797112,864496
2024-10-07$10.02$7.5021.6%7.1%18.8%11.2%24.8%11.7%-3.1%71.0K-1.2M-4.0K3.3875.1929982,866496
2024-10-08$10.13$7.5020.5%6.7%19.2%9.8%23.4%10.4%-1.6%80.4K-1.4M-4.0K0.0984.87141122,878439
2024-10-09$10.07$7.5022.1%6.3%19.2%11.9%22.1%10.7%0.3%98.1K-1.4M-4.1K0.0064.1530803,011431
2024-10-10$10.09$7.5023.2%6.7%19.3%13.4%23.2%10.8%-1.7%108.3K-1.5M-4.3K0.0176.3717513,190431
2024-10-11$10.07$7.5020.6%5.9%18.7%10.0%20.6%10.3%0.2%129.2K-1.6M-4.4K0.3465.87155533,281430
2024-10-14$10.11$7.5021.1%6.1%18.3%10.7%0.0%9.4%-0.9%134.2K-1.7M-4.4K0.0078.34403,406483
2024-10-15$10.02$7.5023.5%6.7%18.4%13.7%23.5%12.6%-1.6%142.8K-1.5M-4.4K0.3378.245231723,408483
2024-10-16$10.11$10.0023.2%6.7%18.8%13.4%0.0%11.0%-1.1%132.3K-1.8M-4.9K0.0868.811313,560608
2024-10-17$10.09$10.0023.6%6.8%18.6%13.8%43.7%11.2%6.7%147.8K-1.8M-4.8K0.0078.695303,569607
2024-10-18$10.07$10.0022.2%6.4%18.3%12.0%22.2%11.9%-0.1%162.5K-1.7M-4.8K0.3880.4326103,620607
2024-10-21$9.98$10.0021.5%6.2%17.8%11.1%21.4%69.1%1.8%106.0K-1.4M-4.6K0.1277.372633,307521
2024-10-22$9.91$10.0021.7%6.2%17.6%11.4%21.7%161.6%-0.1%104.8K-1.2M-4.6K0.0578.579353,305521
2024-10-23$9.88$10.0020.9%6.0%17.5%10.3%20.9%160.8%2.6%110.7K-1.2M-4.5K0.0078.7210903,331524
2024-10-24$9.89$10.0021.4%6.1%17.6%11.0%0.0%164.6%1.5%112.5K-1.3M-4.6K0.0080.528003,389524
2024-10-25$9.86$10.0021.6%6.2%16.6%11.2%0.0%89.3%-0.1%113.3K-1.3M-4.7K0.0184.809013,467524
2024-10-28$9.98$10.0019.7%5.6%17.3%8.7%0.0%93.5%0.8%136.9K-1.5M-4.6K0.0169.9229323,539525
2024-10-29$9.91$10.0023.0%6.6%16.2%13.0%71.4%182.2%-0.6%132.5K-1.5M-5.3K0.0065.588503,825526
2024-10-30$9.84$10.0021.4%6.1%15.4%11.0%21.4%188.4%1.8%139.5K-1.4M-5.3K0.1970.95177333,910526
2024-10-31$9.71$10.0022.0%6.3%15.5%11.7%21.9%225.7%2.4%127.5K-1.2M-5.0K0.1767.65146253,985533