HLN Options History — November 2024

In November 2024, HLN traded between $9.25 and $9.77. ATM implied volatility averaged 17.6%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.6% (HV 20d: 14.0%). 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 16 of 20 days. Put/call ratio averaged 0.10.

Notable Days

2024-11-08: Highest Volume — 1,347 contracts
2024-11-13: Largest IV drop — 63.8% change
2024-11-12: Highest IV Rank — 31.8%
2024-11-04: Largest Expected Move — 6.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.54	$9.25	$9.77	$9.71	$9.66
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	17.6%	11.0%	37.3%	22.7%	22.6%
Expected Move	4.4%	3.1%	6.7%	6.5%	6.5%
HV 20d	14.0%	10.1%	16.0%	15.5%	15.1%
HV 60d	14.9%	14.1%	15.2%	14.7%	15.1%
IV Rank	6.8%	0.0%	31.8%	12.7%	14.8%
IV Percentile	17.5%	0.0%	77.8%	42.1%	45.2%
Term Structure	7.5%	-2.8%	63.9%	0.2%	2.0%
VWIV	22.4%	10.4%	58.7%	58.7%	11.8%
Skew 25d	104.2%	11.7%	250.2%	250.2%	20.8%
Skew 10d	142.9%	-26.7%	289.5%	289.5%	9.6%
Call IV 25d	41.5%	14.1%	87.1%	30.1%	14.8%
Put IV 25d	145.7%	25.8%	280.3%	280.3%	35.6%
Bid-Ask Spread %	94.99	69.46	110.36	69.46	96.07
Gamma HHI	0.97	0.94	0.98	0.94	0.98
Net GEX	154.8K	110.5K	225.1K	131.5K	217.6K
Net DEX	-1.5M	-2.2M	-772.9K	-1.2M	-1.9M
Net VEX	-7.4K	-10.2K	-4.2K	-5.0K	-9.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.93	0.10	0.50
Total Volume	331.15	0	1,347	216	9
Total OI	6,036.8	4,550	7,187	4,550	6,486

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
2024-11-01	$9.71	$10.00	22.7%	6.5%	15.5%	12.7%	58.7%	250.2%	0.2%	131.5K	-1.2M	-5.0K	0.10	69.46	197	19	4,029	521
2024-11-04	$9.77	$10.00	23.5%	6.7%	11.1%	13.7%	23.4%	15.7%	-2.8%	146.5K	-1.3M	-4.8K	0.01	90.28	109	1	4,042	540
2024-11-05	$9.75	$10.00	17.9%	6.2%	10.1%	6.4%	21.7%	16.3%	-1.6%	159.5K	-1.2M	-4.9K	0.01	93.40	172	1	4,150	540
2024-11-06	$9.55	$10.00	16.6%	3.2%	12.1%	4.6%	0.0%	106.3%	6.7%	110.5K	-772.9K	-4.2K	0.02	109.58	181	3	4,315	540
2024-11-07	$9.61	$10.00	19.3%	5.6%	12.4%	8.2%	19.4%	18.9%	-0.8%	130.5K	-1.0M	-4.7K	0.01	91.29	199	1	4,398	536
2024-11-08	$9.61	$10.00	17.7%	3.4%	12.4%	6.1%	10.9%	145.5%	7.2%	135.9K	-1.0M	-4.7K	0.00	110.36	1,347	0	4,596	536
2024-11-11	$9.52	$10.00	27.4%	3.3%	12.4%	18.8%	0.0%	136.9%	9.2%	142.4K	-1.2M	-6.2K	0.00	96.26	1,274	5	5,554	536
2024-11-12	$9.29	$10.00	37.3%	4.0%	14.4%	31.8%	35.6%	23.0%	7.7%	128.0K	-1.2M	-7.3K	0.10	94.81	317	33	6,459	539
2024-11-13	$9.25	$10.00	13.5%	3.9%	13.6%	0.6%	45.2%	132.4%	10.3%	113.3K	-1.2M	-6.8K	0.05	109.19	129	6	6,616	513
2024-11-14	$9.30	$10.00	13.1%	3.8%	14.1%	0.2%	39.7%	105.5%	63.9%	133.8K	-1.3M	-7.3K	0.00	96.38	78	0	6,681	506
2024-11-15	$9.38	$10.00	13.2%	3.8%	14.7%	0.2%	12.8%	135.9%	15.2%	133.6K	-1.4M	-7.4K	0.93	100.92	161	150	6,658	506
2024-11-18	$9.43	$10.00	13.1%	3.7%	14.9%	0.0%	12.7%	145.0%	0.0%	135.5K	-1.4M	-8.1K	0.00	87.44	324	1	5,345	396
2024-11-19	$9.48	$10.00	12.5%	3.6%	15.1%	0.0%	12.8%	147.8%	8.2%	153.8K	-1.6M	-8.6K	0.00	85.39	205	1	5,619	396
2024-11-20	$9.48	$10.00	14.1%	4.0%	15.1%	2.1%	0.0%	95.0%	5.5%	159.6K	-1.7M	-9.1K	0.00	100.94	0	0	5,902	395
2024-11-21	$9.54	$10.00	12.3%	3.5%	15.4%	0.0%	11.8%	155.4%	7.2%	177.1K	-1.8M	-9.1K	0.00	103.29	99	0	5,900	395
2024-11-22	$9.64	$10.00	11.0%	3.1%	16.0%	0.0%	10.4%	11.7%	1.9%	185.2K	-1.9M	-9.7K	0.13	88.83	389	51	5,969	395
2024-11-25	$9.59	$10.00	13.8%	4.0%	15.2%	3.7%	14.2%	154.2%	4.7%	197.2K	-1.9M	-10.0K	0.08	88.24	12	1	6,329	444
2024-11-26	$9.59	$10.00	12.7%	3.6%	15.1%	2.2%	0.0%	174.8%	5.6%	179.3K	-1.9M	-9.8K	0.00	100.97	111	0	6,330	444
2024-11-27	$9.71	$10.00	17.8%	5.1%	15.8%	8.7%	18.0%	91.8%	-0.9%	225.1K	-2.2M	-10.2K	0.00	86.71	1,036	1	6,236	444
2024-11-29	$9.66	$10.00	22.6%	6.5%	15.1%	14.8%	11.8%	20.8%	2.0%	217.6K	-1.9M	-9.4K	0.50	96.07	6	3	6,042	444