HLN Options History — December 2024

In December 2024, HLN traded between $9.52 and $9.89. ATM implied volatility averaged 21.6%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 9.9% (HV 20d: 11.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2024-12-12: Highest Volume — 1,432 contracts
  • 2024-12-30: Largest IV spike — 58.1% change
  • 2024-12-02: Highest IV Rank — 37.8%
  • 2024-12-02: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.70$9.52$9.89$9.66$9.57
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV21.6%13.7%40.6%40.6%24.1%
Expected Move5.8%3.9%11.6%11.6%6.9%
HV 20d11.7%8.4%15.1%15.1%11.9%
HV 60d14.8%14.2%15.2%15.1%14.2%
IV Rank14.5%4.0%37.8%37.8%18.7%
IV Percentile35.2%3.6%81.7%81.7%56.7%
Term Structure0.5%-21.5%10.8%-21.5%7.1%
VWIV18.7%12.9%31.1%31.1%12.9%
Skew 25d101.1%1.2%232.5%232.5%43.2%
Skew 10d105.7%-23.9%287.2%287.2%-23.9%
Call IV 25d26.1%13.0%40.0%31.1%13.0%
Put IV 25d127.3%33.0%263.6%263.6%56.2%
Bid-Ask Spread %90.1175.67110.4097.8081.39
Gamma HHI0.980.970.980.970.98
Net GEX207.0K156.5K274.0K191.4K184.7K
Net DEX-1.9M-2.4M-1.4M-1.9M-1.4M
Net VEX-8.4K-9.4K-6.7K-9.3K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.003.780.003.78
Total Volume148.33301,4321511
Total OI6,372.6676,0146,6486,4866,014

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$9.66$10.0040.6%11.6%15.1%37.8%31.1%232.5%-21.5%191.4K-1.9M-9.3K0.0097.80106,045441
2024-12-03$9.71$10.0031.3%9.0%15.1%25.9%20.8%211.1%-2.8%208.7K-2.1M-9.4K0.00110.4010806,045441
2024-12-04$9.71$10.0022.9%6.6%15.1%15.3%0.0%221.6%-7.1%207.7K-2.0M-9.3K0.0090.00066,140441
2024-12-05$9.73$10.0016.8%5.2%13.0%7.4%0.0%13.2%0.6%214.6K-2.1M-9.2K0.0086.511206,140445
2024-12-06$9.68$10.0026.2%4.6%13.0%19.4%16.1%15.0%1.6%213.5K-2.0M-9.4K0.0087.92406,152445
2024-12-09$9.66$10.0031.4%5.1%13.0%26.1%0.0%22.7%8.1%204.5K-2.0M-8.7K0.0095.22016,156445
2024-12-10$9.66$10.0024.9%5.5%12.5%19.9%0.0%20.6%5.2%216.5K-2.0M-8.8K0.00105.47016,156445
2024-12-11$9.75$10.0019.5%5.6%8.7%12.2%19.5%5.4%-1.5%235.5K-2.2M-9.0K0.2594.3540106,156445
2024-12-12$9.73$10.0019.7%5.6%8.5%12.4%19.6%14.4%-0.1%216.4K-2.1M-9.0K0.0087.641,43206,194454
2024-12-13$9.77$10.0019.2%5.5%8.4%11.8%19.2%1.2%-0.2%216.9K-2.0M-8.5K0.0092.793005,877454
2024-12-16$9.73$10.0019.8%5.7%8.4%12.6%0.0%10.7%-1.0%194.8K-2.0M-8.2K0.0089.68005,889454
2024-12-17$9.89$10.0016.9%4.8%9.8%8.5%16.9%132.2%0.6%274.0K-2.4M-8.4K0.0581.57237115,889454
2024-12-18$9.71$10.0017.2%4.9%12.2%8.9%17.5%149.9%2.2%214.2K-2.0M-8.3K0.0088.193305,987464
2024-12-19$9.71$10.0023.1%6.6%12.2%17.3%0.0%173.5%-2.8%215.6K-1.8M-8.1K0.0098.1418205,996464
2024-12-20$9.68$10.0014.6%4.2%12.1%5.2%17.5%150.4%0.5%195.6K-1.8M-7.9K0.6986.4416115,989459
2024-12-23$9.71$10.0017.1%4.9%11.6%8.7%17.3%89.4%1.3%193.0K-1.8M-7.9K0.0075.6734005,597455
2024-12-24$9.75$10.0015.3%4.4%11.5%6.1%0.0%179.9%2.3%199.8K-1.8M-7.9K0.0086.75205,603455
2024-12-26$9.72$10.0013.7%3.9%11.6%4.0%16.1%180.5%1.3%207.9K-1.8M-7.6K0.0083.621105,603455
2024-12-27$9.63$10.0015.5%4.4%11.2%6.4%12.9%216.2%7.1%185.6K-1.6M-7.2K0.0184.329315,603455
2024-12-30$9.52$10.0024.5%7.0%11.8%19.3%0.0%40.5%10.8%156.5K-1.5M-7.0K0.0088.362205,569455
2024-12-31$9.57$10.0024.1%6.9%11.9%18.7%0.0%43.2%7.1%184.7K-1.4M-6.7K3.7881.391074045,559455