Harmonic Inc. (HLIT) Options History
Historical options analytics archive for HLIT with monthly max pain, implied volatility, gamma exposure, and put/call data.
235 months of complete options data available.
HLIT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HLIT. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 88.3% | 36.4% | $12.50 | $130.3K | -$5.5M | 0.23 |
| 2026-06 | 21 | 80.7% | 32.9% | $10.00 | $367.3K | -$22.1M | 0.07 |
| 2026-05 | 20 | 104.0% | 54.7% | $10.00 | $549.4K | -$32.1M | 0.06 |
| 2026-04 | 21 | 69.6% | 46.2% | $7.50 | $43.4K | -$2.5M | 1.36 |
| 2026-03 | 21 | 37.2% | 22.9% | $7.50 | $48.0K | -$700.5K | 0.24 |
| 2026-02 | 19 | 81.0% | 50.8% | $10.00 | $95.3K | -$2.4M | 3.85 |
This archive aggregates HLIT's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how HLIT option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 88.3%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.23.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked HLIT history questions
- How much options history is available for HLIT?
- This archive holds 235 months of HLIT options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of HLIT's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the HLIT archive.
- What data does each monthly HLIT aggregate contain?
- Every monthly row summarizes that month of HLIT option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 88.3%, an average IV rank of 36.4%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.23.
- How is the HLIT options-history archive built and how often does it update?
- The archive is derived from HLIT's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how HLIT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.