HLIT Options History — July 2010

In July 2010, HLIT traded between $5.35 and $6.97. ATM implied volatility averaged 48.7%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 0.4% (HV 20d: 48.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.34.

Notable Days

  • 2010-07-30: Highest Volume — 693 contracts
  • 2010-07-07: Largest IV spike — 77.6% change
  • 2010-07-14: Highest IV Rank — 100.0%
  • 2010-07-08: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.91$5.35$6.97$5.57$6.97
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV48.7%29.5%109.6%36.6%29.5%
Expected Move12.7%8.5%16.1%10.5%8.5%
HV 20d48.3%41.2%69.2%48.2%69.2%
HV 60d61.1%58.9%69.4%59.2%69.4%
IV Rank32.0%3.2%100.0%17.4%3.2%
IV Percentile54.6%2.0%100.0%25.4%2.0%
Term Structure4.6%-12.7%18.2%13.8%17.8%
VWIV44.1%31.9%62.4%38.8%54.3%
Bid-Ask Spread %17.949.4830.8616.0712.13
Gamma HHI0.650.470.880.510.88
Net GEX9.7K7.2K19.3K7.9K19.3K
Net DEX-350.8K-726.4K-213.8K-270.7K-726.4K
Net VEX-2.2K-3.2K-1.9K-2.0K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.003.360.100.14
Total Volume110.4760693108693
Total OI4,033.8572,9465,0034,6603,441

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-07-01$5.57$5.0036.6%10.5%48.2%17.4%38.8%0.0%13.8%7.9K-270.7K-2.0K0.1016.07N/AN/A98103,821839
2010-07-02$5.60$5.0036.5%10.5%41.2%17.2%62.4%0.0%17.7%8.6K-322.1K-2.1K1.3113.29N/AN/A901183,892839
2010-07-06$5.35$5.0036.2%15.4%44.3%16.6%0.0%0.0%-2.5%8.9K-240.2K-2.0K0.0023.46N/AN/A2003,982930
2010-07-07$5.54$5.0064.3%15.9%46.1%66.8%0.0%0.0%-2.6%7.2K-323.4K-1.9K0.0019.45N/AN/A803,982930
2010-07-08$5.61$5.0051.4%16.1%45.9%43.8%0.0%0.0%-5.3%8.5K-321.2K-2.0K0.0020.08N/AN/A003,978930
2010-07-09$5.73$5.0044.3%15.6%45.0%31.2%0.0%0.0%-1.2%8.3K-372.2K-2.1K0.0023.97N/AN/A203,978930
2010-07-12$5.64$5.0066.7%15.8%45.4%71.2%0.0%0.0%-4.4%8.5K-334.8K-2.0K0.0023.78N/AN/A2003,976930
2010-07-13$5.95$5.0081.0%13.0%48.2%96.7%0.0%0.0%17.0%8.8K-414.3K-2.1K0.0030.86N/AN/A8303,976930
2010-07-14$6.04$5.00109.6%12.5%48.0%100.0%31.9%0.0%18.2%9.2K-436.2K-2.0K0.0012.20N/AN/A2903,974930
2010-07-15$5.90$5.0045.1%12.9%48.7%22.1%34.5%0.0%-12.7%9.2K-423.9K-2.0K0.349.99N/AN/A77263,989930
2010-07-16$5.77$5.0045.9%13.1%49.1%22.9%54.3%0.0%10.0%8.9K-404.6K-2.0K3.3630.51N/AN/A561884,059944
2010-07-19$5.76$5.0054.9%15.7%49.0%33.8%0.0%0.0%-2.1%7.9K-213.8K-2.2K0.0029.55N/AN/A9702,300646
2010-07-20$5.87$5.0046.9%13.4%49.4%24.2%0.0%0.0%16.2%8.1K-225.9K-2.3K0.0029.93N/AN/A1202,305646
2010-07-21$5.79$5.0045.4%13.0%49.6%22.4%0.0%0.0%-4.9%8.1K-226.5K-2.2K0.0013.03N/AN/A002,312646
2010-07-22$5.99$5.0040.1%11.5%51.0%16.0%0.0%0.0%-7.3%8.6K-270.0K-2.3K0.0012.01N/AN/A6502,312646
2010-07-23$6.20$5.0038.2%11.0%51.1%13.7%0.0%0.0%-6.6%9.9K-319.2K-2.3K0.0011.87N/AN/A9502,348646
2010-07-26$6.44$5.0031.9%9.1%47.8%6.1%33.9%0.0%17.1%12.1K-448.3K-2.7K0.0810.79N/AN/A250212,395646
2010-07-27$6.30$5.0038.9%11.2%48.7%14.6%0.0%0.0%14.3%12.4K-406.1K-2.7K0.009.48N/AN/A7502,538666
2010-07-28$6.17$5.0039.9%11.4%44.2%15.8%44.7%0.0%-3.2%11.9K-374.5K-2.6K1.0511.41N/AN/A19202,590666
2010-07-29$5.97$5.0040.2%11.5%44.3%16.1%42.1%0.0%7.8%10.7K-291.7K-2.4K0.0012.93N/AN/A14802,607686
2010-07-30$6.97$5.0029.5%8.5%69.2%3.2%54.3%0.0%17.8%19.3K-726.4K-3.2K0.1412.13N/AN/A606872,755686