HLIT Options History — April 2015

In April 2015, HLIT traded between $6.96 and $7.57. ATM implied volatility averaged 37.4%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 14.9% (HV 20d: 22.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 6.61.

Notable Days

  • 2015-04-13: Highest Volume — 1,502 contracts
  • 2015-04-28: Largest IV spike — 36.4% change
  • 2015-04-28: Highest IV Rank — 20.8%
  • 2015-04-28: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.36$6.96$7.57$7.33$7.04
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV37.4%32.2%46.1%33.9%41.8%
Expected Move10.5%8.8%13.2%9.7%12.0%
HV 20d22.5%18.6%30.7%23.3%30.7%
HV 60d26.7%19.4%27.9%27.7%23.2%
IV Rank14.1%9.8%20.8%11.2%17.1%
IV Percentile55.3%31.0%80.2%40.9%73.4%
Term Structure-3.4%-12.4%3.9%2.6%-11.0%
VWIV33.9%33.9%33.9%33.9%33.9%
Skew 25d16.5%-19.5%60.1%9.1%36.2%
Skew 10d22.6%-34.0%93.1%12.3%21.7%
Call IV 25d44.6%35.7%58.9%39.2%43.0%
Put IV 25d61.1%30.1%106.2%48.3%79.2%
Bid-Ask Spread %104.8529.45124.62124.62113.89
Gamma HHI0.730.620.870.680.85
Net GEX-4.7K-7.0K-2.4K-3.1K-6.8K
Net DEX179.4K77.3K377.4K163.5K377.4K
Net VEX-3.3K-3.6K-2.7K-3.6K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.616.156.796.496.65
Total Volume1,396.09501,5021,4911,438
Total OI2,236.0482,1312,3132,3132,139

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$7.33$5.0033.9%9.7%23.3%11.2%33.9%9.1%2.6%-3.1K163.5K-3.6K6.49124.62N/AN/A1991,2929631,350
2015-04-02$7.38$0.0033.0%9.7%23.4%10.4%0.0%10.5%-0.5%-2.9K141.9K-3.6K6.49110.88N/AN/A1991,2929631,350
2015-04-06$7.35$0.0038.4%9.3%23.2%15.0%0.0%10.3%0.7%-2.9K152.1K-3.5K6.49105.20N/AN/A1991,2929631,350
2015-04-07$7.30$0.0040.1%8.8%23.2%16.5%0.0%9.5%-0.6%-3.2K159.0K-3.5K6.49105.48N/AN/A1991,2929631,350
2015-04-08$7.37$0.0032.2%9.2%21.5%9.8%0.0%12.6%2.7%-3.3K170.3K-3.4K0.00115.49N/AN/A009631,350
2015-04-09$7.40$0.0035.4%10.2%21.1%12.5%0.0%37.4%-3.4%-3.4K163.0K-3.4K6.49104.50N/AN/A1991,2929631,350
2015-04-10$7.57$0.0034.8%10.0%20.5%12.0%0.0%38.3%-4.3%-3.9K77.3K-3.5K6.4932.93N/AN/A1991,2929631,350
2015-04-13$7.51$0.0040.9%11.7%20.2%17.1%0.0%7.9%-6.5%-2.4K88.7K-3.5K6.1529.45N/AN/A2101,2929631,350
2015-04-14$7.38$0.0033.4%9.6%21.1%10.8%0.0%7.6%-3.4%-2.7K127.9K-3.4K6.53113.32N/AN/A1981,2929631,350
2015-04-15$7.37$0.0036.1%10.3%21.0%13.1%0.0%10.7%-3.2%-3.3K162.9K-3.4K6.53111.74N/AN/A1981,2929631,350
2015-04-16$7.45$0.0036.8%10.5%21.4%13.7%0.0%60.1%-5.4%-3.1K157.1K-3.3K6.59113.87N/AN/A1961,2929631,350
2015-04-17$7.26$0.0036.2%10.4%23.2%13.2%0.0%6.1%-7.2%-6.1K161.1K-3.3K6.59105.98N/AN/A1961,2929631,350
2015-04-20$7.37$0.0039.5%11.3%23.5%16.0%0.0%11.7%-9.6%-6.5K234.7K-3.2K6.79111.70N/AN/A1841,2508811,250
2015-04-21$7.47$0.0040.8%11.7%24.0%17.0%0.0%11.4%-7.5%-6.4K168.9K-3.3K6.79111.85N/AN/A1841,2508811,250
2015-04-22$7.45$0.0037.8%10.8%24.0%14.5%0.0%39.3%-0.3%-6.3K205.7K-3.2K6.79115.87N/AN/A1841,2508811,250
2015-04-23$7.49$0.0037.3%10.7%18.6%14.1%0.0%17.8%3.9%-6.5K137.7K-3.3K6.79116.65N/AN/A1841,2508811,250
2015-04-24$7.45$0.0036.2%10.4%18.7%13.1%0.0%12.3%-2.4%-6.6K168.5K-3.2K6.79118.44N/AN/A1841,2508831,250
2015-04-27$7.31$0.0033.8%9.7%20.0%11.1%0.0%-19.5%-1.4%-6.1K198.5K-3.2K6.79117.56N/AN/A1841,2508831,250
2015-04-28$7.42$0.0046.1%13.2%20.2%20.8%0.0%-12.8%-12.4%-7.0K185.1K-3.2K6.79108.14N/AN/A1841,2508831,250
2015-04-29$6.96$0.0041.8%12.0%30.4%17.2%0.0%30.1%-1.8%-6.8K366.2K-2.8K6.65114.30N/AN/A1881,2508891,250
2015-04-30$7.04$0.0041.8%12.0%30.7%17.1%0.0%36.2%-11.0%-6.8K377.4K-2.7K6.65113.89N/AN/A1881,2508891,250