HLIT Options History — June 2015

In June 2015, HLIT traded between $6.77 and $7.31. ATM implied volatility averaged 33.0%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 6.7% (HV 20d: 26.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.41.

Notable Days

  • 2015-06-18: Highest Volume — 778 contracts
  • 2015-06-29: Largest IV spike — 46.7% change
  • 2015-06-08: Highest IV Rank — 23.2%
  • 2015-06-02: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.10$6.77$7.31$6.77$6.83
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV33.0%23.3%46.8%28.8%33.8%
Expected Move8.6%6.7%11.3%8.3%9.7%
HV 20d26.3%21.4%29.8%21.4%29.6%
HV 60d26.7%25.1%27.6%25.1%27.4%
IV Rank11.8%3.7%23.2%8.3%12.5%
IV Percentile30.7%0.8%79.0%11.5%37.3%
Term Structure-0.2%-17.3%13.1%2.7%3.9%
VWIV29.5%23.8%37.4%27.8%35.0%
Skew 25d23.0%-10.4%110.5%-0.7%-4.0%
Skew 10d23.7%-54.2%105.7%-0.5%-4.2%
Call IV 25d32.2%25.3%43.1%29.3%37.1%
Put IV 25d55.1%27.8%139.6%28.6%33.1%
Bid-Ask Spread %84.0123.35114.7323.3553.43
Gamma HHI0.880.820.940.910.89
Net GEX-7.4K-9.8K-5.7K-6.6K-7.5K
Net DEX393.4K253.8K626.7K448.2K626.7K
Net VEX-2.0K-2.3K-1.2K-2.0K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.412.162.872.242.87
Total Volume729.2270778769762
Total OI2,241.9552,2032,2632,2422,247

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$6.77$7.5028.8%8.3%21.4%8.3%27.8%-0.7%2.7%-6.6K448.2K-2.0K2.2423.35N/AN/A2375329721,270
2015-06-02$6.88$7.5039.4%11.3%22.3%17.1%0.0%1.5%-17.3%-6.3K530.8K-1.8K0.00111.96N/AN/A009721,270
2015-06-03$7.14$7.5032.6%9.4%24.1%11.5%37.4%-10.4%-14.9%-5.7K341.6K-2.3K2.24111.40N/AN/A2375329721,270
2015-06-04$6.86$7.5044.1%8.0%28.3%21.0%27.6%4.6%-0.2%-7.1K425.9K-2.0K2.2493.82N/AN/A2375329721,270
2015-06-05$7.04$7.5043.3%7.5%29.7%20.3%26.9%22.4%6.5%-6.2K467.3K-2.0K2.24113.30N/AN/A2375329721,270
2015-06-08$7.10$7.5046.8%8.9%29.6%23.2%30.2%11.5%-2.3%-6.6K356.1K-2.2K2.24110.41N/AN/A2375329721,270
2015-06-09$7.12$7.5046.6%9.0%29.4%23.0%30.1%4.0%-5.6%-7.1K362.4K-2.2K2.24108.87N/AN/A2375329721,270
2015-06-10$7.23$7.5025.9%7.4%27.8%5.9%24.4%7.4%1.8%-6.7K342.4K-2.2K2.1945.22N/AN/A2435329721,270
2015-06-11$7.22$7.5027.8%8.0%24.8%7.4%26.0%49.4%0.3%-6.4K349.6K-2.2K2.1943.58N/AN/A2435329881,270
2015-06-12$7.18$7.5030.8%8.8%24.8%9.9%29.0%8.9%-3.3%-6.7K291.7K-2.2K2.19110.98N/AN/A2435329881,270
2015-06-15$7.17$7.5023.3%6.7%24.6%3.7%23.8%64.3%8.0%-6.7K430.4K-2.0K2.1955.34N/AN/A2435329881,270
2015-06-16$7.24$7.5027.1%7.8%24.8%6.8%26.8%3.1%3.8%-6.4K340.5K-2.1K2.19104.82N/AN/A2435329881,270
2015-06-17$7.23$7.5031.1%8.9%24.7%10.2%30.4%7.8%-3.6%-7.4K253.8K-2.1K2.2057.29N/AN/A2425329881,270
2015-06-18$7.28$7.5031.7%9.1%24.7%10.7%30.8%12.9%-1.5%-6.2K254.8K-2.1K2.16114.73N/AN/A2465329891,270
2015-06-19$7.18$7.5027.7%7.9%25.3%7.3%26.8%23.2%-1.7%-9.8K326.0K-2.0K2.1669.29N/AN/A2465329931,270
2015-06-22$7.21$7.5032.8%9.4%24.8%11.6%31.6%9.7%-7.7%-9.0K316.0K-1.9K2.86111.57N/AN/A1865329331,270
2015-06-23$7.31$7.5030.1%8.6%24.9%9.4%28.7%33.6%1.9%-9.1K327.9K-1.9K2.7070.27N/AN/A1975329331,270
2015-06-24$7.09$7.5029.3%8.4%27.6%8.7%29.6%55.4%6.0%-8.9K289.8K-1.9K2.7067.26N/AN/A1975329441,270
2015-06-25$7.12$7.5027.7%7.9%27.6%7.3%29.7%110.5%13.1%-8.4K489.8K-1.6K2.87112.81N/AN/A1975659441,270
2015-06-26$7.13$7.5026.4%7.6%27.6%6.3%30.3%86.5%11.8%-9.7K521.3K-1.6K2.8753.61N/AN/A1975659441,303
2015-06-29$6.91$7.5038.8%11.1%29.8%16.6%35.7%3.5%-5.3%-8.9K562.5K-1.4K2.87105.00N/AN/A1975659441,303
2015-06-30$6.83$7.5033.8%9.7%29.6%12.5%35.0%-4.0%3.9%-7.5K626.7K-1.2K2.8753.43N/AN/A1975659441,303