HLIT Options History — October 2015

In October 2015, HLIT traded between $5.68 and $6.29. ATM implied volatility averaged 65.1%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 21.6% (HV 20d: 43.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.19.

Notable Days

  • 2015-10-16: Highest Volume — 396 contracts
  • 2015-10-14: Largest IV drop — 65.9% change
  • 2015-10-13: Highest IV Rank — 94.9%
  • 2015-10-02: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.93$5.68$6.29$5.72$5.76
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV65.1%42.1%133.0%60.3%43.8%
Expected Move13.5%9.8%18.8%17.3%12.5%
HV 20d43.5%40.7%46.1%40.7%45.4%
HV 60d36.6%32.5%38.9%32.5%36.8%
IV Rank39.1%20.3%94.9%34.4%21.8%
IV Percentile83.7%63.5%99.6%88.9%65.9%
Term Structure-13.7%-29.3%-0.9%-16.2%-14.5%
VWIV66.3%60.4%72.2%60.4%72.2%
Skew 25d-2.7%-21.9%15.7%-6.6%6.3%
Skew 10d8.4%-10.5%25.8%-10.4%25.1%
Call IV 25d40.5%23.7%79.1%73.6%26.9%
Put IV 25d37.8%23.8%85.4%66.9%33.1%
Bid-Ask Spread %102.0123.23113.05101.08101.25
Gamma HHI0.690.530.880.560.59
Net GEX672-1.4K1.2K732778
Net DEX138.4K-28.5K289.3K264.9K-17.3K
Net VEX-102-160-64-118-66
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.130.670.130.46
Total Volume225039639038
Total OI619.136162996989214

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-10-01$5.72$7.5060.3%17.3%40.7%34.4%60.4%-6.6%-16.2%732264.9K-1180.13101.08N/AN/A34545444545
2015-10-02$5.84$7.5065.5%18.8%41.3%38.8%72.2%-5.9%-29.3%275269.5K-1060.13111.19N/AN/A34545444545
2015-10-05$6.11$0.0081.5%12.6%43.6%52.1%0.0%6.3%-13.7%-1.2K264.3K-1600.00112.97N/AN/A00444545
2015-10-06$6.12$0.0089.7%10.9%43.4%58.9%0.0%-2.9%-11.2%-1.4K262.2K-1550.1323.23N/AN/A34545444545
2015-10-07$6.29$0.0079.9%9.8%43.8%50.8%0.0%6.4%-7.5%1.1K289.3K-860.1357.83N/AN/A34745444545
2015-10-08$5.76$0.0080.9%11.2%43.4%51.6%0.0%-2.9%-7.3%563271.5K-650.13111.90N/AN/A34745446545
2015-10-09$5.91$0.0081.7%10.9%44.6%52.3%0.0%7.7%-0.9%555271.9K-1040.13111.26N/AN/A34745446545
2015-10-12$5.98$0.00132.0%13.4%44.5%94.0%0.0%15.7%-19.1%968271.4K-1240.13112.96N/AN/A34745446545
2015-10-13$5.93$0.00133.0%12.6%44.1%94.9%0.0%5.1%-12.0%744277.6K-640.14112.64N/AN/A32545446545
2015-10-14$5.90$0.0045.3%13.0%44.1%22.0%0.0%-0.3%-13.3%730278.2K-650.13112.74N/AN/A33645443545
2015-10-15$6.00$0.0045.7%13.1%44.6%22.3%0.0%8.4%-12.6%843280.3K-690.14112.92N/AN/A33045447545
2015-10-16$5.99$0.0042.1%12.1%42.1%20.3%0.0%5.8%-13.3%823278.5K-730.13113.05N/AN/A35145451545
2015-10-19$6.02$0.0043.1%12.3%42.1%21.2%0.0%-12.9%-11.3%1.1K-28.5K-1290.18112.92N/AN/A661215012
2015-10-20$6.04$0.0050.5%14.5%41.4%27.8%0.0%-7.3%-12.7%1.1K-26.6K-1210.18111.72N/AN/A661215212
2015-10-21$5.88$0.0050.8%14.6%42.3%28.0%0.0%-13.4%-13.9%970-23.4K-1130.18111.23N/AN/A661215212
2015-10-22$5.96$0.0052.0%14.9%42.5%29.1%0.0%-4.0%-14.0%1.0K-24.2K-1090.18113.05N/AN/A661215212
2015-10-23$6.02$0.0053.8%15.4%42.6%30.6%0.0%-4.9%-14.7%1.1K-24.9K-1090.18112.78N/AN/A661215212
2015-10-26$5.90$0.0055.1%15.8%43.1%31.8%0.0%-11.3%-16.5%987-23.4K-990.18111.92N/AN/A661215212
2015-10-27$5.68$0.0048.8%14.0%45.0%26.3%0.0%-21.9%-10.7%776-18.0K-770.18111.37N/AN/A661215212
2015-10-28$5.84$0.0050.9%14.6%46.1%28.1%0.0%-10.5%-17.8%955-22.9K-960.1963.26N/AN/A641215212
2015-10-29$5.83$0.0046.1%13.2%45.8%23.9%0.0%-16.3%-19.0%1.2K-26.4K-1260.67100.93N/AN/A181220012
2015-10-30$5.76$0.0043.8%12.5%45.4%21.8%0.0%6.3%-14.5%778-17.3K-660.46101.25N/AN/A261220212