HLIT Options History — May 2016

In May 2016, HLIT traded between $2.57 and $3.47. ATM implied volatility averaged 92.2%, placing in the 40.5% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 49.6% (HV 20d: 42.6%). Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.39.

Notable Days

  • 2016-05-11: Highest Volume — 163 contracts
  • 2016-05-18: Largest IV spike — 79.8% change
  • 2016-05-10: Highest IV Rank — 76.6%
  • 2016-05-04: Largest Expected Move — 36.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.00$2.57$3.47$3.47$2.84
ATM IV92.2%47.0%154.1%116.7%94.0%
Expected Move22.9%13.5%36.6%33.5%26.9%
HV 20d42.6%34.8%51.8%37.8%51.7%
HV 60d49.0%42.9%52.9%52.9%44.3%
IV Rank40.5%13.8%76.6%55.4%41.1%
IV Percentile72.5%33.3%98.8%92.9%78.6%
Term Structure-16.5%-57.7%30.0%-35.3%-15.9%
Bid-Ask Spread %106.2715.48132.87115.49123.05
Gamma HHI0.780.510.960.510.87
Net GEX-574-2.3K559247444
Net DEX-1.2K-47.1K47.3K-14.9K-26.1K
Net VEX-208-544-8-531-108
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.181.250.440.25
Total Volume119.5714516382125
Total OI1,055.9059601,1009601,100

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-05-02$3.47$0.00116.7%33.5%37.8%55.4%0.0%0.0%-35.3%247-14.9K-5310.44115.49N/AN/A5725432528
2016-05-03$3.47$0.00106.1%30.4%37.2%49.5%0.0%0.0%-57.7%310-19.8K-5440.4432.30N/AN/A5725450528
2016-05-04$3.42$0.00127.7%36.6%36.6%61.7%0.0%0.0%-52.2%-257-39.5K-3141.2597.71N/AN/A2025450528
2016-05-05$3.33$0.00125.8%22.4%35.9%60.6%0.0%0.0%-12.5%559-28.6K-1081.25117.52N/AN/A2025450528
2016-05-06$3.29$0.00126.6%22.1%36.2%61.1%0.0%0.0%-9.3%485-26.3K-911.25117.51N/AN/A2025450528
2016-05-09$3.33$0.00147.4%23.6%34.8%72.8%0.0%0.0%-15.2%520-47.1K-2150.27117.88N/AN/A9225450528
2016-05-10$3.33$0.00154.1%17.7%34.8%76.6%0.0%0.0%-6.0%404-24.0K-690.2774.47N/AN/A9225514528
2016-05-11$3.12$0.0077.3%22.2%41.0%33.1%0.0%0.0%-22.7%-1.4K2.2K-1900.18116.21N/AN/A13825514528
2016-05-12$3.07$0.0068.3%19.6%41.2%28.0%0.0%0.0%-2.6%354-22.0K-640.18112.06N/AN/A13825562528
2016-05-13$2.94$0.0070.4%20.2%43.3%27.4%0.0%0.0%-12.1%-1.4K14.2K-2570.18100.88N/AN/A13825562528
2016-05-16$2.84$0.0072.8%20.9%44.2%28.8%0.0%0.0%-13.4%-1.5K27.1K-2550.18120.44N/AN/A13825562528
2016-05-17$2.85$0.0047.0%13.5%44.2%13.8%0.0%0.0%30.0%164-17.6K-280.1815.48N/AN/A13825562528
2016-05-18$2.68$0.0084.4%24.2%48.1%35.5%0.0%0.0%-28.4%-1.9K34.7K-2670.18121.40N/AN/A13825562528
2016-05-19$2.57$0.0070.4%20.2%45.1%27.4%0.0%0.0%-13.0%-1.9K46.9K-2450.25132.87N/AN/A10025562528
2016-05-20$2.63$0.0069.7%20.0%43.3%27.0%0.0%0.0%-26.8%-2.3K41.3K-2640.25122.08N/AN/A10025572528
2016-05-23$2.58$0.0075.6%21.7%41.6%30.4%0.0%0.0%-18.1%-1.8K47.3K-2750.25119.61N/AN/A10025572528
2016-05-24$2.70$0.0077.3%22.1%42.5%31.4%0.0%0.0%-7.6%-1.7K36.3K-2830.25119.51N/AN/A10025572528
2016-05-25$2.89$0.0058.3%16.7%51.5%20.4%0.0%0.0%-3.8%103-17.0K-160.25106.04N/AN/A10025572528
2016-05-26$2.85$0.0082.2%23.6%51.6%34.2%0.0%0.0%-18.3%-1.5K24.9K-2350.25123.05N/AN/A10025572528
2016-05-27$2.86$0.0083.7%24.0%51.8%35.1%0.0%0.0%-6.5%65-16.8K-80.25126.04N/AN/A10025572528
2016-05-31$2.84$0.0094.0%26.9%51.7%41.1%0.0%0.0%-15.9%444-26.1K-1080.25123.05N/AN/A10025572528