HLIT Options History — June 2016

In June 2016, HLIT traded between $2.66 and $3.09. ATM implied volatility averaged 85.6%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 31.8% (HV 20d: 53.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.28.

Notable Days

  • 2016-06-17: Highest Volume — 238 contracts
  • 2016-06-24: Largest IV spike — 108.3% change
  • 2016-06-24: Highest IV Rank — 100.0%
  • 2016-06-24: Largest Expected Move — 63.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.87$2.66$3.09$2.83$2.84
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV85.6%57.4%222.9%66.8%87.6%
Expected Move23.2%16.0%63.9%19.1%25.1%
HV 20d53.7%42.9%60.4%51.7%60.4%
HV 60d45.5%43.1%50.6%44.3%50.5%
IV Rank34.0%19.8%100.0%25.3%30.9%
IV Percentile64.8%41.3%100.0%53.6%69.4%
Term Structure-9.1%-42.9%37.8%-20.0%-11.3%
VWIV78.0%51.0%110.6%60.2%77.7%
Bid-Ask Spread %88.5022.85135.0691.63110.75
Gamma HHI0.870.560.990.830.85
Net GEX-1.4K-3.5K427-1.8K-1.8K
Net DEX-5.0K-52.5K31.6K19.6K-18.3K
Net VEX-137-249-7-221-134
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.230.450.250.23
Total Volume180125238125238
Total OI1,150.6821,1001,2151,1001,215

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-06-01$2.83$0.0066.8%19.1%51.7%25.3%0.0%0.0%-20.0%-1.8K19.6K-2210.2591.63N/AN/A10025572528
2016-06-02$2.85$2.5067.8%16.0%52.0%25.9%60.2%0.0%0.4%-2.4K16.0K-1670.2541.09N/AN/A10025572528
2016-06-03$2.90$2.5087.3%18.8%52.4%37.2%0.0%0.0%-16.4%109-17.1K-70.2555.84N/AN/A10025572528
2016-06-06$3.08$2.50106.4%19.8%57.5%48.3%81.4%0.0%-4.1%-1.4K4.9K-1560.2538.81N/AN/A10025572528
2016-06-07$3.00$2.5095.2%19.5%57.7%41.8%70.0%0.0%-14.2%-1.5K4.3K-1710.2522.85N/AN/A10025572528
2016-06-08$3.01$2.5057.4%16.4%57.8%19.8%51.0%0.0%-14.7%-1.4K-5.1K-930.2592.60N/AN/A10025572528
2016-06-09$2.88$2.5068.4%19.6%55.3%26.2%0.0%0.0%-19.6%142-17.4K-240.2574.44N/AN/A10025572528
2016-06-10$2.83$2.5070.2%20.1%55.3%27.3%73.0%0.0%-4.6%-2.7K13.0K-1650.2597.98N/AN/A10025572528
2016-06-13$2.71$2.5078.2%22.4%55.3%31.9%80.7%0.0%-3.9%-2.4K31.6K-2030.4580.73N/AN/A10045572528
2016-06-14$2.71$2.5079.0%22.7%54.2%32.4%86.1%0.0%10.4%-3.5K27.5K-2130.45108.53N/AN/A10045572548
2016-06-15$2.73$2.5072.4%20.7%54.2%27.2%72.5%0.0%29.7%-2.2K23.4K-2490.4595.60N/AN/A10045572548
2016-06-16$2.83$2.5068.0%19.5%51.0%24.6%82.2%0.0%12.1%-2.0K20.6K-1880.4594.81N/AN/A10045572548
2016-06-17$2.92$2.5072.3%20.7%49.1%27.2%0.0%0.0%-1.6%109-16.2K-410.2384.06N/AN/A19345572548
2016-06-20$2.98$2.5066.3%19.0%49.0%23.6%70.4%0.0%-13.5%-1.1K-31.6K-1000.2383.90N/AN/A19345667548
2016-06-21$2.95$2.5084.3%24.2%48.5%34.3%81.4%0.0%-22.5%-1.4K-21.9K-1320.23112.11N/AN/A19345667548
2016-06-22$2.95$2.5081.0%23.2%46.3%32.3%75.0%0.0%-13.4%-1.3K-25.3K-1420.23111.64N/AN/A19345667548
2016-06-23$3.09$2.50107.0%30.7%42.9%47.7%110.6%0.0%-42.9%-1.1K-26.4K-1120.23135.06N/AN/A19345667548
2016-06-24$2.83$2.50222.9%63.9%53.5%100.0%0.0%0.0%37.8%427-52.5K-1260.23130.53N/AN/A19345667548
2016-06-27$2.66$2.5092.9%26.6%57.8%33.8%94.9%0.0%-36.1%-2.5K18.3K-1930.23118.13N/AN/A19345667548
2016-06-28$2.78$2.5076.6%22.0%60.2%25.2%0.0%0.0%-26.7%101-41.4K-390.2391.13N/AN/A19345667548
2016-06-29$2.80$2.5074.4%21.3%60.2%24.1%81.5%0.0%-24.7%-2.0K-16.3K-1300.2374.79N/AN/A19345667548
2016-06-30$2.84$2.5087.6%25.1%60.4%30.9%77.7%0.0%-11.3%-1.8K-18.3K-1340.23110.75N/AN/A19345667548