HLIT Options History — October 2016

In October 2016, HLIT traded between $4.88 and $5.96. ATM implied volatility averaged 59.4%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded below realized volatility by 16.4% (HV 20d: 75.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.33.

Notable Days

  • 2016-10-03: Highest Volume — 232 contracts
  • 2016-10-12: Largest IV spike — 34.6% change
  • 2016-10-12: Highest IV Rank — 20.8%
  • 2016-10-12: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.51$4.88$5.96$5.80$5.05
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV59.4%41.7%71.0%41.7%57.0%
Expected Move16.9%11.4%20.4%12.0%16.4%
HV 20d75.7%30.1%86.4%85.9%37.1%
HV 60d68.9%68.2%69.9%68.8%69.9%
IV Rank14.7%5.5%20.8%5.5%13.5%
IV Percentile31.1%7.5%46.4%7.5%27.0%
Term Structure6.0%-23.5%77.4%9.8%7.7%
VWIV62.0%47.3%74.5%53.1%57.3%
Skew 25d13.0%9.7%16.3%16.3%13.1%
Skew 10d40.2%33.2%51.9%35.4%51.9%
Call IV 25d53.8%50.4%56.1%55.0%50.4%
Put IV 25d66.8%63.5%71.2%71.2%63.5%
Bid-Ask Spread %113.4894.46126.5994.46109.38
Gamma HHI0.370.340.430.360.38
Net GEX2.9K1.7K3.4K3.2K3.1K
Net DEX-927.5K-1.1M-656.1K-1.1M-673.3K
Net VEX-956-1.2K-758-1.1K-893
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.330.662.140.661.43
Total Volume148.9057523223290
Total OI2,422.7621,8482,7322,7271,856

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-10-03$5.80$5.0041.7%12.0%85.9%5.5%53.1%0.0%9.8%3.2K-1.1M-1.1K0.6694.46N/AN/A140922,241486
2016-10-04$5.87$5.0049.7%14.3%85.9%9.7%66.5%0.0%-23.5%3.2K-1.1M-1.2K1.6495.68N/AN/A56922,232486
2016-10-05$5.96$5.0051.3%14.7%85.8%10.5%66.6%0.0%-15.6%3.3K-1.1M-1.1K1.7098.37N/AN/A57972,246486
2016-10-06$5.92$5.0054.4%14.0%85.6%12.1%52.2%0.0%77.4%2.3K-1.1M-9810.80125.60N/AN/A121972,237491
2016-10-07$5.93$5.0055.9%11.4%84.0%12.9%47.3%0.0%30.1%2.8K-1.1M-1.1K0.93122.75N/AN/A104972,188491
2016-10-10$5.89$5.0068.9%19.9%84.2%19.7%74.5%0.0%14.2%2.9K-1.1M-1.1K0.86121.88N/AN/A113972,184491
2016-10-11$5.69$5.0052.8%19.5%84.9%11.3%66.8%0.0%-5.6%2.8K-1.0M-9501.00123.76N/AN/A97972,164491
2016-10-12$5.57$5.0071.0%20.4%84.2%20.8%70.1%16.3%-8.1%3.0K-992.0K-9151.83103.25N/AN/A53972,142491
2016-10-13$5.49$5.0065.8%18.9%84.6%18.1%65.4%0.0%-8.8%2.5K-955.1K-9740.94102.25N/AN/A103972,127491
2016-10-14$5.34$5.0070.7%20.3%85.0%20.6%73.6%0.0%-13.6%1.7K-876.7K-1.0K1.15104.83N/AN/A80922,100491
2016-10-17$5.48$5.0063.5%18.2%85.2%16.9%63.1%9.7%-1.0%2.9K-950.9K-8091.15101.36N/AN/A80922,109496
2016-10-18$5.60$5.0058.4%16.7%85.3%14.2%61.8%13.1%4.8%2.5K-966.5K-9312.14113.16N/AN/A42902,100496
2016-10-19$5.45$5.0064.9%18.6%86.3%17.6%65.1%0.0%2.3%2.4K-935.1K-8702.0599.76N/AN/A44902,099502
2016-10-20$5.40$5.0066.2%19.0%86.4%18.3%66.7%0.0%6.1%3.3K-939.9K-8981.67124.67N/AN/A54902,099502
2016-10-21$5.35$5.0058.6%16.8%86.0%14.3%58.3%0.0%13.5%3.0K-931.4K-8781.67126.59N/AN/A54902,101502
2016-10-24$5.38$5.0049.7%14.3%85.5%9.7%48.8%0.0%19.8%3.0K-758.1K-8201.50120.07N/AN/A30451,747105
2016-10-25$5.40$5.0053.1%15.2%85.5%11.4%50.5%0.0%15.0%3.4K-758.5K-7581.32123.28N/AN/A34451,742106
2016-10-26$5.20$5.0059.3%17.0%30.1%14.7%59.4%0.0%6.3%3.1K-720.9K-8621.32123.17N/AN/A34451,748106
2016-10-27$4.88$5.0065.8%18.9%36.0%18.1%66.8%0.0%-1.2%3.0K-656.1K-9260.70122.14N/AN/A64451,748104
2016-10-28$5.00$5.0068.1%19.5%37.1%19.3%68.7%0.0%-4.5%3.0K-671.6K-9661.43126.58N/AN/A37531,750104
2016-10-31$5.05$5.0057.0%16.4%37.1%13.5%57.3%0.0%7.7%3.1K-673.3K-8931.43109.38N/AN/A37531,740116