HLIT Options History — June 2017

In June 2017, HLIT traded between $5.15 and $5.58. ATM implied volatility averaged 45.5%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 5.2% (HV 20d: 40.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 4.15.

Notable Days

  • 2017-06-07: Highest Volume — 875 contracts
  • 2017-06-14: Largest IV drop — 56.8% change
  • 2017-06-13: Highest IV Rank — 30.9%
  • 2017-06-01: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.35$5.15$5.58$5.28$5.28
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV45.5%28.3%90.5%49.3%28.3%
Expected Move11.9%8.1%14.1%14.1%8.1%
HV 20d40.2%32.5%45.0%33.3%40.9%
HV 60d39.4%38.2%40.5%38.2%38.3%
IV Rank8.0%0.0%30.9%9.4%0.0%
IV Percentile15.9%0.0%92.5%20.2%0.0%
Term Structure8.5%-0.4%25.6%0.2%20.2%
VWIV42.7%27.2%49.7%49.7%27.2%
Bid-Ask Spread %45.0426.3680.4335.2844.16
Gamma HHI0.890.860.950.890.92
Net GEX-8.4K-12.6K-5.2K-5.2K-12.6K
Net DEX103.9K67.2K140.5K75.9K113.9K
Net VEX-989-1.1K-634-653-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.152.349.789.433.26
Total Volume663.727578875803669
Total OI1,450.5451,0721,6011,0721,601

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$5.28$5.0049.3%14.1%33.3%9.4%49.7%0.0%0.2%-5.2K75.9K-6539.4335.28N/AN/A77726267805
2017-06-02$5.33$5.0036.6%10.5%32.5%2.8%33.8%0.0%3.1%-5.2K67.2K-6348.3229.21N/AN/A79657267805
2017-06-05$5.55$5.0040.7%12.0%35.2%4.9%47.5%0.0%12.9%-7.6K74.6K-7928.3242.92N/AN/A796572701,005
2017-06-06$5.45$5.0047.1%11.7%36.0%8.3%46.8%0.0%13.9%-6.5K84.1K-8249.7838.26N/AN/A797732701,005
2017-06-07$5.43$5.0041.9%12.8%35.9%5.6%45.1%0.0%3.4%-8.0K113.7K-1.0K7.5839.09N/AN/A1027732701,121
2017-06-08$5.58$5.0061.4%11.1%36.9%15.7%40.5%0.0%12.3%-9.2K77.3K-9032.9259.27N/AN/A1825322901,121
2017-06-09$5.30$5.0048.0%13.0%41.8%8.7%45.6%0.0%2.1%-7.4K112.2K-1.1K2.3441.19N/AN/A1864363701,131
2017-06-12$5.28$5.0064.6%12.8%41.4%17.4%44.8%0.0%3.4%-7.7K118.9K-1.1K2.4635.51N/AN/A1814463751,151
2017-06-13$5.38$5.0090.5%13.6%41.9%30.9%47.6%0.0%-0.4%-8.0K114.0K-1.1K2.4639.14N/AN/A1814463751,171
2017-06-14$5.15$5.0039.1%11.2%45.0%4.1%38.7%0.0%7.0%-9.0K140.5K-1.1K2.4680.43N/AN/A1814463751,171
2017-06-15$5.20$5.0046.8%13.4%42.0%8.1%46.6%0.0%2.1%-8.1K136.1K-1.1K2.3729.90N/AN/A1884463751,171
2017-06-16$5.20$5.0047.4%13.6%42.0%8.4%47.4%0.0%1.5%-8.2K138.2K-1.1K2.3526.36N/AN/A1904463671,171
2017-06-19$5.45$5.0043.6%12.5%41.6%6.4%47.7%0.0%3.9%-7.9K97.3K-1.0K2.9751.83N/AN/A1484403351,165
2017-06-20$5.40$5.0042.5%12.2%41.8%5.9%43.8%0.0%0.2%-9.0K104.9K-1.1K2.9745.75N/AN/A1484403351,165
2017-06-21$5.35$5.0040.6%11.6%42.0%4.8%42.2%0.0%13.2%-9.2K108.1K-1.0K2.9747.81N/AN/A1484403351,165
2017-06-22$5.45$5.0038.8%11.1%42.4%3.9%42.5%0.0%4.7%-8.7K94.4K-1.0K2.9745.65N/AN/A1484403351,165
2017-06-23$5.40$5.0044.5%12.8%42.6%6.9%43.4%0.0%4.3%-8.5K101.9K-1.0K2.9859.73N/AN/A1484413351,165
2017-06-26$5.40$5.0028.5%8.2%42.2%0.0%28.6%0.0%25.6%-9.0K78.8K-9513.0027.61N/AN/A1474413351,166
2017-06-27$5.25$5.0041.2%11.8%43.5%8.9%43.4%0.0%10.3%-8.9K104.6K-9952.9347.75N/AN/A1474313341,166
2017-06-28$5.40$5.0041.4%11.9%43.1%9.0%45.3%0.0%24.3%-9.4K99.6K-1.0K3.2546.51N/AN/A1575113341,176
2017-06-29$5.28$5.0037.7%10.8%41.1%6.5%42.3%0.0%19.7%-10.6K129.6K-1.1K3.2677.57N/AN/A1575123441,257
2017-06-30$5.28$5.0028.3%8.1%40.9%0.0%27.2%0.0%20.2%-12.6K113.9K-1.0K3.2644.16N/AN/A1575123441,257