HLIT Options History — August 2017

In August 2017, HLIT traded between $3.25 and $4.00. ATM implied volatility averaged 66.1%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 29.0% (HV 20d: 37.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.46.

Notable Days

  • 2017-08-10: Highest Volume — 742 contracts
  • 2017-08-11: Largest IV spike — 30.3% change
  • 2017-08-11: Highest IV Rank — 76.0%
  • 2017-08-11: Largest Expected Move — 27.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.53$3.25$4.00$4.00$3.28
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV66.1%49.8%96.6%49.8%73.7%
Expected Move17.5%9.7%27.7%14.3%21.1%
HV 20d37.1%29.3%47.6%44.3%29.5%
HV 60d40.4%37.7%42.6%40.4%37.8%
IV Rank39.1%17.7%76.0%17.7%50.5%
IV Percentile76.8%33.3%98.8%33.3%92.5%
Term Structure-16.3%-49.0%21.3%-17.0%-39.2%
VWIV64.4%64.4%64.4%64.4%64.4%
Bid-Ask Spread %27.5915.3994.9215.5871.19
Gamma HHI0.740.480.870.810.83
Net GEX-1.4K-3.1K-641-3.1K-654
Net DEX210.7K193.2K245.7K202.7K193.2K
Net VEX-264-706-85-578-112
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.461.101.711.101.46
Total Volume669.826592742608648
Total OI1,541.9571,3051,6881,3051,546

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-08-01$4.00$5.0049.8%14.3%44.3%17.7%0.0%0.0%-17.0%-3.1K202.7K-5781.1015.58N/AN/A289319394911
2017-08-02$3.93$5.0057.0%16.3%44.3%23.7%0.0%0.0%-19.2%-2.6K206.6K-5611.1716.27N/AN/A273319424911
2017-08-03$3.90$5.0057.2%9.7%42.6%23.8%0.0%0.0%21.3%-2.7K205.9K-5451.1716.42N/AN/A273319428911
2017-08-04$3.98$5.0058.6%9.7%43.9%25.0%0.0%0.0%18.1%-2.7K211.3K-5521.1715.39N/AN/A273319428911
2017-08-07$3.93$5.0068.6%11.4%43.9%33.3%0.0%0.0%18.7%-2.6K209.6K-5481.1721.78N/AN/A273319428911
2017-08-08$3.85$5.0079.1%11.7%43.9%42.0%0.0%0.0%20.7%-2.9K228.9K-7061.6817.72N/AN/A2734594281,251
2017-08-09$3.60$5.0062.9%18.0%47.3%28.6%0.0%0.0%10.8%-2.2K245.7K-3551.7120.55N/AN/A2684594281,228
2017-08-10$3.60$5.0074.1%21.2%47.6%51.0%0.0%0.0%-38.4%-863229.6K-2061.6227.82N/AN/A2834594331,201
2017-08-11$3.63$5.0096.6%27.7%40.9%76.0%64.4%0.0%-49.0%-960219.2K-1961.6294.92N/AN/A2834594581,165
2017-08-14$3.53$5.0078.6%22.5%41.3%56.0%0.0%0.0%-36.0%-641214.0K-851.6229.52N/AN/A2834594581,165
2017-08-15$3.53$5.0063.6%18.2%33.6%39.3%0.0%0.0%-24.5%-729214.5K-1571.6223.32N/AN/A2834594581,165
2017-08-16$3.46$5.0064.5%18.5%32.8%40.2%0.0%0.0%-19.3%-854235.7K-1411.5963.45N/AN/A2834494581,230
2017-08-17$3.40$5.0059.7%17.1%32.4%34.9%0.0%0.0%-31.0%-669231.3K-1271.5921.54N/AN/A2834494581,230
2017-08-18$3.35$5.0059.1%16.9%32.4%34.3%0.0%0.0%-23.9%-730229.2K-1321.5915.71N/AN/A2834494581,230
2017-08-21$3.35$5.0056.8%16.3%32.6%31.7%0.0%0.0%-1.5%-863202.2K-1311.5120.35N/AN/A2533823931,145
2017-08-22$3.28$5.0058.2%16.7%32.8%33.3%0.0%0.0%-17.6%-884199.0K-1351.4521.27N/AN/A2633823931,145
2017-08-23$3.25$5.0061.4%17.6%32.6%36.9%0.0%0.0%-14.0%-954195.0K-1461.4516.57N/AN/A2633824031,145
2017-08-24$3.28$5.0066.7%19.1%33.3%42.7%0.0%0.0%-24.6%-893196.5K-1491.4522.24N/AN/A2633824031,145
2017-08-25$3.25$5.0064.3%18.4%33.1%40.0%0.0%0.0%-9.7%-1.0K195.8K-1511.4524.92N/AN/A2633824031,145
2017-08-28$3.25$5.0069.5%19.9%29.8%45.8%0.0%0.0%-35.2%-746193.3K-1181.4616.57N/AN/A2633854031,145
2017-08-29$3.28$5.0069.2%19.8%29.3%45.5%0.0%0.0%-27.2%-764194.0K-1211.4618.77N/AN/A2633854031,143
2017-08-30$3.28$5.0071.3%20.4%29.3%47.9%0.0%0.0%-36.9%-662193.2K-1141.4622.65N/AN/A2633854031,143
2017-08-31$3.28$5.0073.7%21.1%29.5%50.5%0.0%0.0%-39.2%-654193.2K-1121.4671.19N/AN/A2633854031,143