HLIT Options History — October 2017

In October 2017, HLIT traded between $2.83 and $3.70. ATM implied volatility averaged 69.3%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 20.7% (HV 20d: 48.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 2.60.

Notable Days

  • 2017-10-17: Highest Volume — 980 contracts
  • 2017-10-11: Largest IV drop — 31.7% change
  • 2017-10-09: Highest IV Rank — 59.4%
  • 2017-10-31: Largest Expected Move — 25.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.10$2.83$3.70$3.10$3.70
Max Pain$2.84$2.50$5.00$5.00$2.50
ATM IV69.3%52.1%91.7%81.9%89.8%
Expected Move18.3%13.4%25.8%23.5%25.8%
HV 20d48.5%41.3%100.8%47.9%100.8%
HV 60d43.9%40.7%67.6%42.0%67.6%
IV Rank38.4%22.3%59.4%50.3%57.7%
IV Percentile75.0%34.9%97.2%93.7%95.6%
Term Structure-14.5%-52.9%26.1%-52.9%-50.4%
VWIV65.6%46.4%106.1%67.4%106.1%
Bid-Ask Spread %61.8118.40114.06101.8662.79
Gamma HHI0.990.981.001.000.98
Net GEX-1.9K-3.3K-1.1K-2.2K-1.4K
Net DEX101.2K23.7K145.1K127.5K23.7K
Net VEX-453-699-333-415-657
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.600.813.123.120.81
Total Volume852.636558980961677
Total OI1,552.5911,1131,9091,6361,435

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$3.10$5.0081.9%23.5%47.9%50.3%67.4%0.0%-52.9%-2.2K127.5K-4153.12101.86N/AN/A2337283401,296
2017-10-03$3.25$5.0064.5%18.5%44.9%33.9%72.4%0.0%-4.1%-1.5K122.3K-3723.0857.42N/AN/A2367283401,296
2017-10-04$3.08$5.0082.4%23.6%47.6%50.7%69.5%0.0%-47.1%-2.0K125.0K-3943.0823.57N/AN/A2367283431,296
2017-10-05$3.13$2.5074.5%14.9%47.9%43.3%61.8%0.0%-17.3%-1.9K123.9K-3863.0824.84N/AN/A2367283461,296
2017-10-06$3.08$2.5074.2%14.6%41.3%43.0%60.8%0.0%-20.4%-1.9K118.2K-3713.0833.74N/AN/A2367283461,296
2017-10-09$3.08$2.5091.7%15.2%41.3%59.4%46.4%0.0%13.6%-2.0K123.9K-3913.0861.53N/AN/A2367283461,296
2017-10-10$3.20$2.5081.2%13.4%42.9%49.6%46.6%0.0%1.6%-1.3K116.3K-3333.0865.64N/AN/A2367283461,296
2017-10-11$3.30$2.5055.4%15.9%43.1%25.4%59.9%0.0%-18.5%-1.1K116.9K-3333.0899.03N/AN/A2367283461,296
2017-10-12$3.18$2.5067.4%19.3%45.1%36.7%77.9%0.0%-32.3%-1.1K115.8K-3403.0871.14N/AN/A2367283461,296
2017-10-13$3.20$2.5053.6%15.4%44.9%23.7%48.6%0.0%8.3%-1.4K118.0K-3503.0719.20N/AN/A2377283461,296
2017-10-16$3.15$2.5059.2%17.0%44.2%29.0%59.0%0.0%3.0%-1.2K116.5K-3383.0718.40N/AN/A2377283441,296
2017-10-17$3.15$2.5069.4%19.9%42.1%38.6%78.5%0.0%-44.4%-1.3K119.5K-3482.8927.74N/AN/A2527283441,296
2017-10-18$3.05$2.5057.1%16.4%43.0%27.0%56.9%0.0%-4.0%-1.4K119.1K-3522.8922.99N/AN/A2527283541,296
2017-10-19$3.00$2.5074.2%21.3%41.6%43.0%55.6%0.0%-15.2%-1.6K124.5K-3702.60112.86N/AN/A2526563541,296
2017-10-20$2.90$2.5052.1%14.9%42.9%22.3%51.9%0.0%7.1%-2.1K145.1K-5692.7839.19N/AN/A2366563521,557
2017-10-23$3.10$2.5063.2%18.1%49.3%32.7%85.1%0.0%-40.9%-2.3K44.7K-4842.4496.99N/AN/A183447233880
2017-10-24$3.00$2.5055.9%16.0%50.8%25.9%61.2%0.0%26.1%-2.1K52.3K-5112.8264.49N/AN/A183516235880
2017-10-25$3.00$2.5057.1%16.4%50.1%27.0%51.3%0.0%5.2%-3.3K70.4K-6152.5962.54N/AN/A1995162351,120
2017-10-26$2.88$2.5073.0%20.9%52.0%41.9%77.7%0.0%-19.6%-3.0K74.7K-6531.16110.22N/AN/A2583002551,120
2017-10-27$2.83$2.5069.2%19.8%52.2%38.4%61.1%0.0%-2.1%-3.0K66.9K-6991.16114.06N/AN/A2583003151,120
2017-10-30$2.90$2.5076.7%22.0%51.6%45.4%88.3%0.0%-15.3%-2.7K60.3K-6921.1669.55N/AN/A2583003151,120
2017-10-31$3.70$2.5089.8%25.8%100.8%57.7%106.1%0.0%-50.4%-1.4K23.7K-6570.8162.79N/AN/A3743033151,120