HLIT Options History — October 2018

In October 2018, HLIT traded between $5.24 and $5.73. ATM implied volatility averaged 53.1%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 18.4% (HV 20d: 34.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.39.

Notable Days

  • 2018-10-02: Highest Volume — 586 contracts
  • 2018-10-10: Largest IV spike — 55.9% change
  • 2018-10-29: Highest IV Rank — 33.8%
  • 2018-10-29: Largest Expected Move — 21.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.47$5.24$5.73$5.50$5.51
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV53.1%31.1%73.5%33.6%38.8%
Expected Move16.1%8.9%21.1%9.6%11.1%
HV 20d34.7%27.0%39.1%32.0%39.1%
HV 60d41.9%33.3%45.4%41.6%33.5%
IV Rank19.0%3.1%33.8%4.9%8.7%
IV Percentile43.5%3.6%75.4%7.5%19.4%
Term Structure-3.1%-15.0%24.9%17.1%1.6%
VWIV56.1%30.7%74.9%35.7%43.5%
Bid-Ask Spread %22.8011.6239.6317.6817.88
Gamma HHI0.590.500.900.640.90
Net GEX4.7K2.1K9.6K4.9K3.1K
Net DEX-222.4K-312.3K-126.8K-262.1K-206.3K
Net VEX-955-1.1K-776-776-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.101.510.650.57
Total Volume437.478100586561354
Total OI2,498.5221,1073,2772,9131,643

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$5.50$5.0033.6%9.6%32.0%4.9%35.7%0.0%17.1%4.9K-262.1K-7760.6517.68N/AN/A3392229361,977
2018-10-02$5.50$5.0031.1%8.9%31.4%3.1%30.8%0.0%24.9%5.2K-280.3K-8820.6111.62N/AN/A3642221,1031,977
2018-10-03$5.43$5.0031.2%8.9%30.7%3.2%30.7%0.0%20.9%6.1K-264.3K-8860.8318.53N/AN/A2692221,1031,977
2018-10-04$5.69$5.0035.4%16.2%29.3%6.3%56.2%0.0%-3.4%3.7K-312.3K-8970.7422.57N/AN/A3002221,0971,977
2018-10-05$5.70$5.0036.2%16.4%27.5%6.8%56.9%0.0%-5.7%3.6K-307.8K-8610.2122.28N/AN/A297611,1211,977
2018-10-08$5.73$5.0048.3%17.0%27.0%15.6%58.9%0.0%-5.0%3.9K-292.8K-8890.2122.76N/AN/A291611,1021,997
2018-10-09$5.60$5.0039.3%16.2%28.7%9.1%57.6%0.0%-4.8%3.6K-276.6K-8580.2122.51N/AN/A291611,1001,997
2018-10-10$5.52$5.0061.3%17.6%29.4%25.0%61.2%0.0%-10.3%4.9K-257.5K-8550.1220.88N/AN/A491611,1001,997
2018-10-11$5.24$5.0057.9%16.6%35.2%22.5%57.9%0.0%-5.1%9.6K-230.0K-1.1K0.1219.83N/AN/A508611,2801,997
2018-10-12$5.29$5.0055.8%16.0%35.3%21.0%55.7%0.0%-5.6%7.3K-209.2K-1.0K0.1023.46N/AN/A508531,2551,997
2018-10-15$5.30$5.0058.3%16.7%35.3%22.8%58.3%0.0%-4.9%7.6K-229.2K-1.0K0.1124.84N/AN/A500531,2551,999
2018-10-16$5.54$5.0062.9%18.0%38.4%26.2%61.0%0.0%-11.1%6.1K-250.2K-1.0K0.1020.29N/AN/A504521,2501,999
2018-10-17$5.49$5.0055.9%16.0%37.8%21.1%55.9%0.0%-7.3%4.8K-258.6K-1.0K0.1038.29N/AN/A501521,2502,000
2018-10-18$5.37$5.0064.2%18.4%38.8%27.1%64.3%0.0%-14.4%6.0K-233.4K-9660.1015.46N/AN/A520511,2482,000
2018-10-19$5.31$5.0060.7%17.4%35.1%24.6%60.5%0.0%-11.1%2.9K-220.3K-9530.1022.58N/AN/A486511,2182,000
2018-10-22$5.51$5.0063.7%18.3%36.6%26.8%63.5%0.0%-9.8%3.3K-126.8K-1.0K0.1122.73N/AN/A42849876231
2018-10-23$5.50$5.0066.2%19.0%36.5%28.5%65.5%0.0%-9.1%3.4K-137.9K-1.0K0.1425.79N/AN/A33849876232
2018-10-24$5.34$5.0058.8%16.9%38.0%23.2%59.5%0.0%3.3%4.0K-141.4K-9580.3939.63N/AN/A12649956232
2018-10-25$5.46$5.0066.2%19.0%38.8%28.6%65.6%0.0%-9.1%4.2K-164.9K-9800.9625.41N/AN/A5149956232
2018-10-26$5.43$5.0072.7%20.9%38.8%33.3%73.0%0.0%-15.0%4.1K-155.6K-9820.6422.88N/AN/A8152936232
2018-10-29$5.44$5.0073.5%21.1%38.8%33.8%74.9%0.0%-14.4%4.1K-158.2K-9751.5131.50N/AN/A188283969235
2018-10-30$5.41$5.0048.4%13.9%38.8%15.7%44.3%0.0%7.7%2.1K-140.3K-1.0K0.3014.99N/AN/A223681,109465
2018-10-31$5.51$5.0038.8%11.1%39.1%8.7%43.5%0.0%1.6%3.1K-206.3K-1.0K0.5717.88N/AN/A2261281,187456