HLIT Options History — October 2019

In October 2019, HLIT traded between $6.02 and $7.76. ATM implied volatility averaged 50.7%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 5.3% (HV 20d: 45.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.60.

Notable Days

  • 2019-10-01: Highest Volume — 4,100 contracts
  • 2019-10-28: Largest IV spike — 84.1% change
  • 2019-10-28: Highest IV Rank — 81.0%
  • 2019-10-28: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.50$6.02$7.76$6.14$7.71
Max Pain$6.09$5.00$7.50$5.00$5.00
ATM IV50.7%36.1%77.3%53.1%48.1%
Expected Move14.0%10.4%22.1%15.2%13.8%
HV 20d45.4%39.7%64.4%41.8%63.8%
HV 60d38.4%33.5%57.4%57.4%47.4%
IV Rank37.3%13.2%81.0%41.1%33.0%
IV Percentile66.8%21.0%98.0%76.2%66.7%
Term Structure1.2%-26.1%17.8%-14.0%-3.1%
VWIV58.0%42.1%98.7%53.7%48.0%
Skew 25d0.9%-19.8%25.3%-3.8%17.0%
Skew 10d1.1%-20.6%54.0%-3.7%27.8%
Call IV 25d49.1%34.1%75.2%39.6%34.1%
Put IV 25d50.0%35.8%76.0%35.8%51.0%
Bid-Ask Spread %80.7017.30100.6353.9389.86
Gamma HHI0.540.490.680.680.65
Net GEX15.8K8.2K44.9K8.2K44.0K
Net DEX-716.5K-2.1M-166.9K-166.9K-2.1M
Net VEX-7.2K-8.4K-1.2K-1.2K-8.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.005.000.950.02
Total Volume284.60904,1004,100168
Total OI6,206.2172,3217,1372,3217,137

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$6.14$5.0053.1%15.2%41.8%41.1%0.0%-3.8%-14.0%8.2K-166.9K-1.2K0.9553.93N/AN/A2,1002,0002,209112
2019-10-02$6.22$5.0058.3%16.7%42.0%49.7%53.7%9.8%-26.1%13.3K-385.4K-7.5K0.0017.30N/AN/A014,2722,112
2019-10-03$6.13$7.5057.0%14.1%39.9%47.7%0.0%-15.4%-5.1%10.8K-361.8K-7.3K0.0096.48N/AN/A5004,2722,112
2019-10-04$6.16$7.5056.2%15.8%39.7%46.3%0.0%7.0%9.7%11.7K-404.4K-7.5K0.0076.40N/AN/A004,3222,112
2019-10-07$6.28$7.5057.4%13.0%40.5%48.3%0.0%-9.5%-3.0%14.6K-431.5K-7.5K0.0097.27N/AN/A3504,3222,112
2019-10-08$6.07$7.5067.3%12.2%41.7%64.6%0.0%-17.5%9.8%10.2K-341.6K-7.2K0.0087.76N/AN/A004,3242,112
2019-10-09$6.03$7.5050.7%14.5%41.6%37.2%0.0%0.9%-5.2%9.8K-320.7K-7.4K5.0097.27N/AN/A4204,3242,112
2019-10-10$6.02$7.5042.8%12.3%40.6%24.1%0.0%-19.8%9.0%8.9K-304.9K-7.3K0.0096.13N/AN/A5304,3262,132
2019-10-11$6.13$7.5045.0%12.9%41.3%27.8%0.0%5.3%-9.0%9.7K-395.6K-7.2K0.0099.69N/AN/A1004,3582,132
2019-10-14$6.29$7.5048.1%13.8%42.8%32.9%62.0%13.0%16.4%10.8K-437.5K-7.4K4.0081.90N/AN/A6244,3682,132
2019-10-15$6.27$7.5038.7%11.1%42.7%17.4%0.0%1.7%12.4%10.9K-453.9K-7.3K0.00100.63N/AN/A004,3682,156
2019-10-16$6.62$7.5051.0%14.6%47.4%37.7%48.2%-5.4%-2.9%13.7K-587.2K-7.6K0.0072.96N/AN/A5404,3682,156
2019-10-17$6.62$5.0036.1%10.4%47.3%13.2%0.0%3.3%12.1%13.5K-617.4K-7.5K0.0082.66N/AN/A004,4122,156
2019-10-18$6.54$5.0056.5%16.2%46.0%46.8%0.0%-8.2%-7.1%13.4K-588.4K-7.5K0.0086.23N/AN/A1504,4122,156
2019-10-21$6.57$5.0050.3%14.4%45.2%36.6%55.3%-9.0%-5.9%12.8K-570.3K-7.4K0.0071.77N/AN/A3203,4732,078
2019-10-22$6.56$5.0050.9%14.6%44.2%37.6%98.7%13.5%17.3%13.7K-579.2K-7.4K0.0079.76N/AN/A49603,5052,078
2019-10-23$6.45$5.0048.4%13.9%43.7%33.5%60.8%6.2%15.5%14.3K-826.5K-7.4K0.0082.63N/AN/A10104,0012,078
2019-10-24$6.37$5.0040.8%11.7%42.1%20.8%42.1%9.8%17.8%13.2K-819.7K-7.2K0.1081.48N/AN/A1014,1022,078
2019-10-25$6.38$5.0042.0%12.0%40.0%22.8%0.0%13.0%14.8%15.6K-817.3K-7.4K0.0081.85N/AN/A004,1122,079
2019-10-28$6.61$5.0077.3%22.1%41.9%81.0%78.3%-10.5%-24.4%17.0K-977.6K-7.4K0.0152.44N/AN/A16214,1122,079
2019-10-29$7.76$5.0046.6%13.4%63.9%30.5%46.3%-5.5%1.7%28.2K-1.8M-7.5K0.0185.16N/AN/A1,14964,1962,080
2019-10-30$7.68$5.0044.2%12.7%64.4%26.4%44.4%25.3%-4.1%44.9K-2.1M-8.4K0.1284.58N/AN/A4355,0092,085
2019-10-31$7.71$5.0048.1%13.8%63.8%33.0%48.0%17.0%-3.1%44.0K-2.1M-8.3K0.0289.86N/AN/A16535,0072,130