HLIT Options History — October 2020

In October 2020, HLIT traded between $5.43 and $7.05. ATM implied volatility averaged 63.0%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 8.2% (HV 20d: 54.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.51.

Notable Days

  • 2020-10-26: Highest Volume — 1,011 contracts
  • 2020-10-09: Largest IV spike — 47.9% change
  • 2020-10-12: Highest IV Rank — 86.0%
  • 2020-10-26: Largest Expected Move — 24.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.22$5.43$7.05$5.43$5.90
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV63.0%46.1%90.8%51.1%56.8%
Expected Move18.1%13.2%24.6%14.6%16.3%
HV 20d54.8%37.7%65.7%65.7%50.6%
HV 60d67.8%52.8%71.1%69.7%53.1%
IV Rank50.3%28.5%86.0%34.9%42.3%
IV Percentile66.9%36.1%99.6%44.4%54.8%
Term Structure-4.9%-17.2%14.4%1.2%14.4%
VWIV68.0%45.3%134.6%69.0%45.3%
Skew 25d7.8%-27.9%24.5%-27.9%1.3%
Skew 10d32.5%15.4%65.5%22.3%15.4%
Call IV 25d54.7%37.3%66.2%66.2%61.5%
Put IV 25d62.5%38.3%81.0%38.3%62.8%
Bid-Ask Spread %47.189.7993.4044.7512.56
Gamma HHI0.650.450.820.660.52
Net GEX7.3K3.8K16.2K3.8K13.4K
Net DEX-526.9K-683.6K-254.6K-254.6K-529.6K
Net VEX-1.2K-1.8K-915-1.1K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.005.350.000.05
Total Volume157.86401,01141157
Total OI2,006.9091,3432,9711,7492,880

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$5.43$5.0051.1%14.6%65.7%34.9%0.0%-27.9%1.2%3.8K-254.6K-1.1K0.0044.75N/AN/A4101,475274
2020-10-02$5.53$5.0068.5%19.7%62.3%57.4%0.0%16.9%0.2%4.5K-282.8K-1.1K0.0053.18N/AN/A5801,515274
2020-10-05$5.65$5.0048.9%19.8%59.3%32.1%69.0%11.5%-10.3%5.2K-395.1K-1.1K0.0072.82N/AN/A10101,665274
2020-10-06$5.68$5.0049.6%19.5%57.4%33.1%0.0%9.8%-3.8%5.9K-450.2K-1.2K0.0072.31N/AN/A701,764274
2020-10-07$5.73$5.0059.1%19.4%56.9%45.3%0.0%5.5%-7.8%6.1K-440.8K-1.1K0.0077.13N/AN/A001,743274
2020-10-08$6.13$5.0050.7%20.4%60.8%34.4%64.8%8.1%-12.7%5.9K-535.2K-1.1K0.1767.22N/AN/A1221,743274
2020-10-09$6.41$5.0075.0%17.8%62.3%65.7%0.0%-0.1%-7.9%5.4K-582.7K-1.0K0.0068.65N/AN/A2401,736274
2020-10-12$6.45$5.0090.8%16.7%62.2%86.0%56.2%8.0%-1.5%5.1K-591.2K-9600.4493.40N/AN/A941,726274
2020-10-13$6.45$5.0078.4%17.3%62.3%70.1%48.7%10.3%-5.8%5.2K-587.8K-9805.3590.86N/AN/A201071,733278
2020-10-14$6.38$5.0064.3%18.4%62.6%52.0%134.6%8.0%-8.0%5.2K-561.5K-9940.0053.71N/AN/A4601,712374
2020-10-15$6.42$5.0060.3%17.3%61.2%46.8%76.1%7.9%-1.5%4.9K-574.4K-9620.0075.80N/AN/A2501,703374
2020-10-16$6.39$5.0065.6%18.8%61.2%53.7%66.1%4.9%-10.3%5.1K-564.6K-9850.0470.23N/AN/A9041,708374
2020-10-19$6.39$5.0066.7%19.1%60.3%55.0%67.5%4.9%-10.3%5.9K-507.5K-1.0K0.0045.04N/AN/A8001,176202
2020-10-20$6.33$5.0068.9%19.8%53.8%57.9%69.4%9.9%-11.7%5.7K-479.5K-9910.3344.01N/AN/A311,141202
2020-10-21$6.49$5.0064.6%18.5%39.0%52.4%65.7%10.9%-8.0%5.5K-510.6K-9560.1914.26N/AN/A4381,141203
2020-10-22$6.76$5.0060.2%17.2%39.5%46.6%53.7%11.3%-2.8%5.3K-555.3K-9150.0017.55N/AN/A24901,154209
2020-10-23$7.05$5.0071.8%20.6%37.7%61.6%70.6%22.9%-12.8%5.4K-637.7K-9830.0314.67N/AN/A830211,226209
2020-10-26$6.78$5.0085.8%24.6%41.9%79.6%85.2%24.5%-17.2%10.0K-683.6K-1.4K0.1514.91N/AN/A8791321,641278
2020-10-27$6.33$5.0048.9%14.0%48.7%32.2%50.4%6.2%-3.7%16.2K-634.5K-1.7K0.209.79N/AN/A316622,413408
2020-10-28$6.16$5.0053.8%15.4%49.8%38.4%59.4%-7.5%-0.2%15.3K-629.6K-1.8K3.7913.73N/AN/A281062,531440
2020-10-29$6.08$5.0046.1%13.2%49.3%28.5%73.4%24.5%12.1%15.5K-603.8K-1.7K0.0011.40N/AN/A802,542341
2020-10-30$5.90$5.0056.8%16.3%50.6%42.3%45.3%1.3%14.4%13.4K-529.6K-1.5K0.0512.56N/AN/A14982,539341