HLIT Options History — June 2021

In June 2021, HLIT traded between $7.04 and $8.55. ATM implied volatility averaged 54.6%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 23.8% (HV 20d: 30.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.50.

Notable Days

  • 2021-06-07: Highest Volume — 7,684 contracts
  • 2021-06-07: Largest IV spike — 46.1% change
  • 2021-06-08: Highest IV Rank — 28.1%
  • 2021-06-09: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.84$7.04$8.55$7.10$8.53
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV54.6%38.8%67.5%39.1%59.5%
Expected Move15.8%11.2%17.8%11.2%17.1%
HV 20d30.8%23.3%59.1%59.1%30.5%
HV 60d50.9%50.0%51.8%50.9%50.7%
IV Rank18.4%6.7%28.1%6.9%22.2%
IV Percentile45.9%8.3%81.0%8.7%60.3%
Term Structure5.2%-6.9%35.1%19.8%12.9%
VWIV56.2%37.2%62.5%56.5%37.2%
Skew 25d16.8%-9.9%44.6%38.1%24.5%
Skew 10d33.1%-12.8%76.2%35.6%38.9%
Call IV 25d48.1%34.1%74.7%34.1%39.5%
Put IV 25d64.9%55.9%91.5%72.1%64.0%
Bid-Ask Spread %54.5312.6388.0988.0973.25
Gamma HHI0.620.460.920.460.57
Net GEX60.1K8.1K204.1K8.2K44.2K
Net DEX-2.2M-5.8M-197.2K-199.6K-1.9M
Net VEX-3.6K-6.5K-1.1K-1.1K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.005.810.000.02
Total Volume750.54507,68410326
Total OI6,946.5453,15211,2873,1526,144

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$7.10$7.5039.1%11.2%59.1%6.9%0.0%38.1%19.8%8.2K-199.6K-1.1K0.0088.09N/AN/A1002,615537
2021-06-02$7.04$7.5047.9%13.7%24.7%13.5%0.0%13.2%2.6%8.1K-197.2K-1.2K0.0024.35N/AN/A3102,625537
2021-06-03$7.10$7.5038.8%14.3%23.3%6.7%56.5%12.6%3.3%8.3K-205.0K-1.2K5.8171.21N/AN/A432502,616537
2021-06-04$7.14$7.5041.4%13.9%23.4%8.6%0.0%13.7%3.8%8.6K-211.0K-1.1K0.0070.79N/AN/A002,632784
2021-06-07$7.49$7.5060.4%16.8%29.0%22.8%59.5%-5.0%-3.7%13.3K-364.7K-1.6K0.0765.59N/AN/A7,1585262,632784
2021-06-08$7.56$7.5067.5%17.7%27.5%28.1%62.5%-9.9%-6.9%170.4K-2.9M-5.4K0.0078.44N/AN/A1,08459,1861,288
2021-06-09$7.41$7.5062.0%17.8%28.7%24.0%62.0%26.2%-5.5%155.3K-2.6M-5.1K0.0083.21N/AN/A26109,3051,287
2021-06-10$7.57$7.5055.5%15.9%27.1%19.1%55.5%25.7%0.5%204.1K-2.9M-4.8K0.0053.36N/AN/A11609,0751,285
2021-06-11$7.60$7.5057.6%16.5%27.1%20.7%55.4%44.6%-2.3%187.7K-2.7M-4.5K0.0012.63N/AN/A18908,9861,285
2021-06-14$7.95$7.5060.9%17.5%30.7%23.2%57.3%18.8%-1.8%174.8K-4.1M-3.8K0.0170.24N/AN/A1,10179,0961,285
2021-06-15$8.14$7.5058.0%16.6%31.0%21.0%59.6%5.3%0.4%20.3K-5.7M-2.3K0.0067.46N/AN/A99829,3971,279
2021-06-16$8.26$7.5058.3%16.7%31.1%21.2%57.6%12.7%5.0%55.5K-5.8M-3.1K0.0186.80N/AN/A79469,6731,281
2021-06-17$8.12$7.5056.0%16.1%30.1%19.5%55.2%21.4%2.4%25.6K-5.7M-3.6K0.2833.64N/AN/A171489,9781,280
2021-06-18$7.88$7.5055.7%16.0%33.1%19.3%55.7%18.2%6.0%23.6K-5.5M-3.4K1.4266.80N/AN/A8612210,0391,248
2021-06-21$7.94$7.5054.4%15.6%33.0%18.3%54.2%16.0%8.2%21.5K-804.6K-3.4K1.2253.20N/AN/A23283,538786
2021-06-22$7.97$7.5055.4%15.9%33.1%19.0%55.3%27.7%7.4%21.7K-810.2K-3.5K0.0054.15N/AN/A6303,559814
2021-06-23$8.06$7.5054.6%15.7%30.2%18.5%54.2%15.0%7.4%23.8K-899.1K-3.5K0.6515.32N/AN/A4492933,613814
2021-06-24$8.32$7.5057.1%16.4%31.3%20.3%57.0%15.4%6.4%27.9K-1.0M-3.6K0.0442.47N/AN/A1,044453,633814
2021-06-25$8.36$7.5055.5%15.9%31.2%19.1%55.3%13.8%6.6%37.3K-1.4M-5.3K0.1522.53N/AN/A1324,647809
2021-06-28$8.43$7.5057.5%16.5%31.0%20.7%57.6%19.4%7.7%38.5K-1.4M-5.2K0.2318.30N/AN/A262614,646809
2021-06-29$8.55$7.5047.2%13.5%30.9%13.0%59.3%1.2%35.1%43.5K-1.7M-6.1K0.6147.91N/AN/A5563394,846800
2021-06-30$8.53$7.5059.5%17.1%30.5%22.2%37.2%24.5%12.9%44.2K-1.9M-6.5K0.0273.25N/AN/A32065,344800