HLIT Options History — October 2021

In October 2021, HLIT traded between $8.60 and $9.49. ATM implied volatility averaged 67.6%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 37.7% (HV 20d: 29.9%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-10-27: Highest Volume — 1,188 contracts
  • 2021-10-06: Largest IV spike — 47.5% change
  • 2021-10-11: Highest IV Rank — 48.4%
  • 2021-10-28: Largest Expected Move — 21.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.99$8.60$9.49$8.86$9.05
Max Pain$7.38$5.00$7.50$5.00$7.50
ATM IV67.6%48.5%94.4%59.4%75.8%
Expected Move18.7%15.8%21.8%17.0%21.7%
HV 20d29.9%21.8%36.8%24.5%36.4%
HV 60d50.7%30.2%54.6%54.2%30.3%
IV Rank28.5%14.2%48.4%22.3%34.6%
IV Percentile76.9%30.2%99.6%63.9%93.7%
Term Structure-6.0%-16.2%22.9%14.1%-15.3%
VWIV67.4%55.8%81.0%55.8%81.0%
Skew 25d-2.1%-20.5%14.9%1.4%-0.5%
Skew 10d12.0%-24.0%42.0%-2.5%-6.4%
Call IV 25d66.1%50.0%87.3%56.8%81.8%
Put IV 25d64.0%44.8%81.3%58.2%81.3%
Bid-Ask Spread %71.6321.52101.2095.8521.52
Gamma HHI0.730.630.820.690.82
Net GEX33.5K19.1K52.4K52.4K44.3K
Net DEX-1.5M-1.8M-1.2M-1.6M-1.6M
Net VEX-7.2K-8.3K-6.3K-7.2K-8.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.002.080.000.76
Total Volume280.23801,188106692
Total OI8,318.9053,23912,58612,2784,818

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$8.86$5.0059.4%17.0%24.5%22.3%55.8%1.4%14.1%52.4K-1.6M-7.2K0.0095.85N/AN/A106011,955323
2021-10-04$8.64$7.5054.2%17.0%24.3%18.5%0.0%3.8%-6.4%49.5K-1.5M-6.9K0.0097.13N/AN/A5011,955323
2021-10-05$8.70$7.5048.5%17.4%23.5%14.2%62.4%-15.3%-16.2%30.4K-1.4M-6.5K0.0098.28N/AN/A13011,932323
2021-10-06$8.60$7.5071.5%18.8%23.8%31.3%0.0%2.1%-4.4%40.2K-1.4M-6.6K0.0094.84N/AN/A3011,931323
2021-10-07$8.73$7.5077.8%17.1%24.5%36.0%0.0%14.1%22.9%44.2K-1.5M-6.8K0.0097.62N/AN/A0011,944323
2021-10-08$8.65$7.5068.3%18.7%24.5%29.0%0.0%3.8%-4.2%36.4K-1.4M-6.4K0.0098.09N/AN/A20011,944323
2021-10-11$8.66$7.5094.4%15.8%21.8%48.4%0.0%-16.0%8.4%37.4K-1.4M-6.3K0.00101.20N/AN/A1011,944323
2021-10-12$9.14$7.5069.1%18.7%28.8%29.6%65.2%4.6%-12.7%19.1K-1.6M-6.6K0.0385.98N/AN/A3171011,964323
2021-10-13$9.23$7.5060.7%17.4%29.0%23.3%69.6%-20.5%-4.6%19.9K-1.6M-6.6K0.0095.11N/AN/A139011,964323
2021-10-14$9.49$7.5063.8%18.3%30.4%25.6%68.2%-1.5%-9.2%22.1K-1.8M-7.0K0.0281.84N/AN/A374812,183333
2021-10-15$9.41$7.5060.6%17.4%29.7%23.2%60.6%13.0%-3.9%22.4K-1.8M-7.0K0.7185.05N/AN/A312212,253333
2021-10-18$9.09$7.5063.9%18.3%32.3%25.7%63.0%-3.6%-7.6%26.1K-1.3M-7.0K0.6435.67N/AN/A53342,960279
2021-10-19$9.06$7.5063.1%18.1%32.3%25.1%63.2%-12.2%-7.7%27.3K-1.3M-7.2K0.0028.35N/AN/A23503,076303
2021-10-20$9.21$7.5064.9%18.6%32.1%26.4%65.1%1.5%-8.9%30.9K-1.4M-7.6K0.5929.72N/AN/A2201293,294338
2021-10-21$9.37$7.5063.6%18.2%32.5%25.5%63.7%14.9%-7.2%31.8K-1.5M-7.8K0.7555.48N/AN/A1731293,332359
2021-10-22$9.24$7.5067.2%19.3%32.9%28.1%67.5%-12.1%-9.3%31.8K-1.5M-7.7K0.6570.07N/AN/A1981293,363359
2021-10-25$8.82$7.5070.2%20.1%36.8%30.4%69.8%-2.6%-8.9%29.5K-1.2M-7.3K0.9972.63N/AN/A2792763,366365
2021-10-26$8.82$7.5072.6%20.8%35.2%32.2%74.3%-5.2%-15.2%29.5K-1.2M-7.5K0.7649.10N/AN/A3732853,483512
2021-10-27$9.07$7.5074.4%21.3%36.3%33.5%74.3%-6.2%-14.6%33.7K-1.4M-7.8K0.3267.91N/AN/A9032853,640522
2021-10-28$8.99$7.5076.1%21.8%36.5%34.8%74.1%-7.5%-15.5%44.1K-1.6M-8.3K2.0842.81N/AN/A1442994,264522
2021-10-29$9.05$7.5075.8%21.7%36.4%34.6%81.0%-0.5%-15.3%44.3K-1.6M-8.3K0.7621.52N/AN/A3932994,281537