HLIT Options History — December 2021

In December 2021, HLIT traded between $10.59 and $12.07. ATM implied volatility averaged 47.3%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 14.3% (HV 20d: 33.1%). 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 18 of 22 days. Put/call ratio averaged 0.33.

Notable Days

  • 2021-12-09: Highest Volume — 2,206 contracts
  • 2021-12-21: Largest IV drop — 49.5% change
  • 2021-12-02: Highest IV Rank — 36.6%
  • 2021-12-02: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.11$10.59$12.07$10.65$11.82
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV47.3%29.1%78.6%65.0%41.1%
Expected Move13.7%8.3%22.5%18.6%11.8%
HV 20d33.1%26.1%36.5%34.8%26.1%
HV 60d40.2%39.7%40.8%40.2%40.3%
IV Rank13.4%0.0%36.6%26.5%8.9%
IV Percentile24.7%0.0%96.0%74.2%7.9%
Term Structure5.0%-39.7%36.7%-39.7%11.6%
VWIV48.8%33.4%81.6%81.6%40.8%
Skew 25d5.3%-20.3%124.4%-6.6%-9.8%
Skew 10d21.6%-18.8%187.2%43.9%-18.8%
Call IV 25d49.8%31.2%116.8%64.6%43.9%
Put IV 25d55.1%27.6%241.3%58.0%34.2%
Bid-Ask Spread %59.5814.07104.62101.3388.08
Gamma HHI0.510.480.640.500.49
Net GEX53.3K34.5K66.2K64.1K66.2K
Net DEX-2.3M-2.9M-1.8M-2.9M-2.8M
Net VEX-7.5K-10.9K-6.8K-10.9K-7.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.071.110.200.89
Total Volume1,201.9092452,206871304
Total OI4,695.6823,6625,8545,8544,321

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$10.65$7.5065.0%18.6%34.8%26.5%81.6%-6.6%-39.7%64.1K-2.9M-10.9K0.20101.33N/AN/A7281435,357497
2021-12-02$10.79$7.5078.6%22.5%34.7%36.6%77.3%124.4%-30.3%34.5K-2.5M-8.9K0.08104.62N/AN/A1,7891484,945502
2021-12-03$10.60$7.5065.4%18.8%35.2%26.8%59.7%38.0%-7.0%55.8K-2.0M-7.8K0.0886.21N/AN/A1,7631424,351507
2021-12-06$10.59$7.5060.7%14.7%35.2%23.3%49.3%-5.8%3.4%56.2K-2.0M-7.7K0.0882.08N/AN/A1,7341424,354511
2021-12-07$10.75$7.5052.0%14.6%35.6%16.8%52.5%-0.6%0.9%58.9K-2.1M-7.6K0.0886.65N/AN/A1,7471384,365511
2021-12-08$10.81$7.5044.3%13.4%35.1%11.1%49.2%2.1%6.2%56.4K-2.1M-7.3K0.0877.32N/AN/A1,8051384,351503
2021-12-09$10.90$7.5043.1%13.0%34.4%10.2%52.3%-4.0%7.6%46.9K-2.1M-7.0K0.0774.87N/AN/A2,0681384,323503
2021-12-10$10.84$7.5042.5%13.6%33.0%9.7%48.1%2.2%5.4%59.7K-2.1M-7.5K0.0775.61N/AN/A1,8241344,740503
2021-12-13$10.76$7.5040.6%13.6%33.0%8.3%49.6%-5.3%5.3%43.9K-2.1M-7.3K0.0719.28N/AN/A1,8601384,744504
2021-12-14$10.63$7.5044.8%13.7%33.3%11.5%47.1%-3.1%4.3%46.9K-2.0M-7.1K0.0826.49N/AN/A1,8271384,707504
2021-12-15$10.96$7.5047.8%13.7%34.0%13.7%48.1%-0.1%5.7%47.9K-2.2M-7.2K0.0874.13N/AN/A1,8321384,708504
2021-12-16$10.78$7.5045.0%12.9%34.0%11.6%44.1%-2.8%12.5%41.0K-2.1M-7.0K0.0830.35N/AN/A1,8061384,708504
2021-12-17$10.81$7.5045.4%13.0%33.9%11.9%45.5%-1.1%17.0%40.3K-2.1M-7.1K0.5376.30N/AN/A2591384,718504
2021-12-20$10.78$7.5057.6%16.5%33.6%21.0%52.7%25.1%1.8%42.0K-1.8M-6.9K1.1158.10N/AN/A1161293,188474
2021-12-21$11.02$7.5029.1%8.3%33.5%0.0%45.0%-20.3%36.7%43.0K-1.9M-6.8K0.5149.26N/AN/A2551293,190476
2021-12-22$11.42$7.5032.5%9.3%35.5%2.5%33.4%15.2%22.8%55.3K-2.2M-6.9K0.2638.66N/AN/A4901293,335476
2021-12-23$11.73$7.5040.1%11.5%36.5%8.2%39.7%-8.6%11.3%56.9K-2.5M-7.2K0.3939.26N/AN/A3321293,537476
2021-12-27$12.07$7.5042.5%12.2%32.1%9.9%40.3%-3.7%12.3%61.9K-2.9M-7.2K0.6175.01N/AN/A2161323,634476
2021-12-28$11.94$7.5041.6%11.9%30.0%9.3%39.4%-5.9%-4.2%64.3K-2.8M-7.0K0.3414.07N/AN/A4121423,636479
2021-12-29$11.89$7.5041.0%11.7%27.4%8.8%39.4%-6.1%13.3%65.5K-2.8M-7.5K0.7616.22N/AN/A1861413,839494
2021-12-30$11.82$7.5041.0%11.8%26.2%8.9%37.6%-6.6%13.5%65.4K-2.8M-7.4K0.7116.81N/AN/A2021433,850496
2021-12-31$11.82$7.5041.1%11.8%26.1%8.9%40.8%-9.8%11.6%66.2K-2.8M-7.4K0.8988.08N/AN/A1611433,824497