HLIT Options History — April 2022

In April 2022, HLIT traded between $8.29 and $9.32. ATM implied volatility averaged 90.3%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 59.7% (HV 20d: 30.6%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.30.

Notable Days

  • 2022-04-14: Highest Volume — 3,932 contracts
  • 2022-04-11: Largest IV spike — 108.9% change
  • 2022-04-11: Highest IV Rank — 100.0%
  • 2022-04-27: Largest Expected Move — 26.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.69$8.29$9.32$9.31$8.29
Max Pain$7.00$2.50$7.50$7.50$7.50
ATM IV90.3%63.0%210.4%78.5%76.2%
Expected Move20.9%17.8%26.5%19.0%21.8%
HV 20d30.6%26.7%34.4%32.4%34.4%
HV 60d44.2%35.0%46.1%45.3%35.5%
IV Rank37.5%19.0%100.0%37.0%26.2%
IV Percentile91.6%69.4%100.0%96.0%90.9%
Term Structure-10.9%-36.0%17.7%-11.7%4.6%
VWIV78.4%68.1%94.9%72.0%94.9%
Skew 25d-0.1%-14.0%24.0%4.4%-9.9%
Skew 10d4.5%-33.7%112.1%-6.7%8.1%
Call IV 25d80.8%64.9%110.1%86.7%110.1%
Put IV 25d80.7%63.6%111.2%91.1%100.2%
Bid-Ask Spread %59.3823.2083.2563.0279.24
Gamma HHI0.860.560.960.560.94
Net GEX106.1K60.7K145.6K101.4K122.1K
Net DEX-2.5M-3.4M-1.6M-2.5M-2.7M
Net VEX-11.1K-13.5K-8.6K-10.6K-11.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.031.000.450.34
Total Volume864.9103,932323385
Total OI13,341.611,67616,56413,81012,734

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$9.31$7.5078.5%19.0%32.4%37.0%72.0%4.4%-11.7%101.4K-2.5M-10.6K0.4563.02N/AN/A22310013,464346
2022-04-04$9.32$7.5084.5%19.9%30.9%41.4%74.9%-0.7%-9.4%93.7K-2.4M-10.0K0.4744.00N/AN/A21310013,461363
2022-04-05$9.03$7.5076.2%19.8%33.0%35.3%68.1%-1.3%-9.5%81.5K-2.1M-9.3K0.4254.52N/AN/A24010013,448361
2022-04-06$8.78$7.50103.4%17.8%31.6%55.4%72.5%-12.5%-7.0%77.3K-1.8M-8.7K0.4266.40N/AN/A25410613,418365
2022-04-07$8.75$7.5098.2%19.9%31.3%51.6%75.1%0.3%-14.3%74.5K-1.7M-8.6K0.0882.12N/AN/A1,38410613,402370
2022-04-08$8.58$7.50100.7%18.6%31.7%53.4%71.8%-7.6%-19.5%77.2K-1.9M-9.3K0.4067.70N/AN/A26410614,570370
2022-04-11$8.53$7.50210.4%21.6%31.0%100.0%73.6%8.9%-36.0%63.5K-1.6M-8.7K0.4371.45N/AN/A2078814,531370
2022-04-12$8.49$7.50144.6%20.4%30.1%63.8%70.9%5.5%-3.1%60.7K-1.7M-8.8K0.0472.18N/AN/A1,9768814,533371
2022-04-13$8.70$7.5068.3%19.6%30.2%21.9%69.2%8.6%-4.3%87.4K-2.2M-10.9K0.0570.21N/AN/A1,9579716,126373
2022-04-14$8.55$7.5068.2%19.6%28.2%21.8%74.6%-14.0%-6.0%83.7K-2.0M-10.6K0.0360.86N/AN/A3,82710516,181383
2022-04-18$8.46$7.5076.2%21.8%26.7%26.2%74.8%0.7%-28.8%124.9K-2.7M-12.6K0.3254.95N/AN/A2618311,412269
2022-04-19$8.64$7.5079.6%22.8%28.2%28.1%84.7%2.5%-17.9%133.6K-3.1M-13.4K0.3534.44N/AN/A2398311,417270
2022-04-20$8.77$2.5074.0%21.2%27.4%25.0%77.5%-1.0%-11.1%145.6K-3.2M-13.5K0.4252.90N/AN/A1978311,414270
2022-04-21$8.79$2.5073.7%21.1%27.0%24.9%77.2%4.2%-13.8%143.8K-3.3M-13.2K0.1128.12N/AN/A8188811,419270
2022-04-22$8.54$7.5063.0%18.1%28.3%19.0%84.2%-6.0%16.5%126.3K-2.8M-12.2K0.1257.13N/AN/A7829211,400276
2022-04-25$8.84$7.5078.1%22.4%31.1%27.3%84.0%24.0%-17.8%137.6K-3.4M-13.3K0.1254.72N/AN/A7939411,414287
2022-04-26$8.49$7.5089.2%25.6%33.9%33.4%92.7%1.2%-20.7%122.1K-2.8M-11.8K0.0723.20N/AN/A1,2819411,428290
2022-04-27$8.39$7.5092.5%26.5%31.3%35.2%94.8%4.3%-26.1%127.0K-2.8M-12.1K1.0067.16N/AN/A5512,436290
2022-04-28$8.59$7.5070.4%20.2%32.5%23.0%80.4%-13.0%17.7%138.2K-3.2M-12.8K0.3583.25N/AN/A2779712,435295
2022-04-29$8.29$7.5076.2%21.8%34.4%26.2%94.9%-9.9%4.6%122.1K-2.7M-11.3K0.3479.24N/AN/A2879812,439295