HLIT Options History — June 2022

In June 2022, HLIT traded between $8.39 and $10.24. ATM implied volatility averaged 60.2%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 17.5% (HV 20d: 42.8%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2022-06-17: Highest Volume — 2,560 contracts
  • 2022-06-30: Largest IV spike — 78.2% change
  • 2022-06-14: Highest IV Rank — 32.0%
  • 2022-06-14: Largest Expected Move — 24.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.06$8.39$10.24$9.96$8.63
Max Pain$9.88$7.50$10.00$7.50$10.00
ATM IV60.2%45.1%86.6%55.3%80.3%
Expected Move17.0%12.9%24.8%15.9%23.0%
HV 20d42.8%39.8%45.9%44.9%40.1%
HV 60d47.1%45.3%48.3%45.6%48.3%
IV Rank17.4%9.1%32.0%14.7%28.5%
IV Percentile55.2%13.9%96.4%47.6%94.4%
Term Structure0.1%-27.3%33.8%4.1%-27.3%
VWIV61.0%50.1%87.2%55.2%60.9%
Skew 25d17.8%-18.3%181.8%181.8%18.9%
Skew 10d33.7%-29.7%290.0%290.0%25.7%
Call IV 25d53.4%32.8%75.2%54.5%45.8%
Put IV 25d71.2%45.8%236.3%236.3%64.7%
Bid-Ask Spread %100.2968.56114.8596.8491.14
Gamma HHI0.630.300.980.980.35
Net GEX160.1K8.6K454.8K380.3K10.8K
Net DEX-1.9M-6.9M509.6K-5.7M-405.7K
Net VEX-5.3K-10.9K-1.9K-10.4K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.032.070.440.03
Total Volume1,863.3813462,5603461,402
Total OI9,317.9522,25314,44612,1592,273

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$9.96$7.5055.3%15.9%44.9%14.7%55.2%181.8%4.1%380.3K-5.7M-10.4K0.4496.84N/AN/A24110511,877282
2022-06-02$10.24$10.0057.0%13.7%45.9%15.7%51.0%-9.0%-1.0%384.6K-6.9M-10.1K2.00107.58N/AN/A7001,40311,877282
2022-06-03$9.99$10.0051.2%13.8%43.1%12.5%51.2%-9.6%-6.2%398.8K-5.5M-10.9K2.01100.22N/AN/A6971,40312,3691,282
2022-06-06$9.80$10.0060.0%14.6%43.0%17.3%50.1%-8.6%-0.8%375.2K-4.3M-9.7K2.0790.87N/AN/A6781,40312,3511,282
2022-06-07$9.88$10.0052.4%14.5%40.0%13.1%63.1%3.8%8.9%454.8K-4.6M-9.6K1.7699.72N/AN/A7951,40312,3501,282
2022-06-08$9.74$10.0054.4%15.6%40.3%14.2%70.9%-18.3%-5.3%403.8K-4.0M-9.0K1.3193.88N/AN/A1,0701,40312,4511,282
2022-06-09$9.69$10.0050.0%14.3%39.8%11.8%63.8%7.3%2.6%441.8K-3.7M-8.6K1.35101.00N/AN/A1,0391,40312,6571,282
2022-06-10$9.24$10.0059.7%17.1%43.9%17.1%54.3%28.4%-4.2%249.8K-2.3M-6.9K1.10107.46N/AN/A1,0071,10312,6721,282
2022-06-13$8.68$10.0070.9%20.3%44.8%23.3%68.7%-3.5%-19.0%158.7K-841.0K-4.1K1.11110.42N/AN/A9951,10312,6851,260
2022-06-14$8.64$10.0086.6%24.8%42.7%32.0%66.7%23.3%-0.5%9.2K440.1K-2.2K1.11109.27N/AN/A9971,10312,6831,250
2022-06-15$8.78$10.0050.0%14.3%40.8%11.8%56.7%6.8%-2.1%8.8K509.6K-1.9K0.76110.23N/AN/A1,4481,10312,6861,250
2022-06-16$8.39$10.0067.2%19.3%43.4%21.3%65.1%24.0%33.8%9.3K449.2K-2.7K0.75113.61N/AN/A1,4561,09913,1861,250
2022-06-17$8.54$10.0067.1%19.2%43.4%21.2%62.7%-4.8%-15.8%10.1K434.5K-2.9K0.75110.15N/AN/A1,4611,09913,1951,251
2022-06-21$8.66$10.0073.9%21.2%43.8%25.0%61.4%8.8%-25.8%10.1K-353.7K-2.6K0.03107.64N/AN/A1,429472,129124
2022-06-22$8.49$10.0051.6%14.8%44.0%12.7%56.8%25.1%-4.3%8.6K-364.1K-2.7K0.0396.53N/AN/A1,430472,134125
2022-06-23$8.40$10.0051.3%14.7%43.1%12.5%58.3%27.1%14.1%8.6K-341.6K-2.6K0.0368.56N/AN/A1,430472,137125
2022-06-24$8.57$10.0063.4%18.2%43.9%19.2%61.5%22.1%3.6%8.9K-345.1K-2.7K0.0373.81N/AN/A1,347472,137125
2022-06-27$8.80$10.0047.5%13.6%42.3%10.5%59.6%18.4%17.1%10.2K-438.3K-2.8K0.03114.85N/AN/A1,347472,144125
2022-06-28$8.64$10.0069.8%20.0%42.4%22.7%87.2%5.5%4.2%10.2K-450.1K-3.0K0.0398.92N/AN/A1,350472,144125
2022-06-29$8.56$10.0045.1%12.9%42.4%9.1%54.8%26.8%26.9%8.6K-334.7K-2.5K0.03103.37N/AN/A1,350472,149125
2022-06-30$8.63$10.0080.3%23.0%40.1%28.5%60.9%18.9%-27.3%10.8K-405.7K-2.9K0.0391.14N/AN/A1,355472,148125