HLIT Options History — August 2022

In August 2022, HLIT traded between $10.78 and $11.48. ATM implied volatility averaged 52.0%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 23.2% (HV 20d: 28.8%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.08.

Notable Days

  • 2022-08-01: Highest Volume — 1,361 contracts
  • 2022-08-25: Largest IV spike — 102.5% change
  • 2022-08-26: Highest IV Rank — 33.0%
  • 2022-08-26: Largest Expected Move — 25.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.19$10.78$11.48$10.78$11.29
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV52.0%26.7%87.4%66.5%45.4%
Expected Move14.5%7.7%25.1%19.1%13.0%
HV 20d28.8%22.4%33.2%32.5%24.3%
HV 60d36.3%33.6%40.7%40.7%33.9%
IV Rank13.1%0.0%33.0%20.9%10.1%
IV Percentile35.5%0.0%95.2%70.6%15.9%
Term Structure-1.6%-46.1%26.7%-8.5%-4.1%
VWIV52.3%33.1%93.5%68.2%78.1%
Skew 25d3.1%-19.9%50.7%-9.4%14.4%
Skew 10d30.7%-27.3%171.3%1.6%1.0%
Call IV 25d47.3%35.4%74.1%74.1%48.4%
Put IV 25d50.4%24.7%101.5%64.7%62.8%
Bid-Ask Spread %99.6962.66122.4262.66107.44
Gamma HHI0.630.350.780.350.75
Net GEX28.9K23.1K32.1K23.1K30.6K
Net DEX-1.1M-1.3M-922.4K-984.0K-1.1M
Net VEX-4.2K-4.4K-3.7K-3.7K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.000.290.040.10
Total Volume303.69601,3611,361887
Total OI2,670.0872,1842,8752,1842,711

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$10.78$10.0066.5%19.1%32.5%20.9%68.2%-9.4%-8.5%23.1K-984.0K-3.7K0.0462.66N/AN/A1,313482,083101
2022-08-02$10.96$10.0052.1%14.9%32.5%13.0%53.6%-3.5%17.5%27.6K-1.1M-4.0K0.1390.40N/AN/A736932,344105
2022-08-03$11.19$10.0076.8%22.0%32.5%26.6%61.2%23.8%-39.3%29.2K-1.1M-4.1K0.1880.79N/AN/A7141292,372155
2022-08-04$11.29$10.0056.1%12.2%31.9%15.2%41.6%7.1%8.4%29.4K-1.1M-4.3K0.1893.60N/AN/A7361322,412191
2022-08-05$11.28$10.0060.9%11.0%31.6%17.8%50.4%3.4%5.3%29.2K-1.1M-4.3K0.1294.68N/AN/A736902,456193
2022-08-08$11.08$10.0057.0%18.3%32.4%15.7%60.2%50.7%-3.7%27.4K-1.1M-4.3K0.26104.94N/AN/A6961822,446201
2022-08-09$10.88$10.0042.5%11.3%32.5%7.7%41.2%-4.3%-1.9%26.8K-955.1K-3.8K0.0097.05N/AN/A8402,451173
2022-08-10$11.18$10.0044.3%12.7%32.8%8.7%45.8%-0.0%3.9%30.2K-1.1M-4.0K0.2992.80N/AN/A722,460173
2022-08-11$11.12$10.0040.8%11.7%33.2%6.7%0.0%-0.9%26.7%29.6K-1.0M-4.1K0.0099.24N/AN/A9302,467175
2022-08-12$11.19$10.0040.8%11.7%32.8%6.8%37.1%1.2%-0.7%31.7K-1.1M-4.3K0.03108.31N/AN/A5922,554175
2022-08-15$11.44$10.0045.2%13.0%32.1%9.2%44.1%-11.9%19.3%32.1K-1.3M-4.4K0.2996.94N/AN/A35102,597177
2022-08-16$11.39$10.0045.8%13.1%30.0%9.5%33.1%-18.6%-8.9%31.8K-1.2M-4.3K0.0098.36N/AN/A202,608187
2022-08-17$11.46$10.0058.0%16.6%29.3%16.2%0.0%5.8%16.0%28.5K-1.2M-4.2K0.00121.07N/AN/A002,610187
2022-08-18$11.48$10.0037.0%10.6%26.9%4.7%44.8%-8.6%25.4%28.8K-1.2M-4.3K0.0089.06N/AN/A8302,610187
2022-08-19$11.30$10.0045.3%13.0%27.7%9.2%0.0%-8.5%-3.8%29.8K-1.2M-4.4K0.00111.09N/AN/A5002,688187
2022-08-22$11.16$10.0054.1%15.5%26.7%14.1%0.0%2.9%-37.1%28.3K-973.3K-4.1K0.0098.93N/AN/A1902,516178
2022-08-23$11.12$10.0049.0%14.0%26.9%11.2%39.2%-19.7%-26.7%28.3K-960.3K-4.2K0.0098.33N/AN/A1202,532178
2022-08-24$11.24$10.0026.7%7.7%23.4%0.0%0.0%-5.8%11.6%30.1K-990.2K-4.2K0.00101.70N/AN/A002,540178
2022-08-25$11.39$10.0054.1%15.5%22.4%14.9%60.9%-0.7%-15.9%31.4K-1.1M-4.4K0.00118.05N/AN/A1202,540178
2022-08-26$11.20$10.0087.4%25.1%23.0%33.0%93.5%30.0%-46.1%30.9K-1.0M-4.3K0.00108.92N/AN/A1902,540178
2022-08-29$11.11$10.0037.3%10.7%22.5%5.7%0.0%-19.9%9.4%25.7K-937.7K-3.9K0.0096.14N/AN/A002,531178
2022-08-30$10.93$10.0073.4%21.0%22.6%25.4%35.6%43.6%16.5%24.8K-922.4K-4.0K0.00122.42N/AN/A042,531178
2022-08-31$11.29$10.0045.4%13.0%24.3%10.1%78.1%14.4%-4.1%30.6K-1.1M-4.1K0.10107.44N/AN/A810772,531180