HLIT Options History — September 2022

In September 2022, HLIT traded between $10.80 and $13.12. ATM implied volatility averaged 54.9%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 20.2% (HV 20d: 34.6%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.13.

Notable Days

  • 2022-09-16: Highest Volume — 1,949 contracts
  • 2022-09-14: Largest IV drop — 49.5% change
  • 2022-09-13: Highest IV Rank — 44.5%
  • 2022-09-02: Largest Expected Move — 18.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.54$10.80$13.12$10.91$13.12
Max Pain$9.05$5.00$10.00$10.00$10.00
ATM IV54.9%34.8%108.5%51.6%53.7%
Expected Move13.4%10.6%18.6%14.8%15.4%
HV 20d34.6%24.3%56.2%27.0%55.4%
HV 60d32.9%28.8%40.5%34.7%40.5%
IV Rank15.3%4.4%44.5%13.6%14.7%
IV Percentile36.1%2.0%98.0%36.1%39.7%
Term Structure4.5%-29.2%28.1%-0.9%3.2%
VWIV47.5%34.4%78.3%57.6%52.6%
Skew 25d2.7%-15.5%40.8%-15.5%-0.2%
Skew 10d13.6%-25.2%92.5%9.5%-15.9%
Call IV 25d47.8%36.9%66.7%59.5%54.4%
Put IV 25d50.4%33.4%102.1%43.9%54.2%
Bid-Ask Spread %95.8265.58124.53118.5575.20
Gamma HHI0.760.570.880.740.77
Net GEX40.1K19.1K72.3K24.6K38.5K
Net DEX-1.4M-2.5M-831.9K-852.6K-2.0M
Net VEX-4.3K-5.9K-3.5K-3.8K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.000.410.400.41
Total Volume49371,9497688
Total OI2,937.0952,5653,8392,7122,565

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$10.91$10.0051.6%14.8%27.0%13.6%57.6%-15.5%-0.9%24.6K-852.6K-3.8K0.40118.55N/AN/A522,532180
2022-09-02$10.93$10.0064.8%18.6%27.0%20.7%78.3%0.4%-29.2%26.3K-955.7K-4.0K0.03116.33N/AN/A3212,537181
2022-09-06$10.81$10.0057.2%12.5%26.6%16.6%46.8%-0.7%-0.7%22.9K-831.9K-3.6K0.08104.51N/AN/A786662,536180
2022-09-07$11.01$10.0034.8%11.5%26.7%4.4%39.8%0.8%14.3%19.1K-868.7K-3.5K0.0893.53N/AN/A786662,536180
2022-09-08$11.03$10.0049.4%14.3%24.7%12.3%0.0%9.4%4.5%22.9K-895.5K-3.5K0.00103.82N/AN/A0102,540180
2022-09-09$11.07$10.0073.0%11.1%24.7%25.2%38.6%-0.7%7.3%28.4K-912.5K-3.6K0.0295.64N/AN/A5612,540180
2022-09-12$11.05$10.0099.6%12.5%24.6%39.6%46.4%-0.4%5.7%28.8K-928.2K-3.6K0.0090.73N/AN/A7602,568179
2022-09-13$10.80$5.00108.5%10.6%24.3%44.5%34.4%2.0%8.9%24.5K-867.6K-3.5K0.09103.04N/AN/A796732,614178
2022-09-14$10.93$5.0054.8%15.7%24.8%15.3%0.0%6.5%-25.5%21.7K-959.6K-3.6K0.00124.53N/AN/A1,02822,619180
2022-09-15$11.68$5.0048.3%13.9%34.7%11.8%39.5%40.8%12.3%22.9K-2.2M-3.5K0.00120.84N/AN/A5303,612182
2022-09-16$11.88$5.0046.3%13.3%35.2%10.6%49.9%-10.6%14.7%20.4K-2.4M-3.8K0.0765.58N/AN/A1,8221273,657182
2022-09-19$11.97$10.0041.5%11.9%34.6%8.0%41.3%-6.8%12.6%62.9K-1.7M-5.3K0.1397.86N/AN/A125162,705130
2022-09-20$11.89$10.0043.5%12.5%34.3%9.1%44.0%-14.4%6.8%61.6K-1.6M-5.3K0.0990.16N/AN/A127112,740144
2022-09-21$11.80$10.0041.7%12.0%34.5%8.1%42.0%-0.3%11.1%59.2K-1.5M-5.2K0.0090.63N/AN/A1302,765154
2022-09-22$11.49$10.0042.0%12.0%35.9%8.3%42.4%1.3%8.6%54.3K-1.3M-4.9K0.1186.96N/AN/A2832,765154
2022-09-23$11.07$10.0037.1%10.6%38.0%5.7%38.7%3.5%28.1%47.4K-1.1M-4.5K0.2083.34N/AN/A51102,763154
2022-09-26$11.64$10.0045.9%13.2%41.7%10.4%49.8%1.5%8.1%59.7K-1.4M-4.8K0.2592.40N/AN/A326822,714148
2022-09-27$11.72$10.0044.4%12.7%41.5%9.6%47.4%-1.2%10.5%59.5K-1.5M-4.6K0.2596.20N/AN/A323822,802151
2022-09-28$13.04$10.0055.8%16.0%54.9%15.8%55.3%35.5%2.8%63.4K-2.5M-5.0K0.1876.00N/AN/A9431712,836154
2022-09-29$12.60$10.0058.0%16.6%56.2%17.0%58.0%5.9%-9.2%72.3K-2.5M-5.9K0.1286.47N/AN/A1,3971693,281281
2022-09-30$13.12$10.0053.7%15.4%55.4%14.7%52.6%-0.2%3.2%38.5K-2.0M-4.6K0.4175.20N/AN/A4891992,283282