HLIT Options History — October 2022

In October 2022, HLIT traded between $12.96 and $15.65. ATM implied volatility averaged 63.2%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 13.0% (HV 20d: 50.2%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.42.

Notable Days

  • 2022-10-13: Highest Volume — 2,405 contracts
  • 2022-10-12: Largest IV spike — 37.7% change
  • 2022-10-31: Highest IV Rank — 28.2%
  • 2022-10-31: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.24$12.96$15.65$12.96$15.50
Max Pain$12.38$10.00$15.00$10.00$15.00
ATM IV63.2%48.3%78.6%66.9%78.6%
Expected Move18.6%15.6%22.5%19.2%22.5%
HV 20d50.2%29.9%58.2%55.9%29.9%
HV 60d40.1%39.4%41.2%40.4%39.9%
IV Rank19.9%11.7%28.2%21.9%28.2%
IV Percentile62.4%27.0%90.9%69.4%90.9%
Term Structure-10.5%-21.5%2.9%-3.4%-20.0%
VWIV65.1%54.2%81.7%65.5%80.3%
Skew 25d6.3%-5.6%25.2%-5.6%10.1%
Skew 10d12.8%-27.1%40.9%-27.1%20.6%
Call IV 25d64.5%51.2%78.0%65.2%78.0%
Put IV 25d70.9%56.9%88.1%59.5%88.1%
Bid-Ask Spread %74.7257.9492.6992.6959.75
Gamma HHI0.620.410.820.740.66
Net GEX53.5K37.7K101.2K39.9K59.0K
Net DEX-3.3M-4.4M-1.9M-1.9M-4.1M
Net VEX-7.2K-9.6K-4.6K-4.6K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.062.000.150.06
Total Volume1,007.2864922,4051,4641,635
Total OI4,482.3812,6295,8062,6295,806

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$12.96$10.0066.9%19.2%55.9%21.9%65.5%-5.6%-3.4%39.9K-1.9M-4.6K0.1592.69N/AN/A1,2771872,321308
2022-10-04$13.17$10.0059.9%17.2%55.5%18.1%59.2%-2.2%0.4%48.3K-2.6M-5.7K0.1573.01N/AN/A490732,936307
2022-10-05$13.28$10.0067.8%19.5%55.4%22.4%68.4%17.2%2.9%46.8K-2.7M-5.7K0.1872.86N/AN/A456802,983309
2022-10-06$13.72$12.5057.9%17.5%55.9%16.9%61.0%1.8%-7.7%48.6K-3.0M-5.9K0.1874.59N/AN/A417753,051329
2022-10-07$13.25$12.5051.1%17.5%58.2%13.3%60.1%12.2%-11.3%51.4K-2.6M-5.6K0.1181.40N/AN/A678762,934344
2022-10-10$13.48$12.5054.0%17.9%58.1%14.9%62.1%2.4%-8.5%50.7K-2.6M-5.0K0.1370.29N/AN/A587762,843313
2022-10-11$13.40$12.5048.3%18.1%57.1%11.7%60.1%5.2%-11.1%50.0K-2.6M-5.0K0.1380.55N/AN/A601802,840313
2022-10-12$13.63$12.5066.4%19.0%57.2%21.6%60.7%10.5%-3.0%47.3K-2.7M-4.9K0.0981.11N/AN/A646552,842318
2022-10-13$13.81$12.5056.5%16.2%53.4%16.2%64.3%-3.4%-11.1%46.0K-2.9M-4.9K0.5984.78N/AN/A1,5128932,895323
2022-10-14$13.51$12.5061.1%17.5%54.3%18.7%66.3%7.3%-15.1%55.6K-2.7M-8.4K1.3484.21N/AN/A6799113,7571,181
2022-10-17$14.01$12.5063.5%18.2%55.3%20.0%69.3%4.6%-13.2%44.2K-3.1M-8.2K1.3584.01N/AN/A6628953,7681,516
2022-10-18$14.27$12.5058.5%16.8%55.2%17.3%64.3%2.4%-7.3%37.7K-3.4M-7.9K1.1480.70N/AN/A7878993,7821,526
2022-10-19$14.44$12.5065.1%18.7%54.8%20.9%65.5%1.0%-15.7%44.1K-3.6M-8.0K0.0973.85N/AN/A730643,8941,571
2022-10-20$14.46$12.5060.8%17.4%53.2%18.5%66.8%4.6%-17.1%56.4K-3.7M-8.5K0.2069.98N/AN/A417834,0981,581
2022-10-21$14.91$12.5054.5%15.6%50.3%15.1%59.1%3.4%-1.8%101.2K-4.3M-8.0K0.0678.77N/AN/A1,215784,1841,601
2022-10-24$15.21$12.5062.4%17.9%48.6%19.4%63.0%13.1%-8.4%65.6K-3.8M-8.7K2.0067.36N/AN/A2675333,8801,213
2022-10-25$15.55$15.0073.2%21.0%48.7%25.3%70.3%25.2%-21.5%55.2K-3.9M-8.8K0.2063.31N/AN/A432853,8951,419
2022-10-26$15.48$12.5071.6%20.5%34.6%24.4%54.2%10.0%-16.1%56.8K-4.2M-8.8K0.1564.99N/AN/A514764,0561,435
2022-10-27$15.28$12.5075.2%21.6%31.8%26.4%64.7%3.5%-13.2%58.8K-4.1M-9.3K0.2057.94N/AN/A8401644,2291,444
2022-10-28$15.65$12.5074.3%21.3%30.2%25.9%81.7%9.9%-18.7%59.9K-4.4M-9.6K0.3172.88N/AN/A7072214,3161,469
2022-10-31$15.50$15.0078.6%22.5%29.9%28.2%80.3%10.1%-20.0%59.0K-4.1M-9.3K0.0659.75N/AN/A1,536994,2481,558