HLIT Options History — November 2022

In November 2022, HLIT traded between $13.07 and $15.21. ATM implied volatility averaged 46.2%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 9.0% (HV 20d: 55.2%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.34.

Notable Days

  • 2022-11-01: Highest Volume — 3,206 contracts
  • 2022-11-09: Largest IV spike — 35.5% change
  • 2022-11-09: Highest IV Rank — 20.1%
  • 2022-11-09: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.10$13.07$15.21$13.98$15.21
Max Pain$12.74$12.50$15.00$15.00$12.50
ATM IV46.2%39.3%63.6%50.3%41.1%
Expected Move12.9%11.1%18.2%14.4%11.8%
HV 20d55.2%48.2%61.7%49.6%49.7%
HV 60d48.7%45.4%51.5%45.5%51.0%
IV Rank10.6%6.8%20.1%12.8%7.8%
IV Percentile21.0%4.0%67.1%31.3%7.9%
Term Structure-2.3%-17.4%10.7%-0.3%-4.6%
VWIV45.6%40.2%58.4%51.5%44.2%
Skew 25d-0.1%-12.3%9.7%3.9%2.5%
Skew 10d0.1%-20.4%23.1%-9.6%10.6%
Call IV 25d46.3%41.2%56.7%50.1%48.2%
Put IV 25d46.3%35.0%66.4%54.0%50.7%
Bid-Ask Spread %81.0051.5096.3877.5281.22
Gamma HHI0.720.450.900.780.85
Net GEX127.8K28.8K304.6K94.8K304.6K
Net DEX-2.9M-6.3M-700.4K-2.9M-6.3M
Net VEX-9.5K-11.7K-7.8K-10.7K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.015.121.740.73
Total Volume839.333143,2063,20671
Total OI7,640.2865,8358,0077,0538,007

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$13.98$15.0050.3%14.4%49.6%12.8%51.5%3.9%-0.3%94.8K-2.9M-10.7K1.7477.52N/AN/A1,1702,0365,4071,646
2022-11-02$14.38$15.0046.8%13.4%50.4%10.9%48.0%9.7%4.0%94.8K-3.2M-11.7K3.2989.10N/AN/A4461,4685,4182,189
2022-11-03$14.17$12.5048.8%12.3%49.6%12.0%47.0%1.7%-0.5%90.2K-2.8M-11.4K4.8288.73N/AN/A3061,4755,4332,187
2022-11-04$13.96$12.5047.9%11.1%48.2%11.5%48.7%8.3%10.7%86.0K-2.6M-11.2K5.1295.39N/AN/A2871,4705,4772,188
2022-11-07$13.47$12.5053.3%13.0%49.7%14.5%43.5%3.4%-1.1%63.8K-1.6M-9.7K4.0991.11N/AN/A3571,4605,5352,189
2022-11-08$13.77$12.5047.0%12.6%50.2%11.0%52.7%1.9%-1.5%77.3K-2.0M-10.1K0.9091.71N/AN/A2522285,5872,184
2022-11-09$13.13$12.5063.6%18.2%52.8%20.1%58.4%0.2%-17.4%28.8K-700.4K-8.2K0.7396.38N/AN/A2922125,6082,170
2022-11-10$13.59$12.5044.7%12.8%54.1%9.8%43.4%0.2%-16.7%59.4K-1.2M-7.8K2.0895.97N/AN/A2144465,6192,152
2022-11-11$13.07$12.5050.6%14.5%55.3%13.0%49.2%-4.9%-12.3%49.4K-1.1M-8.7K0.7588.40N/AN/A2882155,6241,992
2022-11-14$13.45$12.5044.4%12.7%54.7%9.6%42.3%-1.2%-1.6%63.6K-1.4M-8.4K0.5867.69N/AN/A2481455,6952,021
2022-11-15$13.72$12.5044.8%12.8%54.7%9.8%43.9%2.5%-0.3%93.5K-2.0M-8.8K0.4179.60N/AN/A3521445,8372,022
2022-11-16$13.44$12.5047.6%13.7%54.9%11.4%42.2%2.9%-5.3%60.1K-1.5M-8.2K0.5560.19N/AN/A2491375,9012,022
2022-11-17$13.62$12.5043.6%12.5%55.2%9.2%44.1%2.4%-2.9%67.7K-1.6M-8.1K0.7079.58N/AN/A1971375,9022,023
2022-11-18$14.74$12.5040.6%11.6%61.4%7.6%41.1%3.0%0.0%117.1K-3.3M-8.6K0.1783.33N/AN/A7731345,9132,022
2022-11-21$14.39$12.5042.6%12.2%61.4%8.7%41.2%4.0%2.5%113.2K-3.0M-8.2K0.4078.12N/AN/A2881154,5291,306
2022-11-22$14.42$12.5041.8%12.0%60.8%8.2%41.9%-0.5%-2.6%155.4K-3.4M-9.4K0.0875.44N/AN/A1,3501115,4351,306
2022-11-23$14.81$12.5042.3%12.1%61.7%8.5%43.7%-9.9%3.2%241.2K-4.9M-11.1K0.4351.50N/AN/A2621126,6501,308
2022-11-25$14.97$12.5041.6%11.9%61.7%8.1%40.2%-10.1%4.1%266.1K-5.3M-10.5K0.5564.76N/AN/A1166,6611,308
2022-11-28$15.05$12.5047.0%13.5%61.1%11.0%45.0%-9.3%-5.6%255.6K-5.5M-10.0K0.0184.15N/AN/A14716,6581,311
2022-11-29$14.73$12.5039.3%11.3%61.4%6.8%0.0%-12.3%-0.2%300.3K-4.8M-9.7K0.0881.17N/AN/A1316,6921,312
2022-11-30$15.21$12.5041.1%11.8%49.7%7.8%44.2%2.5%-4.6%304.6K-6.3M-9.3K0.7381.22N/AN/A41306,6941,313