HLIT Options History — October 2023

In October 2023, HLIT traded between $9.11 and $10.95. ATM implied volatility averaged 62.2%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 18.5% (HV 20d: 43.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.33.

Notable Days

  • 2023-10-26: Highest Volume — 3,039 contracts
  • 2023-10-11: Largest IV spike — 125.2% change
  • 2023-10-30: Highest IV Rank — 84.5%
  • 2023-10-30: Largest Expected Move — 30.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.92$9.11$10.95$9.39$10.77
Max Pain$9.89$7.50$10.00$10.00$10.00
ATM IV62.2%27.4%105.5%39.8%62.5%
Expected Move19.5%9.4%30.3%11.4%17.9%
HV 20d43.6%24.2%68.0%25.4%68.0%
HV 60d60.3%46.7%68.7%61.1%50.8%
IV Rank37.3%0.0%84.5%12.3%38.0%
IV Percentile68.6%0.0%99.6%29.4%86.5%
Term Structure-10.9%-31.1%18.5%16.8%-6.9%
VWIV72.4%40.3%101.5%40.3%59.5%
Skew 25d13.0%-22.6%215.0%215.0%2.4%
Skew 10d22.1%-55.6%275.4%275.4%-55.6%
Call IV 25d70.1%39.7%103.9%41.2%59.9%
Put IV 25d83.1%38.5%256.2%256.2%62.3%
Bid-Ask Spread %39.3215.4974.4372.2241.23
Gamma HHI0.530.290.700.690.36
Net GEX145.7K49.9K282.3K160.7K210.0K
Net DEX-2.4M-7.4M293.1K-719.5K-4.9M
Net VEX-12.1K-24.6K-7.4K-10.8K-24.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.002.070.000.08
Total Volume693.81873,039231,846
Total OI15,722.5919,89120,74616,32520,746

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$9.39$10.0039.8%11.4%25.4%12.3%40.3%215.0%16.8%160.7K-719.5K-10.8K0.0072.22N/AN/A23014,4591,866
2023-10-03$9.29$10.0032.7%9.4%24.2%4.5%0.0%-1.2%18.5%156.8K-568.4K-10.6K0.0024.75N/AN/A53014,4601,866
2023-10-04$9.36$10.0044.5%12.8%24.4%17.5%0.0%0.9%4.7%159.9K-837.9K-10.7K0.6074.43N/AN/A10614,4871,866
2023-10-05$9.18$10.0028.2%17.2%24.9%0.0%64.9%4.4%-31.1%124.1K288.7K-8.3K1.3220.91N/AN/A537014,4851,866
2023-10-06$9.18$10.0029.2%17.5%24.9%1.1%61.2%5.0%-9.2%124.2K250.2K-8.2K0.0021.54N/AN/A7014,5361,914
2023-10-09$9.11$10.0030.9%17.5%24.7%2.9%61.2%5.5%-0.7%109.3K293.1K-8.1K0.0420.66N/AN/A46214,5431,913
2023-10-10$9.41$10.0027.4%17.7%27.3%0.0%61.6%6.4%-12.8%174.9K121.6K-8.8K0.1832.14N/AN/A11214,5731,915
2023-10-11$9.30$10.0061.6%17.7%26.7%37.0%73.1%2.0%-13.2%139.2K291.2K-7.4K0.0015.49N/AN/A19014,5791,915
2023-10-12$10.07$10.0065.5%18.8%38.8%41.3%69.1%3.5%-14.6%270.3K-3.5M-13.1K0.0022.24N/AN/A1,024114,5961,915
2023-10-13$9.59$10.0068.2%19.6%42.5%44.2%68.2%2.9%-20.5%210.4K-1.7M-11.0K2.0739.02N/AN/A428715,4361,916
2023-10-16$10.43$10.0070.3%20.2%52.0%46.4%70.7%7.1%-13.9%267.4K-5.2M-12.0K0.0130.39N/AN/A561315,4751,997
2023-10-17$10.36$10.0069.0%19.8%51.3%45.1%68.7%6.3%-21.1%282.3K-4.8M-12.8K0.0645.10N/AN/A145815,0102,002
2023-10-18$10.55$10.0070.6%20.2%51.3%46.7%70.1%6.8%-9.2%192.7K-6.5M-12.3K0.1924.50N/AN/A16315,0662,005
2023-10-19$10.95$10.0073.3%21.0%52.5%49.6%73.9%-5.6%-16.2%78.5K-7.4M-13.0K0.0061.19N/AN/A182015,0792,004
2023-10-20$10.41$10.0072.5%20.8%55.7%48.8%75.5%4.5%-13.1%61.6K-6.6M-10.6K1.9849.67N/AN/A8116015,0352,004
2023-10-23$10.70$10.0079.8%22.9%56.0%56.7%77.5%6.5%-18.0%70.1K-1.5M-12.2K0.7538.34N/AN/A72549,158733
2023-10-24$10.27$10.0073.0%20.9%57.3%49.4%82.0%8.2%-0.5%49.9K-876.5K-9.0K0.0044.30N/AN/A1709,155782
2023-10-25$10.29$10.0086.3%24.7%57.3%63.7%84.8%6.8%-16.7%62.9K-1.3M-11.6K0.0159.99N/AN/A1,806269,170782
2023-10-26$10.16$10.0084.4%24.2%57.6%61.6%84.1%3.5%-14.8%82.3K-1.9M-13.3K0.0137.42N/AN/A3,0043511,146801
2023-10-27$9.82$10.0092.1%26.4%58.9%70.0%100.1%-22.6%-21.7%94.3K-2.3M-15.9K0.0041.04N/AN/A2,8811414,062831
2023-10-30$9.73$7.50105.5%30.3%58.3%84.5%101.5%18.8%-25.2%123.6K-3.6M-21.3K0.0348.47N/AN/A2,8167816,913835
2023-10-31$10.77$10.0062.5%17.9%68.0%38.0%59.5%2.4%-6.9%210.0K-4.9M-24.6K0.0841.23N/AN/A1,70713919,878868