HLIT Options History — June 2024 In June 2024, HLIT traded between $11.14 and $12.34. ATM implied volatility averaged 44.4%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 16.6% (HV 20d: 27.8%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 1.46.
Notable Days 2024-06-17 : Highest Volume — 504 contracts2024-06-14 : Largest IV spike — 114.8% change2024-06-14 : Highest IV Rank — 57.1%2024-06-14 : Largest Expected Move — 20.6%Monthly Statistics Metric Avg Min Max Open Close Price $11.54 $11.14 $12.34 $12.34 $11.84 Max Pain $8.16 $7.50 $12.50 $10.00 $7.50 ATM IV 44.4% 21.4% 72.0% 53.1% 27.9% Expected Move 12.0% 6.1% 20.6% 15.2% 8.0% HV 20d 27.8% 24.8% 30.9% 26.5% 24.8% HV 60d 54.0% 53.1% 54.6% 54.0% 53.1% IV Rank 23.7% 0.0% 57.1% 32.9% 7.7% IV Percentile 40.1% 0.0% 93.3% 72.2% 1.2% Term Structure 10.1% -35.2% 67.1% -5.3% 22.9% VWIV 51.8% 30.9% 80.1% 53.1% 32.1% Skew 25d 20.2% -8.5% 47.8% 13.2% 30.9% Skew 10d 28.6% -5.0% 47.8% 21.0% 30.7% Call IV 25d 33.2% 22.7% 54.2% 41.9% 28.6% Put IV 25d 53.4% 40.0% 78.2% 55.0% 59.4% Bid-Ask Spread % 105.46 92.28 115.36 98.66 100.41 Gamma HHI 0.60 0.38 0.83 0.64 0.44 Net GEX 70.9K 16.3K 118.4K 109.8K 24.6K Net DEX -1.1M -2.2M -518.4K -2.2M -696.4K Net VEX -5.0K -7.4K -3.2K -7.4K -3.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.46 0.00 9.00 0.26 0.00 Total Volume 131.842 0 504 365 14 Total OI 6,026.263 2,833 7,903 6,161 2,855
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-06-03 $12.34 $10.00 53.1% 15.2% 26.5% 32.9% 53.1% 13.2% -5.3% 109.8K -2.2M -7.4K 0.26 98.66 N/A N/A 290 75 5,539 622 2024-06-04 $11.89 $12.50 61.5% 17.6% 30.2% 43.6% 61.5% -8.5% -26.5% 95.2K -1.6M -6.8K 0.00 92.28 N/A N/A 290 1 5,745 687 2024-06-05 $11.84 $12.50 62.1% 17.8% 30.4% 44.4% 62.0% -6.9% -35.2% 103.1K -1.7M -6.9K 0.00 94.13 N/A N/A 353 1 5,986 688 2024-06-06 $11.71 $7.50 56.7% 8.5% 30.9% 37.6% 30.9% 19.2% 8.9% 112.1K -1.6M -6.9K 0.04 107.76 N/A N/A 221 8 6,216 689 2024-06-07 $11.57 $7.50 46.2% 9.7% 28.7% 24.1% 0.0% 22.0% 32.0% 118.4K -1.3M -6.2K 9.00 99.66 N/A N/A 1 9 6,243 697 2024-06-10 $11.32 $7.50 59.4% 10.0% 29.8% 40.9% 60.4% 29.5% 6.7% 99.0K -1.4M -6.1K 1.20 115.36 N/A N/A 93 112 6,243 706 2024-06-11 $11.25 $7.50 49.9% 19.4% 29.9% 28.9% 0.0% 37.5% 0.9% 87.5K -1.2M -5.8K 0.12 108.72 N/A N/A 25 3 6,323 818 2024-06-12 $11.41 $7.50 36.1% 10.4% 30.0% 11.2% 46.9% 29.3% 9.0% 90.1K -1.5M -6.1K 0.00 104.17 N/A N/A 292 0 6,320 818 2024-06-13 $11.32 $7.50 33.5% 9.6% 29.3% 7.9% 50.8% 23.6% 5.4% 98.6K -1.1M -5.2K 0.00 106.44 N/A N/A 71 0 6,582 818 2024-06-14 $11.25 $7.50 72.0% 20.6% 25.5% 57.1% 67.3% 47.8% -4.5% 94.4K -1.0M -5.2K 0.10 112.02 N/A N/A 10 1 6,644 818 2024-06-17 $11.41 $7.50 38.9% 11.1% 26.1% 14.7% 38.9% 6.1% -8.3% 106.6K -993.8K -4.5K 0.00 106.15 N/A N/A 504 0 6,654 819 2024-06-18 $11.14 $7.50 46.3% 13.3% 27.3% 24.2% 0.0% 3.8% 16.1% 91.0K -868.6K -4.1K 0.00 110.73 N/A N/A 0 0 7,084 819 2024-06-20 $11.25 $7.50 61.3% 17.6% 27.4% 43.4% 0.0% 29.9% 67.1% 21.2K -518.4K -3.6K 0.00 110.58 N/A N/A 6 0 7,084 819 2024-06-21 $11.46 $7.50 30.4% 8.7% 27.9% 3.8% 0.0% 9.7% 6.5% 16.3K -566.2K -3.2K 1.29 108.50 N/A N/A 31 40 7,084 700 2024-06-24 $11.48 $7.50 21.4% 6.1% 27.6% 0.0% 35.2% 19.9% 19.6% 18.0K -529.4K -3.3K 0.12 107.25 N/A N/A 26 3 2,426 407 2024-06-25 $11.64 $7.50 26.8% 7.7% 26.2% 6.4% 35.6% 26.3% 36.5% 20.4K -613.3K -3.5K 0.13 103.35 N/A N/A 8 1 2,432 410 2024-06-26 $11.59 $7.50 29.5% 8.5% 25.4% 9.6% 80.1% 22.5% 21.0% 18.5K -587.0K -3.3K 5.00 108.87 N/A N/A 1 5 2,439 411 2024-06-27 $11.64 $7.50 30.6% 8.8% 25.2% 10.9% 69.6% 27.7% 19.8% 21.5K -626.3K -3.4K 9.00 108.66 N/A N/A 1 9 2,439 415 2024-06-28 $11.84 $7.50 27.9% 8.0% 24.8% 7.7% 32.1% 30.9% 22.9% 24.6K -696.4K -3.5K 0.00 100.41 N/A N/A 14 0 2,440 415
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