HLIT Options History — July 2024

In July 2024, HLIT traded between $11.75 and $14.64. ATM implied volatility averaged 48.6%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 23.6% (HV 20d: 25.0%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.05.

Notable Days

  • 2024-07-30: Highest Volume — 1,372 contracts
  • 2024-07-10: Largest IV spike — 82.0% change
  • 2024-07-18: Highest IV Rank — 71.4%
  • 2024-07-18: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.34$11.75$14.64$11.89$14.64
Max Pain$11.82$7.50$12.50$7.50$12.50
ATM IV48.6%23.7%81.5%36.3%36.9%
Expected Move14.7%7.1%23.4%10.4%10.6%
HV 20d25.0%17.1%72.3%24.8%72.3%
HV 60d40.9%25.4%53.0%53.0%46.4%
IV Rank32.3%2.7%71.4%17.7%18.4%
IV Percentile47.0%0.4%98.0%10.3%12.7%
Term Structure-4.5%-34.8%32.1%-4.9%-4.2%
VWIV52.3%19.7%82.9%37.3%38.5%
Skew 25d4.7%-14.1%24.8%-6.1%-2.0%
Skew 10d4.5%-13.0%76.0%-9.1%-1.1%
Call IV 25d43.9%21.7%83.2%37.0%32.9%
Put IV 25d48.6%30.3%82.4%30.9%30.9%
Bid-Ask Spread %99.8065.32114.44102.7065.32
Gamma HHI0.580.320.870.570.49
Net GEX26.0K7.0K75.7K19.8K33.0K
Net DEX-704.0K-1.7M-284.6K-607.5K-1.7M
Net VEX-3.7K-4.7K-2.8K-2.9K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.0015.250.190.56
Total Volume189.63621,37231341
Total OI2,935.1362,2723,6402,8733,640

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$11.89$7.5036.3%10.4%24.8%17.7%37.3%-6.1%-4.9%19.8K-607.5K-2.9K0.19102.70N/AN/A2652,458415
2024-07-02$11.88$7.5031.1%8.9%23.5%11.5%0.0%11.4%32.1%19.8K-595.4K-3.0K0.00108.81N/AN/A4702,461410
2024-07-03$11.96$7.5024.7%7.1%19.6%3.9%19.7%8.6%29.6%23.4K-637.2K-3.0K0.00109.69N/AN/A202,508410
2024-07-05$11.86$12.5037.7%15.5%19.8%19.4%54.2%-2.9%-21.7%20.4K-633.1K-3.1K0.00101.18N/AN/A13202,509410
2024-07-08$12.02$12.5032.0%12.2%19.9%12.5%35.7%-8.3%-0.8%25.6K-677.0K-3.1K0.75114.44N/AN/A862,562410
2024-07-09$12.04$12.5023.7%15.6%19.2%2.7%54.5%-2.2%-10.7%29.5K-643.2K-3.0K0.00106.78N/AN/A022,560406
2024-07-10$11.95$12.5043.1%12.4%17.5%25.8%56.2%-5.2%-6.6%24.3K-645.9K-2.9K0.00110.97N/AN/A902,560486
2024-07-11$12.04$12.5053.5%15.3%17.2%38.2%53.5%3.0%-15.9%28.8K-658.0K-2.8K0.3098.01N/AN/A107322,568486
2024-07-12$11.95$12.5042.7%12.2%17.1%25.3%30.9%-8.7%-3.5%27.1K-643.5K-3.1K0.03108.90N/AN/A3112,653518
2024-07-15$12.29$12.5057.1%16.4%18.9%42.5%57.1%7.7%-9.7%44.4K-775.2K-3.0K0.53103.08N/AN/A107572,667519
2024-07-16$12.57$12.5056.4%16.2%19.6%41.6%56.4%13.5%-8.3%57.6K-1.0M-3.3K0.0295.81N/AN/A16032,735551
2024-07-17$12.59$12.5057.2%16.4%19.4%42.5%63.5%12.3%-6.4%56.5K-1.0M-3.4K0.05100.64N/AN/A2212,752548
2024-07-18$12.43$12.5081.5%23.4%17.5%71.4%82.9%24.8%-34.8%75.7K-925.7K-3.3K0.91107.03N/AN/A1871702,741549
2024-07-19$12.32$12.5044.3%12.7%18.1%27.2%31.5%16.6%16.5%10.6K-625.8K-3.5K15.25109.15N/AN/A365492,805719
2024-07-22$12.57$12.5050.7%14.5%18.3%34.8%38.9%18.5%15.2%8.2K-401.5K-4.7K0.0287.70N/AN/A9621,2601,012
2024-07-23$12.50$12.5047.4%13.6%18.6%30.8%51.1%12.1%16.2%9.6K-426.0K-4.6K0.75107.74N/AN/A20151,3161,014
2024-07-24$12.02$12.5064.6%18.5%23.8%51.4%64.7%3.6%-11.8%7.0K-290.0K-4.6K0.0099.47N/AN/A15801,3361,029
2024-07-25$12.00$12.5070.7%20.3%23.7%58.6%70.6%11.3%-16.8%10.7K-396.6K-4.7K1.00111.75N/AN/A34341,4741,029
2024-07-26$12.04$12.5065.3%18.7%23.7%52.1%60.2%-14.1%-26.7%11.9K-348.9K-4.7K1.1494.68N/AN/A37421,5061,063
2024-07-29$11.75$12.5077.5%22.2%24.7%66.7%77.6%-0.8%-26.1%10.3K-284.6K-4.7K0.3070.81N/AN/A246751,5631,084
2024-07-30$14.21$12.5034.5%9.9%72.0%15.6%63.9%10.5%0.2%17.2K-1.5M-4.7K0.1781.06N/AN/A1,1751971,7291,142
2024-07-31$14.64$12.5036.9%10.6%72.3%18.4%38.5%-2.0%-4.2%33.0K-1.7M-4.5K0.5665.32N/AN/A2191222,3861,254