HLIT Options History — August 2024

In August 2024, HLIT traded between $13.02 and $14.73. ATM implied volatility averaged 42.3%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 28.1% (HV 20d: 70.4%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.58.

Notable Days

  • 2024-08-02: Highest Volume — 448 contracts
  • 2024-08-12: Largest IV spike — 356.1% change
  • 2024-08-12: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 15.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.85$13.02$14.73$14.41$14.52
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV42.3%23.7%132.4%41.1%31.4%
Expected Move10.2%6.8%15.4%11.8%9.0%
HV 20d70.4%36.4%79.1%72.9%36.8%
HV 60d48.5%46.5%49.1%46.5%48.6%
IV Rank21.4%2.1%100.0%23.4%9.0%
IV Percentile26.4%0.4%100.0%27.8%9.1%
Term Structure-3.5%-24.8%11.7%-3.4%1.9%
VWIV37.4%21.0%54.7%43.4%33.6%
Skew 25d-0.4%-14.4%18.8%-5.6%-0.0%
Skew 10d-1.3%-16.3%16.5%-4.5%-1.5%
Call IV 25d34.0%23.7%45.2%37.2%31.2%
Put IV 25d33.6%20.6%55.4%31.6%31.2%
Bid-Ask Spread %104.5768.74118.9468.7499.49
Gamma HHI0.430.350.590.420.55
Net GEX34.3K22.8K54.6K31.9K34.4K
Net DEX-1.4M-1.9M-1.1M-1.7M-1.3M
Net VEX-4.8K-5.8K-4.2K-4.6K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.003.330.040.00
Total Volume89.227944825386
Total OI3,405.6362,5474,2303,6242,645

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$14.41$12.5041.1%11.8%72.9%23.4%43.4%-5.6%-3.4%31.9K-1.7M-4.6K0.0468.74N/AN/A243102,3841,240
2024-08-02$13.96$12.5042.4%12.2%74.1%25.0%42.3%-9.9%0.5%32.8K-1.5M-5.0K0.3090.39N/AN/A3441042,5181,241
2024-08-05$13.11$12.5048.3%15.4%78.2%31.9%44.2%8.1%-24.8%38.7K-1.1M-5.8K0.11108.00N/AN/A102112,8021,184
2024-08-06$13.32$12.5040.2%14.9%78.3%22.4%54.7%17.4%-19.4%38.0K-1.3M-5.3K1.43111.94N/AN/A14202,8591,182
2024-08-07$13.02$12.5058.5%12.2%78.8%44.1%35.5%18.8%-12.6%42.6K-1.1M-5.4K0.32110.17N/AN/A47152,8671,187
2024-08-08$13.25$12.5087.4%12.0%79.0%78.4%41.0%7.5%-13.7%40.6K-1.2M-5.5K0.50112.26N/AN/A42212,9031,184
2024-08-09$13.07$12.5029.0%11.1%79.1%9.1%0.0%9.7%-3.7%40.7K-1.2M-5.0K0.02113.78N/AN/A4912,9141,177
2024-08-12$13.13$12.50132.4%10.2%78.6%100.0%35.8%7.3%-8.8%44.4K-1.2M-5.1K0.93117.70N/AN/A28262,9631,178
2024-08-13$13.48$12.5056.5%11.7%78.8%31.6%40.0%2.0%-9.5%34.2K-1.6M-4.7K0.00107.36N/AN/A5002,9831,156
2024-08-14$13.66$12.5034.7%9.9%78.8%12.0%34.8%-5.3%0.0%54.6K-1.7M-4.6K0.00107.73N/AN/A1703,0171,156
2024-08-15$13.96$12.5030.5%8.8%78.8%8.2%31.6%-14.4%-0.6%23.0K-1.8M-4.4K0.02112.93N/AN/A14333,0311,156
2024-08-16$14.00$12.5030.1%8.6%78.6%7.9%31.1%-11.3%11.0%22.8K-1.9M-4.6K0.46106.19N/AN/A46213,0751,155
2024-08-19$14.04$12.5025.6%7.3%78.5%3.7%27.4%5.7%9.9%25.4K-1.2M-4.5K0.00110.90N/AN/A3401,640907
2024-08-20$14.00$12.5032.0%9.2%78.4%9.5%45.6%-5.3%-3.6%26.1K-1.1M-4.6K1.00102.88N/AN/A63631,665907
2024-08-21$14.00$12.5029.7%8.5%76.7%7.5%31.1%-2.0%-3.6%29.5K-1.2M-4.5K0.71106.29N/AN/A28201,721905
2024-08-22$13.77$12.5028.3%8.1%77.1%6.2%21.0%-11.8%-11.7%30.3K-1.1M-4.6K2.80100.01N/AN/A5141,745905
2024-08-23$14.36$12.5031.6%9.0%78.1%9.1%36.4%-5.0%2.1%30.8K-1.4M-4.5K0.05118.94N/AN/A6031,749909
2024-08-26$14.43$12.5031.8%9.1%77.1%9.4%41.1%-3.0%1.8%32.3K-1.4M-4.4K0.03103.09N/AN/A3411,781914
2024-08-27$14.36$12.5028.0%8.0%37.9%5.9%40.0%1.7%11.7%33.0K-1.4M-4.3K3.3392.27N/AN/A3101,750915
2024-08-28$14.21$12.5038.0%10.9%36.4%14.9%0.0%-12.7%-5.2%31.1K-1.3M-4.4K0.50102.82N/AN/A631,751925
2024-08-29$14.73$12.5023.7%6.8%38.3%2.1%33.6%-0.2%5.3%37.5K-1.5M-4.2K0.2196.57N/AN/A143301,753925
2024-08-30$14.52$12.5031.4%9.0%36.8%9.0%0.0%-0.0%1.9%34.4K-1.3M-4.6K0.0099.49N/AN/A8601,700945