HLIT Options History — September 2024

In September 2024, HLIT traded between $13.27 and $14.57. ATM implied volatility averaged 39.2%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 4.8% (HV 20d: 34.4%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.37.

Notable Days

  • 2024-09-10: Highest Volume — 2,003 contracts
  • 2024-09-06: Largest IV spike — 88.0% change
  • 2024-09-06: Highest IV Rank — 45.1%
  • 2024-09-18: Largest Expected Move — 16.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.93$13.27$14.57$14.16$14.57
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV39.2%23.8%71.4%33.7%26.0%
Expected Move9.9%6.8%16.4%9.7%7.5%
HV 20d34.4%28.3%38.3%29.8%32.2%
HV 60d50.2%48.6%50.8%48.9%50.7%
IV Rank16.0%2.2%45.1%11.1%4.1%
IV Percentile27.1%1.2%90.5%12.7%2.4%
Term Structure9.2%-28.6%37.6%1.1%37.6%
VWIV37.2%21.8%50.5%37.0%46.0%
Skew 25d-9.3%-22.8%5.8%-6.0%-6.3%
Skew 10d-12.5%-32.0%31.2%-8.5%-30.6%
Call IV 25d39.7%31.9%49.0%36.4%35.9%
Put IV 25d30.4%23.2%39.5%30.4%29.6%
Bid-Ask Spread %107.6494.76116.19106.06103.60
Gamma HHI0.490.370.620.500.45
Net GEX60.2K25.6K90.3K32.0K90.3K
Net DEX-2.9M-4.1M-898.3K-1.2M-4.1M
Net VEX-8.6K-11.1K-4.7K-4.7K-9.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.002.040.180.48
Total Volume188.5512,0037946
Total OI4,498.82,7025,6032,7025,161

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$14.16$12.5033.7%9.7%29.8%11.1%37.0%-6.0%1.1%32.0K-1.2M-4.7K0.18106.06N/AN/A67121,757945
2024-09-04$14.00$12.5035.5%10.2%29.9%12.7%0.0%-12.4%-6.3%32.7K-1.2M-5.0K0.45106.95N/AN/A22101,823957
2024-09-05$14.04$12.5038.0%9.2%28.3%15.0%0.0%-22.8%-4.2%32.3K-1.2M-5.1K0.00110.04N/AN/A1201,844967
2024-09-06$13.27$12.5071.4%9.5%35.0%45.1%0.0%0.9%21.8%25.6K-898.3K-4.9K1.11115.16N/AN/A9101,856967
2024-09-09$13.46$12.5062.7%8.9%34.9%37.2%0.0%-11.1%29.4%26.3K-944.6K-5.1K0.00115.18N/AN/A1901,855967
2024-09-10$13.63$12.5064.1%12.8%35.1%38.4%0.0%-6.5%-1.2%29.7K-1.0M-4.9K0.00114.40N/AN/A2,00301,865967
2024-09-11$13.98$12.5038.4%11.0%35.0%15.3%0.0%-15.1%-13.9%64.5K-3.1M-9.9K0.00108.23N/AN/A50103,831967
2024-09-12$13.80$12.5031.9%9.1%35.1%9.4%0.0%-3.5%0.7%72.6K-3.5M-11.1K0.00110.67N/AN/A104,332967
2024-09-13$13.39$12.5031.4%9.0%35.8%9.0%0.0%-14.2%13.4%71.0K-3.2M-10.9K0.74108.03N/AN/A42314,335967
2024-09-16$13.41$12.5031.0%8.9%35.8%8.6%0.0%-11.0%13.7%66.2K-3.2M-10.6K0.0098.13N/AN/A3704,360995
2024-09-17$13.48$12.5031.9%9.1%35.8%9.4%23.8%5.8%28.6%62.9K-3.3M-10.7K0.00106.84N/AN/A404,366995
2024-09-18$13.52$12.5057.1%16.4%35.9%32.1%50.5%-7.0%-28.6%61.8K-3.4M-10.0K0.03116.19N/AN/A3514,368995
2024-09-19$14.02$12.5035.4%10.1%38.3%12.6%36.2%-6.6%34.2%63.9K-3.8M-10.2K0.01101.29N/AN/A28634,400996
2024-09-20$14.11$12.5033.1%9.5%37.9%10.5%32.5%-19.6%-5.0%73.1K-3.9M-10.4K2.04109.56N/AN/A491004,606997
2024-09-23$14.23$12.5035.8%10.3%34.8%13.0%41.9%-8.0%-1.4%75.4K-3.8M-10.4K0.0094.76N/AN/A4804,180920
2024-09-24$14.36$12.5032.7%9.4%35.0%10.2%43.8%-17.9%13.4%75.0K-3.9M-9.8K0.26110.05N/AN/A77204,202920
2024-09-25$14.27$12.5037.0%10.6%35.0%14.1%0.0%-13.8%7.8%81.0K-3.9M-9.9K1.3696.20N/AN/A22304,172910
2024-09-26$14.46$12.5032.9%9.4%35.1%10.3%39.1%-8.1%13.8%79.7K-4.0M-9.9K0.71110.71N/AN/A14104,191930
2024-09-27$14.48$12.5023.8%6.8%32.6%2.2%21.8%-3.3%29.9%88.9K-4.0M-9.6K0.09110.65N/AN/A230204,203940
2024-09-30$14.57$12.5026.0%7.5%32.2%4.1%46.0%-6.3%37.6%90.3K-4.1M-9.4K0.48103.60N/AN/A31154,215946