HLIT Options History — October 2024

In October 2024, HLIT traded between $11.14 and $14.89. ATM implied volatility averaged 46.5%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 7.1% (HV 20d: 39.4%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.45.

Notable Days

  • 2024-10-28: Highest Volume — 3,561 contracts
  • 2024-10-09: Largest IV spike — 73.3% change
  • 2024-10-28: Highest IV Rank — 46.1%
  • 2024-10-28: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.73$11.14$14.89$14.02$11.14
Max Pain$13.37$10.00$15.00$12.50$10.00
ATM IV46.5%26.8%72.5%26.8%44.7%
Expected Move14.0%7.7%20.8%7.7%12.8%
HV 20d39.4%27.5%103.7%33.9%103.7%
HV 60d50.1%32.3%64.7%51.4%64.7%
IV Rank22.6%4.9%46.1%4.9%21.0%
IV Percentile45.8%2.8%94.0%2.8%40.1%
Term Structure-12.0%-39.3%21.8%-0.8%0.2%
VWIV56.2%30.8%74.5%48.7%48.1%
Skew 25d-2.3%-25.3%29.7%6.8%-3.1%
Skew 10d0.4%-14.7%13.0%-13.9%12.6%
Call IV 25d48.8%28.1%76.8%28.1%47.9%
Put IV 25d46.5%31.1%77.0%34.8%44.8%
Bid-Ask Spread %99.1967.80118.17109.3294.76
Gamma HHI0.600.460.820.490.80
Net GEX73.9K55.0K111.7K78.3K75.9K
Net DEX-3.3M-4.2M-510.9K-3.7M-648.3K
Net VEX-9.4K-10.5K-8.2K-9.5K-8.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.007.191.430.06
Total Volume274.91373,56117244
Total OI5,911.5225,1839,7595,1839,759

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$14.02$12.5026.8%7.7%33.9%4.9%0.0%6.8%-0.8%78.3K-3.7M-9.5K1.43109.32N/AN/A7104,232951
2024-10-02$13.98$12.5035.5%10.2%33.7%12.7%0.0%7.1%21.8%76.7K-3.5M-10.5K0.00118.17N/AN/A2104,236961
2024-10-03$13.71$15.0040.8%18.4%34.4%17.4%0.0%18.2%-15.3%77.8K-3.4M-10.1K0.0095.61N/AN/A1604,257961
2024-10-04$13.77$15.0027.9%12.1%27.5%5.9%48.7%-6.9%2.2%74.1K-3.4M-9.8K0.19103.89N/AN/A106204,273961
2024-10-07$13.23$15.0036.4%15.5%30.8%13.5%0.0%-14.9%-39.3%72.7K-2.9M-9.9K0.0094.58N/AN/A704,377981
2024-10-08$13.39$15.0036.1%10.0%30.8%13.2%57.3%-18.1%15.5%69.9K-3.1M-9.8K0.00106.58N/AN/A5004,384981
2024-10-09$13.59$15.0062.5%17.9%29.8%37.0%0.0%-11.0%-32.3%78.2K-3.2M-9.8K0.00102.29N/AN/A2004,423981
2024-10-10$13.46$15.0065.3%18.7%29.7%39.6%0.0%29.7%-12.7%76.8K-3.2M-9.8K0.00101.95N/AN/A2604,441981
2024-10-11$13.64$15.0062.5%17.9%28.0%37.1%55.6%21.7%-5.9%67.3K-3.3M-9.7K0.12107.25N/AN/A1724,467981
2024-10-14$13.77$15.0046.1%13.2%28.2%22.3%59.3%4.4%-28.3%76.0K-3.5M-9.4K0.0397.49N/AN/A3314,484981
2024-10-15$14.25$15.0044.5%12.8%30.5%20.8%58.0%13.7%-29.0%96.1K-4.0M-8.9K0.0299.98N/AN/A5714,510982
2024-10-16$14.27$15.0059.2%17.0%30.5%34.0%59.1%3.8%-30.9%89.5K-3.9M-8.6K0.2388.11N/AN/A48114,484983
2024-10-17$14.46$12.5056.0%16.0%28.1%31.1%54.6%-13.1%-3.5%111.7K-4.2M-8.4K7.19109.36N/AN/A644604,516973
2024-10-18$14.50$12.5047.2%13.5%28.1%23.2%57.1%-13.9%-9.7%55.0K-3.9M-9.8K0.00108.91N/AN/A11204,5581,433
2024-10-21$14.39$12.5046.4%13.3%28.1%22.5%60.5%-9.9%-10.7%59.9K-3.7M-9.3K0.16110.95N/AN/A1933,9601,281
2024-10-22$14.57$12.5048.8%14.0%28.3%24.7%61.4%-8.6%-36.0%58.1K-3.8M-9.4K0.00111.22N/AN/A6903,9641,284
2024-10-23$14.39$12.5046.7%13.4%28.6%22.7%58.1%-25.3%-10.0%62.0K-3.7M-9.4K0.53108.45N/AN/A40214,0111,284
2024-10-24$14.68$12.5049.3%14.1%29.1%25.1%67.1%-24.4%-14.0%58.9K-4.0M-9.5K0.0195.29N/AN/A14014,0301,305
2024-10-25$14.77$12.5050.6%14.5%29.1%26.3%65.8%-3.8%-19.3%58.4K-4.0M-9.2K0.00108.87N/AN/A12204,0101,306
2024-10-28$14.89$12.5072.5%20.8%29.2%46.1%74.5%0.1%-23.8%60.7K-4.2M-8.6K0.0268.76N/AN/A3,485764,0621,306
2024-10-29$11.29$12.5030.6%8.8%102.5%8.3%30.8%3.4%11.1%67.7K-510.9K-8.2K0.1867.80N/AN/A6841217,6571,373
2024-10-30$11.57$10.0033.3%9.5%103.2%10.7%38.9%-9.6%-6.1%96.9K-1.1M-9.7K0.1271.75N/AN/A187228,2711,369
2024-10-31$11.14$10.0044.7%12.8%103.7%21.0%48.1%-3.1%0.2%75.9K-648.3K-8.9K0.0694.76N/AN/A231138,3821,377