HLIT Options History — November 2024

In November 2024, HLIT traded between $10.93 and $12.73. ATM implied volatility averaged 33.6%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded below realized volatility by 60.9% (HV 20d: 94.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-11-21: Highest Volume — 678 contracts
  • 2024-11-11: Largest IV spike — 48.0% change
  • 2024-11-12: Highest IV Rank — 17.8%
  • 2024-11-04: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.14$10.93$12.73$10.93$12.73
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV33.6%24.5%41.2%39.2%28.5%
Expected Move9.6%7.0%12.7%11.2%8.2%
HV 20d94.5%30.0%106.5%103.6%30.0%
HV 60d65.5%64.7%66.2%64.7%65.2%
IV Rank11.0%2.8%17.8%16.0%6.3%
IV Percentile16.9%1.6%33.7%26.6%6.7%
Term Structure-0.1%-10.6%6.0%-1.7%6.0%
VWIV35.1%21.5%50.2%41.1%32.2%
Skew 25d-2.8%-14.6%10.0%7.7%-14.6%
Skew 10d2.8%-21.5%73.9%10.7%-11.2%
Call IV 25d36.1%27.8%49.3%29.3%49.3%
Put IV 25d33.3%26.4%52.8%37.0%34.6%
Bid-Ask Spread %92.5576.09105.9476.09100.50
Gamma HHI0.890.810.930.820.90
Net GEX180.0K63.7K270.2K63.7K228.8K
Net DEX-2.1M-3.3M-385.8K-385.8K-3.3M
Net VEX-9.7K-10.8K-8.0K-8.0K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.001.850.000.01
Total Volume209667831871
Total OI8,668.556,15110,7989,9536,818

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$10.93$10.0039.2%11.2%103.6%16.0%41.1%7.7%-1.7%63.7K-385.8K-8.0K0.0076.09N/AN/A31808,5731,380
2024-11-04$11.16$10.0033.7%12.7%103.6%11.0%43.5%2.1%-4.3%69.0K-659.1K-8.5K0.0094.18N/AN/A5308,8291,380
2024-11-05$11.64$10.0039.2%10.2%104.9%16.0%50.2%-4.4%-1.3%106.5K-1.2M-9.7K0.0194.92N/AN/A16718,8671,380
2024-11-06$12.01$10.0030.7%9.7%105.6%8.4%33.7%-9.5%0.9%165.5K-1.7M-9.9K0.0088.63N/AN/A54908,8981,379
2024-11-07$11.89$10.0036.5%10.0%105.6%13.6%34.8%2.2%1.1%168.9K-1.8M-10.6K0.00100.34N/AN/A22109,3851,379
2024-11-08$12.14$10.0025.6%9.4%105.8%3.8%32.0%-13.0%-0.6%215.3K-2.2M-10.8K0.0191.28N/AN/A28729,4191,379
2024-11-11$12.54$10.0037.9%8.9%106.5%14.8%31.1%0.2%-10.6%268.8K-3.1M-10.7K0.0088.55N/AN/A46929,3971,381
2024-11-12$12.50$10.0041.2%9.5%105.5%17.8%33.3%2.7%2.9%234.5K-2.8M-10.4K0.0085.04N/AN/A16909,0871,380
2024-11-13$12.41$10.0034.6%9.9%105.5%11.9%34.5%1.9%0.1%237.0K-2.5M-10.2K0.0785.72N/AN/A208149,0461,380
2024-11-14$12.38$10.0035.0%10.0%105.2%12.3%33.9%2.0%-0.8%270.2K-2.5M-10.0K0.4089.34N/AN/A2088,9611,372
2024-11-15$11.93$10.0036.0%10.3%105.7%13.2%34.7%-6.7%-0.2%127.0K-1.5M-9.2K1.8592.40N/AN/A721338,7521,380
2024-11-18$12.07$10.0031.4%9.0%105.9%9.0%30.2%-1.4%4.2%161.9K-1.6M-9.2K0.02105.94N/AN/A5814,8161,335
2024-11-19$12.09$10.0040.6%11.6%105.7%17.3%39.5%-3.5%-0.0%128.5K-1.8M-9.5K0.0087.70N/AN/A604,8621,336
2024-11-20$12.05$10.0030.8%8.8%105.7%8.5%37.8%-7.5%-2.5%137.8K-1.7M-9.1K0.3295.40N/AN/A38124,8571,336
2024-11-21$12.27$10.0034.5%9.9%105.7%11.8%35.6%-9.5%-0.9%164.4K-2.0M-9.3K0.0086.10N/AN/A67804,8891,345
2024-11-22$12.50$10.0033.1%9.5%106.0%10.5%36.4%7.6%2.1%176.2K-2.7M-10.4K0.0096.91N/AN/A20705,4761,345
2024-11-25$12.48$10.0026.6%7.6%105.8%4.7%32.0%-12.6%3.5%215.1K-2.8M-10.0K0.0099.72N/AN/A27705,5881,345
2024-11-26$12.45$10.0032.1%9.2%34.5%9.6%33.1%10.0%1.0%217.5K-2.7M-9.6K0.2192.83N/AN/A57125,4751,345
2024-11-27$12.54$10.0024.5%7.0%33.7%2.8%21.5%-9.5%-0.5%242.9K-2.8M-9.6K0.0099.35N/AN/A7005,4761,343
2024-11-29$12.73$10.0028.5%8.2%30.0%6.3%32.2%-14.6%6.0%228.8K-3.3M-9.3K0.01100.50N/AN/A7015,4751,343