HLIT Options History — December 2024

In December 2024, HLIT traded between $12.73 and $13.75. ATM implied volatility averaged 31.6%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 6.7% (HV 20d: 24.9%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.04.

Notable Days

  • 2024-12-19: Highest Volume — 5,135 contracts
  • 2024-12-18: Largest IV spike — 77.2% change
  • 2024-12-18: Highest IV Rank — 22.9%
  • 2024-12-18: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.18$12.73$13.75$12.91$13.23
Max Pain$12.14$10.00$12.50$10.00$12.50
ATM IV31.6%25.9%46.8%31.6%26.5%
Expected Move9.2%7.4%13.4%9.0%7.6%
HV 20d24.9%18.2%29.1%28.5%28.8%
HV 60d64.2%63.7%64.7%64.3%64.5%
IV Rank9.2%4.1%22.9%9.1%4.6%
IV Percentile15.5%3.2%56.7%13.9%4.4%
Term Structure17.9%-1.3%32.4%-0.0%24.5%
VWIV40.6%20.2%136.1%32.2%33.9%
Skew 25d-4.5%-15.3%24.1%-13.0%-5.0%
Skew 10d6.3%-31.0%36.9%-0.4%36.9%
Call IV 25d33.8%19.4%50.1%49.2%24.6%
Put IV 25d29.3%19.6%49.1%36.2%19.6%
Bid-Ask Spread %93.5785.17112.8498.6187.77
Gamma HHI0.810.650.940.910.75
Net GEX147.4K62.3K367.5K232.0K71.9K
Net DEX-3.7M-5.3M-2.5M-3.7M-2.5M
Net VEX-6.9K-8.4K-4.4K-8.4K-7.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.510.020.00
Total Volume349.14335,13593202
Total OI6,206.1434,8887,2566,7734,911

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$12.91$10.0031.6%9.0%28.5%9.1%32.2%-13.0%-0.0%232.0K-3.7M-8.4K0.0298.61N/AN/A9125,4311,342
2024-12-03$12.91$10.0036.6%10.5%28.3%13.7%36.5%-11.5%-0.9%210.0K-3.5M-8.4K0.0087.43N/AN/A28205,3801,340
2024-12-04$13.00$10.0032.6%9.4%25.1%10.1%38.4%-15.1%-1.3%214.5K-4.0M-8.4K0.0197.26N/AN/A23325,6311,340
2024-12-05$12.86$12.5037.4%10.4%23.8%14.4%36.3%-2.8%14.6%217.4K-3.5M-8.2K0.0085.17N/AN/A5405,4581,340
2024-12-06$12.93$12.5032.7%10.6%23.2%10.2%36.9%-3.1%12.8%232.5K-3.7M-7.9K0.0087.11N/AN/A6305,4461,340
2024-12-09$13.00$12.5035.0%9.3%22.4%12.2%38.1%-8.1%16.9%213.7K-3.8M-7.4K0.0088.62N/AN/A37205,4411,340
2024-12-10$12.84$12.5030.7%10.8%20.3%8.4%38.0%-2.8%16.9%238.3K-3.3M-7.0K0.0086.49N/AN/A1205,1171,340
2024-12-11$13.21$12.5038.0%10.9%22.4%14.9%37.4%5.6%16.4%186.4K-4.1M-6.2K0.0091.51N/AN/A30005,1251,340
2024-12-12$13.46$12.5028.5%8.2%22.7%6.4%35.8%-15.3%17.1%70.1K-5.3M-4.8K0.0099.00N/AN/A6105,3861,340
2024-12-13$13.25$12.5035.6%10.2%23.7%12.7%35.2%1.5%19.2%127.1K-4.9M-4.9K0.0092.56N/AN/A2905,3401,338
2024-12-16$13.32$12.5029.9%8.6%18.2%7.7%38.4%-13.9%16.5%101.5K-5.0M-4.7K0.0188.54N/AN/A7115,3221,338
2024-12-17$13.23$12.5026.4%7.6%18.6%4.5%136.1%-2.2%32.4%92.8K-4.9M-4.5K0.00112.84N/AN/A905,2961,337
2024-12-18$12.73$12.5046.8%13.4%24.1%22.9%29.4%24.1%27.7%367.5K-3.3M-5.5K0.00106.06N/AN/A16805,2941,337
2024-12-19$13.25$12.5029.2%8.4%27.4%7.0%40.3%-14.0%20.6%121.1K-4.8M-4.4K0.0099.95N/AN/A5,13415,2161,337
2024-12-20$13.39$12.5029.1%8.4%27.0%7.0%37.1%-15.0%19.8%65.6K-5.1M-8.2K0.5198.36N/AN/A81415,9181,338
2024-12-23$13.39$12.5027.3%7.8%26.5%5.3%20.2%-2.3%23.5%67.1K-2.6M-7.8K0.0093.04N/AN/A2503,6761,212
2024-12-24$13.43$12.5027.8%8.0%26.5%5.8%31.9%-0.7%22.0%67.7K-2.6M-7.7K0.0094.90N/AN/A6403,6891,212
2024-12-26$13.75$12.5025.9%7.4%27.3%4.1%29.3%3.5%27.8%62.3K-2.9M-7.3K0.0088.56N/AN/A2203,7071,212
2024-12-27$13.44$12.5027.5%7.9%29.0%5.5%58.2%-3.4%26.0%66.3K-2.6M-7.6K0.0087.91N/AN/A303,7021,212
2024-12-30$13.28$12.5028.0%8.0%29.1%5.9%34.0%-1.1%24.5%69.2K-2.5M-7.4K0.2993.27N/AN/A723,6961,212
2024-12-31$13.23$12.5026.5%7.6%28.8%4.6%33.9%-5.0%24.5%71.9K-2.5M-7.3K0.0087.77N/AN/A20203,6981,213