HLIT Options History — January 2025

In January 2025, HLIT traded between $11.32 and $13.55. ATM implied volatility averaged 56.8%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 21.8% (HV 20d: 35.1%). 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 3 of 20 days. Put/call ratio averaged 0.56.

Notable Days

  • 2025-01-06: Highest Volume — 452 contracts
  • 2025-01-15: Largest IV spike — 144.9% change
  • 2025-01-30: Highest IV Rank — 54.5%
  • 2025-01-30: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.36$11.32$13.55$13.03$11.32
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV56.8%21.0%81.8%34.7%80.2%
Expected Move19.1%6.0%23.4%9.9%23.0%
HV 20d35.1%29.4%41.1%29.4%32.7%
HV 60d58.6%31.4%65.9%64.0%31.4%
IV Rank32.2%0.0%54.5%12.0%53.2%
IV Percentile64.7%0.0%98.8%27.4%97.6%
Term Structure-10.2%-24.3%41.5%25.5%-18.1%
VWIV66.2%20.2%84.8%34.7%78.9%
Skew 25d3.4%-16.9%27.6%-1.7%20.2%
Skew 10d17.8%-27.4%45.5%37.0%26.7%
Call IV 25d63.4%30.6%78.9%38.5%67.6%
Put IV 25d66.7%22.8%95.3%36.8%87.8%
Bid-Ask Spread %77.8965.3592.4392.1765.35
Gamma HHI0.690.600.840.790.69
Net GEX72.2K45.6K165.9K79.8K46.4K
Net DEX-1.6M-2.9M-509.8K-2.4M-524.0K
Net VEX-6.5K-7.6K-4.8K-7.6K-4.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.041.640.270.45
Total Volume98.6144525229
Total OI5,213.154,7705,8245,0955,038

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$13.03$12.5034.7%9.9%29.4%12.0%34.7%-1.7%25.5%79.8K-2.4M-7.6K0.2792.17N/AN/A41113,8821,213
2025-01-03$13.55$12.5021.0%6.0%32.4%0.0%20.2%-7.8%41.5%54.9K-2.9M-7.1K0.3492.43N/AN/A56193,8661,213
2025-01-06$13.48$12.5031.1%18.8%32.2%9.1%63.0%-1.6%-16.6%66.2K-2.8M-7.1K0.5078.74N/AN/A3021503,8201,231
2025-01-07$13.23$12.5029.7%18.6%33.0%7.8%64.5%-8.3%-14.6%72.5K-2.6M-7.6K0.6979.90N/AN/A93644,0391,338
2025-01-08$13.34$12.5025.8%18.5%33.1%4.3%63.7%5.9%-8.1%62.9K-2.8M-7.5K0.7472.96N/AN/A112834,0651,348
2025-01-10$12.46$12.5037.9%18.5%41.1%15.2%63.3%-11.3%-14.6%86.9K-1.7M-7.6K0.2680.62N/AN/A99264,2131,427
2025-01-13$12.32$12.5041.3%19.1%39.7%18.3%66.4%9.9%-16.9%95.6K-1.6M-7.3K1.1878.51N/AN/A11134,2841,436
2025-01-14$12.36$12.5027.1%18.6%38.9%5.4%64.4%5.7%-16.3%123.9K-1.6M-7.1K1.5775.28N/AN/A7114,2781,437
2025-01-15$12.50$12.5066.3%19.0%39.0%40.6%65.6%-14.3%-17.5%120.9K-1.8M-7.1K0.4580.60N/AN/A22104,2811,445
2025-01-16$12.50$12.5068.1%19.5%38.9%42.3%62.1%8.9%6.4%165.9K-1.7M-7.0K0.0473.26N/AN/A11154,2891,453
2025-01-17$12.36$12.5066.1%19.0%39.0%40.5%66.7%8.2%-9.5%54.4K-1.3M-6.8K0.2673.77N/AN/A89234,3701,454
2025-01-21$12.48$12.5068.3%19.6%36.9%42.4%67.9%-14.2%-12.0%59.9K-1.5M-6.7K0.1187.34N/AN/A6273,829941
2025-01-22$12.29$12.5074.1%21.2%33.9%47.7%70.7%4.6%-16.2%55.0K-1.3M-6.5K0.0782.69N/AN/A1513,849947
2025-01-23$12.23$12.5070.8%20.3%33.5%44.7%70.8%-16.9%-15.7%57.5K-1.3M-6.3K0.2787.87N/AN/A1133,852947
2025-01-24$11.88$12.5072.5%20.8%34.5%46.2%72.7%5.1%-15.7%53.5K-1.0M-5.9K0.5076.04N/AN/A22113,857947
2025-01-27$11.61$12.5077.7%22.3%34.8%50.9%77.5%27.6%-18.7%48.8K-740.2K-5.4K1.6467.74N/AN/A14233,875957
2025-01-28$11.59$12.5081.5%23.4%33.0%54.3%84.8%10.4%-20.7%48.2K-794.3K-5.4K1.1569.50N/AN/A1261453,888952
2025-01-29$11.41$12.5080.8%23.2%32.7%53.7%82.7%16.5%-21.3%45.6K-664.2K-5.2K0.3475.38N/AN/A70243,9151,062
2025-01-30$11.32$12.5081.8%23.4%32.6%54.5%83.7%20.6%-24.3%46.2K-509.8K-4.9K0.3867.59N/AN/A37143,9641,061
2025-01-31$11.32$12.5080.2%23.0%32.7%53.2%78.9%20.2%-18.1%46.4K-524.0K-4.8K0.4565.35N/AN/A2093,9721,066