The optical absorptivities of oriented single crystals of hcp Gd, Tb, Dy, Ho, Er, Tm, and Lu were measured at 4.2 K between 0.2 and 4.4 eV. Polarized radiation was used to reveal the optical anisotropy. Systematic movement of structures in the absorptivity and optical conductivity was observed as a result of trends within sp and d bands. Low-energy structures were related to effects of s−f exchange interaction, but were more complicated than previously thought.