HLIT Options History — February 2013 In February 2013, HLIT traded between $5.29 and $5.78. ATM implied volatility averaged 34.2%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 3.9% (HV 20d: 30.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.10.
Notable Days 2013-02-01 : Highest Volume — 500 contracts2013-02-13 : Largest IV spike — 46.0% change2013-02-04 : Highest IV Rank — 25.0%2013-02-27 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $5.52 $5.29 $5.78 $5.34 $5.69 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 34.2% 23.8% 40.5% 28.4% 34.7% Expected Move 9.6% 6.8% 11.6% 10.3% 9.9% HV 20d 30.3% 24.3% 32.7% 32.3% 24.3% HV 60d 30.7% 29.3% 32.8% 32.8% 29.3% IV Rank 17.5% 5.1% 25.0% 10.5% 18.1% IV Percentile 23.4% 1.6% 46.8% 6.0% 21.4% Term Structure -2.0% -16.0% 9.5% 0.6% -1.3% VWIV 33.9% 28.0% 36.4% 35.8% 36.4% Bid-Ask Spread % 21.35 11.73 42.17 20.04 15.21 Gamma HHI 0.99 0.98 1.00 0.99 0.98 Net GEX 7.5K 2.0K 10.3K 2.0K 4.8K Net DEX -553.6K -680.1K -302.8K -302.8K -626.2K Net VEX -941 -1.4K -562 -1.0K -584 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 0.68 0.00 0.00 Total Volume 54.947 0 500 500 0 Total OI 1,966.895 1,608 2,158 1,608 1,823
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2013-02-01 $5.34 $5.00 28.4% 10.3% 32.3% 10.5% 35.8% 0.0% 0.6% 2.0K -302.8K -1.0K 0.00 20.04 N/A N/A 500 0 923 685 2013-02-04 $5.29 $5.00 40.5% 10.0% 30.5% 25.0% 34.9% 0.0% -0.4% 10.3K -461.1K -1.4K 0.00 21.75 N/A N/A 0 15 1,423 685 2013-02-05 $5.36 $5.00 40.3% 9.2% 30.8% 24.8% 34.3% 0.0% 5.6% 9.7K -505.9K -1.3K 0.00 41.33 N/A N/A 0 20 1,423 700 2013-02-06 $5.35 $5.00 38.6% 9.2% 30.2% 22.7% 0.0% 0.0% 3.9% 10.2K -504.0K -1.3K 0.00 30.69 N/A N/A 0 0 1,423 720 2013-02-07 $5.35 $5.00 36.1% 10.3% 30.1% 19.7% 0.0% 0.0% -1.0% 9.2K -509.6K -1.3K 0.00 29.64 N/A N/A 0 15 1,423 720 2013-02-08 $5.35 $5.00 35.4% 10.1% 30.0% 18.9% 0.0% 0.0% 1.4% 9.0K -506.5K -1.3K 0.00 42.17 N/A N/A 57 0 1,423 735 2013-02-11 $5.44 $5.00 35.3% 10.1% 30.4% 18.8% 0.0% 0.0% 1.5% 9.1K -552.2K -1.1K 0.00 11.73 N/A N/A 50 0 1,407 735 2013-02-12 $5.46 $5.00 23.8% 6.8% 30.4% 5.1% 0.0% 0.0% -3.2% 9.1K -597.4K -990 0.00 16.88 N/A N/A 0 0 1,407 735 2013-02-13 $5.48 $5.00 34.8% 10.0% 30.3% 18.2% 0.0% 0.0% -13.7% 8.7K -562.1K -1.1K 0.00 14.15 N/A N/A 0 117 1,407 735 2013-02-14 $5.70 $5.00 28.0% 8.0% 32.4% 10.1% 28.0% 0.0% 9.5% 5.8K -680.1K -775 0.00 16.43 N/A N/A 100 0 1,399 688 2013-02-15 $5.68 $5.00 26.2% 7.5% 31.4% 8.0% 0.0% 0.0% 7.1% 5.6K -671.5K -712 0.00 18.43 N/A N/A 69 0 1,393 688 2013-02-19 $5.78 $5.00 33.7% 9.7% 31.6% 16.9% 0.0% 0.0% 0.1% 5.0K -615.3K -652 0.68 21.04 N/A N/A 22 15 1,258 519 2013-02-20 $5.67 $5.00 35.3% 10.1% 32.7% 18.8% 0.0% 0.0% -5.4% 6.5K -572.8K -745 0.00 19.06 N/A N/A 0 0 1,265 534 2013-02-21 $5.59 $5.00 32.8% 9.4% 29.8% 15.8% 36.4% 0.0% -4.6% 7.5K -555.5K -790 0.00 18.17 N/A N/A 54 0 1,265 534 2013-02-22 $5.68 $5.00 30.1% 8.6% 29.2% 12.6% 0.0% 0.0% -6.4% 4.7K -629.7K -562 0.00 12.40 N/A N/A 0 10 1,293 534 2013-02-25 $5.54 $5.00 38.8% 11.1% 29.7% 23.0% 0.0% 0.0% -5.7% 8.8K -514.0K -938 0.00 13.67 N/A N/A 0 0 1,293 530 2013-02-26 $5.52 $5.00 36.2% 10.4% 29.7% 19.9% 0.0% 0.0% -10.2% 9.1K -555.2K -794 0.00 23.85 N/A N/A 0 0 1,293 530 2013-02-27 $5.62 $5.00 40.4% 11.6% 30.2% 24.9% 0.0% 0.0% -16.0% 7.1K -597.3K -669 0.00 19.01 N/A N/A 0 0 1,293 530 2013-02-28 $5.69 $5.00 34.7% 9.9% 24.3% 18.1% 0.0% 0.0% -1.3% 4.8K -626.2K -584 0.00 15.21 N/A N/A 0 0 1,293 530
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