HLIT Options History — October 2013 In October 2013, HLIT traded between $7.24 and $8.24. ATM implied volatility averaged 32.2%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 12.3% (HV 20d: 19.9%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.89.
Notable Days 2013-10-29 : Highest Volume — 328 contracts2013-10-25 : Largest IV spike — 51.2% change2013-10-28 : Highest IV Rank — 34.1%2013-10-28 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $7.72 $7.24 $8.24 $7.78 $7.31 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 32.2% 23.5% 44.1% 26.1% 26.5% Expected Move 9.7% 7.4% 12.6% 7.5% 7.6% HV 20d 19.9% 13.0% 28.9% 14.4% 28.9% HV 60d 27.7% 23.0% 31.4% 30.5% 26.1% IV Rank 20.5% 10.6% 34.1% 13.6% 14.1% IV Percentile 39.3% 5.6% 83.3% 9.9% 12.7% Term Structure 0.2% -9.1% 11.3% 10.9% 11.3% VWIV 36.6% 25.8% 55.5% 35.6% 31.2% Skew 25d 15.0% -16.6% 47.2% 25.9% -4.0% Skew 10d 36.6% -28.0% 88.0% 52.2% -28.0% Call IV 25d 35.6% 28.9% 52.0% 28.9% 38.1% Put IV 25d 50.6% 21.0% 88.9% 54.8% 34.1% Bid-Ask Spread % 31.92 6.85 99.70 11.10 99.70 Gamma HHI 0.79 0.52 0.93 0.91 0.83 Net GEX 22.4K 9.0K 45.6K 23.8K 15.8K Net DEX -489.4K -891.0K -198.3K -612.4K -213.7K Net VEX -1.3K -1.6K -1.1K -1.2K -1.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.00 15.00 0.00 0.00 Total Volume 105.217 0 328 46 5 Total OI 1,641.609 869 1,905 1,634 1,881
Daily Data (23 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 2013-10-01 $7.78 $7.50 26.1% 7.5% 14.4% 13.6% 0.0% 25.9% 10.9% 23.8K -612.4K -1.2K 0.00 11.10 N/A N/A 46 0 1,263 371 2013-10-02 $7.69 $7.50 27.7% 7.9% 13.2% 15.4% 0.0% 28.8% 9.4% 24.8K -552.0K -1.2K 0.00 30.76 N/A N/A 100 0 1,249 371 2013-10-03 $7.63 $7.50 25.7% 7.4% 13.0% 13.1% 0.0% 29.6% 11.1% 28.0K -533.4K -1.3K 0.00 31.99 N/A N/A 4 0 1,330 371 2013-10-04 $7.75 $7.50 30.2% 10.6% 13.8% 18.2% 0.0% 8.9% -2.5% 31.0K -589.8K -1.2K 0.00 8.27 N/A N/A 140 0 1,330 371 2013-10-07 $7.65 $7.50 24.7% 10.6% 14.9% 12.0% 0.0% 4.7% -3.8% 28.7K -550.7K -1.3K 0.00 9.85 N/A N/A 0 20 1,365 371 2013-10-08 $7.54 $7.50 27.7% 10.2% 15.5% 15.4% 35.6% 47.2% -1.7% 24.8K -451.4K -1.3K 0.89 92.56 N/A N/A 18 16 1,365 391 2013-10-09 $7.40 $7.50 23.5% 10.4% 16.8% 10.6% 0.0% 5.1% -4.4% 37.8K -364.2K -1.3K 0.21 11.57 N/A N/A 28 6 1,377 407 2013-10-10 $7.57 $7.50 33.9% 9.7% 18.7% 22.4% 0.0% 33.0% -0.5% 37.9K -470.7K -1.3K 0.00 12.54 N/A N/A 0 0 1,365 407 2013-10-11 $7.68 $7.50 34.9% 10.0% 19.4% 23.6% 0.0% 30.6% -2.0% 45.6K -596.4K -1.2K 0.00 15.75 N/A N/A 248 0 1,365 407 2013-10-14 $7.71 $7.50 38.5% 11.0% 19.4% 27.7% 0.0% 7.2% -6.7% 30.0K -597.0K -1.3K 0.00 91.62 N/A N/A 73 0 1,457 407 2013-10-15 $7.69 $7.50 35.1% 10.1% 19.0% 23.8% 35.1% 7.0% -3.1% 37.5K -750.3K -1.3K 0.35 8.99 N/A N/A 23 8 1,483 407 2013-10-16 $7.76 $7.50 34.8% 10.0% 19.2% 23.5% 34.8% 26.0% -2.1% 30.1K -755.6K -1.2K 0.00 12.24 N/A N/A 23 0 1,483 408 2013-10-17 $7.83 $7.50 35.4% 10.1% 19.4% 24.2% 0.0% 21.3% -3.9% 20.8K -828.3K -1.2K 0.00 9.99 N/A N/A 8 0 1,492 408 2013-10-18 $7.95 $7.50 39.7% 11.4% 19.9% 29.2% 39.7% 16.6% -6.7% 9.0K -891.0K -1.1K 0.00 10.11 N/A N/A 260 0 1,497 408 2013-10-21 $8.10 $7.50 33.3% 9.5% 20.7% 21.8% 55.5% -14.2% 6.6% 9.0K -357.5K -1.1K 0.02 24.41 N/A N/A 302 6 786 83 2013-10-22 $8.24 $7.50 32.2% 9.2% 20.6% 20.6% 25.8% 7.2% 9.1% 10.2K -385.3K -1.2K 0.00 6.85 N/A N/A 232 0 1,068 80 2013-10-23 $8.00 $7.50 31.7% 9.1% 23.6% 20.0% 26.5% 3.8% 8.5% 11.6K -375.0K -1.4K 15.00 23.16 N/A N/A 5 75 1,215 80 2013-10-24 $7.94 $7.50 28.1% 8.1% 23.8% 15.9% 0.0% -16.6% -2.8% 10.4K -322.4K -1.5K 0.00 85.53 N/A N/A 30 0 1,220 155 2013-10-25 $7.79 $7.50 42.5% 12.2% 24.7% 32.3% 42.5% 29.8% -6.4% 11.1K -303.9K -1.5K 1.52 14.47 N/A N/A 21 32 1,250 155 2013-10-28 $7.67 $7.50 44.1% 12.6% 24.8% 34.1% 44.1% 13.4% -9.1% 10.2K -277.8K -1.5K 0.24 11.16 N/A N/A 168 40 1,270 187 2013-10-29 $7.55 $7.50 33.0% 9.5% 24.9% 21.5% 32.4% 40.3% -5.3% 13.2K -279.8K -1.6K 0.18 22.50 N/A N/A 278 50 1,410 227 2013-10-30 $7.24 $7.50 31.2% 8.9% 28.6% 19.4% 31.2% -7.5% -0.7% 14.5K -198.3K -1.5K 0.20 89.01 N/A N/A 129 26 1,501 263 2013-10-31 $7.31 $7.50 26.5% 7.6% 28.9% 14.1% 0.0% -4.0% 11.3% 15.8K -213.7K -1.6K 0.00 99.70 N/A N/A 5 0 1,595 286
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