HLIT Options History — February 2014 In February 2014, HLIT traded between $6.30 and $6.56. ATM implied volatility averaged 39.6%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 11.3% (HV 20d: 28.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2014-02-03 : Highest Volume — 50 contracts2014-02-13 : Largest IV drop — 33.7% change2014-02-12 : Highest IV Rank — 40.8%2014-02-06 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $6.46 $6.30 $6.56 $6.41 $6.49 Max Pain $6.97 $5.00 $7.50 $5.00 $7.50 ATM IV 39.6% 31.8% 49.9% 36.2% 40.9% Expected Move 10.6% 9.1% 13.2% 10.4% 11.7% HV 20d 28.3% 16.0% 38.2% 38.2% 16.8% HV 60d 31.1% 29.3% 31.4% 31.4% 29.3% IV Rank 29.0% 20.1% 40.8% 25.2% 30.5% IV Percentile 76.7% 47.2% 94.4% 73.0% 81.7% Term Structure -9.3% -17.1% 3.9% -2.6% -15.5% VWIV 57.2% 42.4% 72.0% 72.0% 42.4% Skew 25d 9.7% 3.0% 16.1% 6.3% 11.2% Skew 10d 12.8% 7.0% 20.0% 10.1% 20.0% Call IV 25d 37.4% 27.3% 49.4% 35.1% 49.4% Put IV 25d 47.1% 33.5% 61.1% 41.5% 60.6% Bid-Ask Spread % 106.63 98.19 111.02 98.89 108.86 Gamma HHI 0.66 0.60 0.76 0.63 0.63 Net GEX 1.5K 1.1K 2.1K 1.9K 1.3K Net DEX -9.5K -26.1K 1.7K -3.7K -6.0K Net VEX -437 -543 -344 -508 -394 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3.158 0 50 50 0 Total OI 1,092.684 1,028 1,118 1,093 1,029
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 2014-02-03 $6.41 $5.00 36.2% 10.4% 38.2% 25.2% 72.0% 6.3% -2.6% 1.9K -3.7K -508 0.00 98.89 N/A N/A 50 0 852 241 2014-02-04 $6.32 $5.00 36.4% 10.4% 38.2% 25.3% 0.0% 5.1% 3.9% 1.9K -11.6K -510 0.00 98.19 N/A N/A 0 0 872 241 2014-02-05 $6.30 $5.00 39.8% 11.4% 38.1% 29.2% 0.0% 4.5% 3.3% 1.6K -3.6K -460 0.00 98.38 N/A N/A 9 0 872 241 2014-02-06 $6.43 $5.00 46.1% 13.2% 38.1% 36.4% 0.0% 8.8% -4.5% 2.1K -16.7K -543 0.00 98.99 N/A N/A 0 0 877 241 2014-02-07 $6.46 $7.50 45.6% 9.7% 37.8% 35.9% 0.0% 10.9% -7.5% 2.1K -15.1K -499 0.00 109.07 N/A N/A 0 0 877 241 2014-02-10 $6.45 $7.50 46.3% 10.0% 37.7% 36.6% 0.0% 10.1% -8.2% 2.0K -14.2K -476 0.00 110.57 N/A N/A 0 0 877 241 2014-02-11 $6.50 $7.50 46.7% 9.9% 38.0% 37.2% 0.0% 11.2% -8.2% 1.9K -12.4K -453 0.00 111.02 N/A N/A 0 0 877 241 2014-02-12 $6.41 $7.50 49.9% 9.5% 37.5% 40.8% 0.0% 3.0% -12.3% 1.2K -9.6K -440 0.00 110.88 N/A N/A 0 0 877 241 2014-02-13 $6.47 $7.50 33.1% 9.5% 37.8% 21.6% 0.0% 10.3% -8.8% 1.2K -8.2K -425 0.00 107.34 N/A N/A 0 0 877 241 2014-02-14 $6.48 $7.50 31.8% 9.1% 36.6% 20.1% 0.0% 9.0% -9.1% 1.3K -10.6K -437 0.00 106.89 N/A N/A 0 0 877 241 2014-02-18 $6.53 $7.50 36.6% 10.5% 21.1% 25.6% 0.0% 14.5% -10.1% 1.5K -26.1K -432 0.00 107.81 N/A N/A 0 0 877 241 2014-02-19 $6.52 $7.50 35.1% 10.1% 18.8% 23.8% 0.0% 11.4% -10.5% 1.2K -9.8K -384 0.00 109.58 N/A N/A 0 0 877 241 2014-02-20 $6.56 $7.50 36.4% 10.4% 18.2% 25.3% 0.0% 13.3% -10.6% 1.5K -14.5K -442 0.00 109.14 N/A N/A 0 0 877 241 2014-02-21 $6.53 $7.50 34.3% 9.8% 18.2% 23.0% 0.0% 9.0% -11.3% 1.4K -12.1K -435 0.00 108.53 N/A N/A 0 0 877 241 2014-02-24 $6.49 $7.50 35.1% 10.1% 16.0% 23.9% 42.4% 9.6% -15.9% 1.1K 1.7K -346 0.00 107.01 N/A N/A 1 0 787 241 2014-02-25 $6.42 $7.50 36.2% 10.4% 16.4% 25.2% 0.0% 6.2% -17.1% 1.1K -213 -400 0.00 107.81 N/A N/A 0 0 788 241 2014-02-26 $6.53 $7.50 42.3% 12.1% 17.0% 32.1% 0.0% 16.1% -16.8% 1.2K -3.7K -344 0.00 109.13 N/A N/A 0 0 788 241 2014-02-27 $6.51 $7.50 42.8% 12.3% 16.8% 32.7% 0.0% 13.9% -14.7% 1.3K -4.1K -367 0.00 107.82 N/A N/A 0 0 788 241 2014-02-28 $6.49 $7.50 40.9% 11.7% 16.8% 30.5% 0.0% 11.2% -15.5% 1.3K -6.0K -394 0.00 108.86 N/A N/A 0 0 788 241
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