HLIT Options History — May 2014 In May 2014, HLIT traded between $6.93 and $7.40. ATM implied volatility averaged 34.5%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 4.7% (HV 20d: 29.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.07.
Notable Days 2014-05-29 : Highest Volume — 25 contracts2014-05-15 : Largest IV drop — 51.7% change2014-05-14 : Highest IV Rank — 61.7%2014-05-02 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.20 $6.93 $7.40 $7.05 $7.24 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 34.5% 24.4% 58.2% 33.9% 24.4% Expected Move 8.5% 7.0% 10.2% 9.7% 7.0% HV 20d 29.8% 21.0% 36.4% 36.4% 22.2% HV 60d 28.1% 27.0% 28.9% 27.3% 27.5% IV Rank 32.8% 19.5% 61.7% 27.6% 20.6% IV Percentile 53.1% 7.5% 98.0% 60.7% 7.5% Term Structure -1.3% -8.9% 9.6% -8.5% -0.9% VWIV 31.2% 30.4% 32.0% 32.0% 30.4% Skew 25d 31.1% 3.9% 70.1% 14.0% 15.6% Skew 10d 40.4% 6.8% 97.6% 11.2% 23.2% Call IV 25d 31.9% 22.6% 39.8% 30.2% 25.9% Put IV 25d 63.1% 30.9% 109.5% 44.2% 41.5% Bid-Ask Spread % 106.91 54.16 119.54 112.06 108.78 Gamma HHI 0.89 0.74 0.99 0.74 0.93 Net GEX 2.2K 1.7K 3.2K 1.9K 2.5K Net DEX -52.8K -75.5K -34.9K -46.6K -75.5K Net VEX -309 -353 -269 -353 -332 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.00 0.33 0.00 0.00 Total Volume 4 0 25 0 0 Total OI 526.238 496 546 534 546
Daily Data (21 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 2014-05-01 $7.05 $7.50 33.9% 9.7% 36.4% 27.6% 0.0% 14.0% -8.5% 1.9K -46.6K -353 0.00 112.06 N/A N/A 0 0 350 184 2014-05-02 $7.09 $7.50 35.5% 10.2% 36.2% 29.8% 0.0% 61.2% -8.9% 2.0K -48.6K -347 0.00 91.60 N/A N/A 0 0 350 184 2014-05-05 $7.15 $7.50 42.8% 10.0% 35.1% 40.2% 0.0% 10.0% 0.8% 2.1K -52.7K -322 0.00 107.86 N/A N/A 0 0 350 184 2014-05-06 $7.02 $7.50 28.5% 7.2% 35.3% 20.1% 0.0% 3.9% 4.2% 1.9K -46.6K -318 0.00 110.96 N/A N/A 0 0 350 184 2014-05-07 $6.93 $7.50 37.2% 7.1% 35.6% 32.3% 0.0% 17.0% 9.6% 1.7K -39.6K -324 0.00 110.59 N/A N/A 0 0 350 184 2014-05-08 $6.95 $7.50 43.0% 7.6% 35.6% 40.5% 0.0% 22.6% -3.0% 1.7K -34.9K -294 0.00 113.00 N/A N/A 0 0 350 184 2014-05-09 $7.07 $7.50 41.8% 8.2% 31.3% 38.6% 0.0% 47.7% 7.2% 2.0K -35.1K -269 0.00 111.50 N/A N/A 0 0 350 184 2014-05-12 $7.30 $7.50 41.7% 9.6% 31.5% 38.6% 0.0% 59.1% -0.7% 2.8K -58.4K -307 0.00 108.45 N/A N/A 10 0 350 184 2014-05-13 $7.22 $7.50 40.7% 9.1% 32.0% 37.2% 0.0% 8.7% -1.2% 2.8K -60.5K -333 0.00 106.31 N/A N/A 0 0 360 184 2014-05-14 $7.09 $7.50 58.2% 9.0% 32.8% 61.7% 0.0% 11.7% -3.2% 2.2K -45.6K -298 0.00 107.88 N/A N/A 0 0 360 184 2014-05-15 $7.18 $7.50 28.1% 8.1% 32.8% 19.5% 0.0% 20.5% 5.8% 2.2K -42.0K -289 0.00 111.84 N/A N/A 0 0 356 184 2014-05-16 $7.30 $7.50 33.2% 9.5% 31.8% 38.4% 0.0% 64.1% -4.1% 3.2K -54.3K -298 0.00 108.49 N/A N/A 0 5 356 184 2014-05-19 $7.38 $7.50 29.8% 8.6% 31.8% 31.6% 32.0% 63.4% -2.9% 1.7K -56.1K -290 0.00 107.21 N/A N/A 5 0 321 175 2014-05-20 $7.27 $7.50 27.0% 7.7% 32.1% 25.9% 0.0% 5.4% -0.7% 1.8K -56.6K -296 0.00 109.00 N/A N/A 0 0 326 175 2014-05-21 $7.26 $7.50 27.9% 8.0% 23.8% 27.7% 0.0% 14.7% -1.4% 1.8K -52.0K -287 0.00 110.73 N/A N/A 0 0 326 175 2014-05-22 $7.28 $7.50 26.1% 7.5% 23.7% 24.1% 0.0% 22.8% 5.0% 1.9K -52.1K -283 0.00 119.54 N/A N/A 0 0 326 175 2014-05-23 $7.39 $7.50 28.5% 8.2% 22.1% 29.0% 30.4% 70.1% -3.2% 2.0K -57.4K -284 0.00 110.43 N/A N/A 23 0 326 175 2014-05-27 $7.36 $7.50 30.8% 8.8% 21.5% 33.5% 0.0% 8.3% -4.3% 2.3K -65.9K -328 0.33 54.16 N/A N/A 12 4 348 175 2014-05-28 $7.40 $7.50 33.4% 9.6% 21.0% 38.8% 0.0% 56.4% -8.5% 2.5K -63.6K -322 0.00 109.13 N/A N/A 0 0 346 175 2014-05-29 $7.36 $7.50 31.2% 8.9% 21.2% 34.3% 0.0% 56.8% -7.2% 2.4K -64.5K -321 0.00 115.54 N/A N/A 25 0 346 175 2014-05-30 $7.24 $7.50 24.4% 7.0% 22.2% 20.6% 0.0% 15.6% -0.9% 2.5K -75.5K -332 0.00 108.78 N/A N/A 0 0 371 175
« Apr 2014 | All History | Jun 2014 » Home HLIT History May 2014