HLIT Options History — October 2014 In October 2014, HLIT traded between $5.72 and $6.67. ATM implied volatility averaged 62.5%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 29.8% (HV 20d: 32.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 2.52.
Notable Days 2014-10-08 : Highest Volume — 1,570 contracts2014-10-16 : Largest IV drop — 71.8% change2014-10-15 : Highest IV Rank — 100.0%2014-10-28 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $6.16 $5.72 $6.67 $6.21 $6.67 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 62.5% 30.1% 139.2% 71.7% 30.1% Expected Move 8.8% 7.1% 10.1% 9.2% 9.1% HV 20d 32.6% 27.5% 45.8% 29.0% 45.8% HV 60d 35.7% 30.9% 45.4% 45.1% 34.8% IV Rank 36.4% 9.1% 100.0% 44.5% 9.1% IV Percentile 82.2% 29.0% 100.0% 96.8% 29.0% Term Structure -8.8% -28.9% 9.2% -26.7% 5.9% VWIV 33.8% 19.9% 38.8% 19.9% 37.2% Skew 25d 7.3% -6.7% 28.3% 1.4% 13.7% Skew 10d 10.8% -7.5% 35.4% 6.0% 11.2% Call IV 25d 35.2% 23.5% 50.6% 39.2% 23.5% Put IV 25d 42.6% 23.1% 58.0% 40.6% 37.2% Bid-Ask Spread % 88.89 55.72 110.41 110.14 96.65 Gamma HHI 0.61 0.50 0.87 0.51 0.87 Net GEX 1.2K -1.1K 4.3K 487 4.3K Net DEX 216.1K 86.5K 314.4K 290.8K 86.5K Net VEX -307 -465 -216 -452 -280 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.52 0.25 3.58 3.58 2.56 Total Volume 606.957 0 1,570 2 800 Total OI 1,074.522 732 1,328 1,328 784
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 2014-10-01 $6.21 $5.00 71.7% 9.2% 29.0% 44.5% 19.9% 1.4% -26.7% 487 290.8K -452 0.00 110.14 N/A N/A 0 2 544 784 2014-10-02 $6.35 $5.00 55.8% 7.1% 28.8% 31.0% 0.0% 4.1% -28.9% 981 288.2K -448 0.00 88.33 N/A N/A 0 0 544 782 2014-10-03 $6.36 $5.00 51.9% 7.5% 28.3% 27.8% 0.0% 6.6% -18.3% 951 278.0K -465 0.00 99.10 N/A N/A 0 0 544 782 2014-10-06 $6.22 $5.00 62.9% 10.0% 27.5% 37.1% 0.0% -1.1% -6.8% 751 313.4K -282 0.00 55.72 N/A N/A 0 0 544 782 2014-10-07 $6.08 $5.00 87.2% 9.4% 27.9% 57.6% 0.0% -1.9% -11.7% -3 304.1K -350 0.00 97.67 N/A N/A 0 0 544 782 2014-10-08 $6.19 $5.00 80.4% 7.6% 28.9% 51.8% 27.0% 5.3% -12.1% 689 303.8K -361 3.58 87.17 N/A N/A 343 1,227 544 784 2014-10-09 $6.00 $5.00 76.8% 9.9% 30.0% 48.8% 35.5% -0.3% -8.7% 126 312.9K -272 3.58 61.40 N/A N/A 343 1,227 544 784 2014-10-10 $5.81 $5.00 82.9% 7.8% 29.8% 54.0% 30.9% -6.7% -7.7% -719 314.0K -230 3.58 88.82 N/A N/A 343 1,227 544 784 2014-10-13 $5.72 $5.00 98.8% 9.1% 27.8% 67.4% 0.0% 6.0% -10.2% -1.1K 314.0K -216 0.00 92.72 N/A N/A 0 0 544 782 2014-10-14 $5.86 $5.00 111.2% 8.7% 28.5% 78.0% 34.4% 5.8% -4.6% 418 312.3K -267 3.58 106.58 N/A N/A 343 1,227 544 784 2014-10-15 $6.10 $5.00 139.2% 9.3% 32.9% 100.0% 36.4% 7.3% -13.5% 1.4K 304.9K -360 3.58 100.87 N/A N/A 343 1,227 544 784 2014-10-16 $6.05 $5.00 39.3% 8.7% 31.9% 16.8% 0.0% -0.4% -12.6% 1.0K 314.4K -250 0.00 72.00 N/A N/A 0 0 544 782 2014-10-17 $6.00 $5.00 41.0% 8.7% 31.7% 18.3% 0.0% -4.2% 3.7% 1.1K 300.6K -353 0.00 68.66 N/A N/A 0 0 544 782 2014-10-20 $6.03 $5.00 49.3% 9.0% 31.4% 25.2% 0.0% -0.9% -8.6% 1.2K 111.5K -256 0.00 110.41 N/A N/A 0 0 385 347 2014-10-21 $6.18 $5.00 50.5% 9.2% 32.8% 26.1% 35.4% 5.6% -16.0% 1.6K 105.0K -266 1.87 105.23 N/A N/A 335 627 385 349 2014-10-22 $6.11 $5.00 53.5% 9.7% 32.8% 28.7% 36.6% 19.5% -13.9% 1.7K 107.8K -295 1.69 100.42 N/A N/A 335 567 385 349 2014-10-23 $6.30 $5.00 32.2% 7.5% 34.5% 10.9% 38.8% 22.7% 7.1% 2.2K 104.4K -263 1.69 77.26 N/A N/A 335 567 385 349 2014-10-24 $6.23 $5.00 54.2% 9.0% 34.6% 29.3% 34.9% 25.3% -9.8% 2.1K 104.1K -279 1.69 83.33 N/A N/A 335 567 385 349 2014-10-27 $6.14 $5.00 51.9% 8.2% 34.7% 27.3% 0.0% 22.3% -10.4% 1.6K 106.8K -241 0.00 96.44 N/A N/A 0 0 385 347 2014-10-28 $6.37 $5.00 34.7% 10.1% 36.8% 12.9% 35.1% 28.3% 9.2% 2.5K 88.6K -356 0.25 78.70 N/A N/A 32 8 385 347 2014-10-29 $6.11 $5.00 46.0% 9.2% 39.1% 22.4% 35.6% -1.8% -16.6% 1.1K 111.4K -251 2.56 67.22 N/A N/A 225 575 417 357 2014-10-30 $6.53 $5.00 35.1% 8.6% 45.2% 13.3% 36.0% 11.9% 8.8% 3.4K 92.8K -268 2.56 99.72 N/A N/A 225 575 417 357 2014-10-31 $6.67 $5.00 30.1% 9.1% 45.8% 9.1% 37.2% 13.7% 5.9% 4.3K 86.5K -280 2.56 96.65 N/A N/A 225 575 427 357
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