HLIT Options History — November 2014 In November 2014, HLIT traded between $6.64 and $7.23. ATM implied volatility averaged 31.9%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 8.1% (HV 20d: 40.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 7.65.
Notable Days 2014-11-07 : Highest Volume — 1,219 contracts2014-11-13 : Largest IV drop — 20.4% change2014-11-19 : Highest IV Rank — 15.2%2014-11-20 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $6.90 $6.64 $7.23 $6.87 $7.00 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 31.9% 26.8% 38.7% 30.3% 28.2% Expected Move 9.7% 8.9% 10.4% 9.7% 9.8% HV 20d 40.0% 30.7% 45.8% 45.8% 30.7% HV 60d 34.5% 33.6% 35.4% 35.3% 35.4% IV Rank 9.7% 5.7% 15.2% 9.3% 6.4% IV Percentile 35.4% 12.7% 63.5% 29.4% 15.1% Term Structure -3.3% -13.6% 8.2% -2.9% -10.8% VWIV 32.2% 29.6% 34.1% 31.2% 34.1% Skew 25d 18.0% 2.2% 55.9% 18.4% 2.2% Skew 10d 19.6% 2.3% 72.6% 11.6% 2.3% Call IV 25d 30.1% 21.4% 37.2% 22.3% 26.1% Put IV 25d 48.1% 28.3% 88.5% 40.7% 28.3% Bid-Ask Spread % 94.22 59.81 104.86 96.60 95.39 Gamma HHI 0.79 0.36 0.93 0.87 0.91 Net GEX -392 -4.9K 10.1K 5.7K -4.9K Net DEX 249.9K 35.1K 365.5K 65.9K 355.8K Net VEX -684 -1.0K -347 -359 -647 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.65 2.57 20.00 2.57 20.00 Total Volume 801.158 0 1,219 799 0 Total OI 1,193.947 783 1,403 783 1,230
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 2014-11-03 $6.87 $5.00 30.3% 9.7% 45.8% 9.3% 31.2% 18.4% -2.9% 5.7K 65.9K -359 2.57 96.60 N/A N/A 224 575 426 357 2014-11-04 $6.86 $5.00 30.1% 8.9% 44.7% 9.2% 29.6% 18.8% 8.1% 5.8K 66.7K -347 2.57 104.86 N/A N/A 224 575 437 357 2014-11-05 $7.00 $5.00 26.8% 9.2% 44.8% 6.4% 31.7% 9.9% -0.1% 7.3K 56.4K -354 2.57 98.49 N/A N/A 224 575 437 357 2014-11-06 $7.09 $5.00 26.9% 9.2% 42.6% 5.7% 31.2% 0.0% 8.2% 8.6K 48.0K -390 3.99 90.96 N/A N/A 144 575 437 357 2014-11-07 $7.06 $5.00 27.3% 9.7% 40.1% 5.7% 32.8% 47.2% -1.6% 10.1K 35.1K -486 7.47 96.14 N/A N/A 144 1,075 527 357 2014-11-10 $6.90 $5.00 29.6% 9.4% 40.8% 7.6% 31.3% 2.5% 3.5% -1.5K 255.8K -1.0K 7.47 97.40 N/A N/A 144 1,075 527 857 2014-11-11 $6.81 $5.00 34.3% 10.0% 41.2% 11.6% 32.4% 3.7% 2.2% -3.4K 294.6K -855 7.96 96.01 N/A N/A 135 1,075 417 832 2014-11-12 $6.90 $5.00 38.6% 10.0% 39.4% 15.2% 33.0% 4.3% 3.4% -982 274.9K -1.0K 7.96 97.15 N/A N/A 135 1,075 526 857 2014-11-13 $6.81 $5.00 30.7% 9.3% 39.7% 8.5% 31.9% 13.0% -13.3% -1.9K 365.2K -667 7.96 94.82 N/A N/A 135 1,075 526 857 2014-11-14 $6.79 $5.00 31.0% 10.2% 39.5% 8.8% 0.0% 11.4% -3.6% -1.7K 328.9K -793 0.00 97.32 N/A N/A 0 0 526 855 2014-11-17 $6.70 $5.00 33.0% 10.2% 40.1% 10.4% 33.6% 10.4% -7.2% -3.4K 357.1K -695 7.47 98.75 N/A N/A 144 1,075 526 857 2014-11-18 $6.76 $5.00 32.5% 9.6% 39.4% 10.1% 32.6% 11.9% -7.2% -3.4K 348.5K -719 7.47 101.42 N/A N/A 144 1,075 546 857 2014-11-19 $6.64 $5.00 38.7% 10.3% 39.9% 15.2% 0.0% 9.2% -8.2% -2.9K 354.5K -667 0.00 81.58 N/A N/A 0 0 546 855 2014-11-20 $6.76 $5.00 35.4% 10.4% 39.0% 12.5% 33.8% 13.9% -7.9% -3.5K 340.4K -757 7.47 96.99 N/A N/A 144 1,075 536 855 2014-11-21 $6.83 $5.00 33.2% 9.2% 38.7% 10.6% 32.2% 0.0% -12.7% -3.9K 365.5K -613 7.47 94.94 N/A N/A 144 1,075 536 855 2014-11-24 $6.88 $5.00 35.6% 10.0% 38.0% 12.7% 0.0% 21.7% -13.6% -3.7K 299.6K -828 0.00 98.88 N/A N/A 0 0 367 847 2014-11-25 $7.23 $5.00 30.1% 9.9% 39.6% 8.0% 34.1% 52.4% 5.9% -4.9K 259.9K -904 14.42 59.81 N/A N/A 74 1,067 367 847 2014-11-26 $7.21 $5.00 34.0% 9.9% 35.6% 11.3% 0.0% 55.9% -5.6% -4.8K 276.1K -898 20.00 92.75 N/A N/A 1 20 382 847 2014-11-28 $7.00 $5.00 28.2% 9.8% 30.7% 6.4% 0.0% 2.2% -10.8% -4.9K 355.8K -647 0.00 95.39 N/A N/A 0 0 383 847
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