HLIT Options History — February 2015 In February 2015, HLIT traded between $7.64 and $7.91. ATM implied volatility averaged 35.9%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 1.8% (HV 20d: 37.8%). 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 10 of 19 days. Put/call ratio averaged 24.00.
Notable Days 2015-02-03 : Highest Volume — 864 contracts2015-02-09 : Largest IV spike — 28.5% change2015-02-09 : Highest IV Rank — 22.5%2015-02-27 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $7.81 $7.64 $7.91 $7.64 $7.84 Max Pain $5.83 $5.00 $7.50 $7.50 $5.00 ATM IV 35.9% 30.7% 47.3% 39.6% 39.9% Expected Move 9.8% 8.3% 11.4% 11.4% 11.4% HV 20d 37.8% 36.0% 40.5% 40.5% 36.0% HV 60d 33.4% 31.1% 34.5% 34.5% 31.1% IV Rank 12.9% 8.5% 22.5% 16.1% 16.3% IV Percentile 45.9% 21.8% 79.8% 61.1% 63.9% Term Structure -0.5% -15.4% 6.3% -15.4% -5.2% VWIV 40.1% 36.0% 48.3% 48.3% 36.1% Skew 25d 20.7% -3.4% 41.9% 4.6% 25.6% Skew 10d 55.0% 2.8% 86.8% 13.4% 46.6% Call IV 25d 33.8% 21.6% 42.4% 39.5% 22.2% Put IV 25d 54.6% 32.1% 77.0% 44.1% 47.8% Bid-Ask Spread % 110.73 97.93 117.43 113.90 111.97 Gamma HHI 0.98 0.94 0.99 0.99 0.96 Net GEX 3.6K 718 12.2K 12.2K 855 Net DEX -202.9K -380.9K -147.1K -380.9K -162.6K Net VEX -2.8K -3.0K -1.5K -1.5K -2.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 24.00 0.42 44.00 12.93 44.00 Total Volume 744.474 0 864 808 810 Total OI 1,669.947 955 1,742 955 1,633
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 2015-02-02 $7.64 $7.50 39.6% 11.4% 40.5% 16.1% 48.3% 4.6% -15.4% 12.2K -380.9K -1.5K 12.93 113.90 N/A N/A 58 750 855 100 2015-02-03 $7.78 $5.00 37.2% 10.7% 39.4% 14.0% 36.0% 35.4% -8.0% 5.2K -186.4K -3.0K 11.90 116.18 N/A N/A 67 797 887 850 2015-02-04 $7.68 $5.00 35.1% 10.1% 39.0% 12.2% 36.1% 11.9% -1.4% 4.4K -175.3K -3.0K 11.90 117.43 N/A N/A 67 797 887 855 2015-02-05 $7.76 $0.00 39.8% 8.3% 39.0% 16.2% 0.0% 33.2% 5.6% 5.1K -180.1K -3.0K 19.44 111.61 N/A N/A 41 797 887 855 2015-02-06 $7.75 $0.00 36.8% 10.0% 39.1% 13.7% 0.0% 32.0% -2.1% 4.2K -182.0K -3.0K 19.44 106.42 N/A N/A 41 797 887 855 2015-02-09 $7.79 $0.00 47.3% 9.0% 38.5% 22.5% 0.0% 41.9% 4.2% 4.2K -182.8K -3.0K 19.44 97.93 N/A N/A 41 797 887 855 2015-02-10 $7.75 $0.00 38.5% 10.1% 38.7% 15.1% 0.0% 36.1% -2.8% 4.7K -183.2K -3.0K 19.44 108.54 N/A N/A 41 797 887 855 2015-02-11 $7.78 $0.00 31.1% 8.9% 38.7% 8.8% 0.0% 31.9% 3.6% 5.1K -191.7K -2.9K 19.44 112.51 N/A N/A 41 797 887 855 2015-02-12 $7.86 $0.00 31.7% 9.1% 38.6% 9.3% 0.0% 23.4% 4.1% 4.1K -210.3K -2.9K 19.44 110.52 N/A N/A 41 797 885 855 2015-02-13 $7.90 $0.00 33.6% 9.6% 36.7% 11.0% 0.0% 22.4% 3.9% 3.6K -227.0K -2.9K 19.44 110.38 N/A N/A 41 797 885 855 2015-02-17 $7.91 $0.00 33.8% 9.7% 36.8% 11.1% 0.0% 17.5% -4.7% 3.8K -250.8K -2.8K 19.44 110.28 N/A N/A 41 797 885 855 2015-02-18 $7.87 $0.00 34.7% 9.9% 36.9% 11.9% 0.0% 23.8% 6.3% 4.1K -227.2K -2.8K 19.44 110.84 N/A N/A 41 797 885 855 2015-02-19 $7.87 $0.00 30.7% 8.8% 36.9% 8.5% 0.0% 3.7% 2.9% 2.6K -255.3K -2.8K 0.00 105.25 N/A N/A 0 0 875 855 2015-02-20 $7.90 $0.00 30.9% 8.9% 36.2% 8.7% 0.0% -3.4% -5.9% 941 -235.9K -2.8K 0.42 115.13 N/A N/A 12 5 875 855 2015-02-23 $7.85 $0.00 33.6% 9.6% 36.5% 11.0% 0.0% -1.0% 1.7% 862 -167.7K -2.8K 44.00 108.08 N/A N/A 18 792 783 850 2015-02-24 $7.78 $0.00 38.4% 11.0% 36.8% 15.0% 0.0% 9.8% -3.2% 725 -150.3K -2.8K 44.00 107.59 N/A N/A 18 792 783 850 2015-02-25 $7.83 $0.00 38.4% 11.0% 36.7% 15.0% 0.0% 22.8% 3.6% 718 -147.1K -2.7K 44.00 113.43 N/A N/A 18 792 783 850 2015-02-26 $7.87 $0.00 31.7% 9.1% 36.6% 9.4% 0.0% 22.1% 4.2% 794 -159.3K -2.7K 44.00 115.89 N/A N/A 18 792 783 850 2015-02-27 $7.84 $0.00 39.9% 11.4% 36.0% 16.3% 0.0% 25.6% -5.2% 855 -162.6K -2.7K 44.00 111.97 N/A N/A 18 792 783 850
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