HLIT Options History — August 2016

In August 2016, HLIT traded between $3.03 and $4.44. ATM implied volatility averaged 71.2%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 13.8% (HV 20d: 57.4%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.35.

Notable Days

2016-08-26: Highest Volume — 123 contracts
2016-08-10: Largest IV drop — 61.6% change
2016-08-09: Highest IV Rank — 61.6%
2016-08-01: Largest Expected Move — 31.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.91	$3.03	$4.44	$3.21	$4.41
Max Pain	$2.83	$2.50	$5.00	$5.00	$2.50
ATM IV	71.2%	43.1%	149.4%	111.4%	63.2%
Expected Move	17.9%	12.4%	31.9%	31.9%	18.1%
HV 20d	57.4%	37.1%	65.9%	44.7%	59.9%
HV 60d	57.4%	53.3%	61.8%	53.7%	57.1%
IV Rank	20.9%	6.2%	61.6%	41.8%	16.7%
IV Percentile	41.3%	10.3%	97.2%	87.3%	36.5%
Term Structure	-6.9%	-42.2%	19.9%	-39.4%	-12.1%
VWIV	107.1%	74.0%	154.3%	122.8%	151.7%
Bid-Ask Spread %	79.70	25.18	146.83	114.90	117.07
Gamma HHI	0.98	0.83	1.00	0.99	0.97
Net GEX	1.3K	-84	2.3K	-84	2.2K
Net DEX	-33.2K	-62.8K	-3.6K	-5.0K	-62.8K
Net VEX	-147	-219	0	-7	-212
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.00	0.67	0.42	0.29
Total Volume	73.522	0	123	68	62
Total OI	373.217	359	391	359	390

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
2016-08-01	$3.21	$5.00	111.4%	31.9%	44.7%	41.8%	122.8%	0.0%	-39.4%	-84	-5.0K	-7	0.42	114.90	N/A	N/A	48	20	339	20
2016-08-02	$3.03	$5.00	82.8%	23.7%	43.2%	26.9%	0.0%	0.0%	-32.9%	134	-4.2K	-32	0.42	30.05	N/A	N/A	48	20	339	20
2016-08-03	$3.11	$5.00	106.1%	30.4%	42.9%	39.1%	136.7%	0.0%	-29.3%	-45	-3.9K	-14	0.42	117.63	N/A	N/A	48	20	339	20
2016-08-04	$3.17	$2.50	131.1%	28.5%	43.1%	52.1%	124.0%	0.0%	-42.2%	-24	-3.6K	-14	0.42	123.21	N/A	N/A	48	20	339	20
2016-08-05	$3.22	$2.50	125.2%	21.8%	39.8%	49.0%	74.6%	0.0%	-5.3%	2	-5.8K	0	0.42	116.58	N/A	N/A	48	20	339	20
2016-08-08	$3.27	$2.50	113.2%	18.4%	39.1%	42.8%	79.8%	0.0%	-12.8%	95	-4.7K	-24	0.42	28.80	N/A	N/A	48	20	339	20
2016-08-09	$3.38	$2.50	149.4%	23.1%	37.1%	61.6%	74.0%	0.0%	2.4%	495	-9.8K	-65	0.42	114.87	N/A	N/A	48	20	339	20
2016-08-10	$3.96	$2.50	57.4%	16.4%	65.8%	13.6%	86.1%	0.0%	-24.4%	1.4K	-24.7K	-153	0.50	97.22	N/A	N/A	48	24	339	20
2016-08-11	$4.08	$2.50	46.5%	13.3%	65.9%	8.0%	77.2%	0.0%	9.9%	1.5K	-41.6K	-209	0.67	25.18	N/A	N/A	58	39	339	24
2016-08-12	$4.17	$2.50	51.8%	14.9%	65.7%	10.8%	101.2%	0.0%	3.6%	1.6K	-41.3K	-218	0.67	74.65	N/A	N/A	58	39	359	29
2016-08-15	$4.21	$2.50	46.5%	13.3%	65.3%	8.0%	88.4%	0.0%	13.3%	1.7K	-41.7K	-214	0.50	29.62	N/A	N/A	58	29	359	29
2016-08-16	$4.12	$2.50	45.0%	12.9%	64.0%	7.2%	86.4%	0.0%	8.9%	1.5K	-37.7K	-211	0.31	25.43	N/A	N/A	61	19	359	29
2016-08-17	$4.14	$2.50	46.5%	13.3%	63.9%	8.0%	0.0%	0.0%	-9.9%	1.9K	-30.9K	-179	0.00	95.78	N/A	N/A	0	0	362	24
2016-08-18	$4.18	$2.50	51.1%	14.6%	63.8%	10.4%	0.0%	0.0%	19.9%	1.4K	-43.7K	-208	0.00	74.14	N/A	N/A	0	0	362	24
2016-08-19	$4.12	$2.50	44.0%	12.6%	64.5%	6.7%	111.9%	0.0%	16.3%	1.6K	-43.2K	-219	0.31	30.73	N/A	N/A	61	19	362	29
2016-08-22	$4.17	$2.50	58.1%	16.7%	64.4%	14.0%	0.0%	0.0%	-2.5%	1.6K	-44.4K	-207	0.24	115.37	N/A	N/A	59	14	341	24
2016-08-23	$4.22	$2.50	47.1%	13.5%	64.4%	8.3%	123.6%	0.0%	9.8%	1.8K	-46.0K	-186	0.30	74.08	N/A	N/A	47	14	361	24
2016-08-24	$4.19	$2.50	61.7%	17.7%	64.6%	15.9%	0.0%	0.0%	-27.0%	1.9K	-42.0K	-180	0.00	146.83	N/A	N/A	52	0	353	24
2016-08-25	$4.42	$2.50	44.3%	12.7%	65.9%	6.8%	0.0%	0.0%	16.4%	2.1K	-52.1K	-196	0.15	34.55	N/A	N/A	91	14	341	24
2016-08-26	$4.44	$2.50	55.6%	16.0%	65.8%	12.8%	120.9%	0.0%	-5.1%	2.2K	-52.3K	-197	0.13	100.74	N/A	N/A	109	14	341	24
2016-08-29	$4.34	$2.50	43.1%	12.4%	65.6%	6.2%	154.3%	0.0%	-0.7%	2.3K	-60.2K	-217	0.14	27.76	N/A	N/A	99	14	361	24
2016-08-30	$4.37	$2.50	56.9%	16.3%	59.9%	13.4%	151.7%	0.0%	-14.8%	2.3K	-62.6K	-214	0.14	117.84	N/A	N/A	99	14	366	24
2016-08-31	$4.41	$2.50	63.2%	18.1%	59.9%	16.7%	0.0%	0.0%	-12.1%	2.2K	-62.8K	-212	0.29	117.07	N/A	N/A	48	14	366	24