HLIT Options History — February 2017 In February 2017, HLIT traded between $4.90 and $5.75. ATM implied volatility averaged 59.4%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 15.3% (HV 20d: 44.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 11.57.
Notable Days 2017-02-28 : Highest Volume — 1,853 contracts2017-02-24 : Largest IV spike — 18.0% change2017-02-01 : Highest IV Rank — 21.2%2017-02-01 : Largest Expected Move — 20.6%Monthly Statistics Metric Avg Min Max Open Close Price $5.38 $4.90 $5.75 $5.05 $5.25 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 59.4% 48.5% 72.0% 72.0% 67.0% Expected Move 16.7% 13.9% 20.6% 20.6% 19.2% HV 20d 44.1% 31.4% 48.6% 32.1% 48.6% HV 60d 51.3% 45.5% 62.7% 60.3% 46.6% IV Rank 14.7% 9.0% 21.2% 21.2% 18.6% IV Percentile 31.0% 8.3% 54.0% 54.0% 51.2% Term Structure 0.4% -18.0% 15.1% -18.0% -1.0% VWIV 58.8% 39.1% 75.4% 75.4% 67.0% Bid-Ask Spread % 66.13 28.19 110.37 56.53 100.99 Gamma HHI 0.90 0.55 0.98 0.93 0.85 Net GEX -14.4K -44.0K -478 -18.4K -3.9K Net DEX -497.9K -764.7K -37.7K -259.6K -585.9K Net VEX -1.4K -2.8K -761 -1.9K -1.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 11.57 1.04 29.33 4.90 1.74 Total Volume 863.842 728 1,853 849 1,853 Total OI 3,795.684 2,897 5,795 3,939 3,966
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 2017-02-01 $5.05 $5.00 72.0% 20.6% 32.1% 21.2% 75.4% 0.0% -18.0% -18.4K -259.6K -1.9K 4.90 56.53 N/A N/A 144 705 1,685 2,254 2017-02-02 $4.90 $5.00 67.5% 16.9% 31.4% 18.9% 59.0% 0.0% -4.1% -18.0K -180.0K -1.9K 5.28 54.89 N/A N/A 134 707 1,692 2,254 2017-02-03 $5.30 $5.00 64.1% 15.8% 42.4% 17.1% 55.3% 0.0% 1.3% -21.1K -363.6K -1.7K 10.25 36.89 N/A N/A 69 707 1,676 2,266 2017-02-06 $5.10 $5.00 56.3% 16.2% 43.9% 13.0% 56.7% 0.0% -4.3% -26.6K -262.1K -1.7K 10.25 28.19 N/A N/A 69 707 1,677 2,264 2017-02-07 $5.05 $5.00 66.1% 17.7% 44.0% 18.2% 61.8% 0.0% -4.6% -44.0K -37.7K -2.8K 20.79 53.54 N/A N/A 34 707 2,031 3,764 2017-02-08 $5.05 $5.00 58.3% 16.7% 43.9% 14.1% 58.4% 0.0% 0.7% -26.2K -253.1K -1.7K 19.11 49.11 N/A N/A 37 707 1,672 2,264 2017-02-09 $5.20 $5.00 61.6% 17.7% 44.8% 15.8% 62.2% 0.0% -5.9% -22.1K -314.4K -1.6K 18.61 105.22 N/A N/A 38 707 1,668 2,264 2017-02-10 $5.40 $5.00 59.0% 16.9% 46.6% 14.5% 59.5% 0.0% -3.0% -26.5K -552.2K -1.2K 17.24 39.16 N/A N/A 41 707 1,661 2,264 2017-02-13 $5.50 $5.00 59.1% 16.9% 45.5% 14.5% 59.6% 0.0% 1.5% -16.8K -600.1K -1.1K 10.71 67.35 N/A N/A 66 707 1,661 2,264 2017-02-14 $5.73 $5.00 60.0% 17.2% 46.3% 15.0% 0.0% 0.0% 5.4% -478 -764.7K -761 12.85 67.79 N/A N/A 55 707 1,661 2,264 2017-02-15 $5.75 $5.00 55.7% 16.0% 45.4% 12.7% 60.7% 0.0% 5.6% -5.4K -733.9K -948 7.94 40.30 N/A N/A 89 707 1,665 2,264 2017-02-16 $5.75 $5.00 49.2% 14.1% 45.4% 9.4% 61.7% 0.0% 15.1% -5.1K -745.1K -913 7.36 41.69 N/A N/A 96 707 1,702 2,264 2017-02-17 $5.68 $5.00 54.1% 15.5% 45.8% 11.9% 59.1% 0.0% -2.7% -5.5K -715.0K -1.1K 7.68 102.19 N/A N/A 92 707 1,728 2,264 2017-02-21 $5.58 $5.00 48.5% 13.9% 46.5% 9.0% 40.7% 0.0% 1.8% -5.9K -666.1K -979 29.33 60.47 N/A N/A 24 704 1,671 1,264 2017-02-22 $5.55 $5.00 55.9% 16.0% 46.2% 12.8% 59.0% 0.0% 6.0% -6.8K -636.3K -1.0K 11.73 105.08 N/A N/A 60 704 1,675 1,264 2017-02-23 $5.45 $5.00 49.9% 14.3% 46.8% 9.7% 39.1% 0.0% -2.4% -7.0K -593.7K -1.0K 11.17 110.37 N/A N/A 63 704 1,633 1,264 2017-02-24 $5.45 $5.00 58.9% 16.9% 45.8% 14.4% 65.1% 0.0% 10.1% -5.9K -601.9K -1.0K 11.77 43.28 N/A N/A 60 706 1,633 1,264 2017-02-27 $5.50 $5.00 65.0% 18.6% 45.8% 17.6% 0.0% 0.0% 6.4% -8.2K -595.3K -1.0K 1.04 93.43 N/A N/A 676 706 1,635 1,756 2017-02-28 $5.25 $5.00 67.0% 19.2% 48.6% 18.6% 67.0% 0.0% -1.0% -3.9K -585.9K -1.6K 1.74 100.99 N/A N/A 676 1,177 2,210 1,756
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