HLIT Options History — September 2017

In September 2017, HLIT traded between $2.83 and $3.43. ATM implied volatility averaged 71.7%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 28.0% (HV 20d: 43.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 2.69.

Notable Days

2017-09-11: Highest Volume — 976 contracts
2017-09-11: Largest IV spike — 77.5% change
2017-09-11: Highest IV Rank — 100.0%
2017-09-01: Largest Expected Move — 26.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.00	$2.83	$3.43	$3.43	$3.00
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	71.7%	45.0%	135.0%	90.9%	76.1%
Expected Move	15.8%	11.3%	26.1%	26.1%	21.8%
HV 20d	43.7%	33.7%	49.3%	33.7%	49.3%
HV 60d	40.4%	38.6%	41.7%	38.6%	41.2%
IV Rank	43.5%	15.7%	100.0%	69.6%	44.8%
IV Percentile	63.6%	12.3%	100.0%	98.0%	91.7%
Term Structure	-10.1%	-44.6%	26.3%	-44.6%	-41.1%
VWIV	46.1%	33.9%	58.7%	51.3%	58.7%
Bid-Ask Spread %	46.70	19.02	82.93	70.64	27.55
Gamma HHI	0.97	0.72	1.00	0.72	1.00
Net GEX	-2.3K	-3.4K	-729	-729	-2.5K
Net DEX	168.8K	123.6K	220.6K	200.6K	129.5K
Net VEX	-362	-489	-123	-123	-428
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.69	1.46	3.26	1.46	3.10
Total Volume	890.9	638	976	648	963
Total OI	1,670.35	1,531	1,949	1,546	1,636

Daily Data (20 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
2017-09-01	$3.43	$5.00	90.9%	26.1%	33.7%	69.6%	0.0%	0.0%	-44.6%	-729	200.6K	-123	1.46	70.64	N/A	N/A	263	385	403	1,143
2017-09-05	$3.20	$5.00	98.5%	12.2%	40.2%	78.1%	51.3%	0.0%	-8.3%	-797	191.6K	-124	1.46	51.45	N/A	N/A	263	385	403	1,143
2017-09-06	$3.10	$5.00	88.3%	16.1%	40.8%	66.8%	41.4%	0.0%	-30.3%	-1.4K	192.4K	-160	1.52	79.06	N/A	N/A	253	385	403	1,143
2017-09-07	$3.08	$5.00	107.5%	16.7%	35.0%	88.2%	49.2%	0.0%	-12.5%	-1.4K	191.9K	-172	1.52	55.73	N/A	N/A	253	385	388	1,143
2017-09-08	$2.88	$5.00	76.0%	11.3%	40.6%	53.1%	33.9%	0.0%	6.2%	-2.0K	186.0K	-182	2.04	20.98	N/A	N/A	253	515	388	1,143
2017-09-11	$2.90	$5.00	135.0%	14.9%	40.5%	100.0%	44.7%	0.0%	-6.2%	-2.3K	200.3K	-281	2.86	58.35	N/A	N/A	253	723	388	1,273
2017-09-12	$2.95	$5.00	118.6%	12.2%	41.2%	84.7%	38.5%	0.0%	8.6%	-2.6K	220.6K	-468	2.86	81.61	N/A	N/A	253	723	388	1,561
2017-09-13	$2.90	$5.00	49.1%	14.1%	41.2%	19.5%	37.4%	0.0%	-12.4%	-3.0K	215.6K	-459	2.86	32.90	N/A	N/A	253	723	388	1,561
2017-09-14	$2.85	$5.00	47.6%	13.6%	41.1%	18.1%	35.8%	0.0%	-5.9%	-3.4K	198.2K	-469	2.86	55.99	N/A	N/A	253	723	388	1,497
2017-09-15	$2.90	$5.00	55.0%	15.8%	42.1%	25.0%	47.2%	0.0%	-13.1%	-2.9K	193.6K	-433	2.86	31.77	N/A	N/A	253	723	388	1,497
2017-09-18	$2.83	$5.00	47.4%	13.6%	42.4%	17.9%	45.4%	0.0%	-8.7%	-3.4K	170.9K	-489	3.26	25.30	N/A	N/A	223	728	308	1,381
2017-09-19	$2.95	$5.00	47.0%	13.5%	45.9%	17.5%	42.6%	0.0%	14.1%	-2.6K	163.0K	-446	3.26	24.86	N/A	N/A	223	728	308	1,371
2017-09-20	$3.03	$5.00	58.0%	16.6%	47.0%	27.9%	46.8%	0.0%	26.3%	-2.4K	139.3K	-445	3.26	24.30	N/A	N/A	223	728	308	1,296
2017-09-21	$2.93	$5.00	45.0%	12.9%	48.2%	15.7%	43.2%	0.0%	2.4%	-2.7K	137.4K	-438	3.01	61.07	N/A	N/A	242	728	308	1,296
2017-09-22	$2.98	$5.00	48.1%	13.8%	48.5%	18.6%	46.2%	0.0%	-5.3%	-2.2K	126.9K	-420	3.11	78.30	N/A	N/A	234	728	335	1,296
2017-09-25	$2.98	$5.00	56.2%	16.1%	48.5%	26.1%	50.0%	0.0%	-7.5%	-2.3K	130.4K	-435	3.11	24.24	N/A	N/A	234	728	337	1,296
2017-09-26	$2.98	$5.00	67.5%	19.3%	48.5%	36.7%	53.2%	0.0%	-38.4%	-2.6K	136.2K	-455	3.11	27.87	N/A	N/A	234	728	337	1,296
2017-09-27	$3.05	$5.00	64.9%	18.6%	49.3%	34.3%	56.2%	0.0%	-12.9%	-2.2K	127.1K	-416	3.10	82.93	N/A	N/A	235	728	337	1,296
2017-09-28	$3.03	$5.00	56.7%	16.3%	49.3%	26.6%	54.5%	0.0%	-12.8%	-2.1K	123.6K	-401	3.10	19.02	N/A	N/A	235	728	340	1,296
2017-09-29	$3.00	$5.00	76.1%	21.8%	49.3%	44.8%	58.7%	0.0%	-41.1%	-2.5K	129.5K	-428	3.10	27.55	N/A	N/A	235	728	340	1,296