HLIT Options History — February 2018 In February 2018, HLIT traded between $2.95 and $3.65. ATM implied volatility averaged 87.9%, placing in the 54.9% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 39.4% (HV 20d: 48.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 1.01.
Notable Days 2018-02-16 : Highest Volume — 394 contracts2018-02-26 : Largest IV spike — 31.0% change2018-02-05 : Highest IV Rank — 100.0%2018-02-07 : Largest Expected Move — 29.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.21 $2.95 $3.65 $3.65 $3.03 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 87.9% 61.4% 137.2% 123.7% 73.1% Expected Move 22.1% 17.3% 29.4% 22.0% 21.0% HV 20d 48.5% 39.1% 53.5% 43.2% 49.5% HV 60d 49.8% 47.7% 52.8% 47.7% 48.5% IV Rank 54.9% 30.4% 100.0% 89.4% 41.2% IV Percentile 84.7% 63.1% 100.0% 99.6% 75.8% Term Structure -18.1% -71.5% 21.4% -42.7% -2.8% VWIV 72.1% 52.1% 103.6% 52.1% 67.8% Bid-Ask Spread % 80.08 19.68 115.90 29.97 72.23 Gamma HHI 0.70 0.50 0.81 0.60 0.79 Net GEX -1.9K -3.0K -150 -1.2K -3.0K Net DEX 34.6K -2.9K 76.7K -230 62.2K Net VEX -565 -715 -247 -571 -665 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.50 1.70 0.50 1.10 Total Volume 241.368 163 394 209 296 Total OI 1,634.842 1,505 1,845 1,505 1,845
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 2018-02-01 $3.65 $0.00 123.7% 22.0% 43.2% 89.4% 0.0% 0.0% -42.7% -1.2K -230 -571 0.50 29.97 N/A N/A 139 70 389 1,116 2018-02-02 $3.45 $0.00 109.2% 17.3% 42.3% 75.9% 52.1% 0.0% -12.4% -1.5K 9.8K -569 0.60 19.68 N/A N/A 139 83 389 1,116 2018-02-05 $3.48 $2.50 137.2% 20.0% 41.0% 100.0% 54.7% 0.0% -35.8% -1.5K 14.1K -555 0.60 75.18 N/A N/A 139 83 389 1,139 2018-02-06 $3.53 $2.50 132.5% 26.6% 39.1% 95.7% 66.6% 0.0% -62.4% -1.5K 12.3K -559 0.60 87.41 N/A N/A 139 83 389 1,139 2018-02-07 $3.53 $2.50 102.6% 29.4% 39.1% 68.2% 76.5% 0.0% -71.5% -1.4K 9.4K -521 1.00 107.24 N/A N/A 83 83 389 1,139 2018-02-08 $3.18 $2.50 75.5% 21.7% 52.4% 43.4% 57.0% 0.0% -3.9% -1.9K 51.5K -618 1.00 105.44 N/A N/A 83 83 389 1,139 2018-02-09 $3.20 $2.50 67.2% 19.3% 51.2% 35.7% 58.7% 0.0% -16.5% -2.0K 40.4K -604 1.04 79.08 N/A N/A 80 83 389 1,139 2018-02-12 $3.23 $2.50 69.0% 19.8% 51.4% 37.3% 62.4% 0.0% -17.5% -1.9K 40.2K -596 1.04 45.55 N/A N/A 80 83 392 1,139 2018-02-13 $3.30 $2.50 75.1% 21.5% 52.3% 43.0% 84.8% 0.0% -14.3% -1.9K 32.4K -557 1.04 104.85 N/A N/A 80 83 392 1,139 2018-02-14 $3.28 $2.50 91.8% 26.3% 50.0% 58.3% 94.4% 0.0% -12.7% -1.9K 33.2K -544 0.86 115.90 N/A N/A 97 83 392 1,139 2018-02-15 $3.20 $2.50 73.2% 21.0% 50.2% 41.2% 54.0% 0.0% -36.7% -1.9K 35.6K -612 0.86 73.33 N/A N/A 97 83 412 1,132 2018-02-16 $3.00 $2.50 71.2% 20.4% 53.3% 39.4% 66.8% 0.0% -26.5% -2.6K 49.3K -541 1.61 112.23 N/A N/A 151 243 412 1,132 2018-02-20 $3.00 $2.50 61.4% 17.6% 53.5% 30.4% 61.6% 0.0% -12.8% -2.7K 53.5K -646 1.70 27.27 N/A N/A 137 233 468 1,289 2018-02-21 $3.00 $2.50 73.2% 21.0% 52.9% 41.2% 83.9% 0.0% 13.8% -3.0K 65.2K -646 1.13 94.28 N/A N/A 137 155 470 1,289 2018-02-22 $2.95 $2.50 77.6% 22.3% 51.0% 45.3% 83.1% 0.0% 9.2% -3.0K 76.7K -715 1.12 94.15 N/A N/A 138 155 470 1,371 2018-02-23 $3.00 $2.50 76.6% 22.0% 49.9% 44.4% 87.8% 0.0% 2.0% -150 -2.9K -247 1.12 69.21 N/A N/A 138 155 471 1,371 2018-02-26 $3.00 $2.50 100.4% 28.8% 50.1% 66.2% 103.6% 0.0% -22.7% -180 -587 -262 1.10 97.20 N/A N/A 141 155 471 1,371 2018-02-27 $3.00 $2.50 79.2% 22.7% 49.4% 46.7% 82.7% 0.0% 21.4% -2.8K 74.7K -699 1.10 111.41 N/A N/A 141 155 474 1,371 2018-02-28 $3.03 $2.50 73.1% 21.0% 49.5% 41.2% 67.8% 0.0% -2.8% -3.0K 62.2K -665 1.10 72.23 N/A N/A 141 155 474 1,371
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