HLIT Options History — April 2018

In April 2018, HLIT traded between $3.55 and $3.90. ATM implied volatility averaged 82.4%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 39.3% (HV 20d: 43.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 13.36.

Notable Days

2018-04-23: Highest Volume — 1,307 contracts
2018-04-12: Largest IV spike — 81.5% change
2018-04-09: Highest IV Rank — 76.8%
2018-04-10: Largest Expected Move — 32.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.71	$3.55	$3.90	$3.75	$3.65
Max Pain	$3.75	$2.50	$5.00	$5.00	$2.50
ATM IV	82.4%	43.1%	133.1%	110.8%	104.3%
Expected Move	22.3%	12.4%	32.4%	31.8%	29.9%
HV 20d	43.1%	37.9%	47.9%	45.4%	43.4%
HV 60d	54.8%	53.8%	55.3%	55.2%	55.2%
IV Rank	39.7%	10.8%	76.8%	60.5%	55.7%
IV Percentile	73.2%	15.5%	97.6%	94.0%	90.9%
Term Structure	-18.4%	-90.7%	23.3%	-34.4%	-44.9%
VWIV	58.7%	40.9%	111.3%	79.7%	111.3%
Bid-Ask Spread %	29.81	8.53	66.89	31.11	29.70
Gamma HHI	0.59	0.46	0.69	0.47	0.67
Net GEX	-1.1K	-2.6K	43	-38	-2.5K
Net DEX	73.9K	44.5K	111.5K	49.1K	95.5K
Net VEX	-849	-1.3K	-414	-421	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	13.36	1.24	72.29	3.34	53.48
Total Volume	660.667	311	1,307	347	1,253
Total OI	2,535.524	1,652	2,807	2,079	2,608

Daily Data (21 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
2018-04-02	$3.75	$5.00	110.8%	31.8%	45.4%	60.5%	0.0%	0.0%	-34.4%	-38	49.1K	-421	3.34	31.11	N/A	N/A	80	267	464	1,615
2018-04-03	$3.80	$5.00	64.1%	18.4%	42.5%	26.2%	0.0%	0.0%	-18.4%	43	44.5K	-414	9.13	66.89	N/A	N/A	80	730	464	1,615
2018-04-04	$3.75	$5.00	103.7%	29.7%	41.8%	55.3%	0.0%	0.0%	17.6%	-887	73.9K	-756	2.89	64.63	N/A	N/A	80	231	464	2,115
2018-04-05	$3.90	$0.00	73.5%	16.3%	43.7%	33.1%	0.0%	0.0%	13.6%	-817	68.8K	-741	2.89	29.41	N/A	N/A	80	231	464	2,116
2018-04-06	$3.70	$0.00	131.6%	21.5%	47.9%	75.7%	0.0%	0.0%	-34.3%	-895	69.2K	-818	2.89	30.77	N/A	N/A	80	231	464	2,116
2018-04-09	$3.73	$0.00	133.1%	26.5%	46.3%	76.8%	79.7%	0.0%	-72.5%	-887	73.6K	-764	2.82	57.53	N/A	N/A	82	231	464	2,116
2018-04-10	$3.73	$5.00	97.1%	32.4%	44.0%	50.4%	44.7%	0.0%	-90.7%	-812	71.1K	-664	2.82	44.52	N/A	N/A	82	231	466	2,116
2018-04-11	$3.88	$5.00	43.1%	12.4%	45.8%	10.8%	40.9%	0.0%	21.9%	-702	59.9K	-729	2.82	30.76	N/A	N/A	82	231	466	2,116
2018-04-12	$3.75	$5.00	78.3%	22.4%	46.4%	36.6%	52.4%	0.0%	-42.7%	-883	74.2K	-694	1.67	30.54	N/A	N/A	138	231	466	2,116
2018-04-13	$3.68	$5.00	79.4%	22.8%	45.8%	37.5%	48.1%	0.0%	-22.4%	-770	70.6K	-772	1.24	24.13	N/A	N/A	186	231	523	2,116
2018-04-16	$3.73	$5.00	69.9%	20.0%	39.0%	30.5%	48.7%	0.0%	-25.0%	-534	70.4K	-722	1.58	19.06	N/A	N/A	146	231	573	2,116
2018-04-17	$3.68	$5.00	63.0%	18.1%	38.3%	25.4%	51.1%	0.0%	-25.4%	-630	58.9K	-770	2.73	29.28	N/A	N/A	146	399	573	2,103
2018-04-18	$3.70	$2.50	61.8%	17.7%	37.9%	24.6%	0.0%	0.0%	-23.8%	-784	74.1K	-739	4.03	20.82	N/A	N/A	99	399	573	2,234
2018-04-19	$3.80	$2.50	51.9%	14.9%	39.2%	17.3%	0.0%	0.0%	23.3%	-643	46.6K	-813	4.03	25.18	N/A	N/A	99	399	576	2,207
2018-04-20	$3.75	$2.50	65.4%	18.8%	38.8%	27.2%	51.3%	0.0%	6.4%	-719	55.8K	-796	2.35	21.04	N/A	N/A	139	327	576	2,207
2018-04-23	$3.55	$2.50	74.8%	21.5%	42.4%	34.1%	0.0%	0.0%	-1.8%	-836	62.8K	-822	20.08	16.07	N/A	N/A	62	1,245	539	1,113
2018-04-24	$3.68	$2.50	71.7%	20.6%	44.1%	31.8%	0.0%	0.0%	-11.0%	-2.3K	104.9K	-1.3K	20.08	17.65	N/A	N/A	62	1,245	536	2,060
2018-04-25	$3.60	$2.50	79.7%	22.9%	44.5%	37.7%	0.0%	0.0%	-11.4%	-2.6K	111.5K	-1.2K	20.08	17.02	N/A	N/A	62	1,245	536	2,060
2018-04-26	$3.60	$2.50	100.0%	28.7%	43.6%	52.6%	111.3%	0.0%	19.0%	-2.6K	107.9K	-1.3K	72.29	11.28	N/A	N/A	17	1,229	536	2,060
2018-04-27	$3.58	$2.50	73.3%	21.0%	43.6%	33.0%	0.0%	0.0%	-29.6%	-2.6K	108.4K	-1.3K	47.27	8.53	N/A	N/A	26	1,229	537	2,061
2018-04-30	$3.65	$2.50	104.3%	29.9%	43.4%	55.7%	0.0%	0.0%	-44.9%	-2.5K	95.5K	-1.3K	53.48	29.70	N/A	N/A	23	1,230	547	2,061