HLIT Options History — June 2018 In June 2018, HLIT traded between $3.90 and $4.43. ATM implied volatility averaged 48.0%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 18.0% (HV 20d: 30.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 6.28.
Notable Days 2018-06-06 : Highest Volume — 707 contracts2018-06-13 : Largest IV drop — 65.1% change2018-06-12 : Highest IV Rank — 48.9%2018-06-01 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.27 $3.90 $4.43 $3.90 $4.33 Max Pain $4.88 $2.50 $5.00 $2.50 $5.00 ATM IV 48.0% 28.9% 95.0% 59.3% 31.5% Expected Move 10.3% 8.3% 17.0% 17.0% 9.0% HV 20d 30.1% 24.5% 38.4% 38.4% 36.3% HV 60d 47.4% 45.7% 49.7% 49.0% 47.1% IV Rank 14.4% 0.5% 48.9% 22.7% 2.4% IV Percentile 25.9% 0.8% 86.5% 47.2% 1.2% Term Structure 25.2% -24.6% 32.3% -24.6% 25.3% VWIV 37.7% 29.4% 51.5% 46.2% 34.1% Bid-Ask Spread % 18.13 9.34 65.46 11.23 12.91 Gamma HHI 0.52 0.50 0.59 0.59 0.50 Net GEX -616 -1.9K 431 -1.9K -265 Net DEX 54.7K 13.7K 85.0K 80.9K 64.0K Net VEX -750 -1.1K -486 -1.1K -535 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.28 2.06 11.61 11.61 11.59 Total Volume 593.857 516 707 517 516 Total OI 3,106.238 3,011 3,233 3,233 3,045
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 2018-06-01 $3.90 $2.50 59.3% 17.0% 38.4% 22.7% 0.0% 0.0% -24.6% -1.9K 80.9K -1.1K 11.61 11.23 N/A N/A 41 476 669 2,564 2018-06-04 $4.00 $5.00 78.2% 10.3% 34.9% 36.6% 46.2% 0.0% 32.3% -1.5K 85.0K -955 11.61 26.35 N/A N/A 41 476 664 2,564 2018-06-05 $4.20 $5.00 47.9% 9.1% 33.6% 14.3% 32.6% 0.0% 27.4% -990 72.4K -848 2.63 15.75 N/A N/A 181 476 664 2,564 2018-06-06 $4.25 $5.00 67.6% 10.5% 30.0% 28.8% 39.0% 0.0% 26.6% -1.2K 54.4K -921 2.06 15.05 N/A N/A 231 476 549 2,564 2018-06-07 $4.30 $5.00 63.0% 10.1% 28.6% 25.4% 37.5% 0.0% 25.9% -807 36.7K -911 2.26 15.30 N/A N/A 211 476 599 2,564 2018-06-08 $4.28 $5.00 76.3% 10.5% 26.3% 35.2% 39.3% 0.0% 25.0% -688 48.0K -876 2.26 65.46 N/A N/A 211 476 599 2,564 2018-06-11 $4.25 $5.00 72.2% 11.1% 25.8% 32.2% 41.2% 0.0% 25.9% -1.0K 43.0K -894 2.26 11.89 N/A N/A 211 476 599 2,564 2018-06-12 $4.25 $5.00 95.0% 8.7% 25.9% 48.9% 30.4% 0.0% 22.9% -772 56.5K -765 2.94 18.14 N/A N/A 162 476 600 2,564 2018-06-13 $4.35 $5.00 33.1% 9.5% 26.5% 3.5% 34.7% 0.0% 30.2% -959 52.3K -808 3.09 21.62 N/A N/A 154 476 601 2,564 2018-06-14 $4.38 $5.00 28.9% 8.3% 26.1% 0.5% 29.4% 0.0% 27.9% -508 52.1K -744 3.09 12.16 N/A N/A 154 476 601 2,564 2018-06-15 $4.40 $5.00 35.0% 10.0% 26.0% 4.9% 37.2% 0.0% 26.5% 28 13.7K -770 3.09 16.95 N/A N/A 154 476 603 2,564 2018-06-18 $4.40 $5.00 33.7% 9.7% 25.1% 3.9% 35.2% 0.0% 28.2% 431 30.3K -593 3.89 14.84 N/A N/A 122 475 555 2,456 2018-06-19 $4.43 $5.00 32.3% 9.3% 24.5% 2.9% 33.6% 0.0% 29.0% 159 47.9K -645 3.89 16.39 N/A N/A 122 475 555 2,456 2018-06-20 $4.33 $5.00 33.3% 9.5% 26.1% 3.6% 33.8% 0.0% 30.4% -361 60.8K -656 3.89 11.72 N/A N/A 122 475 555 2,456 2018-06-21 $4.15 $5.00 44.3% 12.7% 30.8% 11.7% 46.1% 0.0% 21.7% -1.0K 69.0K -770 3.89 31.53 N/A N/A 122 475 555 2,456 2018-06-22 $4.30 $5.00 36.1% 10.4% 32.2% 5.7% 46.5% 0.0% 31.6% -450 46.7K -682 11.59 9.34 N/A N/A 41 475 555 2,456 2018-06-25 $4.25 $5.00 40.1% 11.5% 32.3% 8.6% 51.5% 0.0% 31.6% -228 49.0K -670 11.59 13.13 N/A N/A 41 475 588 2,456 2018-06-26 $4.38 $5.00 35.4% 10.1% 32.8% 5.2% 36.8% 0.0% 28.5% 200 52.9K -586 11.59 14.09 N/A N/A 41 475 589 2,456 2018-06-27 $4.30 $5.00 32.9% 9.4% 33.7% 3.4% 30.3% 0.0% 27.0% -80 58.4K -521 11.59 13.09 N/A N/A 41 475 589 2,456 2018-06-28 $4.20 $5.00 32.2% 9.2% 35.0% 2.9% 0.0% 0.0% 29.7% -972 74.1K -486 11.59 13.82 N/A N/A 41 475 589 2,456 2018-06-29 $4.33 $5.00 31.5% 9.0% 36.3% 2.4% 34.1% 0.0% 25.3% -265 64.0K -535 11.59 12.91 N/A N/A 41 475 589 2,456
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