HLIT Options History — January 2019 In January 2019, HLIT traded between $4.56 and $5.27. ATM implied volatility averaged 49.3%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 5.5% (HV 20d: 43.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 2.10.
Notable Days 2019-01-31 : Highest Volume — 153 contracts2019-01-23 : Largest IV spike — 62.2% change2019-01-28 : Highest IV Rank — 30.6%2019-01-28 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.93 $4.56 $5.27 $4.79 $5.27 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 49.3% 36.7% 69.0% 39.4% 67.6% Expected Move 14.4% 10.5% 19.8% 11.3% 14.7% HV 20d 43.9% 39.3% 46.8% 42.7% 45.2% HV 60d 46.9% 44.2% 48.2% 45.2% 44.2% IV Rank 16.3% 7.2% 30.6% 9.1% 29.5% IV Percentile 43.4% 16.7% 75.4% 24.6% 74.6% Term Structure 2.2% -17.4% 23.4% 13.3% 1.6% VWIV 51.1% 28.9% 68.6% 29.2% 64.0% Bid-Ask Spread % 81.26 23.15 117.28 70.27 44.94 Gamma HHI 0.64 0.49 0.81 0.64 0.69 Net GEX 3.3K 1.1K 8.7K 3.0K 1.3K Net DEX -47.5K -206.6K 34.1K -26.4K -75.6K Net VEX -420 -567 -283 -475 -567 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.10 0.00 11.11 0.00 3.64 Total Volume 48.381 0 153 6 153 Total OI 1,183.762 558 1,505 1,469 857
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 2019-01-02 $4.79 $5.00 39.4% 11.3% 42.7% 9.1% 29.2% 0.0% 13.3% 3.0K -26.4K -475 0.00 70.27 N/A N/A 6 0 1,165 304 2019-01-03 $4.56 $0.00 38.9% 14.2% 39.3% 8.7% 0.0% 0.0% 1.0% 2.3K 34.1K -362 0.17 101.11 N/A N/A 6 1 1,165 304 2019-01-04 $4.81 $0.00 39.1% 12.4% 45.0% 8.9% 0.0% 0.0% 5.6% 3.1K -24.5K -451 0.13 102.29 N/A N/A 8 1 1,165 304 2019-01-07 $4.88 $0.00 45.3% 15.8% 45.5% 13.4% 0.0% 0.0% -5.6% 3.4K -43.6K -462 0.00 100.68 N/A N/A 0 2 1,171 304 2019-01-08 $5.01 $0.00 37.8% 13.4% 46.8% 8.0% 46.7% 0.0% 1.6% 4.5K -76.9K -476 0.58 94.59 N/A N/A 12 7 1,171 306 2019-01-09 $5.03 $5.00 49.1% 14.1% 44.7% 16.2% 49.2% 0.0% 0.1% 5.0K -93.6K -492 0.58 98.76 N/A N/A 12 7 1,183 302 2019-01-10 $4.83 $5.00 45.1% 12.9% 44.2% 13.2% 45.2% 0.0% 8.9% 4.4K -16.2K -451 0.58 101.99 N/A N/A 12 7 1,183 302 2019-01-11 $4.77 $5.00 39.3% 11.3% 43.5% 9.0% 28.9% 0.0% 22.9% 3.8K 3.0K -397 0.92 114.65 N/A N/A 12 11 1,183 306 2019-01-14 $4.68 $5.00 37.2% 10.7% 43.7% 7.5% 0.0% 0.0% 23.3% 3.1K 28.2K -339 0.00 111.47 N/A N/A 0 0 1,183 306 2019-01-15 $4.80 $5.00 38.1% 10.9% 41.3% 8.2% 0.0% 0.0% 23.4% 4.2K 15.7K -375 0.00 117.28 N/A N/A 0 0 1,183 306 2019-01-16 $4.83 $5.00 49.4% 14.2% 40.3% 16.3% 0.0% 0.0% 1.2% 4.7K 3.7K -357 0.00 100.95 N/A N/A 0 0 1,183 306 2019-01-17 $4.98 $5.00 44.5% 12.8% 41.8% 12.8% 0.0% 0.0% 7.5% 8.7K -61.3K -375 1.50 98.00 N/A N/A 20 30 1,183 306 2019-01-18 $5.09 $5.00 49.1% 14.1% 42.2% 16.2% 49.1% 0.0% 2.5% 2.2K -206.6K -364 1.03 89.46 N/A N/A 29 30 1,199 306 2019-01-22 $4.81 $5.00 36.7% 10.5% 45.2% 7.2% 36.7% 0.0% 6.6% 2.1K -46.9K -283 0.17 83.65 N/A N/A 30 5 454 104 2019-01-23 $4.86 $5.00 59.5% 17.1% 44.4% 23.7% 59.5% 0.0% -7.2% 2.1K -53.3K -333 0.17 31.68 N/A N/A 30 5 484 109 2019-01-24 $4.97 $5.00 58.9% 16.9% 44.9% 23.2% 58.8% 0.0% -17.4% 2.3K -62.3K -339 0.01 85.98 N/A N/A 76 1 484 109 2019-01-25 $5.12 $5.00 61.4% 17.6% 45.8% 25.1% 61.4% 0.0% -2.7% 2.8K -86.4K -417 0.29 23.15 N/A N/A 108 31 535 110 2019-01-28 $5.10 $5.00 69.0% 19.8% 45.2% 30.6% 68.6% 0.0% -8.5% 2.7K -79.5K -450 10.00 25.55 N/A N/A 10 100 551 140 2019-01-29 $5.14 $5.00 67.2% 19.3% 44.9% 29.3% 67.2% 0.0% -16.6% 1.3K -65.7K -521 11.11 67.53 N/A N/A 9 100 561 255 2019-01-30 $5.14 $5.00 63.8% 18.3% 44.9% 26.8% 64.0% 0.0% -16.1% 1.1K -62.6K -529 4.80 42.49 N/A N/A 25 120 562 265 2019-01-31 $5.27 $0.00 67.6% 14.7% 45.2% 29.5% 0.0% 0.0% 1.6% 1.3K -75.6K -567 3.64 44.94 N/A N/A 33 120 572 285
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