HLIT Options History — February 2019 In February 2019, HLIT traded between $4.90 and $5.56. ATM implied volatility averaged 42.7%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 7.2% (HV 20d: 49.9%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.38.
Notable Days 2019-02-05 : Highest Volume — 254 contracts2019-02-05 : Largest IV drop — 54.3% change2019-02-04 : Highest IV Rank — 44.9%2019-02-01 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.38 $4.90 $5.56 $5.28 $5.51 Max Pain $5.16 $5.00 $7.50 $7.50 $5.00 ATM IV 42.7% 32.8% 88.8% 67.5% 36.4% Expected Move 11.5% 9.4% 14.8% 14.8% 10.4% HV 20d 49.9% 37.0% 56.2% 40.5% 47.5% HV 60d 48.0% 43.9% 50.3% 43.9% 46.1% IV Rank 11.5% 4.3% 44.9% 29.5% 6.9% IV Percentile 30.2% 7.5% 90.5% 74.6% 19.0% Term Structure 3.1% -5.4% 13.1% 0.5% 4.7% VWIV 43.9% 37.0% 50.8% 47.1% 40.2% Bid-Ask Spread % 47.11 16.19 92.09 75.59 22.48 Gamma HHI 0.57 0.48 0.76 0.68 0.56 Net GEX 2.3K -1.9K 3.4K 1.4K 3.3K Net DEX -112.9K -147.1K -13.5K -81.0K -116.1K Net VEX -488 -598 -389 -570 -389 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.00 2.33 2.33 0.00 Total Volume 50.526 0 254 50 26 Total OI 936.316 827 1,078 860 835
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 2019-02-01 $5.28 $0.00 67.5% 14.8% 40.5% 29.5% 0.0% 0.0% 0.5% 1.4K -81.0K -570 2.33 75.59 N/A N/A 15 35 575 285 2019-02-04 $5.38 $0.00 88.8% 14.4% 37.0% 44.9% 0.0% 0.0% 3.2% 1.5K -87.0K -567 1.61 80.51 N/A N/A 59 95 577 290 2019-02-05 $4.90 $0.00 40.5% 13.4% 50.8% 9.9% 47.1% 0.0% 0.2% -1.9K -13.5K -544 0.90 88.82 N/A N/A 134 120 655 390 2019-02-06 $5.26 $7.50 40.2% 11.5% 56.0% 9.7% 40.3% 0.0% 8.5% 993 -122.2K -598 0.45 78.94 N/A N/A 44 20 722 356 2019-02-07 $5.34 $5.00 44.6% 12.8% 56.2% 12.9% 44.2% 0.0% 2.2% 1.9K -137.4K -564 0.77 66.20 N/A N/A 26 20 724 346 2019-02-08 $5.37 $5.00 46.8% 13.4% 53.8% 14.4% 46.6% 0.0% 1.1% 2.8K -143.4K -538 0.30 63.14 N/A N/A 66 20 719 346 2019-02-11 $5.38 $5.00 34.5% 9.9% 53.4% 5.5% 0.0% 0.0% 9.3% 1.8K -125.6K -501 0.00 92.09 N/A N/A 10 0 680 346 2019-02-12 $5.28 $5.00 44.1% 12.7% 53.4% 12.6% 0.0% 0.0% 3.1% 870 -114.3K -501 0.17 64.44 N/A N/A 12 2 680 346 2019-02-13 $5.33 $5.00 43.9% 12.6% 52.9% 12.4% 0.0% 0.0% 1.7% 1.4K -118.8K -489 0.13 42.98 N/A N/A 16 2 682 347 2019-02-14 $5.44 $5.00 38.8% 11.1% 53.2% 8.7% 0.0% 0.0% -5.4% 3.1K -139.0K -472 0.13 21.05 N/A N/A 16 2 682 347 2019-02-15 $5.49 $5.00 33.3% 9.5% 52.4% 4.7% 42.1% 0.0% 6.5% 3.2K -147.1K -484 0.04 18.61 N/A N/A 85 3 678 347 2019-02-19 $5.36 $5.00 39.5% 11.3% 53.0% 9.2% 50.8% 0.0% -3.1% 3.3K -106.2K -473 0.00 65.12 N/A N/A 1 0 652 185 2019-02-20 $5.36 $5.00 37.8% 10.8% 48.2% 7.9% 46.7% 0.0% 1.5% 3.3K -106.0K -470 0.00 17.35 N/A N/A 1 0 653 185 2019-02-21 $5.45 $5.00 34.6% 9.9% 48.3% 5.6% 37.0% 0.0% 7.0% 3.2K -110.0K -432 0.00 20.27 N/A N/A 55 0 642 185 2019-02-22 $5.56 $5.00 35.1% 10.1% 48.2% 6.0% 40.2% 0.0% 4.7% 3.3K -123.7K -432 0.07 19.12 N/A N/A 59 4 644 185 2019-02-25 $5.52 $5.00 32.8% 9.4% 47.5% 4.3% 0.0% 0.0% 13.1% 3.3K -120.3K -430 0.00 16.19 N/A N/A 0 0 649 185 2019-02-26 $5.52 $5.00 37.1% 10.6% 47.5% 7.4% 0.0% 0.0% 2.7% 3.3K -119.9K -411 0.00 18.61 N/A N/A 1 0 650 185 2019-02-27 $5.51 $5.00 35.2% 10.1% 47.5% 6.1% 0.0% 0.0% -2.2% 3.4K -113.9K -402 0.00 23.53 N/A N/A 11 0 650 185 2019-02-28 $5.51 $5.00 36.4% 10.4% 47.5% 6.9% 0.0% 0.0% 4.7% 3.3K -116.1K -389 0.00 22.48 N/A N/A 26 0 650 185
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