HLIT Options History — March 2019 In March 2019, HLIT traded between $5.43 and $5.69. ATM implied volatility averaged 41.2%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 20.2% (HV 20d: 21.0%). 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 15 of 21 days. Put/call ratio averaged 33.88.
Notable Days 2019-03-08 : Highest Volume — 332 contracts2019-03-12 : Largest IV drop — 37.5% change2019-03-11 : Highest IV Rank — 36.3%2019-03-08 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $5.60 $5.43 $5.69 $5.47 $5.43 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 41.2% 31.9% 66.0% 35.5% 33.9% Expected Move 14.2% 10.2% 18.3% 10.2% 15.1% HV 20d 21.0% 11.9% 47.0% 46.9% 17.4% HV 60d 40.4% 37.9% 45.4% 45.4% 38.4% IV Rank 12.3% 4.7% 36.3% 6.3% 6.7% IV Percentile 33.0% 5.6% 81.0% 17.5% 12.3% Term Structure 7.2% -3.3% 20.4% 6.9% 17.9% VWIV 48.9% 45.6% 53.5% 45.6% 53.5% Bid-Ask Spread % 53.13 18.46 105.17 28.67 55.10 Gamma HHI 0.58 0.49 0.84 0.54 0.53 Net GEX 2.3K 558 3.3K 3.3K 1.2K Net DEX -126.8K -146.1K -73.7K -115.9K -73.7K Net VEX -350 -558 -218 -414 -538 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 33.88 0.00 254.00 0.00 25.00 Total Volume 79.476 0 332 26 26 Total OI 989.524 850 1,171 850 1,147
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 2019-03-01 $5.47 $5.00 35.5% 10.2% 46.9% 6.3% 0.0% 0.0% 6.9% 3.3K -115.9K -414 0.00 28.67 N/A N/A 26 0 665 185 2019-03-04 $5.53 $5.00 41.6% 11.9% 47.0% 10.7% 0.0% 0.0% -2.7% 3.3K -121.5K -407 0.00 19.62 N/A N/A 0 0 666 185 2019-03-05 $5.60 $5.00 43.9% 12.6% 46.8% 12.4% 0.0% 0.0% 2.1% 3.3K -130.1K -393 0.00 19.74 N/A N/A 3 0 666 185 2019-03-06 $5.56 $5.00 44.3% 12.7% 30.7% 12.7% 45.6% 0.0% -0.9% 3.3K -124.9K -398 15.15 62.42 N/A N/A 20 303 669 185 2019-03-07 $5.54 $5.00 48.3% 13.8% 19.2% 15.5% 47.5% 0.0% -0.5% 1.3K -118.3K -419 13.77 18.46 N/A N/A 22 303 679 488 2019-03-08 $5.60 $5.00 63.9% 18.3% 18.9% 26.9% 53.5% 0.0% 6.5% 558 -119.0K -399 14.09 22.89 N/A N/A 22 310 677 488 2019-03-11 $5.64 $5.00 66.0% 13.7% 18.9% 36.3% 0.0% 0.0% -3.1% 2.7K -132.3K -383 0.00 27.45 N/A N/A 0 0 677 488 2019-03-12 $5.63 $5.00 41.3% 14.4% 19.0% 13.6% 0.0% 0.0% -3.3% 1.9K -129.0K -403 0.00 23.52 N/A N/A 5 0 677 488 2019-03-13 $5.65 $5.00 40.3% 14.0% 17.3% 12.6% 0.0% 0.0% -1.9% 3.3K -135.5K -381 0.00 48.81 N/A N/A 13 0 682 488 2019-03-14 $5.65 $5.00 32.0% 14.1% 17.1% 4.8% 0.0% 0.0% 15.1% 2.0K -145.8K -254 0.00 50.31 N/A N/A 11 0 683 488 2019-03-15 $5.61 $5.00 39.1% 14.4% 16.2% 11.5% 0.0% 0.0% 1.8% 3.1K -131.3K -354 0.00 25.06 N/A N/A 11 0 683 488 2019-03-18 $5.65 $0.00 34.0% 15.6% 16.1% 6.7% 0.0% 0.0% 18.1% 2.1K -138.1K -242 0.00 72.64 N/A N/A 1 0 667 185 2019-03-19 $5.65 $0.00 44.3% 13.1% 13.0% 16.4% 0.0% 0.0% 1.6% 3.3K -128.6K -359 0.00 92.80 N/A N/A 1 0 668 185 2019-03-20 $5.67 $0.00 34.4% 10.9% 13.0% 7.1% 0.0% 0.0% 4.2% 1.8K -143.4K -218 0.00 105.17 N/A N/A 26 0 668 185 2019-03-21 $5.69 $0.00 31.9% 14.8% 11.9% 4.7% 0.0% 0.0% 15.4% 1.7K -146.1K -244 0.00 79.99 N/A N/A 26 0 692 185 2019-03-22 $5.56 $0.00 33.7% 16.1% 13.1% 6.4% 0.0% 0.0% 20.4% 2.5K -134.4K -268 0.00 76.89 N/A N/A 30 0 692 185 2019-03-25 $5.63 $0.00 36.5% 14.9% 13.5% 9.1% 0.0% 0.0% 13.8% 2.1K -136.3K -245 0.00 74.75 N/A N/A 0 0 688 185 2019-03-26 $5.68 $0.00 35.5% 15.4% 13.8% 8.2% 0.0% 0.0% 13.7% 1.8K -143.1K -235 0.00 78.15 N/A N/A 0 0 688 185 2019-03-27 $5.65 $0.00 37.3% 15.6% 14.0% 9.8% 0.0% 0.0% 10.8% 2.0K -141.1K -240 254.00 78.97 N/A N/A 1 254 688 185 2019-03-28 $5.51 $0.00 47.7% 16.1% 16.8% 19.6% 0.0% 0.0% 16.1% 1.3K -74.0K -558 254.00 54.36 N/A N/A 1 254 687 435 2019-03-29 $5.43 $0.00 33.9% 15.1% 17.4% 6.7% 0.0% 0.0% 17.9% 1.2K -73.7K -538 25.00 55.10 N/A N/A 1 25 687 460
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