HLIT Options History — April 2019 In April 2019, HLIT traded between $5.58 and $5.71. ATM implied volatility averaged 45.8%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 28.4% (HV 20d: 17.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 33.83.
Notable Days 2019-04-12 : Highest Volume — 504 contracts2019-04-30 : Largest IV drop — 34.9% change2019-04-29 : Highest IV Rank — 27.9%2019-04-29 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.65 $5.58 $5.71 $5.58 $5.62 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 45.8% 36.9% 56.6% 38.4% 36.9% Expected Move 13.9% 10.6% 16.2% 15.1% 10.6% HV 20d 17.4% 7.3% 19.6% 19.6% 7.3% HV 60d 32.5% 29.3% 37.2% 37.2% 29.3% IV Rank 17.8% 9.4% 27.9% 10.8% 9.4% IV Percentile 54.1% 23.4% 77.0% 31.0% 23.4% Term Structure -6.0% -36.3% 14.0% 9.6% -10.2% VWIV 55.9% 36.9% 71.8% 55.3% 36.9% Bid-Ask Spread % 48.98 10.69 92.16 76.75 52.60 Gamma HHI 0.53 0.48 0.70 0.58 0.50 Net GEX -348 -1.9K 2.4K 291 28 Net DEX -95.9K -184.1K -2.3K -89.4K -182.0K Net VEX -923 -1.4K -458 -508 -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 33.83 0.00 368.00 0.00 3.48 Total Volume 120.667 0 504 0 291 Total OI 1,408.143 1,145 1,992 1,147 1,823
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 2019-04-01 $5.58 $0.00 38.4% 15.1% 19.6% 10.8% 0.0% 0.0% 9.6% 291 -89.4K -508 0.00 76.75 N/A N/A 0 0 687 460 2019-04-02 $5.61 $0.00 38.4% 15.8% 19.2% 10.9% 0.0% 0.0% 14.0% 28 -93.8K -503 0.00 57.06 N/A N/A 0 0 687 460 2019-04-03 $5.64 $0.00 38.3% 13.1% 19.1% 10.8% 0.0% 0.0% -5.5% -267 -101.7K -489 0.00 92.16 N/A N/A 2 0 687 460 2019-04-04 $5.62 $0.00 44.4% 15.3% 19.1% 16.5% 0.0% 0.0% 1.3% 237 -91.0K -500 0.00 53.57 N/A N/A 2 0 685 460 2019-04-05 $5.67 $0.00 39.1% 15.3% 19.0% 11.5% 0.0% 0.0% -2.0% -484 -102.9K -482 20.00 52.68 N/A N/A 2 40 685 460 2019-04-08 $5.68 $0.00 44.1% 13.0% 18.8% 16.2% 0.0% 0.0% 13.2% -564 -106.3K -467 0.00 62.92 N/A N/A 0 0 685 500 2019-04-09 $5.71 $0.00 49.6% 12.7% 18.9% 21.3% 0.0% 0.0% -2.7% -565 -109.3K -471 0.00 75.16 N/A N/A 0 0 685 495 2019-04-10 $5.68 $0.00 52.4% 15.0% 19.0% 24.0% 0.0% 0.0% -19.5% -318 -105.9K -469 0.00 92.00 N/A N/A 0 0 685 495 2019-04-11 $5.65 $5.00 44.8% 12.8% 19.1% 16.9% 55.3% 0.0% -7.7% -550 -100.4K -458 0.00 76.68 N/A N/A 482 0 686 495 2019-04-12 $5.66 $5.00 47.8% 13.7% 18.9% 19.7% 60.6% 0.0% -9.3% 2.4K -182.9K -1.2K 0.04 49.66 N/A N/A 484 20 1,167 495 2019-04-15 $5.65 $5.00 38.2% 11.0% 18.7% 10.7% 0.0% 0.0% 10.5% 1.1K -184.1K -1.1K 0.00 52.40 N/A N/A 0 0 1,165 485 2019-04-16 $5.65 $5.00 48.4% 13.9% 18.7% 20.3% 0.0% 0.0% -9.1% 1.2K -182.1K -1.1K 0.00 51.02 N/A N/A 0 0 1,165 485 2019-04-17 $5.69 $5.00 49.4% 14.2% 18.9% 21.2% 60.3% 0.0% -20.4% 888 -177.2K -1.0K 368.00 49.60 N/A N/A 1 368 1,141 485 2019-04-18 $5.65 $5.00 40.2% 11.5% 19.0% 12.5% 42.2% 0.0% 5.2% -1.6K -120.0K -1.3K 73.60 52.48 N/A N/A 5 368 1,141 851 2019-04-22 $5.65 $5.00 48.7% 14.0% 17.0% 20.5% 0.0% 0.0% -8.6% -1.7K -2.3K -1.3K 2.50 12.37 N/A N/A 4 10 631 783 2019-04-23 $5.65 $5.00 52.4% 15.0% 16.4% 24.0% 0.0% 0.0% -16.7% -1.7K -5.0K -1.4K 2.00 16.13 N/A N/A 5 10 636 793 2019-04-24 $5.68 $5.00 49.9% 14.3% 16.2% 21.6% 0.0% 0.0% -9.6% -1.7K -8.2K -1.3K 2.00 15.17 N/A N/A 5 10 636 793 2019-04-25 $5.65 $5.00 52.0% 14.9% 16.2% 23.6% 0.0% 0.0% -13.6% -1.9K -4.0K -1.3K 2.00 12.28 N/A N/A 5 10 636 793 2019-04-26 $5.64 $5.00 51.3% 14.7% 13.3% 23.0% 64.2% 0.0% -9.6% -1.9K -4.5K -1.3K 0.06 10.69 N/A N/A 158 10 636 793 2019-04-29 $5.63 $5.00 56.6% 16.2% 12.0% 27.9% 71.8% 0.0% -36.3% -445 -61.4K -1.4K 0.01 15.26 N/A N/A 240 2 788 793 2019-04-30 $5.62 $5.00 36.9% 10.6% 7.3% 9.4% 36.9% 0.0% -10.2% 28 -182.0K -1.3K 3.48 52.60 N/A N/A 65 226 1,028 795
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