HLIT Options History — June 2019 In June 2019, HLIT traded between $5.11 and $5.74. ATM implied volatility averaged 35.5%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 0.1% (HV 20d: 35.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.07.
Notable Days 2019-06-06 : Highest Volume — 47 contracts2019-06-28 : Largest IV spike — 44.3% change2019-06-28 : Highest IV Rank — 28.1%2019-06-28 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $5.45 $5.11 $5.74 $5.11 $5.62 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 35.5% 28.9% 45.7% 40.6% 45.7% Expected Move 10.1% 8.3% 13.1% 11.6% 13.1% HV 20d 35.4% 19.2% 43.5% 19.2% 42.5% HV 60d 24.6% 17.5% 28.6% 17.5% 27.7% IV Rank 12.8% 3.2% 28.1% 20.2% 28.1% IV Percentile 24.0% 1.2% 63.9% 45.6% 63.9% Term Structure 9.8% -2.0% 21.7% -2.0% 15.5% VWIV 38.5% 27.3% 48.5% 28.4% 37.2% Bid-Ask Spread % 58.95 15.22 108.61 97.79 50.89 Gamma HHI 0.65 0.51 0.79 0.74 0.63 Net GEX -7.1K -12.2K -2.0K -8.9K -6.8K Net DEX 19.8K -78.7K 146.5K 141.9K -2.1K Net VEX -872 -1.1K -616 -1.1K -787 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.07 0.00 3.70 3.70 0.18 Total Volume 12.6 0 47 0 13 Total OI 1,822.65 1,782 1,860 1,790 1,785
Daily Data (20 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 2019-06-03 $5.11 $5.00 40.6% 11.6% 19.2% 20.2% 0.0% 0.0% -2.0% -8.9K 141.9K -1.1K 0.00 97.79 N/A N/A 0 0 762 1,028 2019-06-04 $5.29 $5.00 35.3% 10.1% 23.9% 12.4% 0.0% 0.0% -0.9% -9.3K 77.6K -1.1K 0.00 77.76 N/A N/A 0 37 762 1,028 2019-06-05 $5.40 $5.00 32.1% 9.2% 25.5% 7.8% 0.0% 0.0% 10.1% -7.5K 57.7K -1.1K 0.00 76.12 N/A N/A 0 37 762 1,065 2019-06-06 $5.34 $5.00 31.6% 9.8% 24.8% 7.1% 28.4% 0.0% 7.8% -9.5K 70.9K -1.1K 3.70 108.61 N/A N/A 10 37 772 1,065 2019-06-07 $5.44 $5.00 36.6% 9.8% 25.8% 14.3% 27.3% 0.0% 4.9% -8.3K 48.9K -1.0K 3.70 106.86 N/A N/A 10 37 772 1,065 2019-06-10 $5.19 $5.00 37.7% 9.9% 30.1% 16.0% 0.0% 0.0% 0.6% -9.3K 119.0K -1.1K 0.00 107.72 N/A N/A 0 0 772 1,065 2019-06-11 $5.17 $5.00 42.3% 12.2% 30.1% 22.6% 0.0% 0.0% 5.8% -10.8K 123.6K -1.0K 0.00 23.26 N/A N/A 0 0 772 1,065 2019-06-12 $5.11 $5.00 42.4% 12.2% 29.2% 22.8% 0.0% 0.0% 5.8% -11.5K 146.5K -987 0.00 27.81 N/A N/A 0 0 772 1,065 2019-06-13 $5.11 $5.00 40.6% 11.6% 27.7% 20.5% 0.0% 0.0% 7.9% -12.2K 139.7K -973 0.00 24.04 N/A N/A 0 0 772 1,065 2019-06-14 $5.56 $5.00 31.8% 9.1% 42.0% 7.3% 35.3% 0.0% 12.1% -7.1K -29.4K -848 0.00 17.68 N/A N/A 8 0 772 1,065 2019-06-17 $5.54 $5.00 40.5% 11.6% 41.7% 20.3% 0.0% 0.0% 13.6% -6.9K 19.7K -942 0.00 33.01 N/A N/A 6 0 780 1,066 2019-06-18 $5.73 $5.00 31.6% 9.1% 42.9% 7.2% 0.0% 0.0% 11.5% -2.0K -78.7K -684 0.00 75.90 N/A N/A 6 0 786 1,066 2019-06-19 $5.74 $5.00 34.4% 9.9% 42.9% 11.3% 46.3% 0.0% 8.2% -2.7K -77.7K -769 0.07 51.60 N/A N/A 14 1 786 1,066 2019-06-20 $5.71 $5.00 33.3% 9.6% 42.6% 9.7% 48.5% 0.0% 10.0% -2.6K -77.5K -750 0.07 51.07 N/A N/A 14 1 794 1,066 2019-06-21 $5.61 $5.00 28.9% 8.3% 43.1% 3.2% 46.2% 0.0% 16.2% -4.0K -61.6K -649 0.07 76.38 N/A N/A 14 1 794 1,066 2019-06-24 $5.54 $5.00 30.0% 8.6% 43.5% 4.7% 0.0% 0.0% 21.7% -6.0K -51.8K -649 0.00 52.51 N/A N/A 0 0 770 1,012 2019-06-25 $5.58 $5.00 32.3% 9.2% 43.5% 8.1% 0.0% 0.0% 15.4% -5.1K -57.7K -696 0.00 52.34 N/A N/A 0 0 770 1,012 2019-06-26 $5.56 $5.00 30.7% 8.8% 43.0% 5.7% 0.0% 0.0% 15.5% -5.0K -59.1K -616 2.00 15.22 N/A N/A 1 2 771 1,012 2019-06-27 $5.55 $5.00 31.7% 9.1% 43.0% 7.2% 0.0% 0.0% 16.0% -5.5K -54.2K -627 2.00 52.51 N/A N/A 1 2 771 1,014 2019-06-28 $5.62 $5.00 45.7% 13.1% 42.5% 28.1% 37.2% 0.0% 15.5% -6.8K -2.1K -787 0.18 50.89 N/A N/A 11 2 771 1,014
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