HLIT Options History — June 2020 In June 2020, HLIT traded between $4.60 and $5.85. ATM implied volatility averaged 53.4%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 4.0% (HV 20d: 49.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.14.
Notable Days 2020-06-15 : Highest Volume — 379 contracts2020-06-04 : Largest IV spike — 58.6% change2020-06-08 : Highest IV Rank — 53.8%2020-06-11 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.14 $4.60 $5.85 $5.31 $4.79 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 53.4% 33.4% 65.7% 37.8% 51.5% Expected Move 15.2% 9.6% 18.8% 10.8% 14.8% HV 20d 49.4% 46.8% 55.9% 47.3% 50.2% HV 60d 65.9% 60.9% 72.2% 72.2% 61.3% IV Rank 38.0% 12.2% 53.8% 17.8% 35.5% IV Percentile 59.4% 15.9% 78.6% 33.3% 56.3% Term Structure 5.5% -5.9% 30.6% 9.3% 11.8% VWIV 53.5% 36.3% 63.1% 36.3% 41.0% Skew 25d 19.2% -4.8% 51.8% 21.6% 22.7% Skew 10d 35.8% -17.8% 66.1% 47.6% 22.1% Call IV 25d 50.7% 33.5% 66.0% 49.2% 60.7% Put IV 25d 70.0% 50.0% 94.7% 70.8% 83.3% Bid-Ask Spread % 67.89 25.28 106.42 91.22 57.53 Gamma HHI 0.60 0.43 0.94 0.46 0.71 Net GEX 2.6K -529 14.6K 1.4K 381 Net DEX -18.2K -64.6K 41.6K -22.6K 24.9K Net VEX -257 -373 -204 -223 -231 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.00 10.00 1.50 0.00 Total Volume 66.773 0 379 15 0 Total OI 1,638.727 1,230 2,045 1,716 1,264
Daily Data (22 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 2020-06-01 $5.31 $5.00 37.8% 10.8% 47.3% 17.8% 36.3% 21.6% 9.3% 1.4K -22.6K -223 1.50 91.22 N/A N/A 6 9 1,498 218 2020-06-02 $5.33 $5.00 54.6% 15.7% 47.1% 39.5% 55.1% 5.8% -1.0% 1.6K -24.0K -223 0.00 30.89 N/A N/A 17 0 1,499 209 2020-06-03 $5.47 $5.00 33.4% 9.6% 48.1% 12.2% 0.0% 1.6% 18.5% 1.7K -48.7K -209 0.00 25.28 N/A N/A 5 0 1,516 209 2020-06-04 $5.43 $5.00 52.9% 14.2% 47.9% 37.3% 49.1% 13.3% 7.5% 1.8K -40.4K -221 1.22 80.16 N/A N/A 95 116 1,521 209 2020-06-05 $5.58 $5.00 49.4% 16.2% 49.0% 32.8% 0.0% 14.2% -3.1% 2.0K -44.1K -243 0.00 45.54 N/A N/A 12 0 1,505 209 2020-06-08 $5.72 $5.00 65.7% 15.7% 46.9% 53.8% 54.8% 13.4% 0.1% 2.0K -56.6K -240 0.00 41.47 N/A N/A 2 0 1,517 209 2020-06-09 $5.85 $5.00 63.1% 16.7% 46.8% 50.5% 58.0% 17.3% -3.0% 2.0K -64.6K -246 2.80 38.85 N/A N/A 5 14 1,518 209 2020-06-10 $5.47 $5.00 52.5% 15.1% 50.3% 36.8% 52.3% -2.3% 2.7% 1.5K -41.3K -223 0.00 106.42 N/A N/A 55 0 1,519 223 2020-06-11 $5.05 $5.00 65.6% 18.8% 55.9% 53.6% 0.0% 25.7% -5.9% 1.6K -16.3K -275 0.00 104.82 N/A N/A 2 0 1,564 223 2020-06-12 $4.99 $5.00 60.9% 17.4% 55.5% 47.5% 60.8% 37.5% -5.2% 1.9K -9.7K -253 10.00 79.25 N/A N/A 1 10 1,566 223 2020-06-15 $5.05 $5.00 63.1% 18.1% 55.5% 50.4% 63.1% 38.8% -5.5% 1.8K -16.8K -254 1.22 92.68 N/A N/A 171 208 1,567 223 2020-06-16 $5.10 $5.00 58.7% 16.8% 50.5% 44.7% 58.8% 22.4% -2.9% 5.3K -52.0K -373 0.00 98.96 N/A N/A 171 0 1,734 311 2020-06-17 $5.11 $5.00 55.8% 16.0% 50.1% 41.0% 61.5% 14.3% -0.8% 8.1K -56.0K -338 0.00 43.70 N/A N/A 25 0 1,725 311 2020-06-18 $5.09 $5.00 54.8% 15.7% 48.9% 39.8% 0.0% -4.8% 4.6% 9.7K -53.6K -323 0.00 68.38 N/A N/A 2 0 1,700 309 2020-06-19 $5.07 $5.00 53.8% 15.4% 48.9% 38.4% 53.8% 18.9% 4.8% 14.6K -58.9K -302 1.89 38.55 N/A N/A 37 70 1,698 309 2020-06-22 $4.97 $5.00 50.4% 14.4% 47.8% 34.0% 50.4% 12.7% 8.7% -529 25.4K -277 0.00 56.06 N/A N/A 12 0 1,034 225 2020-06-23 $4.99 $5.00 51.3% 14.7% 47.6% 35.2% 50.9% 20.0% 9.3% -363 18.5K -285 1.88 64.70 N/A N/A 104 196 1,044 225 2020-06-24 $4.74 $5.00 44.1% 12.7% 48.7% 26.0% 56.2% 16.6% 28.8% -330 41.0K -253 0.00 99.16 N/A N/A 0 40 1,044 225 2020-06-25 $4.63 $5.00 38.3% 11.0% 47.5% 18.6% 41.0% 51.8% 30.6% 7 41.6K -204 2.38 54.89 N/A N/A 21 50 1,044 186 2020-06-26 $4.60 $5.00 60.0% 17.2% 46.9% 46.4% 0.0% 33.2% 6.7% 309 33.7K -219 0.00 103.55 N/A N/A 8 0 1,065 186 2020-06-29 $4.81 $5.00 58.0% 16.6% 50.3% 43.8% 0.0% 28.6% 5.0% 360 19.2K -235 0.00 71.62 N/A N/A 5 0 1,073 186 2020-06-30 $4.79 $5.00 51.5% 14.8% 50.2% 35.5% 0.0% 22.7% 11.8% 381 24.9K -231 0.00 57.53 N/A N/A 0 0 1,078 186
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