HLIT Options History — July 2020 In July 2020, HLIT traded between $4.65 and $5.86. ATM implied volatility averaged 58.0%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 16.4% (HV 20d: 41.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 8.81.
Notable Days 2020-07-06 : Highest Volume — 210 contracts2020-07-09 : Largest IV spike — 49.2% change2020-07-31 : Highest IV Rank — 66.4%2020-07-31 : Largest Expected Move — 21.7%Monthly Statistics Metric Avg Min Max Open Close Price $5.10 $4.65 $5.86 $4.74 $5.51 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 58.0% 31.3% 75.5% 31.3% 75.5% Expected Move 17.5% 9.0% 21.7% 9.0% 21.7% HV 20d 41.5% 35.2% 50.0% 48.8% 48.1% HV 60d 54.1% 45.4% 60.6% 60.6% 48.5% IV Rank 43.8% 9.4% 66.4% 9.4% 66.4% IV Percentile 65.1% 7.1% 91.3% 7.1% 91.3% Term Structure -4.0% -20.0% 32.1% 32.1% -20.0% VWIV 60.1% 31.5% 75.7% 31.5% 75.7% Skew 25d 11.4% -5.5% 50.0% 50.0% -2.8% Skew 10d 15.0% -30.4% 38.5% 4.6% 5.8% Call IV 25d 49.2% 31.9% 99.2% 31.9% 59.3% Put IV 25d 60.6% 50.7% 93.7% 81.9% 56.5% Bid-Ask Spread % 81.62 19.03 142.55 101.39 32.61 Gamma HHI 0.61 0.48 0.83 0.82 0.57 Net GEX 1.2K 270 2.8K 363 2.1K Net DEX -28.0K -171.7K 63.1K 41.0K -121.0K Net VEX -322 -468 -209 -209 -468 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 8.81 0.00 85.00 0.01 0.00 Total Volume 55.636 0 210 107 1 Total OI 1,018.955 454 1,471 1,264 774
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 2020-07-01 $4.74 $5.00 31.3% 9.0% 48.8% 9.4% 31.5% 50.0% 32.1% 363 41.0K -209 0.01 101.39 N/A N/A 106 1 1,078 186 2020-07-02 $4.85 $5.00 40.9% 11.7% 50.0% 21.8% 40.9% 2.4% 20.5% 1.1K -1.2K -326 0.00 99.32 N/A N/A 5 0 1,171 186 2020-07-06 $4.96 $5.00 45.8% 17.3% 49.6% 28.2% 60.3% -5.5% -7.8% 1.1K -14.6K -319 0.30 142.55 N/A N/A 161 49 1,173 181 2020-07-07 $4.77 $5.00 51.4% 18.0% 49.5% 35.4% 62.6% 8.0% -10.5% 1.1K 416 -297 0.00 136.09 N/A N/A 0 58 1,177 181 2020-07-08 $4.67 $5.00 34.4% 18.7% 48.2% 13.5% 0.0% 7.4% -11.0% 1.1K 31.6K -251 0.00 137.09 N/A N/A 0 1 1,177 181 2020-07-09 $4.65 $5.00 51.3% 18.3% 43.5% 35.2% 0.0% 4.6% -12.3% 1.1K 24.6K -252 0.00 139.54 N/A N/A 2 0 1,177 180 2020-07-10 $4.76 $5.00 54.9% 17.6% 35.6% 39.8% 0.0% 8.8% -9.3% 1.2K 6.9K -283 0.00 139.92 N/A N/A 0 0 1,179 180 2020-07-13 $4.70 $5.00 60.7% 18.0% 35.7% 47.3% 0.0% 11.8% -3.8% 1.1K 19.6K -256 0.00 125.81 N/A N/A 1 0 1,179 180 2020-07-14 $4.69 $5.00 69.5% 17.5% 35.2% 58.6% 61.2% 6.7% -7.4% 1.2K 23.8K -238 6.50 103.58 N/A N/A 10 65 1,180 180 2020-07-15 $4.85 $5.00 61.4% 17.6% 37.4% 48.3% 61.4% 20.8% -11.3% 688 13.6K -297 1.73 101.89 N/A N/A 66 114 1,186 245 2020-07-16 $4.83 $5.00 54.0% 15.5% 37.3% 38.7% 54.0% 24.1% 4.5% 683 22.8K -287 0.00 95.25 N/A N/A 0 33 1,193 245 2020-07-17 $4.88 $5.00 60.7% 17.4% 37.6% 47.3% 0.0% 16.4% -7.9% 288 63.1K -291 85.00 20.58 N/A N/A 2 170 1,193 278 2020-07-20 $4.96 $5.00 61.6% 17.7% 38.2% 48.5% 61.6% 14.9% -5.7% 270 -2.3K -292 0.00 19.03 N/A N/A 12 0 300 154 2020-07-21 $5.04 $5.00 55.6% 15.9% 38.0% 40.7% 55.6% 18.1% 0.3% 346 -8.3K -299 0.00 35.18 N/A N/A 4 0 310 154 2020-07-22 $5.26 $5.00 61.6% 17.6% 40.8% 48.4% 61.6% 16.6% -6.4% 532 -23.0K -315 0.00 46.86 N/A N/A 9 0 313 154 2020-07-23 $5.59 $5.00 71.6% 20.5% 40.5% 61.3% 71.4% 2.0% -13.4% 791 -42.4K -328 0.02 19.12 N/A N/A 122 2 314 154 2020-07-24 $5.54 $5.00 59.9% 17.2% 39.3% 46.3% 59.6% 17.3% -1.8% 1.7K -78.3K -350 0.00 79.23 N/A N/A 132 0 405 156 2020-07-27 $5.62 $5.00 72.8% 20.9% 38.9% 62.8% 0.0% 15.2% -14.1% 2.6K -126.2K -427 0.00 64.03 N/A N/A 4 0 527 156 2020-07-28 $5.52 $5.00 72.1% 20.7% 37.9% 61.9% 72.2% 1.6% -13.4% 2.6K -121.0K -437 0.00 56.56 N/A N/A 6 0 527 156 2020-07-29 $5.86 $5.00 65.4% 18.7% 42.0% 53.3% 0.0% 9.1% 7.2% 2.7K -152.6K -438 0.00 60.38 N/A N/A 22 0 532 156 2020-07-30 $5.85 $5.00 62.7% 18.0% 41.5% 49.9% 71.4% 2.4% 2.5% 2.8K -171.7K -421 65.00 39.61 N/A N/A 1 65 553 156 2020-07-31 $5.51 $5.00 75.5% 21.7% 48.1% 66.4% 75.7% -2.8% -20.0% 2.1K -121.0K -468 0.00 32.61 N/A N/A 1 0 553 221
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