HLIT Options History — January 2021 In January 2021, HLIT traded between $7.30 and $8.22. ATM implied volatility averaged 56.3%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 16.7% (HV 20d: 39.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.30.
Notable Days 2021-01-19 : Highest Volume — 551 contracts2021-01-13 : Largest IV spike — 72.4% change2021-01-29 : Highest IV Rank — 72.7%2021-01-29 : Largest Expected Move — 23.1%Monthly Statistics Metric Avg Min Max Open Close Price $7.89 $7.30 $8.22 $7.30 $7.78 Max Pain $5.66 $5.00 $7.50 $5.00 $5.00 ATM IV 56.3% 32.6% 80.4% 47.7% 80.4% Expected Move 18.1% 16.3% 23.1% 17.3% 23.1% HV 20d 39.6% 32.3% 46.8% 41.0% 35.8% HV 60d 43.4% 40.2% 45.7% 45.7% 40.8% IV Rank 41.7% 11.2% 72.7% 30.6% 72.7% IV Percentile 53.1% 4.8% 94.4% 33.7% 94.4% Term Structure -7.2% -27.9% 5.0% -7.3% -27.9% VWIV 61.6% 50.8% 103.9% 56.3% 63.5% Skew 25d 13.5% -2.5% 30.1% 5.7% 5.6% Skew 10d 22.5% 10.0% 39.9% 10.0% 16.9% Call IV 25d 49.4% 39.6% 66.8% 45.4% 61.8% Put IV 25d 62.9% 51.1% 76.2% 51.1% 67.4% Bid-Ask Spread % 68.42 37.29 88.74 58.21 75.74 Gamma HHI 0.72 0.47 0.96 0.94 0.49 Net GEX 21.8K 8.9K 39.9K 28.1K 19.7K Net DEX -910.1K -1.4M -546.2K -820.5K -667.8K Net VEX -1.8K -2.5K -1.4K -1.5K -2.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.00 4.44 4.44 0.20 Total Volume 148.105 14 551 136 102 Total OI 2,160.316 1,296 2,655 2,126 2,655
Daily Data (19 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 2021-01-04 $7.30 $5.00 47.7% 17.3% 41.0% 30.6% 56.3% 5.7% -7.3% 28.1K -820.5K -1.5K 4.44 58.21 N/A N/A 25 111 1,976 150 2021-01-05 $7.32 $5.00 46.1% 17.2% 39.8% 28.5% 60.0% 7.6% -8.5% 30.1K -837.0K -1.5K 0.00 58.02 N/A N/A 14 0 1,970 260 2021-01-06 $7.59 $5.00 43.5% 16.4% 41.6% 25.2% 57.3% 10.3% -6.1% 34.2K -1.0M -1.5K 0.00 37.29 N/A N/A 234 0 1,981 260 2021-01-07 $7.80 $5.00 43.7% 17.1% 42.4% 25.5% 59.6% 16.9% -8.8% 35.5K -1.2M -1.5K 0.00 60.49 N/A N/A 38 0 2,082 260 2021-01-08 $7.78 $5.00 32.6% 16.3% 39.9% 11.2% 56.9% 20.5% -5.1% 36.4K -1.2M -1.5K 0.37 73.83 N/A N/A 68 25 2,079 260 2021-01-11 $7.73 $7.50 39.4% 17.1% 40.1% 20.0% 59.6% 20.7% -9.0% 39.9K -1.2M -1.5K 0.03 75.05 N/A N/A 229 6 2,096 285 2021-01-12 $7.97 $7.50 33.6% 17.0% 41.0% 12.5% 59.5% 21.5% -7.8% 14.1K -1.3M -1.4K 0.03 88.74 N/A N/A 120 4 2,081 291 2021-01-13 $7.79 $7.50 57.9% 16.6% 42.3% 43.8% 61.4% 18.5% -6.8% 35.4K -1.2M -1.5K 0.50 76.57 N/A N/A 20 10 2,067 295 2021-01-14 $8.14 $7.50 61.7% 17.7% 44.5% 48.6% 64.0% -2.5% -5.8% 8.9K -1.4M -1.4K 0.00 57.00 N/A N/A 176 0 2,070 305 2021-01-15 $7.89 $7.50 59.2% 17.0% 46.4% 45.4% 55.0% 22.3% -5.9% 9.1K -1.3M -1.4K 0.00 75.14 N/A N/A 78 0 2,081 305 2021-01-19 $8.09 $5.00 63.5% 18.2% 46.8% 50.9% 50.8% 22.1% -6.6% 9.3K -546.2K -1.4K 0.00 76.04 N/A N/A 550 1 1,048 248 2021-01-20 $8.06 $5.00 61.3% 17.6% 46.6% 48.0% 61.3% 2.9% -5.9% 15.1K -635.2K -2.0K 0.00 68.04 N/A N/A 50 0 1,575 248 2021-01-21 $8.14 $5.00 63.2% 18.1% 36.5% 50.6% 63.2% 21.9% -6.7% 14.9K -666.8K -2.0K 0.03 76.89 N/A N/A 65 2 1,588 248 2021-01-22 $8.07 $5.00 64.4% 18.5% 33.1% 52.1% 0.0% 4.4% -7.5% 15.4K -653.4K -2.1K 0.00 59.13 N/A N/A 15 0 1,642 250 2021-01-25 $8.12 $5.00 68.4% 19.6% 33.1% 57.2% 53.0% 30.1% -9.8% 15.4K -665.2K -2.1K 0.00 60.10 N/A N/A 15 0 1,642 250 2021-01-26 $8.20 $5.00 69.2% 19.8% 33.1% 58.2% 67.1% 6.4% -5.1% 15.6K -696.4K -2.2K 0.00 52.20 N/A N/A 208 0 1,649 250 2021-01-27 $8.22 $5.00 70.9% 20.3% 32.3% 60.5% 103.9% 12.1% 5.0% 17.0K -724.0K -2.3K 0.01 86.18 N/A N/A 497 3 1,814 250 2021-01-28 $7.89 $5.00 63.2% 18.1% 35.3% 50.5% 55.8% 9.3% -0.3% 19.1K -665.9K -2.4K 0.02 85.28 N/A N/A 145 3 2,283 252 2021-01-29 $7.78 $5.00 80.4% 23.1% 35.8% 72.7% 63.5% 5.6% -27.9% 19.7K -667.8K -2.5K 0.20 75.74 N/A N/A 85 17 2,402 253
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