HLIT Options History — February 2021

In February 2021, HLIT traded between $7.57 and $8.18. ATM implied volatility averaged 59.3%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 27.0% (HV 20d: 32.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.99.

Notable Days

2021-02-19: Highest Volume — 2,882 contracts
2021-02-19: Largest IV spike — 65.1% change
2021-02-01: Highest IV Rank — 73.2%
2021-02-01: Largest Expected Move — 23.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.81	$7.57	$8.18	$7.94	$7.88
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	59.3%	39.4%	80.8%	80.8%	74.9%
Expected Move	17.4%	12.9%	23.2%	23.2%	21.5%
HV 20d	32.3%	26.8%	36.9%	36.1%	31.8%
HV 60d	37.0%	35.6%	39.5%	39.5%	36.5%
IV Rank	44.4%	19.9%	73.2%	73.2%	62.7%
IV Percentile	56.5%	15.1%	94.4%	94.4%	87.7%
Term Structure	-4.9%	-32.4%	13.0%	1.1%	-7.6%
VWIV	70.3%	36.5%	131.9%	84.2%	131.9%
Skew 25d	12.0%	-26.9%	55.0%	12.8%	36.1%
Skew 10d	31.2%	-27.0%	102.8%	26.6%	76.1%
Call IV 25d	64.8%	36.5%	103.5%	58.5%	64.2%
Put IV 25d	76.7%	40.6%	100.6%	71.3%	100.3%
Bid-Ask Spread %	89.58	39.18	138.62	39.18	81.75
Gamma HHI	0.55	0.48	0.69	0.50	0.66
Net GEX	44.7K	21.1K	59.6K	21.1K	48.4K
Net DEX	-1.2M	-1.6M	-707.3K	-707.3K	-1.2M
Net VEX	-4.6K	-6.6K	-2.5K	-2.5K	-5.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.00	9.00	0.04	9.00
Total Volume	484.789	14	2,882	1,023	20
Total OI	5,540.737	2,710	6,836	2,710	6,321

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
2021-02-01	$7.94	$7.50	80.8%	23.2%	36.1%	73.2%	84.2%	12.8%	1.1%	21.1K	-707.3K	-2.5K	0.04	39.18	N/A	N/A	984	39	2,440	270
2021-02-02	$7.89	$7.50	57.6%	16.5%	35.4%	43.3%	60.6%	6.7%	-7.3%	32.0K	-922.1K	-2.8K	0.01	63.61	N/A	N/A	1,453	20	3,380	298
2021-02-03	$7.69	$7.50	52.1%	14.9%	36.9%	36.3%	51.0%	-1.7%	-1.1%	35.2K	-895.0K	-3.2K	0.01	57.23	N/A	N/A	203	2	4,263	295
2021-02-04	$7.64	$7.50	39.4%	12.9%	34.8%	19.9%	36.5%	55.0%	13.0%	36.2K	-929.3K	-3.4K	0.21	91.94	N/A	N/A	89	19	4,415	297
2021-02-05	$7.65	$7.50	55.4%	21.4%	33.3%	40.5%	67.0%	11.6%	-10.6%	35.5K	-1.1M	-4.1K	0.00	87.23	N/A	N/A	996	0	4,474	278
2021-02-08	$7.77	$7.50	53.0%	15.6%	33.8%	37.4%	53.3%	33.9%	7.9%	40.2K	-1.2M	-4.4K	0.41	83.36	N/A	N/A	103	42	5,220	278
2021-02-09	$7.99	$7.50	45.9%	13.8%	35.1%	28.3%	60.1%	3.5%	-4.5%	45.1K	-1.4M	-4.9K	0.02	87.83	N/A	N/A	227	5	5,296	412
2021-02-10	$7.88	$7.50	60.0%	17.2%	33.8%	46.4%	70.6%	0.6%	-16.0%	47.0K	-1.4M	-4.9K	0.00	96.41	N/A	N/A	189	0	5,374	417
2021-02-11	$7.80	$7.50	50.0%	14.3%	33.0%	33.6%	53.8%	4.7%	-25.2%	47.8K	-1.2M	-4.4K	0.99	106.41	N/A	N/A	81	80	5,363	417
2021-02-12	$7.57	$7.50	67.3%	19.3%	30.3%	55.8%	86.6%	21.8%	-6.9%	49.0K	-1.0M	-4.2K	3.19	94.83	N/A	N/A	21	67	5,401	497
2021-02-16	$7.58	$7.50	48.7%	14.0%	28.5%	31.9%	51.5%	51.4%	5.6%	59.6K	-1.1M	-4.2K	0.74	104.71	N/A	N/A	19	14	5,410	558
2021-02-17	$7.62	$7.50	50.2%	14.4%	26.8%	31.3%	62.3%	10.9%	-0.7%	50.1K	-1.1M	-4.2K	0.77	106.53	N/A	N/A	13	10	5,427	566
2021-02-18	$7.63	$7.50	45.6%	13.1%	26.9%	25.1%	0.0%	-9.8%	4.4%	56.5K	-1.1M	-3.9K	2.50	138.62	N/A	N/A	4	10	5,423	576
2021-02-19	$7.85	$7.50	75.2%	21.6%	28.8%	64.7%	112.0%	-26.9%	1.1%	32.5K	-1.4M	-4.4K	0.01	93.25	N/A	N/A	2,851	31	5,425	576
2021-02-22	$8.03	$7.50	59.6%	17.1%	29.9%	43.8%	45.3%	11.7%	-32.4%	57.5K	-1.5M	-6.5K	0.02	102.90	N/A	N/A	1,250	20	6,409	427
2021-02-23	$7.88	$7.50	62.2%	17.8%	30.5%	45.0%	89.3%	-2.1%	-14.2%	50.5K	-1.3M	-6.0K	0.00	99.95	N/A	N/A	75	0	5,848	447
2021-02-24	$8.18	$7.50	77.5%	22.2%	33.3%	66.3%	79.8%	4.1%	-11.9%	54.5K	-1.6M	-6.6K	0.98	79.13	N/A	N/A	56	55	5,916	447
2021-02-25	$7.94	$7.50	72.2%	20.7%	34.9%	59.0%	131.9%	2.9%	11.9%	49.6K	-1.6M	-6.6K	0.00	87.05	N/A	N/A	163	0	5,950	463
2021-02-26	$7.88	$7.50	74.9%	21.5%	31.8%	62.7%	0.0%	36.1%	-7.6%	48.4K	-1.2M	-5.7K	9.00	81.75	N/A	N/A	2	18	5,858	463