HLIT Options History — July 2022

In July 2022, HLIT traded between $8.57 and $10.94. ATM implied volatility averaged 69.5%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 35.6% (HV 20d: 33.9%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.06.

Notable Days

2022-07-06: Highest Volume — 1,428 contracts
2022-07-11: Largest IV spike — 120.1% change
2022-07-12: Highest IV Rank — 56.3%
2022-07-29: Largest Expected Move — 20.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.58	$8.57	$10.94	$8.57	$10.94
Max Pain	$7.63	$7.50	$10.00	$10.00	$7.50
ATM IV	69.5%	40.0%	130.9%	65.2%	72.9%
Expected Move	16.9%	11.5%	20.9%	18.7%	20.9%
HV 20d	33.9%	27.2%	41.1%	38.0%	31.8%
HV 60d	47.7%	40.6%	48.9%	47.9%	40.6%
IV Rank	22.5%	6.3%	56.3%	20.2%	24.4%
IV Percentile	62.0%	3.2%	99.2%	67.5%	83.7%
Term Structure	-5.5%	-56.4%	11.9%	-56.4%	-10.1%
VWIV	58.5%	39.5%	72.2%	54.6%	72.2%
Skew 25d	4.0%	-14.5%	41.3%	-14.5%	8.0%
Skew 10d	11.1%	-9.7%	83.5%	-4.6%	14.2%
Call IV 25d	69.7%	55.7%	140.3%	56.2%	65.6%
Put IV 25d	73.7%	41.7%	181.6%	41.7%	73.6%
Bid-Ask Spread %	98.89	88.52	106.06	96.50	96.87
Gamma HHI	0.37	0.34	0.44	0.40	0.34
Net GEX	15.6K	9.0K	23.6K	9.0K	22.6K
Net DEX	-606.2K	-1.0M	-340.1K	-340.1K	-1.0M
Net VEX	-3.1K	-3.9K	-2.6K	-2.6K	-3.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.03	0.08	0.04	0.06
Total Volume	902.9	707	1,428	1,410	747
Total OI	2,240.05	2,071	2,522	2,283	2,178

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
2022-07-01	$8.57	$10.00	65.2%	18.7%	38.0%	20.2%	54.6%	-14.5%	-56.4%	9.0K	-340.1K	-2.6K	0.04	96.50	N/A	N/A	1,351	59	2,158	125
2022-07-05	$8.61	$7.50	85.4%	17.6%	37.8%	31.3%	64.5%	41.3%	-6.3%	10.0K	-389.1K	-2.7K	0.04	106.06	N/A	N/A	1,351	50	2,165	120
2022-07-06	$8.65	$7.50	114.7%	20.8%	37.7%	47.4%	55.9%	3.0%	-0.5%	10.7K	-385.3K	-2.7K	0.03	105.36	N/A	N/A	1,381	47	2,166	120
2022-07-07	$8.91	$7.50	56.7%	16.1%	39.5%	15.5%	56.9%	-1.5%	-2.3%	11.9K	-418.8K	-2.8K	0.05	93.24	N/A	N/A	882	47	2,206	119
2022-07-08	$9.16	$7.50	55.0%	15.9%	41.0%	14.5%	56.0%	2.3%	-2.4%	13.2K	-447.3K	-2.8K	0.06	97.67	N/A	N/A	853	47	2,207	119
2022-07-11	$9.07	$7.50	121.0%	14.3%	41.1%	50.8%	64.0%	-0.6%	-4.2%	10.3K	-410.0K	-2.7K	0.06	88.52	N/A	N/A	838	47	2,220	119
2022-07-12	$8.91	$7.50	130.9%	17.2%	38.1%	56.3%	63.7%	-2.8%	-4.7%	9.5K	-392.2K	-2.7K	0.06	99.05	N/A	N/A	838	47	2,222	119
2022-07-13	$9.11	$7.50	47.6%	13.7%	31.5%	10.5%	43.9%	3.2%	2.6%	10.3K	-446.9K	-2.7K	0.05	102.71	N/A	N/A	1,037	47	2,223	119
2022-07-14	$9.18	$7.50	46.5%	13.3%	31.4%	9.9%	54.9%	2.4%	2.4%	14.3K	-480.5K	-2.9K	0.06	96.50	N/A	N/A	842	47	2,403	119
2022-07-15	$9.41	$7.50	57.0%	16.4%	32.0%	15.7%	56.9%	-2.2%	2.8%	15.0K	-562.3K	-3.2K	0.08	92.29	N/A	N/A	847	65	2,403	111
2022-07-18	$9.29	$7.50	56.6%	16.2%	27.2%	15.5%	53.0%	1.6%	0.5%	15.3K	-518.8K	-3.0K	0.06	103.97	N/A	N/A	687	43	1,974	97
2022-07-19	$9.70	$7.50	40.0%	11.5%	30.1%	6.3%	39.5%	0.8%	7.0%	20.3K	-629.2K	-3.1K	0.06	99.37	N/A	N/A	664	43	2,006	97
2022-07-20	$9.95	$7.50	61.3%	17.6%	30.7%	18.0%	57.5%	-6.9%	-10.3%	18.2K	-698.2K	-3.3K	0.06	102.65	N/A	N/A	673	43	2,006	98
2022-07-21	$10.34	$7.50	55.8%	16.0%	31.0%	15.0%	57.6%	5.4%	-9.0%	20.4K	-854.3K	-3.8K	0.06	99.08	N/A	N/A	694	43	2,041	98
2022-07-22	$10.29	$7.50	71.4%	20.5%	30.5%	23.6%	64.5%	17.7%	-2.7%	18.7K	-817.3K	-3.7K	0.06	105.71	N/A	N/A	708	43	2,014	98
2022-07-25	$10.07	$7.50	63.1%	18.1%	32.3%	19.0%	65.1%	6.2%	-6.5%	19.7K	-734.3K	-3.4K	0.06	90.32	N/A	N/A	703	43	2,034	98
2022-07-26	$10.10	$7.50	66.9%	19.2%	31.6%	21.1%	67.8%	6.4%	-13.7%	18.9K	-718.6K	-3.3K	0.06	94.48	N/A	N/A	693	43	2,029	98
2022-07-27	$10.52	$7.50	60.7%	17.4%	32.3%	17.7%	60.0%	11.8%	-8.9%	20.7K	-913.8K	-3.6K	0.06	102.99	N/A	N/A	678	43	2,033	98
2022-07-28	$10.78	$7.50	61.2%	17.5%	31.8%	18.0%	60.6%	-1.5%	11.9%	23.6K	-937.8K	-3.7K	0.06	104.44	N/A	N/A	701	43	2,043	98
2022-07-29	$10.94	$7.50	72.9%	20.9%	31.8%	24.4%	72.2%	8.0%	-10.1%	22.6K	-1.0M	-3.9K	0.06	96.87	N/A	N/A	703	44	2,080	98