HIVE Options History — May 2014 In May 2014, HIVE traded between $48.35 and $49.80. ATM implied volatility averaged 51.7%. The 30-day expected move averaged 14.8%. Net GEX was positive for 1 of 3 trading days. Term structure was in contango for 3 of 3 days. Put/call ratio averaged 0.00.
Notable Days 2014-05-30 : Highest Volume — 4 contracts2014-05-29 : Largest IV spike — 3.5% change2014-05-30 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $49.02 $48.35 $49.80 $48.35 $49.80 ATM IV 51.7% 50.1% 53.3% 50.1% 53.3% Expected Move 14.8% 14.4% 15.3% 14.4% 15.3% Term Structure 1.9% 0.8% 2.7% 2.3% 0.8% VWIV 52.8% 52.8% 52.8% 52.8% 52.8% Bid-Ask Spread % 121.71 116.79 129.53 129.53 116.79 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 7 0 20 0 20 Net DEX -165 -495 0 0 -495 Net VEX -0 -1 0 0 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.333 0 4 0 4 Total OI 0 0 0 0 0
Daily Data (3 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 2014-05-28 $48.35 $0.00 50.1% 14.4% 0.0% 0.0% 0.0% 0.0% 2.3% 0 0 0 0.00 129.53 N/A N/A 0 0 0 0 2014-05-29 $48.90 $0.00 51.8% 14.9% 0.0% 0.0% 0.0% 0.0% 2.7% 0 0 0 0.00 118.81 N/A N/A 0 0 0 0 2014-05-30 $49.80 $0.00 53.3% 15.3% 0.0% 0.0% 52.8% 0.0% 0.8% 20 -495 -1 0.00 116.79 N/A N/A 4 0 0 0
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