HIVE Options History — June 2014 In June 2014, HIVE traded between $40.85 and $51.10. ATM implied volatility averaged 53.7%. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 18.6% (HV 20d: 35.1%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-06-06 : Highest Volume — 2 contracts2014-06-11 : Largest IV spike — 30.3% change2014-06-30 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $46.43 $40.85 $51.10 $49.50 $41.10 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 53.7% 45.3% 65.3% 55.3% 65.3% Expected Move 15.3% 13.1% 18.7% 15.9% 18.7% HV 20d 35.1% 32.1% 39.5% 33.9% 39.5% Term Structure -1.8% -12.2% 8.9% -1.0% 1.6% VWIV 52.0% 52.0% 52.0% 52.0% 52.0% Skew 25d -0.5% -21.9% 9.4% 6.8% -21.9% Skew 10d 15.5% 4.8% 21.1% 21.1% 4.8% Call IV 25d 50.3% 43.5% 71.5% 46.6% 71.5% Put IV 25d 49.8% 40.3% 53.5% 53.5% 49.5% Bid-Ask Spread % 122.25 105.79 131.92 125.10 128.18 Gamma HHI 0.76 0.50 1.00 1.00 0.57 Net GEX 501 83 1.2K 686 196 Net DEX -8.4K -21.3K -1.4K -10.9K -2.9K Net VEX -41 -55 -20 -21 -43 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 0.333 0 2 0 1 Total OI 6.667 5 10 5 6
Daily Data (21 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 2014-06-02 $49.50 $50.00 55.3% 15.9% 0.0% 0.0% 0.0% 0.0% -1.0% 686 -10.9K -21 0.00 125.10 N/A N/A 0 0 5 0 2014-06-03 $49.15 $50.00 52.5% 15.1% 0.0% 0.0% 0.0% 0.0% 6.5% 648 -10.8K -20 0.00 128.11 N/A N/A 0 0 5 0 2014-06-04 $49.60 $50.00 55.6% 15.9% 0.0% 0.0% 0.0% 0.0% 4.0% 648 -11.5K -20 0.00 131.92 N/A N/A 0 0 5 0 2014-06-05 $50.00 $50.00 52.3% 15.0% 0.0% 0.0% 0.0% 0.0% 0.1% 819 -11.8K -20 0.00 131.73 N/A N/A 1 0 5 0 2014-06-06 $50.60 $50.00 59.6% 16.1% 0.0% 0.0% 0.0% 0.0% 1.6% 870 -14.5K -36 0.00 105.79 N/A N/A 2 0 6 0 2014-06-09 $51.10 $50.00 54.4% 14.7% 0.0% 0.0% 0.0% 0.0% -1.6% 1.1K -21.3K -54 0.00 118.81 N/A N/A 0 0 7 0 2014-06-10 $49.45 $50.00 45.3% 14.9% 0.0% 0.0% 52.0% 0.0% -1.6% 1.2K -16.9K -51 0.00 111.04 N/A N/A 0 1 7 0 2014-06-11 $48.85 $50.00 59.0% 15.2% 0.0% 0.0% 0.0% 0.0% -3.6% 856 -13.8K -55 0.00 123.03 N/A N/A 0 0 7 1 2014-06-12 $47.80 $50.00 52.8% 15.1% 0.0% 0.0% 0.0% 0.0% -2.1% 777 -11.7K -52 0.00 121.40 N/A N/A 0 0 7 1 2014-06-13 $48.50 $50.00 53.3% 15.3% 0.0% 0.0% 0.0% 0.0% -3.8% 833 -13.0K -53 0.00 121.25 N/A N/A 0 0 7 1 2014-06-16 $45.65 $50.00 49.1% 14.1% 0.0% 0.0% 0.0% 0.0% 2.3% 551 -8.5K -44 0.00 124.89 N/A N/A 0 0 7 1 2014-06-17 $45.10 $50.00 48.2% 13.8% 0.0% 0.0% 0.0% 0.0% -3.9% 84 -2.2K -34 0.00 124.36 N/A N/A 0 0 7 1 2014-06-18 $44.45 $50.00 50.9% 14.6% 33.9% 0.0% 0.0% 0.0% -2.4% 83 -1.4K -31 0.00 123.18 N/A N/A 1 0 7 1 2014-06-19 $44.75 $50.00 50.8% 14.6% 33.1% 0.0% 0.0% 0.0% -3.7% 152 -4.6K -52 0.00 126.28 N/A N/A 0 0 9 1 2014-06-20 $43.45 $50.00 49.5% 14.2% 33.5% 0.0% 0.0% 0.0% -3.8% 157 -3.6K -47 0.00 120.12 N/A N/A 0 0 9 1 2014-06-23 $43.85 $50.00 56.2% 16.1% 33.0% 0.0% 0.0% 6.8% -12.2% 149 -3.7K -48 0.00 125.83 N/A N/A 0 0 4 1 2014-06-24 $43.35 $50.00 59.1% 16.9% 32.1% 0.0% 0.0% 6.2% -8.7% 152 -2.8K -45 0.00 122.51 N/A N/A 0 0 4 1 2014-06-25 $44.95 $50.00 45.6% 13.1% 34.6% 0.0% 0.0% 9.4% -2.8% 144 -4.5K -51 0.00 122.15 N/A N/A 0 0 4 1 2014-06-26 $43.05 $50.00 51.7% 14.8% 36.8% 0.0% 0.0% -3.2% -11.3% 164 -3.1K -45 0.00 105.87 N/A N/A 1 0 4 1 2014-06-27 $40.85 $50.00 61.2% 17.5% 39.1% 0.0% 0.0% -0.4% 8.9% 191 -3.9K -48 0.00 125.80 N/A N/A 0 0 5 1 2014-06-30 $41.10 $50.00 65.3% 18.7% 39.5% 0.0% 0.0% -21.9% 1.6% 196 -2.9K -43 0.00 128.18 N/A N/A 1 0 5 1
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