HIVE Options History — October 2015 In October 2015, HIVE traded between $29.75 and $34.45. ATM implied volatility averaged 67.4%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 15.8% (HV 20d: 51.5%). Max pain ranged from $25.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.08.
Notable Days 2015-10-01 : Highest Volume — 128 contracts2015-10-13 : Largest IV spike — 102.5% change2015-10-13 : Highest IV Rank — 100.0%2015-10-27 : Largest Expected Move — 22.4%Monthly Statistics Metric Avg Min Max Open Close Price $32.61 $29.75 $34.45 $29.75 $33.70 Max Pain $47.73 $25.00 $50.00 $25.00 $50.00 ATM IV 67.4% 46.6% 165.6% 54.5% 77.2% Expected Move 17.5% 12.2% 22.4% 15.6% 22.1% HV 20d 51.5% 33.4% 57.3% 46.2% 33.4% HV 60d 49.5% 47.4% 51.1% 47.4% 48.0% IV Rank 23.3% 7.1% 100.0% 13.5% 30.8% IV Percentile 56.0% 10.3% 100.0% 35.3% 86.1% Term Structure -8.2% -33.5% 18.1% -10.3% -25.1% VWIV 68.5% 42.3% 101.4% 49.9% 96.0% Skew 25d 8.3% -30.6% 57.7% -2.4% 12.3% Skew 10d 35.8% -4.9% 65.6% -4.9% 48.0% Call IV 25d 53.8% 32.9% 75.0% 55.1% 45.8% Put IV 25d 62.1% 44.4% 90.6% 52.7% 58.1% Bid-Ask Spread % 110.30 77.65 135.91 79.22 135.91 Gamma HHI 0.58 0.46 0.87 0.51 0.50 Net GEX 3.0K 1.3K 8.1K 1.8K 1.7K Net DEX 90.1K -33.6K 168.1K 86.5K 70.9K Net VEX -950 -1.2K -408 -408 -944 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.08 0.69 1.60 0.69 1.60 Total Volume 67.591 16 128 128 47 Total OI 322.182 243 412 412 246
Daily Data (22 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 2015-10-01 $29.75 $25.00 54.5% 15.6% 46.2% 13.5% 49.9% -2.4% -10.3% 1.8K 86.5K -408 0.69 79.22 N/A N/A 76 52 308 104 2015-10-02 $32.60 $25.00 54.1% 15.5% 54.1% 13.3% 55.1% 24.9% -5.1% 6.3K -33.6K -1.1K 0.69 77.65 N/A N/A 76 52 308 104 2015-10-05 $33.45 $50.00 53.1% 15.0% 54.4% 12.4% 0.0% 12.3% 18.1% 6.3K 44.3K -1.2K 1.00 110.36 N/A N/A 8 8 266 104 2015-10-06 $34.00 $50.00 50.9% 13.9% 54.6% 10.7% 51.0% -4.9% 7.1% 7.1K 73.5K -1.2K 0.72 104.38 N/A N/A 52 38 273 111 2015-10-07 $34.45 $50.00 46.6% 12.2% 53.6% 7.1% 42.3% 57.7% 11.0% 8.1K 51.3K -1.2K 0.72 104.53 N/A N/A 52 38 273 111 2015-10-08 $33.80 $50.00 49.2% 16.5% 54.3% 9.3% 56.0% -4.5% -0.9% 6.8K 66.5K -1.2K 0.76 104.22 N/A N/A 50 38 273 111 2015-10-09 $33.70 $50.00 59.0% 17.2% 53.4% 17.2% 62.4% 2.3% -0.4% 6.7K 58.8K -1.2K 0.76 108.16 N/A N/A 50 38 274 111 2015-10-12 $32.40 $50.00 81.8% 16.3% 55.7% 35.7% 60.2% -5.1% -5.8% 1.5K 100.1K -1.0K 0.75 106.19 N/A N/A 46 35 274 111 2015-10-13 $31.25 $50.00 165.6% 14.7% 57.3% 100.0% 52.8% -30.6% 11.1% 1.4K 160.0K -788 0.82 104.70 N/A N/A 42 35 274 111 2015-10-14 $31.25 $50.00 62.8% 18.0% 56.8% 19.6% 48.5% 4.3% -13.7% 1.4K 161.2K -827 0.82 110.98 N/A N/A 42 35 274 111 2015-10-15 $31.85 $50.00 49.7% 14.2% 57.1% 9.3% 54.0% 8.0% 11.5% 1.5K 168.1K -798 0.82 101.78 N/A N/A 42 35 274 111 2015-10-16 $31.60 $50.00 65.1% 18.7% 56.3% 21.4% 68.7% -8.9% -8.7% 1.5K 99.7K -898 0.82 107.59 N/A N/A 42 35 274 101 2015-10-19 $32.20 $50.00 56.2% 16.1% 53.4% 14.4% 63.5% 1.2% -19.4% 1.3K 113.1K -892 1.21 105.23 N/A N/A 22 27 147 96 2015-10-20 $31.95 $50.00 63.8% 18.3% 52.6% 20.3% 74.2% 18.8% -13.9% 1.6K 138.9K -751 1.21 115.81 N/A N/A 22 27 147 96 2015-10-21 $32.05 $50.00 66.6% 19.1% 52.2% 22.5% 76.7% 17.9% -17.4% 1.4K 93.0K -946 1.22 123.87 N/A N/A 22 27 147 96 2015-10-22 $32.75 $50.00 58.3% 16.7% 52.3% 16.0% 71.1% 16.6% -3.3% 1.5K 108.1K -910 1.49 119.89 N/A N/A 18 27 147 96 2015-10-23 $33.25 $50.00 66.7% 19.1% 48.8% 22.6% 75.4% 11.0% -8.1% 1.5K 90.4K -970 1.49 114.93 N/A N/A 18 27 148 96 2015-10-26 $32.55 $50.00 70.9% 20.3% 48.6% 25.9% 89.4% 3.8% -24.5% 1.5K 85.1K -923 1.49 116.69 N/A N/A 18 27 148 96 2015-10-27 $31.95 $50.00 78.1% 22.4% 46.4% 31.6% 101.4% 4.4% -22.4% 1.5K 80.1K -929 1.60 120.07 N/A N/A 18 29 148 96 2015-10-28 $33.25 $50.00 76.4% 21.9% 46.1% 30.2% 97.0% 30.7% -26.6% 1.5K 93.8K -936 1.60 129.44 N/A N/A 18 29 148 98 2015-10-29 $33.75 $50.00 75.1% 21.5% 46.1% 29.2% 93.5% 13.9% -33.5% 1.7K 72.5K -949 1.60 124.93 N/A N/A 18 29 148 98 2015-10-30 $33.70 $50.00 77.2% 22.1% 33.4% 30.8% 96.0% 12.3% -25.1% 1.7K 70.9K -944 1.60 135.91 N/A N/A 18 29 148 98
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