HIVE Options History — June 2017

In June 2017, HIVE traded between $23.95 and $27.40. ATM implied volatility averaged 42.5%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 1.6% (HV 20d: 44.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.41.

Notable Days

2017-06-14: Highest Volume — 122 contracts
2017-06-12: Largest IV spike — 81.6% change
2017-06-12: Highest IV Rank — 27.8%
2017-06-27: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.33	$23.95	$27.40	$24.90	$25.05
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	42.5%	30.7%	64.1%	30.7%	44.3%
Expected Move	11.9%	8.8%	16.1%	8.8%	12.7%
HV 20d	44.1%	36.4%	54.1%	54.1%	36.4%
HV 60d	40.8%	39.1%	43.2%	39.8%	42.0%
IV Rank	11.0%	1.8%	27.8%	1.8%	12.3%
IV Percentile	24.6%	1.6%	79.8%	1.6%	31.3%
Term Structure	3.3%	-10.2%	13.3%	13.3%	-4.4%
VWIV	41.0%	30.8%	56.2%	30.8%	44.3%
Bid-Ask Spread %	65.13	30.51	97.24	97.24	50.98
Gamma HHI	0.80	0.61	0.91	0.91	0.79
Net GEX	3.6K	2.3K	6.1K	6.1K	2.3K
Net DEX	-149.6K	-223.6K	-86.7K	-210.4K	-86.7K
Net VEX	-1.3K	-1.5K	-1.1K	-1.2K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.03	0.73	0.03	0.32
Total Volume	84.045	57	122	65	71
Total OI	283.273	258	303	264	285

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
2017-06-01	$24.90	$25.00	30.7%	8.8%	54.1%	1.8%	30.8%	0.0%	13.3%	6.1K	-210.4K	-1.2K	0.03	97.24	N/A	N/A	63	2	225	39
2017-06-02	$24.25	$25.00	40.0%	11.5%	45.6%	9.0%	39.5%	0.0%	-2.2%	6.0K	-178.3K	-1.1K	0.03	78.60	N/A	N/A	67	2	223	39
2017-06-05	$23.95	$25.00	44.1%	10.8%	46.1%	12.2%	37.6%	0.0%	7.1%	5.0K	-157.2K	-1.1K	0.71	89.46	N/A	N/A	59	42	219	39
2017-06-06	$24.30	$25.00	33.4%	11.7%	44.8%	3.8%	41.0%	0.0%	2.8%	4.4K	-136.5K	-1.4K	0.71	78.61	N/A	N/A	59	42	220	80
2017-06-07	$24.20	$25.00	43.4%	12.3%	45.0%	11.6%	43.1%	0.0%	3.0%	4.1K	-135.2K	-1.4K	0.71	31.87	N/A	N/A	59	42	220	80
2017-06-08	$24.35	$25.00	37.5%	9.2%	44.5%	7.1%	32.4%	0.0%	10.4%	4.9K	-136.1K	-1.4K	0.73	85.70	N/A	N/A	58	42	220	80
2017-06-09	$24.35	$25.00	35.3%	11.1%	44.4%	5.4%	38.8%	0.0%	6.5%	4.6K	-142.1K	-1.5K	0.61	64.03	N/A	N/A	69	42	223	80
2017-06-12	$24.05	$25.00	64.1%	9.1%	44.9%	27.8%	31.3%	0.0%	12.6%	4.3K	-115.1K	-1.3K	0.64	93.43	N/A	N/A	66	42	210	80
2017-06-13	$24.55	$25.00	40.5%	14.5%	45.2%	9.4%	50.7%	0.0%	-1.9%	3.6K	-114.0K	-1.3K	0.64	68.29	N/A	N/A	65	42	200	80
2017-06-14	$25.40	$25.00	43.5%	12.5%	46.1%	11.7%	42.4%	0.0%	0.8%	3.6K	-156.5K	-1.3K	0.63	96.72	N/A	N/A	75	47	200	80
2017-06-15	$25.05	$25.00	37.8%	10.8%	46.4%	7.3%	37.8%	0.0%	-0.0%	4.7K	-136.8K	-1.3K	0.17	30.51	N/A	N/A	75	12	194	85
2017-06-16	$25.55	$25.00	40.2%	11.5%	43.7%	9.2%	40.5%	0.0%	3.3%	2.5K	-167.7K	-1.3K	0.22	65.82	N/A	N/A	53	12	194	84
2017-06-19	$26.05	$25.00	35.1%	10.1%	43.8%	5.2%	32.3%	0.0%	0.9%	2.9K	-153.3K	-1.3K	0.26	70.90	N/A	N/A	45	12	187	84
2017-06-20	$27.40	$25.00	46.3%	13.3%	45.1%	13.9%	42.4%	0.0%	5.1%	2.5K	-223.6K	-1.2K	0.23	77.59	N/A	N/A	74	17	187	84
2017-06-21	$26.45	$25.00	41.2%	11.8%	46.2%	9.9%	41.2%	0.0%	6.6%	2.7K	-171.7K	-1.2K	0.37	52.48	N/A	N/A	46	17	200	90
2017-06-22	$26.20	$25.00	39.1%	11.2%	46.4%	8.3%	39.1%	0.0%	5.7%	2.6K	-156.3K	-1.2K	0.39	68.12	N/A	N/A	44	17	198	90
2017-06-23	$27.20	$25.00	51.7%	14.8%	41.8%	18.1%	51.7%	0.0%	-10.2%	2.5K	-193.3K	-1.2K	0.30	43.61	N/A	N/A	57	17	198	90
2017-06-26	$26.70	$25.00	45.1%	12.9%	40.6%	13.0%	43.9%	0.0%	3.8%	2.3K	-165.7K	-1.2K	0.27	47.39	N/A	N/A	63	17	197	90
2017-06-27	$26.40	$25.00	56.2%	16.1%	40.5%	21.6%	56.2%	0.0%	-8.2%	2.3K	-144.4K	-1.1K	0.29	61.51	N/A	N/A	60	17	196	90
2017-06-28	$25.65	$25.00	45.6%	13.1%	40.5%	13.3%	45.6%	0.0%	6.2%	2.3K	-115.4K	-1.2K	0.34	39.80	N/A	N/A	51	17	197	90
2017-06-29	$25.25	$25.00	40.2%	11.5%	37.6%	9.2%	40.2%	0.0%	12.2%	2.5K	-95.1K	-1.1K	0.33	40.14	N/A	N/A	53	17	195	90
2017-06-30	$25.05	$25.00	44.3%	12.7%	36.4%	12.3%	44.3%	0.0%	-4.4%	2.3K	-86.7K	-1.1K	0.32	50.98	N/A	N/A	54	17	195	90