HIVE Options History — August 2017

In August 2017, HIVE traded between $15.50 and $23.30. ATM implied volatility averaged 87.1%, placing in the 45.7% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded below realized volatility by 41.6% (HV 20d: 128.7%). Max pain ranged from $12.50 to $25.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.47.

Notable Days

2017-08-08: Highest Volume — 208 contracts
2017-08-08: Largest IV spike — 64.1% change
2017-08-08: Highest IV Rank — 99.6%
2017-08-31: Largest Expected Move — 36.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.48	$15.50	$23.30	$23.30	$17.30
Max Pain	$14.13	$12.50	$25.00	$25.00	$12.50
ATM IV	87.1%	51.9%	156.4%	65.3%	128.5%
Expected Move	22.6%	11.6%	36.8%	18.7%	36.8%
HV 20d	128.7%	16.3%	146.4%	16.3%	41.6%
HV 60d	83.6%	35.2%	89.3%	35.3%	86.8%
IV Rank	45.7%	18.3%	99.6%	28.6%	77.9%
IV Percentile	87.2%	58.3%	99.6%	83.7%	98.0%
Term Structure	-27.5%	-87.0%	0.2%	-15.7%	-56.6%
VWIV	90.4%	49.1%	140.2%	65.3%	140.2%
Bid-Ask Spread %	63.79	-9.50	118.00	27.43	101.95
Gamma HHI	0.60	0.49	0.81	0.73	0.53
Net GEX	208	-716	934	-716	304
Net DEX	119.9K	17.0K	207.8K	36.6K	91.8K
Net VEX	-298	-1.2K	-53	-1.2K	-279
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.21	0.66	0.23	0.55
Total Volume	176.696	75	208	75	195
Total OI	418.348	312	478	312	406

Daily Data (23 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
2017-08-01	$23.30	$25.00	65.3%	18.7%	16.3%	28.6%	65.3%	0.0%	-15.7%	-716	36.6K	-1.2K	0.23	27.43	N/A	N/A	61	14	180	132
2017-08-02	$22.90	$25.00	59.9%	17.2%	16.3%	24.5%	59.5%	0.0%	-18.7%	-191	17.0K	-1.2K	0.28	83.99	N/A	N/A	111	31	193	132
2017-08-03	$15.50	$25.00	68.4%	11.6%	138.3%	31.1%	49.1%	0.0%	-6.9%	169	190.2K	-244	0.21	-9.50	N/A	N/A	145	30	249	150
2017-08-04	$16.55	$12.50	87.9%	14.5%	141.5%	46.3%	63.8%	0.0%	-5.3%	249	200.5K	-53	0.23	72.47	N/A	N/A	133	30	285	152
2017-08-07	$17.10	$12.50	95.3%	19.3%	142.6%	52.0%	92.5%	0.0%	-37.2%	232	207.8K	-80	0.21	76.29	N/A	N/A	143	30	307	152
2017-08-08	$16.95	$12.50	156.4%	16.4%	142.6%	99.6%	72.4%	0.0%	-2.7%	349	207.4K	-105	0.52	24.25	N/A	N/A	137	71	317	152
2017-08-09	$16.80	$12.50	59.6%	17.1%	142.4%	24.2%	77.6%	0.0%	-10.4%	218	146.4K	-225	0.52	35.75	N/A	N/A	137	71	321	157
2017-08-10	$16.15	$12.50	62.8%	18.0%	142.5%	26.8%	87.3%	0.0%	-25.3%	-40	147.5K	-149	0.53	44.36	N/A	N/A	134	71	321	157
2017-08-11	$16.45	$12.50	88.5%	25.4%	142.9%	46.8%	89.1%	0.0%	-20.5%	21	156.6K	-171	0.55	118.00	N/A	N/A	130	71	316	157
2017-08-14	$17.35	$12.50	66.9%	19.2%	144.9%	29.9%	86.2%	0.0%	-20.6%	101	161.9K	-151	0.56	36.21	N/A	N/A	127	71	315	157
2017-08-15	$17.65	$12.50	73.2%	21.0%	145.4%	34.8%	96.2%	0.0%	-30.5%	445	154.0K	-286	0.56	71.08	N/A	N/A	126	71	315	157
2017-08-16	$17.40	$12.50	98.7%	28.3%	144.9%	54.7%	111.4%	0.0%	-30.8%	546	121.4K	-535	0.56	68.90	N/A	N/A	126	71	316	157
2017-08-17	$17.15	$12.50	62.7%	18.0%	144.9%	26.7%	76.5%	0.0%	-18.6%	65	130.9K	-131	0.66	27.58	N/A	N/A	107	71	316	139
2017-08-18	$16.50	$12.50	51.9%	14.9%	145.0%	18.3%	58.1%	0.0%	-5.5%	409	102.2K	-417	0.66	62.83	N/A	N/A	107	71	316	139
2017-08-21	$16.85	$12.50	55.3%	15.9%	145.6%	20.9%	60.0%	0.0%	0.2%	-37	128.2K	-104	0.45	65.75	N/A	N/A	108	49	249	136
2017-08-22	$16.90	$12.50	77.8%	22.3%	145.6%	38.4%	103.4%	0.0%	-58.6%	126	89.6K	-96	0.44	29.61	N/A	N/A	111	49	259	114
2017-08-23	$17.05	$12.50	79.6%	22.8%	145.8%	39.8%	90.6%	0.0%	-20.4%	883	58.4K	-415	0.44	76.81	N/A	N/A	111	49	261	114
2017-08-24	$17.25	$12.50	89.2%	25.6%	146.0%	47.3%	106.7%	0.0%	-27.4%	934	59.1K	-425	0.44	74.05	N/A	N/A	111	49	261	114
2017-08-25	$17.40	$12.50	118.7%	34.0%	146.2%	70.3%	115.8%	0.0%	-87.0%	586	81.5K	-162	0.44	97.67	N/A	N/A	111	49	261	114
2017-08-28	$17.35	$12.50	110.9%	31.8%	146.2%	64.2%	115.0%	0.0%	-41.2%	67	85.7K	-76	0.62	77.25	N/A	N/A	111	69	261	114
2017-08-29	$17.05	$12.50	124.9%	35.8%	146.2%	75.1%	130.2%	0.0%	-42.4%	-169	90.3K	-147	0.54	101.80	N/A	N/A	128	69	261	134
2017-08-30	$17.10	$12.50	121.2%	34.7%	146.4%	72.2%	131.2%	0.0%	-51.0%	229	92.6K	-235	0.54	102.56	N/A	N/A	128	69	272	134
2017-08-31	$17.30	$12.50	128.5%	36.8%	41.6%	77.9%	140.2%	0.0%	-56.6%	304	91.8K	-279	0.55	101.95	N/A	N/A	126	69	272	134