HIVE Options History — February 2018 In February 2018, HIVE traded between $19.25 and $22.00. ATM implied volatility averaged 99.5%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 14.7% (HV 20d: 84.9%). Max pain ranged from $12.50 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.43.
Notable Days 2018-02-15 : Highest Volume — 233 contracts2018-02-07 : Largest IV drop — 36.3% change2018-02-05 : Highest IV Rank — 82.0%2018-02-20 : Largest Expected Move — 31.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.80 $19.25 $22.00 $20.45 $20.95 Max Pain $17.76 $12.50 $25.00 $12.50 $25.00 ATM IV 99.5% 70.7% 161.0% 119.8% 80.5% Expected Move 26.1% 20.3% 31.4% 28.9% 23.1% HV 20d 84.9% 47.3% 128.7% 122.2% 52.8% HV 60d 78.9% 76.9% 80.6% 77.8% 80.6% IV Rank 44.0% 26.1% 82.0% 56.5% 32.2% IV Percentile 84.7% 68.7% 99.2% 94.8% 74.6% Term Structure 2.5% -43.3% 19.9% 9.6% 7.5% VWIV 88.3% 63.5% 115.9% 109.5% 71.3% Bid-Ask Spread % 48.43 23.31 87.29 65.52 41.75 Gamma HHI 0.64 0.56 0.76 0.57 0.70 Net GEX 7.6K 5.1K 11.2K 5.9K 9.0K Net DEX -310.6K -459.1K -185.3K -252.3K -430.7K Net VEX -2.1K -2.7K -1.8K -2.0K -2.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.16 0.79 0.60 0.20 Total Volume 149.684 82 233 87 191 Total OI 713.579 662 856 813 668
Daily Data (19 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 2018-02-01 $20.45 $12.50 119.8% 28.9% 122.2% 56.5% 109.5% 0.0% 9.6% 5.9K -252.3K -2.0K 0.60 65.52 N/A N/A 54 33 719 94 2018-02-02 $20.00 $12.50 128.6% 28.2% 122.0% 62.0% 115.9% 0.0% -12.0% 6.1K -185.3K -1.8K 0.22 34.03 N/A N/A 148 33 711 94 2018-02-05 $20.25 $12.50 161.0% 30.9% 122.5% 82.0% 92.1% 0.0% -15.2% 6.0K -212.9K -1.9K 0.78 66.79 N/A N/A 47 37 633 94 2018-02-06 $19.80 $12.50 149.0% 26.9% 122.3% 74.6% 91.6% 0.0% 19.9% 5.5K -213.7K -1.9K 0.65 78.64 N/A N/A 56 37 628 98 2018-02-07 $19.85 $12.50 94.9% 27.2% 122.5% 41.1% 79.2% 0.0% 18.3% 5.4K -234.5K -1.9K 0.65 54.42 N/A N/A 56 37 616 98 2018-02-08 $19.25 $12.50 104.0% 29.8% 122.2% 46.8% 80.8% 0.0% 7.0% 5.1K -205.6K -1.8K 0.64 34.65 N/A N/A 58 37 616 98 2018-02-09 $20.80 $12.50 88.9% 25.5% 126.0% 37.4% 92.7% 0.0% 13.8% 6.0K -241.4K -1.9K 0.74 79.01 N/A N/A 50 37 608 98 2018-02-12 $20.75 $12.50 105.3% 30.2% 126.0% 47.6% 102.4% 0.0% -5.9% 6.2K -213.5K -1.8K 0.62 23.31 N/A N/A 60 37 608 98 2018-02-13 $22.00 $12.50 85.0% 24.4% 128.7% 35.0% 86.0% 0.0% 3.7% 7.5K -254.1K -1.9K 0.79 41.65 N/A N/A 46 36 611 98 2018-02-14 $21.00 $12.50 85.5% 24.5% 47.3% 35.3% 85.9% 0.0% 5.8% 6.8K -226.8K -1.8K 0.74 40.79 N/A N/A 48 35 612 97 2018-02-15 $21.70 $12.50 86.3% 24.7% 48.5% 35.8% 86.3% 0.0% 9.2% 7.1K -272.5K -1.9K 0.21 29.00 N/A N/A 193 40 609 97 2018-02-16 $21.90 $25.00 84.1% 24.1% 47.6% 34.5% 86.0% 0.0% 12.2% 9.5K -415.2K -2.7K 0.20 30.48 N/A N/A 191 38 759 97 2018-02-20 $21.15 $25.00 109.5% 31.4% 49.3% 50.1% 109.5% 0.0% -43.3% 10.2K -393.1K -2.4K 0.16 87.29 N/A N/A 177 29 607 55 2018-02-21 $20.75 $25.00 96.6% 27.7% 49.5% 42.2% 95.9% 0.0% -10.3% 9.2K -432.1K -2.5K 0.16 31.98 N/A N/A 177 29 611 56 2018-02-22 $20.55 $25.00 92.8% 26.6% 49.2% 39.8% 93.3% 0.0% -5.0% 8.7K -424.1K -2.4K 0.16 34.99 N/A N/A 177 29 611 56 2018-02-23 $20.90 $25.00 76.3% 21.9% 49.4% 29.6% 68.2% 0.0% 11.3% 9.3K -400.9K -2.4K 0.18 47.34 N/A N/A 177 32 611 56 2018-02-26 $21.85 $25.00 70.7% 20.3% 51.8% 26.1% 67.2% 0.0% 8.0% 11.2K -459.1K -2.5K 0.20 54.52 N/A N/A 159 32 611 57 2018-02-27 $21.30 $25.00 71.8% 20.6% 52.5% 26.8% 63.5% 0.0% 13.0% 10.0K -433.9K -2.4K 0.20 43.99 N/A N/A 159 32 611 57 2018-02-28 $20.95 $25.00 80.5% 23.1% 52.8% 32.2% 71.3% 0.0% 7.5% 9.0K -430.7K -2.4K 0.20 41.75 N/A N/A 159 32 611 57
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