HIVE Options History — June 2018

In June 2018, HIVE traded between $19.75 and $21.70. ATM implied volatility averaged 61.1%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 26.1% (HV 20d: 35.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.31.

Notable Days

2018-06-04: Highest Volume — 519 contracts
2018-06-13: Largest IV drop — 60.6% change
2018-06-12: Highest IV Rank — 71.6%
2018-06-05: Largest Expected Move — 18.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.98	$19.75	$21.70	$19.75	$20.05
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	61.1%	34.4%	144.1%	62.4%	40.3%
Expected Move	15.3%	9.9%	18.7%	17.9%	11.6%
HV 20d	35.0%	28.5%	37.3%	28.5%	34.8%
HV 60d	38.8%	34.9%	40.5%	37.7%	34.9%
IV Rank	20.4%	3.9%	71.6%	21.2%	7.6%
IV Percentile	39.1%	0.8%	97.2%	48.0%	6.7%
Term Structure	12.0%	-1.6%	37.9%	13.5%	34.0%
VWIV	55.8%	36.3%	65.5%	56.8%	41.3%
Bid-Ask Spread %	24.81	7.04	88.41	9.10	12.13
Gamma HHI	0.87	0.79	0.91	0.85	0.79
Net GEX	24.6K	12.1K	32.1K	19.7K	12.1K
Net DEX	-954.1K	-1.1M	-706.5K	-813.0K	-706.5K
Net VEX	-4.7K	-5.3K	-3.6K	-4.5K	-3.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.31	0.04	4.70	0.14	0.04
Total Volume	174.476	26	519	470	228
Total OI	1,483.524	1,424	1,541	1,424	1,541

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
2018-06-01	$19.75	$25.00	62.4%	17.9%	28.5%	21.2%	0.0%	0.0%	13.5%	19.7K	-813.0K	-4.5K	0.14	9.10	N/A	N/A	411	59	1,329	95
2018-06-04	$21.00	$25.00	62.5%	16.1%	34.7%	21.3%	56.8%	0.0%	7.7%	23.9K	-952.3K	-5.0K	0.13	41.68	N/A	N/A	460	59	1,329	95
2018-06-05	$21.10	$25.00	46.7%	18.7%	32.9%	11.5%	65.0%	0.0%	-1.1%	25.0K	-1.1M	-5.3K	0.13	23.93	N/A	N/A	459	57	1,371	95
2018-06-06	$21.25	$25.00	71.2%	15.9%	32.9%	26.6%	56.2%	0.0%	9.5%	25.6K	-1.0M	-5.2K	0.13	32.91	N/A	N/A	459	57	1,371	95
2018-06-07	$20.65	$25.00	62.2%	17.4%	34.1%	21.1%	61.2%	0.0%	7.2%	23.8K	-941.9K	-5.1K	0.97	33.79	N/A	N/A	59	57	1,371	95
2018-06-08	$20.75	$25.00	75.2%	17.6%	34.2%	29.1%	62.4%	0.0%	5.6%	23.6K	-966.9K	-5.1K	0.97	32.79	N/A	N/A	59	57	1,371	95
2018-06-11	$20.75	$25.00	90.3%	12.1%	33.9%	38.4%	39.1%	0.0%	27.3%	23.7K	-848.7K	-4.6K	1.83	10.55	N/A	N/A	31	57	1,373	95
2018-06-12	$20.85	$25.00	144.1%	14.1%	33.9%	71.6%	65.5%	0.0%	8.6%	24.5K	-983.5K	-5.0K	1.82	24.45	N/A	N/A	32	57	1,385	95
2018-06-13	$21.70	$25.00	56.7%	16.3%	36.7%	17.7%	60.8%	0.0%	4.9%	26.7K	-1.1M	-5.1K	1.44	88.41	N/A	N/A	41	59	1,387	95
2018-06-14	$21.30	$25.00	60.8%	17.4%	37.1%	20.2%	60.8%	0.0%	1.0%	26.9K	-1.0M	-4.9K	2.99	33.78	N/A	N/A	20	59	1,390	93
2018-06-15	$21.35	$25.00	53.6%	15.4%	36.4%	15.8%	53.6%	0.0%	8.6%	27.2K	-1.0M	-5.0K	3.29	7.04	N/A	N/A	18	59	1,391	93
2018-06-18	$21.20	$25.00	58.9%	16.9%	36.3%	19.0%	58.9%	0.0%	-1.6%	27.1K	-959.2K	-4.7K	1.30	14.53	N/A	N/A	46	59	1,377	93
2018-06-19	$21.20	$25.00	48.4%	13.9%	35.8%	12.6%	48.6%	0.0%	37.9%	26.2K	-1.0M	-4.8K	1.46	10.72	N/A	N/A	41	59	1,370	93
2018-06-20	$21.25	$25.00	55.0%	15.8%	35.8%	16.6%	53.9%	0.0%	7.8%	27.9K	-988.5K	-4.7K	1.55	11.07	N/A	N/A	38	59	1,387	93
2018-06-21	$21.05	$25.00	61.1%	17.5%	34.7%	20.4%	60.3%	0.0%	1.4%	27.4K	-969.8K	-4.6K	4.70	67.78	N/A	N/A	13	59	1,397	93
2018-06-22	$21.70	$25.00	49.9%	14.3%	36.3%	13.5%	56.4%	0.0%	5.7%	30.7K	-1.1M	-4.9K	1.35	19.04	N/A	N/A	44	59	1,402	90
2018-06-25	$21.40	$25.00	63.5%	18.2%	36.7%	21.9%	64.2%	0.0%	-0.5%	30.1K	-1.0M	-4.7K	1.14	8.10	N/A	N/A	52	59	1,431	90
2018-06-26	$21.15	$25.00	49.4%	14.1%	37.0%	13.1%	58.4%	0.0%	7.5%	32.1K	-1.1M	-4.8K	1.23	22.71	N/A	N/A	48	59	1,437	90
2018-06-27	$20.85	$25.00	34.4%	9.9%	37.3%	3.9%	36.3%	0.0%	34.0%	19.4K	-797.9K	-4.0K	0.48	8.93	N/A	N/A	18	8	1,440	90
2018-06-28	$20.30	$25.00	36.6%	10.5%	35.1%	5.3%	0.0%	0.0%	33.3%	12.7K	-722.9K	-3.7K	0.40	7.62	N/A	N/A	21	8	1,440	91
2018-06-29	$20.05	$25.00	40.3%	11.6%	34.8%	7.6%	41.3%	0.0%	34.0%	12.1K	-706.5K	-3.6K	0.04	12.13	N/A	N/A	220	8	1,450	91