HIVE Options History — March 2019

In March 2019, HIVE traded between $21.55 and $25.45. ATM implied volatility averaged 37.1%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 8.0% (HV 20d: 45.1%). 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 20 of 21 days. Put/call ratio averaged 0.95.

Notable Days

2019-03-08: Highest Volume — 13 contracts
2019-03-12: Largest IV drop — 65.2% change
2019-03-11: Highest IV Rank — 33.2%
2019-03-27: Largest Expected Move — 17.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.61	$21.55	$25.45	$25.45	$22.60
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	37.1%	23.1%	70.5%	30.2%	54.8%
Expected Move	12.9%	8.6%	17.7%	8.7%	15.1%
HV 20d	45.1%	30.1%	50.4%	30.1%	43.1%
HV 60d	35.8%	32.7%	38.1%	32.7%	35.8%
IV Rank	9.3%	0.0%	33.2%	1.7%	23.9%
IV Percentile	14.3%	0.0%	59.1%	1.2%	39.7%
Term Structure	18.7%	-0.7%	36.9%	-0.7%	9.8%
VWIV	39.5%	30.2%	48.0%	30.2%	35.9%
Bid-Ask Spread %	73.30	22.13	135.22	80.51	130.18
Gamma HHI	0.97	0.96	0.99	0.98	0.97
Net GEX	2.7K	1.3K	6.2K	6.2K	2.6K
Net DEX	-33.0K	-144.8K	-4.3K	-144.8K	-43.3K
Net VEX	-222	-371	-168	-371	-226
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.00	7.00	0.26	0.00
Total Volume	3	0	13	8	0
Total OI	112.333	91	132	127	94

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
2019-03-01	$25.45	$25.00	30.2%	8.7%	30.1%	1.7%	30.2%	0.0%	-0.7%	6.2K	-144.8K	-371	0.26	80.51	N/A	N/A	6	2	106	21
2019-03-04	$23.45	$25.00	40.5%	11.6%	45.6%	9.8%	46.9%	0.0%	15.5%	4.5K	-56.9K	-310	2.50	78.57	N/A	N/A	1	2	105	22
2019-03-05	$23.60	$25.00	30.0%	8.6%	45.3%	1.5%	36.8%	0.0%	5.0%	5.2K	-57.2K	-300	2.25	22.13	N/A	N/A	1	2	106	20
2019-03-06	$22.85	$25.00	40.1%	11.5%	47.4%	9.4%	48.0%	0.0%	19.2%	3.8K	-40.6K	-261	2.45	26.47	N/A	N/A	2	5	106	19
2019-03-07	$22.15	$25.00	38.7%	11.1%	49.1%	8.3%	35.9%	0.0%	19.8%	2.3K	-10.1K	-206	0.82	23.50	N/A	N/A	7	5	107	23
2019-03-08	$21.55	$25.00	60.1%	17.2%	50.4%	25.0%	0.0%	0.0%	15.9%	1.4K	-4.3K	-182	0.85	24.94	N/A	N/A	7	6	109	23
2019-03-11	$22.00	$25.00	70.5%	10.1%	50.2%	33.2%	0.0%	0.0%	0.9%	1.8K	-9.9K	-202	0.00	107.77	N/A	N/A	0	0	109	22
2019-03-12	$22.15	$25.00	24.6%	12.4%	50.2%	0.0%	0.0%	0.0%	18.2%	1.7K	-8.5K	-188	0.00	58.94	N/A	N/A	0	0	109	22
2019-03-13	$22.00	$25.00	23.8%	12.5%	46.9%	0.0%	0.0%	0.0%	23.7%	1.4K	-5.2K	-173	0.00	54.98	N/A	N/A	0	0	109	22
2019-03-14	$21.95	$25.00	23.8%	12.6%	46.2%	0.0%	0.0%	0.0%	23.2%	1.3K	-4.7K	-169	0.00	54.98	N/A	N/A	0	0	109	22
2019-03-15	$22.00	$25.00	24.5%	12.4%	44.9%	0.5%	0.0%	0.0%	22.4%	1.4K	-5.4K	-168	7.00	53.84	N/A	N/A	0	1	109	22
2019-03-18	$22.90	$0.00	24.9%	15.5%	46.7%	0.9%	0.0%	0.0%	31.4%	2.9K	-31.5K	-208	0.00	86.10	N/A	N/A	3	0	76	15
2019-03-19	$23.00	$0.00	23.1%	11.4%	44.3%	0.0%	0.0%	0.0%	7.8%	3.1K	-32.3K	-216	0.00	106.32	N/A	N/A	3	0	79	15
2019-03-20	$23.40	$0.00	27.4%	10.5%	44.5%	3.2%	0.0%	0.0%	14.7%	4.0K	-44.3K	-249	0.00	135.22	N/A	N/A	3	0	79	15
2019-03-21	$23.10	$0.00	27.0%	14.6%	43.7%	2.9%	0.0%	0.0%	28.2%	3.4K	-39.4K	-232	0.00	55.17	N/A	N/A	3	0	79	15
2019-03-22	$22.05	$0.00	33.6%	13.0%	46.4%	8.0%	0.0%	0.0%	24.9%	2.0K	-24.7K	-189	0.00	120.07	N/A	N/A	3	0	79	15
2019-03-25	$22.20	$0.00	44.9%	14.0%	43.5%	16.4%	0.0%	0.0%	30.7%	2.3K	-33.7K	-208	0.00	63.61	N/A	N/A	1	0	79	15
2019-03-26	$22.10	$0.00	48.3%	14.5%	43.5%	19.0%	0.0%	0.0%	13.2%	2.2K	-34.3K	-211	0.00	105.90	N/A	N/A	0	0	79	15
2019-03-27	$22.00	$0.00	52.0%	17.7%	42.9%	21.8%	0.0%	0.0%	36.9%	2.1K	-33.9K	-202	0.00	65.13	N/A	N/A	0	0	79	15
2019-03-28	$22.30	$0.00	36.2%	16.0%	42.7%	9.9%	0.0%	0.0%	32.1%	2.2K	-28.9K	-187	0.00	85.04	N/A	N/A	0	0	79	15
2019-03-29	$22.60	$0.00	54.8%	15.1%	43.1%	23.9%	0.0%	0.0%	9.8%	2.6K	-43.3K	-226	0.00	130.18	N/A	N/A	0	0	79	15