HIVE Options History — June 2019 In June 2019, HIVE traded between $15.95 and $22.25. ATM implied volatility averaged 66.6%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 19.8% (HV 20d: 46.8%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.25.
Notable Days 2019-06-26 : Highest Volume — 241 contracts2019-06-26 : Largest IV drop — 55.4% change2019-06-10 : Highest IV Rank — 42.9%2019-06-03 : Largest Expected Move — 27.9%Monthly Statistics Metric Avg Min Max Open Close Price $17.32 $15.95 $22.25 $16.60 $22.25 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 66.6% 23.7% 98.8% 97.2% 25.3% Expected Move 16.7% 6.8% 27.9% 27.9% 7.3% HV 20d 46.8% 23.8% 123.9% 23.8% 123.4% HV 60d 53.6% 47.3% 84.1% 47.3% 84.0% IV Rank 24.6% 0.3% 42.9% 42.0% 1.3% IV Percentile 53.7% 0.4% 87.3% 86.5% 3.2% Term Structure -17.5% -46.0% 56.1% -33.1% -8.7% VWIV 44.8% 23.2% 68.7% 54.7% 25.7% Bid-Ask Spread % 25.65 13.26 84.89 19.49 84.89 Gamma HHI 0.78 0.57 1.00 0.60 1.00 Net GEX 911 132 6.9K 401 6.9K Net DEX -35.2K -56.9K -27.6K -32.9K -49.5K Net VEX -70 -344 -13 -71 -344 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.00 0.00 0.04 Total Volume 18.1 0 241 1 42 Total OI 98.15 64 270 81 270
Daily Data (20 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 2019-06-03 $16.60 $12.50 97.2% 27.9% 23.8% 42.0% 0.0% 0.0% -33.1% 401 -32.9K -71 0.00 19.49 N/A N/A 1 0 70 11 2019-06-04 $16.05 $12.50 88.8% 25.5% 26.2% 37.2% 0.0% 0.0% -41.5% 366 -30.0K -61 0.00 27.05 N/A N/A 1 0 69 11 2019-06-05 $16.80 $12.50 85.7% 24.6% 31.6% 35.5% 0.0% 0.0% -46.0% 214 -33.8K -47 0.00 25.40 N/A N/A 1 0 69 11 2019-06-06 $16.40 $12.50 95.7% 17.4% 32.3% 41.1% 54.7% 0.0% -12.2% 345 -31.8K -62 0.00 19.15 N/A N/A 1 0 69 11 2019-06-07 $16.15 $12.50 81.9% 12.1% 30.7% 33.3% 56.9% 0.0% -12.6% 202 -32.1K -32 0.03 16.76 N/A N/A 6 0 69 11 2019-06-10 $16.25 $12.50 98.8% 13.5% 31.0% 42.9% 0.0% 0.0% -21.6% 220 -32.6K -28 0.00 14.50 N/A N/A 0 2 69 10 2019-06-11 $16.60 $12.50 94.7% 16.6% 32.2% 40.5% 0.0% 0.0% -21.4% 238 -32.8K -38 1.00 13.35 N/A N/A 2 2 69 12 2019-06-12 $16.70 $12.50 62.2% 17.8% 32.3% 22.2% 0.0% 0.0% -29.9% 262 -33.0K -37 1.00 22.77 N/A N/A 2 2 71 12 2019-06-13 $17.20 $12.50 61.4% 17.6% 33.9% 21.7% 0.0% 0.0% -22.4% 191 -34.7K -26 0.91 17.29 N/A N/A 2 2 71 12 2019-06-14 $16.70 $12.50 64.0% 18.4% 35.4% 23.2% 0.0% 0.0% -26.6% 266 -33.3K -40 0.32 14.85 N/A N/A 6 2 71 12 2019-06-17 $16.60 $12.50 72.9% 20.9% 34.4% 28.2% 0.0% 0.0% -30.9% 309 -32.4K -54 0.00 21.80 N/A N/A 0 0 71 12 2019-06-18 $16.90 $12.50 60.1% 17.2% 35.0% 20.9% 0.0% 0.0% -12.2% 160 -34.5K -44 0.00 17.82 N/A N/A 0 0 71 12 2019-06-19 $16.30 $12.50 68.7% 19.7% 37.2% 25.8% 0.0% 0.0% -28.4% 289 -31.4K -54 0.00 29.29 N/A N/A 0 0 71 12 2019-06-20 $16.35 $12.50 59.4% 17.0% 37.2% 20.5% 0.0% 0.0% -22.6% 205 -31.9K -30 0.00 33.26 N/A N/A 0 0 71 13 2019-06-21 $16.25 $12.50 50.0% 14.3% 37.0% 15.2% 43.1% 0.0% -6.6% 132 -32.2K -26 0.09 16.71 N/A N/A 2 0 71 13 2019-06-24 $16.00 $12.50 63.4% 18.2% 37.3% 22.9% 68.7% 0.0% 56.1% 238 -27.6K -31 0.00 13.26 N/A N/A 0 0 58 12 2019-06-25 $15.95 $12.50 53.1% 15.2% 37.3% 17.0% 60.5% 0.0% -12.1% 173 -38.5K -26 0.00 18.92 N/A N/A 0 0 58 6 2019-06-26 $22.20 $12.50 23.7% 6.8% 123.9% 0.3% 23.2% 0.0% -8.0% 442 -56.9K -13 0.18 17.84 N/A N/A 203 38 58 6 2019-06-27 $22.25 $12.50 24.7% 7.1% 123.7% 0.9% 25.2% 0.0% -8.3% 6.7K -42.9K -342 0.12 68.66 N/A N/A 40 5 239 29 2019-06-28 $22.25 $12.50 25.3% 7.3% 123.4% 1.3% 25.7% 0.0% -8.7% 6.9K -49.5K -344 0.04 84.89 N/A N/A 40 2 244 26
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