HIVE Options History — November 2021 In November 2021, HIVE traded between $18.65 and $21.55. ATM implied volatility averaged 146.3%, placing in the 70.7% IV rank vs the trailing year. The 30-day expected move averaged 41.9%. IV traded above realized volatility by 110.5% (HV 20d: 35.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 11 of 12 trading days. Term structure was in contango for 12 of 12 days. Put/call ratio averaged 0.14.
Notable Days 2021-11-17 : Highest Volume — 7,096 contracts2021-11-15 : Largest IV spike — 12.8% change2021-11-19 : Highest IV Rank — 78.4%2021-11-19 : Largest Expected Move — 46.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.96 $18.65 $21.55 $21.55 $18.70 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 146.3% 127.4% 160.4% 127.4% 147.3% Expected Move 41.9% 36.5% 46.0% 36.5% 42.2% HV 20d 35.8% 10.8% 54.6% 10.8% 54.6% HV 60d 75.0% 72.0% 77.9% 72.0% 77.9% IV Rank 70.7% 60.3% 78.4% 60.3% 71.2% IV Percentile 97.0% 94.0% 99.2% 94.0% 96.8% Term Structure 12.8% 3.1% 20.7% 20.2% 20.7% VWIV 156.2% 142.4% 170.7% 142.4% 155.6% Skew 25d -32.0% -50.3% -19.8% -46.8% -30.3% Skew 10d -68.3% -97.9% -27.3% -65.6% -80.5% Call IV 25d 167.2% 157.5% 181.6% 164.2% 166.7% Put IV 25d 135.2% 117.4% 154.7% 117.4% 136.4% Bid-Ask Spread % 21.74 14.35 51.16 51.16 21.85 Gamma HHI 0.42 0.36 0.49 0.46 0.38 Net GEX 109.9K 0 167.5K 0 167.5K Net DEX -11.5M -18.4M 0 0 -17.2M Net VEX -59.3K -91.2K 0 0 -90.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.04 0.40 0.10 0.15 Total Volume 3,606.667 1,359 7,096 1,359 2,707 Total OI 16,701 0 27,851 0 27,851
Daily Data (12 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 2021-11-12 $21.55 $0.00 127.4% 36.5% 10.8% 60.3% 142.4% -46.8% 20.2% 0 0 0 0.10 51.16 N/A N/A 1,236 123 0 0 2021-11-15 $21.20 $20.00 143.6% 41.2% 12.1% 69.2% 150.9% -50.3% 3.1% 13.5K -1.1M -5.3K 0.22 20.88 N/A N/A 3,417 752 1,270 162 2021-11-16 $20.15 $20.00 143.0% 41.0% 21.0% 68.8% 161.1% -33.8% 12.5% 38.6K -2.5M -16.3K 0.04 21.93 N/A N/A 5,116 210 4,426 868 2021-11-17 $20.15 $20.00 153.9% 44.1% 20.9% 74.8% 155.5% -28.8% 7.4% 72.7K -5.1M -28.9K 0.07 18.46 N/A N/A 6,608 488 8,430 972 2021-11-18 $19.45 $20.00 147.1% 42.2% 23.5% 71.1% 155.4% -35.6% 6.3% 104.9K -9.5M -55.5K 0.06 18.49 N/A N/A 4,819 271 14,237 1,415 2021-11-19 $21.05 $20.00 160.4% 46.0% 38.4% 78.4% 170.7% -19.8% 10.4% 133.5K -15.7M -75.4K 0.06 15.02 N/A N/A 4,830 290 17,690 1,550 2021-11-22 $19.50 $20.00 146.6% 42.0% 46.5% 70.8% 153.1% -23.5% 19.6% 147.6K -15.9M -80.7K 0.16 20.93 N/A N/A 3,810 609 19,774 1,608 2021-11-23 $20.05 $20.00 147.4% 42.3% 48.0% 71.3% 154.3% -22.0% 3.9% 164.0K -17.9M -89.5K 0.12 17.32 N/A N/A 1,854 218 21,653 2,018 2021-11-24 $19.75 $20.00 145.1% 41.6% 48.1% 70.0% 158.7% -31.6% 13.2% 164.7K -17.7M -90.5K 0.40 15.88 N/A N/A 1,311 526 22,311 2,166 2021-11-26 $18.65 $20.00 146.8% 42.1% 51.4% 70.9% 148.9% -33.5% 16.4% 148.6K -16.6M -87.5K 0.25 24.56 N/A N/A 1,662 415 22,941 2,464 2021-11-29 $19.35 $20.00 146.8% 42.1% 53.8% 71.0% 167.4% -27.6% 20.0% 163.1K -18.4M -91.2K 0.10 14.35 N/A N/A 1,832 176 23,798 2,808 2021-11-30 $18.70 $20.00 147.3% 42.2% 54.6% 71.2% 155.6% -30.3% 20.7% 167.5K -17.2M -90.6K 0.15 21.85 N/A N/A 2,361 346 24,921 2,930
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