HIVE Options History — December 2021 In December 2021, HIVE traded between $12.55 and $17.90. ATM implied volatility averaged 135.3%, placing in the 62.8% IV rank vs the trailing year. The 30-day expected move averaged 38.9%. IV traded above realized volatility by 55.4% (HV 20d: 79.9%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.20.
Notable Days 2021-12-02 : Highest Volume — 3,596 contracts2021-12-13 : Largest IV spike — 33.2% change2021-12-14 : Highest IV Rank — 100.0%2021-12-13 : Largest Expected Move — 49.0%Monthly Statistics Metric Avg Min Max Open Close Price $14.57 $12.55 $17.90 $17.90 $13.30 Max Pain $15.68 $15.00 $20.00 $20.00 $15.00 ATM IV 135.3% 102.3% 209.2% 145.1% 111.3% Expected Move 38.9% 29.3% 49.0% 41.6% 31.9% HV 20d 79.9% 55.9% 91.3% 55.9% 90.4% HV 60d 79.3% 58.7% 90.6% 78.3% 61.4% IV Rank 62.8% 44.1% 100.0% 70.0% 48.9% IV Percentile 88.7% 77.8% 100.0% 94.0% 78.2% Term Structure 14.7% -0.3% 29.6% 19.8% 14.4% VWIV 141.2% 106.6% 171.7% 150.1% 116.3% Skew 25d -24.2% -51.8% 4.6% -31.8% -51.8% Skew 10d -55.0% -88.1% -12.3% -67.6% -83.1% Call IV 25d 148.9% 114.0% 179.2% 158.1% 127.2% Put IV 25d 124.7% 72.6% 162.9% 126.3% 75.4% Bid-Ask Spread % 13.70 8.28 19.76 14.96 8.67 Gamma HHI 0.37 0.28 0.45 0.38 0.28 Net GEX 138.6K 98.8K 168.7K 163.1K 120.3K Net DEX -9.5M -15.9M -6.0M -15.9M -6.1M Net VEX -66.5K -86.6K -46.7K -86.6K -46.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.07 0.44 0.13 0.34 Total Volume 1,733.227 577 3,596 2,300 761 Total OI 33,856 29,190 39,714 29,190 33,810
Daily Data (22 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 2021-12-01 $17.90 $20.00 145.1% 41.6% 55.9% 70.0% 150.1% -31.8% 19.8% 163.1K -15.9M -86.6K 0.13 14.96 N/A N/A 2,036 264 25,994 3,196 2021-12-02 $17.20 $20.00 132.3% 37.9% 56.6% 63.0% 139.2% -19.1% 16.4% 154.4K -13.9M -81.4K 0.10 16.26 N/A N/A 3,263 333 26,707 3,310 2021-12-03 $15.25 $20.00 126.8% 36.4% 67.9% 60.0% 137.9% -47.1% 29.6% 132.0K -10.5M -72.9K 0.12 12.54 N/A N/A 2,585 322 27,880 3,276 2021-12-06 $15.20 $15.00 143.5% 46.8% 67.8% 69.1% 163.1% -10.0% 11.7% 129.2K -9.9M -72.5K 0.08 15.56 N/A N/A 1,928 164 28,071 3,405 2021-12-07 $16.05 $15.00 147.6% 46.4% 72.5% 71.4% 167.1% -12.4% 16.5% 146.1K -12.9M -81.6K 0.08 18.58 N/A N/A 2,945 223 28,682 3,459 2021-12-08 $16.50 $15.00 124.8% 44.2% 73.9% 58.9% 157.7% -15.4% 8.9% 168.7K -13.9M -85.9K 0.25 17.95 N/A N/A 827 204 30,496 3,524 2021-12-09 $14.75 $15.00 149.5% 42.6% 81.3% 72.4% 162.8% -33.4% 13.3% 137.6K -11.6M -78.1K 0.07 18.33 N/A N/A 3,067 215 30,817 3,652 2021-12-10 $14.40 $15.00 136.2% 40.8% 80.9% 65.1% 152.6% -27.9% 24.3% 149.3K -9.7M -73.3K 0.21 18.60 N/A N/A 696 146 32,767 3,752 2021-12-13 $13.75 $15.00 181.5% 49.0% 81.4% 90.0% 170.9% -21.9% -0.3% 137.7K -8.7M -69.3K 0.15 19.76 N/A N/A 1,681 254 32,903 3,775 2021-12-14 $13.75 $15.00 209.2% 46.4% 81.7% 100.0% 163.0% -9.2% 10.3% 148.1K -9.0M -66.6K 0.11 12.95 N/A N/A 803 89 34,833 3,817 2021-12-15 $14.05 $15.00 159.7% 45.8% 82.3% 74.2% 161.9% -25.7% 4.2% 163.1K -10.2M -72.5K 0.35 15.40 N/A N/A 751 260 35,151 3,831 2021-12-16 $13.15 $15.00 152.6% 43.7% 83.8% 70.4% 171.7% -15.9% 16.7% 118.8K -6.5M -61.0K 0.44 12.43 N/A N/A 1,201 532 35,464 3,799 2021-12-17 $13.10 $15.00 142.3% 40.8% 83.8% 65.0% 153.2% -20.6% 14.1% 118.5K -6.7M -61.3K 0.41 13.60 N/A N/A 1,639 670 35,883 3,831 2021-12-20 $12.55 $15.00 129.6% 37.2% 75.5% 58.4% 131.9% -12.4% 8.3% 98.8K -6.0M -48.0K 0.11 11.84 N/A N/A 2,135 226 28,538 2,328 2021-12-21 $13.85 $15.00 122.0% 35.0% 84.9% 54.5% 124.9% -8.2% 19.2% 119.5K -7.7M -57.8K 0.07 10.94 N/A N/A 1,537 106 28,372 2,422 2021-12-22 $14.25 $15.00 118.8% 34.1% 85.0% 52.8% 121.8% 4.6% 17.8% 135.4K -8.7M -60.0K 0.11 15.96 N/A N/A 710 78 29,332 2,451 2021-12-23 $15.25 $15.00 103.0% 29.5% 90.2% 44.5% 108.4% -0.6% 26.4% 157.7K -10.3M -68.4K 0.13 10.30 N/A N/A 1,677 211 29,647 2,626 2021-12-27 $15.35 $15.00 102.3% 29.3% 88.8% 44.1% 111.5% -35.0% 24.9% 166.3K -10.6M -64.7K 0.29 9.84 N/A N/A 716 206 30,130 2,605 2021-12-28 $14.15 $15.00 116.1% 33.3% 90.5% 51.4% 117.9% -37.6% 1.8% 134.3K -7.7M -55.4K 0.15 8.28 N/A N/A 1,090 164 30,388 2,705 2021-12-29 $13.40 $15.00 106.6% 30.6% 91.3% 46.4% 106.6% -49.7% 17.1% 124.3K -6.5M -49.8K 0.39 8.33 N/A N/A 416 161 30,814 2,739 2021-12-30 $13.35 $15.00 114.9% 32.9% 90.9% 50.8% 116.0% -51.8% 9.3% 126.9K -6.9M -50.1K 0.22 10.24 N/A N/A 688 151 30,876 2,774 2021-12-31 $13.30 $15.00 111.3% 31.9% 90.4% 48.9% 116.3% -51.8% 14.4% 120.3K -6.1M -46.7K 0.34 8.67 N/A N/A 569 192 30,979 2,831
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