HIVE Options History — March 2022

In March 2022, HIVE traded between $8.20 and $11.50. ATM implied volatility averaged 115.9%, placing in the 51.3% IV rank vs the trailing year. The 30-day expected move averaged 36.3%. IV traded above realized volatility by 28.5% (HV 20d: 87.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.31.

Notable Days

2022-03-21: Highest Volume — 1,566 contracts
2022-03-08: Largest IV drop — 19.9% change
2022-03-07: Highest IV Rank — 76.5%
2022-03-11: Largest Expected Move — 47.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.79	$8.20	$11.50	$10.35	$10.70
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	115.9%	84.6%	164.3%	127.0%	84.6%
Expected Move	36.3%	29.2%	47.6%	36.4%	32.6%
HV 20d	87.4%	80.6%	92.7%	85.3%	86.0%
HV 60d	91.0%	88.2%	93.2%	91.2%	92.2%
IV Rank	51.3%	34.9%	76.5%	57.1%	34.9%
IV Percentile	69.2%	46.8%	98.4%	80.6%	46.8%
Term Structure	8.1%	-15.5%	28.8%	7.6%	28.8%
VWIV	126.2%	97.9%	190.9%	136.6%	107.1%
Skew 25d	0.4%	-36.8%	33.9%	-22.2%	18.6%
Skew 10d	15.6%	-57.6%	64.0%	-14.3%	59.4%
Call IV 25d	113.2%	66.6%	155.5%	155.5%	79.1%
Put IV 25d	113.6%	97.7%	164.1%	133.3%	97.7%
Bid-Ask Spread %	14.61	7.70	25.63	10.82	23.20
Gamma HHI	0.27	0.18	0.62	0.25	0.26
Net GEX	59.2K	27.2K	152.6K	77.2K	61.7K
Net DEX	-3.1M	-5.0M	-1.2M	-4.4M	-3.8M
Net VEX	-20.9K	-25.6K	-16.7K	-25.6K	-22.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.03	0.74	0.47	0.62
Total Volume	732.478	271	1,566	1,051	331
Total OI	30,168.217	14,939	40,022	37,336	18,273

Daily Data (23 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
2022-03-01	$10.35	$10.00	127.0%	36.4%	85.3%	57.1%	136.6%	-22.2%	7.6%	77.2K	-4.4M	-25.6K	0.47	10.82	N/A	N/A	714	337	35,018	2,318
2022-03-02	$10.45	$10.00	130.4%	37.4%	80.6%	58.8%	132.2%	-18.4%	3.5%	75.3K	-4.1M	-25.4K	0.31	9.69	N/A	N/A	264	82	35,015	2,541
2022-03-03	$9.45	$10.00	134.1%	38.4%	85.3%	60.8%	134.2%	-8.4%	-2.0%	61.3K	-3.2M	-22.4K	0.30	13.18	N/A	N/A	270	82	35,105	2,542
2022-03-04	$8.90	$10.00	142.8%	40.9%	85.1%	65.3%	142.7%	-36.8%	5.3%	52.3K	-2.5M	-20.2K	0.48	9.85	N/A	N/A	328	157	35,190	2,571
2022-03-07	$8.25	$10.00	164.3%	47.1%	81.2%	76.5%	190.9%	14.1%	-9.0%	47.4K	-2.2M	-19.0K	0.09	14.17	N/A	N/A	843	74	35,374	2,619
2022-03-08	$8.65	$10.00	131.7%	39.8%	82.0%	59.5%	139.1%	-29.1%	8.0%	47.2K	-1.9M	-17.5K	0.03	7.70	N/A	N/A	1,082	37	35,813	2,655
2022-03-09	$9.40	$10.00	127.3%	42.7%	88.4%	57.2%	149.3%	-30.5%	5.9%	65.1K	-3.0M	-21.7K	0.09	14.16	N/A	N/A	570	54	36,147	2,658
2022-03-10	$9.15	$10.00	129.9%	44.0%	86.1%	58.6%	153.3%	-35.3%	4.2%	63.3K	-2.9M	-21.0K	0.50	18.14	N/A	N/A	222	112	36,425	2,665
2022-03-11	$8.65	$10.00	125.5%	47.6%	87.7%	56.3%	170.8%	7.2%	10.1%	30.8K	-1.7M	-18.7K	0.34	8.86	N/A	N/A	329	113	36,461	2,689
2022-03-14	$8.20	$10.00	134.8%	38.0%	87.8%	61.1%	136.7%	-17.4%	-2.0%	27.2K	-1.2M	-16.8K	0.74	17.81	N/A	N/A	156	115	36,570	2,734
2022-03-15	$8.70	$10.00	116.5%	37.9%	91.0%	51.6%	132.0%	-2.3%	17.6%	28.8K	-1.3M	-17.0K	0.55	10.65	N/A	N/A	263	144	36,587	2,751
2022-03-16	$9.25	$10.00	118.2%	37.5%	87.5%	52.5%	130.6%	-32.6%	16.3%	32.2K	-1.6M	-19.1K	0.13	13.35	N/A	N/A	815	108	36,633	2,863
2022-03-17	$9.75	$0.00	114.6%	36.3%	90.0%	50.6%	112.9%	-3.7%	12.0%	121.9K	-3.3M	-21.4K	0.25	15.34	N/A	N/A	340	86	37,010	2,852
2022-03-18	$10.05	$10.00	109.6%	33.9%	87.7%	48.0%	120.4%	1.3%	12.0%	152.6K	-3.9M	-21.6K	0.39	16.39	N/A	N/A	716	277	37,220	2,802
2022-03-21	$9.70	$10.00	99.1%	30.7%	88.4%	42.5%	105.6%	23.7%	9.9%	34.5K	-2.1M	-16.7K	0.19	14.00	N/A	N/A	1,319	247	12,863	2,076
2022-03-22	$10.25	$10.00	98.3%	30.0%	88.5%	42.1%	100.0%	30.7%	6.9%	45.0K	-2.9M	-19.5K	0.12	14.11	N/A	N/A	647	81	13,299	2,243
2022-03-23	$10.00	$10.00	102.4%	29.6%	87.4%	44.2%	97.9%	16.4%	-15.5%	46.8K	-2.9M	-19.8K	0.37	14.71	N/A	N/A	498	185	13,758	2,249
2022-03-24	$10.75	$10.00	96.0%	29.2%	89.0%	40.9%	102.8%	33.6%	6.3%	54.4K	-3.7M	-22.1K	0.13	17.30	N/A	N/A	981	124	14,012	2,416
2022-03-25	$10.55	$10.00	94.2%	30.0%	89.5%	39.9%	99.1%	31.5%	9.1%	56.3K	-3.7M	-23.0K	0.28	25.63	N/A	N/A	749	212	14,745	2,400
2022-03-28	$11.50	$10.00	101.6%	33.0%	92.0%	43.8%	98.2%	33.9%	13.0%	59.7K	-4.4M	-22.4K	0.07	17.17	N/A	N/A	1,152	82	14,926	2,485
2022-03-29	$11.45	$10.00	93.6%	31.9%	92.0%	39.7%	103.8%	25.3%	18.9%	57.6K	-4.8M	-22.7K	0.12	14.36	N/A	N/A	753	88	15,527	2,509
2022-03-30	$11.15	$10.00	89.3%	30.9%	92.7%	37.4%	105.4%	9.8%	20.0%	62.1K	-5.0M	-24.1K	0.47	15.41	N/A	N/A	483	225	15,751	2,509
2022-03-31	$10.70	$10.00	84.6%	32.6%	86.0%	34.9%	107.1%	18.6%	28.8%	61.7K	-3.8M	-22.0K	0.62	23.20	N/A	N/A	205	126	15,796	2,477