HIVE Options History — April 2023 In April 2023, HIVE traded between $3.13 and $4.04. ATM implied volatility averaged 90.5%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 2.5% (HV 20d: 88.0%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.22.
Notable Days 2023-04-17 : Highest Volume — 3,310 contracts2023-04-12 : Largest IV spike — 42.7% change2023-04-12 : Highest IV Rank — 22.0%2023-04-10 : Largest Expected Move — 31.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.50 $3.13 $4.04 $3.40 $3.34 Max Pain $3.68 $3.00 $4.00 $3.00 $4.00 ATM IV 90.5% 73.0% 104.2% 89.3% 90.8% Expected Move 27.0% 23.9% 31.4% 25.6% 26.0% HV 20d 88.0% 79.8% 101.4% 101.3% 82.4% HV 60d 99.0% 90.6% 118.3% 118.0% 91.2% IV Rank 18.8% 14.6% 22.0% 18.5% 18.9% IV Percentile 10.7% 2.4% 31.7% 6.3% 11.1% Term Structure 4.7% -8.7% 28.9% 28.9% -7.4% VWIV 92.4% 84.8% 102.2% 96.2% 92.1% Skew 25d 5.2% -14.6% 44.7% 11.0% -1.5% Skew 10d 24.7% -2.1% 71.8% 24.0% 29.4% Call IV 25d 89.3% 67.0% 103.8% 90.2% 90.9% Put IV 25d 94.5% 81.5% 111.7% 101.2% 89.4% Bid-Ask Spread % 47.57 19.81 63.68 63.68 54.19 Gamma HHI 0.28 0.21 0.42 0.25 0.21 Net GEX 20.0K 5.8K 49.3K 9.9K 15.5K Net DEX -2.2M -3.6M -1.2M -1.6M -1.7M Net VEX -16.9K -19.9K -13.2K -13.2K -16.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.01 1.04 1.04 0.08 Total Volume 1,130.632 199 3,310 470 199 Total OI 26,006.684 22,116 30,138 22,116 26,812
Daily Data (19 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 2023-04-03 $3.40 $3.00 89.3% 25.6% 101.3% 18.5% 96.2% 11.0% 28.9% 9.9K -1.6M -13.2K 1.04 63.68 N/A N/A 230 240 15,717 6,399 2023-04-04 $3.29 $3.00 91.5% 26.2% 100.0% 19.0% 94.6% 5.7% 9.5% 9.2K -1.8M -16.0K 0.28 39.56 N/A N/A 305 85 15,839 6,605 2023-04-05 $3.17 $3.00 88.0% 25.2% 101.4% 18.2% 84.8% 34.8% 19.3% 5.8K -1.5M -15.5K 0.24 54.86 N/A N/A 402 96 15,838 6,632 2023-04-06 $3.23 $3.00 93.6% 28.4% 87.7% 19.5% 90.8% -0.2% 0.9% 6.3K -1.6M -15.2K 0.01 44.17 N/A N/A 1,248 16 16,077 6,666 2023-04-10 $3.48 $3.00 80.0% 31.4% 89.6% 16.3% 101.0% 44.7% -1.9% 14.7K -2.1M -15.6K 0.04 41.62 N/A N/A 1,244 56 17,194 6,671 2023-04-11 $3.75 $3.00 73.0% 29.8% 79.8% 14.6% 99.1% -1.1% -8.7% 30.9K -2.9M -17.0K 0.43 42.65 N/A N/A 1,942 834 17,892 6,648 2023-04-12 $3.65 $4.00 104.2% 29.9% 79.9% 22.0% 102.2% 6.1% -5.1% 22.4K -2.7M -18.1K 0.16 62.98 N/A N/A 774 122 18,430 7,421 2023-04-13 $4.04 $4.00 95.1% 27.3% 85.2% 19.9% 95.9% 1.1% 1.2% 37.1K -3.6M -17.7K 0.32 33.60 N/A N/A 1,855 602 18,421 7,523 2023-04-14 $4.04 $4.00 99.0% 28.4% 85.3% 20.8% 97.0% -0.4% -3.0% 41.8K -3.6M -19.6K 0.05 61.61 N/A N/A 1,617 77 19,045 8,102 2023-04-17 $3.83 $4.00 96.8% 27.7% 85.4% 20.3% 94.3% -14.6% 0.2% 38.8K -2.8M -18.0K 0.05 48.73 N/A N/A 3,165 145 19,118 8,113 2023-04-18 $3.96 $4.00 86.8% 24.9% 83.7% 17.9% 85.4% 4.7% 12.0% 49.3K -3.4M -19.9K 0.46 57.84 N/A N/A 532 245 21,237 8,225 2023-04-19 $3.69 $4.00 86.8% 24.9% 85.0% 17.9% 87.0% 3.9% 6.2% 19.3K -2.5M -19.1K 0.17 56.97 N/A N/A 1,182 199 21,267 8,338 2023-04-20 $3.34 $4.00 92.7% 26.6% 90.1% 19.3% 86.0% 12.7% 10.7% 14.4K -1.8M -17.1K 0.26 50.18 N/A N/A 860 224 21,440 8,249 2023-04-21 $3.21 $4.00 83.4% 23.9% 89.8% 17.1% 85.3% -3.0% 20.3% 12.4K -1.6M -16.6K 0.12 62.83 N/A N/A 444 54 21,677 8,461 2023-04-24 $3.17 $4.00 94.8% 27.2% 89.5% 19.8% 92.5% 2.0% 0.5% 11.5K -1.4M -16.4K 0.26 19.81 N/A N/A 735 189 19,441 5,938 2023-04-25 $3.13 $4.00 89.7% 25.7% 85.7% 18.6% 93.6% -12.8% 2.1% 11.0K -1.2M -15.8K 0.08 25.31 N/A N/A 427 35 19,735 6,109 2023-04-26 $3.31 $4.00 93.9% 26.9% 87.6% 19.6% 91.7% 1.0% 4.8% 14.6K -1.6M -17.4K 0.09 31.87 N/A N/A 582 53 20,203 6,091 2023-04-27 $3.38 $4.00 90.6% 26.0% 82.3% 18.8% 86.8% 4.8% -0.3% 15.3K -1.6M -17.0K 0.04 51.40 N/A N/A 451 16 20,470 6,083 2023-04-28 $3.34 $4.00 90.8% 26.0% 82.4% 18.9% 92.1% -1.5% -7.4% 15.5K -1.7M -16.7K 0.08 54.19 N/A N/A 185 14 20,722 6,090
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