HIVE Options History — May 2023 In May 2023, HIVE traded between $2.85 and $3.25. ATM implied volatility averaged 93.0%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 20.3% (HV 20d: 72.6%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.91.
Notable Days 2023-05-12 : Highest Volume — 2,261 contracts2023-05-09 : Largest IV spike — 18.8% change2023-05-30 : Highest IV Rank — 21.4%2023-05-30 : Largest Expected Move — 29.1%Monthly Statistics Metric Avg Min Max Open Close Price $3.07 $2.85 $3.25 $3.08 $3.25 Max Pain $3.64 $3.00 $4.00 $4.00 $4.00 ATM IV 93.0% 81.8% 101.5% 92.7% 99.5% Expected Move 26.8% 24.0% 29.1% 26.6% 28.5% HV 20d 72.6% 58.5% 87.0% 86.9% 59.3% HV 60d 85.2% 82.4% 90.2% 90.2% 83.2% IV Rank 19.4% 16.7% 21.4% 19.3% 20.9% IV Percentile 15.7% 3.6% 31.7% 13.5% 28.2% Term Structure 1.9% -29.4% 19.4% -1.9% 13.0% VWIV 91.8% 79.9% 102.8% 91.4% 98.2% Skew 25d 1.3% -24.4% 26.6% 25.7% 19.2% Skew 10d 14.1% -47.6% 73.1% 36.4% 73.1% Call IV 25d 89.1% 60.6% 110.1% 65.8% 105.5% Put IV 25d 90.4% 76.8% 124.7% 91.5% 124.7% Bid-Ask Spread % 29.54 15.60 55.89 35.20 16.12 Gamma HHI 0.21 0.19 0.27 0.20 0.20 Net GEX 12.5K 4.1K 20.5K 11.9K 16.7K Net DEX -1.3M -1.8M -829.2K -1.0M -1.8M Net VEX -16.3K -17.3K -14.6K -15.2K -17.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.02 8.15 0.51 0.02 Total Volume 639.591 118 2,261 742 166 Total OI 30,191.409 26,991 33,781 26,991 30,650
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 2023-05-01 $3.08 $4.00 92.7% 26.6% 86.9% 19.3% 91.4% 25.7% -1.9% 11.9K -1.0M -15.2K 0.51 35.20 N/A N/A 493 249 20,843 6,148 2023-05-02 $3.13 $4.00 88.0% 25.2% 86.2% 18.2% 88.1% 26.3% 6.9% 10.8K -1.4M -16.3K 0.10 55.89 N/A N/A 786 77 20,813 6,373 2023-05-03 $3.04 $4.00 89.2% 25.6% 86.0% 18.5% 89.2% 9.6% 5.8% 10.1K -1.2M -16.2K 2.61 48.98 N/A N/A 38 99 21,184 6,430 2023-05-04 $3.01 $3.00 96.9% 27.2% 85.1% 20.3% 96.1% -16.7% 6.1% 10.0K -1.1M -15.4K 0.97 22.18 N/A N/A 234 226 21,212 6,519 2023-05-05 $3.17 $3.00 89.8% 27.5% 87.0% 18.6% 89.0% 3.1% -14.1% 11.1K -1.3M -16.6K 0.03 47.76 N/A N/A 465 16 21,253 6,725 2023-05-08 $3.08 $3.00 81.8% 26.4% 82.8% 16.7% 90.7% -7.8% 19.4% 8.5K -936.3K -14.6K 0.15 31.29 N/A N/A 103 15 21,572 6,780 2023-05-09 $3.10 $3.00 97.3% 26.5% 77.3% 20.4% 87.5% -2.7% 3.3% 9.8K -1.1M -15.5K 0.06 53.79 N/A N/A 2,121 131 21,582 6,784 2023-05-10 $3.16 $3.00 91.6% 26.3% 77.6% 19.0% 90.6% -5.8% 5.3% 12.1K -1.4M -16.7K 0.16 35.67 N/A N/A 505 83 23,725 6,930 2023-05-11 $2.95 $3.00 87.6% 25.1% 69.1% 18.1% 89.0% -14.1% 11.5% 9.2K -909.6K -15.6K 0.33 18.65 N/A N/A 327 107 23,834 6,884 2023-05-12 $2.85 $3.00 92.7% 26.6% 69.1% 19.3% 92.1% -20.4% -8.9% 9.6K -829.2K -15.3K 0.07 20.36 N/A N/A 2,122 139 23,997 6,924 2023-05-15 $3.08 $3.00 86.5% 24.8% 75.4% 17.8% 82.3% -12.7% 4.9% 11.4K -1.2M -16.4K 8.15 35.14 N/A N/A 112 913 26,029 6,903 2023-05-16 $3.00 $4.00 89.9% 25.8% 73.7% 18.6% 83.2% -10.8% 6.7% 8.1K -1.1M -16.7K 2.58 20.49 N/A N/A 142 367 26,113 7,420 2023-05-17 $3.15 $4.00 99.0% 28.4% 73.7% 20.8% 94.6% 8.8% -1.2% 11.9K -1.3M -17.3K 0.03 24.12 N/A N/A 463 12 26,030 7,615 2023-05-18 $3.10 $4.00 98.7% 28.3% 65.4% 20.7% 99.9% -9.1% 0.5% 4.1K -1.2M -17.3K 0.87 29.57 N/A N/A 123 107 26,164 7,617 2023-05-19 $3.06 $4.00 93.5% 26.8% 64.2% 19.5% 98.0% 26.6% 13.5% 19.1K -1.3M -17.0K 0.44 17.88 N/A N/A 326 145 26,112 7,551 2023-05-22 $3.17 $4.00 95.0% 27.2% 65.4% 19.8% 92.4% 2.0% -29.4% 20.5K -1.7M -17.2K 0.34 15.60 N/A N/A 806 270 24,253 5,104 2023-05-23 $3.06 $4.00 92.5% 26.5% 66.5% 19.2% 79.9% 26.6% 1.6% 17.5K -1.5M -16.6K 0.75 22.97 N/A N/A 250 188 24,369 5,351 2023-05-24 $3.00 $4.00 83.6% 24.0% 63.2% 17.1% 83.6% 24.6% 18.7% 14.2K -1.3M -15.7K 0.66 26.10 N/A N/A 159 105 24,345 5,506 2023-05-25 $2.99 $4.00 98.3% 28.2% 62.5% 20.6% 99.1% -24.4% -6.2% 15.5K -1.3M -16.2K 0.51 27.34 N/A N/A 181 92 24,394 5,603 2023-05-26 $3.00 $4.00 99.4% 28.5% 62.5% 20.9% 101.0% -6.0% 3.2% 16.0K -1.4M -16.4K 0.06 23.82 N/A N/A 205 13 24,544 5,669 2023-05-30 $3.15 $4.00 101.5% 29.1% 58.5% 21.4% 102.8% -13.2% -16.1% 17.1K -1.6M -16.8K 0.71 20.98 N/A N/A 346 244 24,676 5,681 2023-05-31 $3.25 $4.00 99.5% 28.5% 59.3% 20.9% 98.2% 19.2% 13.0% 16.7K -1.8M -17.3K 0.02 16.12 N/A N/A 162 4 24,768 5,882
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