HIVE Options History — May 2014

In May 2014, HIVE traded between $48.35 and $49.80. ATM implied volatility averaged 51.7%. The 30-day expected move averaged 14.8%. Net GEX was positive for 1 of 3 trading days. Term structure was in contango for 3 of 3 days. Put/call ratio averaged 0.00.

Notable Days

  • 2014-05-30: Highest Volume — 4 contracts
  • 2014-05-29: Largest IV spike — 3.5% change
  • 2014-05-30: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.02$48.35$49.80$48.35$49.80
ATM IV51.7%50.1%53.3%50.1%53.3%
Expected Move14.8%14.4%15.3%14.4%15.3%
Term Structure1.9%0.8%2.7%2.3%0.8%
VWIV52.8%52.8%52.8%52.8%52.8%
Bid-Ask Spread %121.71116.79129.53129.53116.79
Gamma HHI1.001.001.001.001.00
Net GEX7020020
Net DEX-165-49500-495
Net VEX-0-100-1
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.3330404
Total OI00000

Daily Data (3 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-05-28$48.35$0.0050.1%14.4%0.0%0.0%0.0%0.0%2.3%0000.00129.53N/AN/A0000
2014-05-29$48.90$0.0051.8%14.9%0.0%0.0%0.0%0.0%2.7%0000.00118.81N/AN/A0000
2014-05-30$49.80$0.0053.3%15.3%0.0%0.0%52.8%0.0%0.8%20-495-10.00116.79N/AN/A4000