HIVE Options History — October 2014

In October 2014, HIVE traded between $22.00 and $40.35. ATM implied volatility averaged 69.9%. The 30-day expected move averaged 15.6%. IV traded below realized volatility by 52.9% (HV 20d: 122.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 6.03.

Notable Days

  • 2014-10-15: Highest Volume — 315 contracts
  • 2014-10-09: Largest IV spike — 73.9% change
  • 2014-10-29: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.84$22.00$40.35$38.35$25.20
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV69.9%41.1%161.1%45.7%86.7%
Expected Move15.6%12.3%21.0%14.3%20.5%
HV 20d122.8%42.1%183.8%42.1%183.2%
HV 60d80.4%40.8%110.1%43.6%108.9%
Term Structure-3.3%-15.2%10.6%1.1%-15.2%
VWIV61.5%48.3%75.9%54.9%67.7%
Skew 25d18.7%-36.0%47.0%1.2%47.0%
Skew 10d36.0%-16.4%82.2%22.5%78.6%
Call IV 25d67.1%41.8%108.4%53.1%75.4%
Put IV 25d85.7%53.5%122.4%54.3%122.4%
Bid-Ask Spread %103.1968.05116.16107.2068.05
Gamma HHI0.870.550.990.940.59
Net GEX-9.9K-23.3K-2.8K-17.8K-4.1K
Net DEX935.6K451.2K1.3M494.6K1.1M
Net VEX-1.6K-2.9K-432-2.9K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.030.0021.772.240.11
Total Volume122.47803150215
Total OI555.261379917379917

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-10-01$38.35$0.0045.7%14.3%42.1%0.0%0.0%1.2%1.1%-17.8K494.6K-2.9K0.00107.20N/AN/A0028351
2014-10-02$40.35$0.0042.5%13.5%46.0%0.0%0.0%25.2%1.3%-23.3K487.8K-2.8K0.00103.70N/AN/A0028351
2014-10-03$39.75$0.0050.0%14.0%46.3%0.0%0.0%7.6%-10.5%-21.0K451.2K-2.8K0.00108.47N/AN/A0028351
2014-10-06$39.15$0.0043.5%14.0%46.6%0.0%0.0%16.4%1.1%-19.3K481.6K-2.8K0.0092.44N/AN/A0028351
2014-10-07$38.25$0.0049.7%14.0%47.2%0.0%0.0%9.0%3.3%-19.6K488.7K-2.7K0.00102.17N/AN/A0028351
2014-10-08$38.90$0.0041.1%13.8%42.6%0.0%0.0%5.8%7.5%-20.5K534.7K-2.8K2.24107.26N/AN/A81728351
2014-10-09$37.45$0.0071.4%13.9%44.3%0.0%0.0%6.2%0.9%-18.2K505.0K-2.7K2.24103.26N/AN/A81728353
2014-10-10$34.35$0.0080.1%13.8%47.9%0.0%0.0%8.3%4.2%-14.1K600.1K-2.6K21.77101.25N/AN/A1020928353
2014-10-13$22.45$0.00102.9%14.0%154.3%0.0%0.0%-0.8%-9.1%-4.8K1.2M-7000.00110.83N/AN/A2028543
2014-10-14$22.00$0.00161.1%15.7%153.6%0.0%54.9%23.1%-8.9%-4.8K1.1M-7978.73109.11N/AN/A3228130539
2014-10-15$22.65$25.00134.4%13.7%155.2%0.0%48.3%26.7%-11.7%-4.1K1.2M-7748.22111.92N/AN/A3428155563
2014-10-16$22.00$25.0065.0%12.3%154.9%0.0%0.0%13.0%-14.7%-3.7K1.2M-6570.00116.16N/AN/A0055561
2014-10-17$23.35$25.0052.8%15.7%158.1%0.0%0.0%33.5%10.6%-6.0K1.2M-1.0K3.90100.89N/AN/A2855561
2014-10-20$22.50$25.0056.8%15.1%158.1%0.0%0.0%29.3%-6.7%-2.8K1.2M-4320.00107.72N/AN/A0037540
2014-10-21$23.25$25.0065.2%16.5%159.4%0.0%57.5%33.2%-10.0%-4.7K1.2M-82710.72108.06N/AN/A1920837540
2014-10-22$23.45$25.0060.3%14.9%159.9%0.0%52.2%33.7%-5.2%-5.5K1.2M-93710.72110.33N/AN/A1920837540
2014-10-23$23.15$25.0059.1%15.5%160.0%0.0%54.7%36.3%-3.6%-3.6K1.2M-56210.72108.29N/AN/A1920837540
2014-10-24$24.65$25.0060.7%16.3%162.3%0.0%56.4%29.3%-8.5%-3.1K1.3M-44210.72104.64N/AN/A1920837540
2014-10-27$24.30$25.0052.3%15.6%161.1%0.0%0.0%32.3%-3.2%-4.0K1.2M-5060.00108.41N/AN/A0037540
2014-10-28$28.80$25.0073.5%20.4%175.2%0.0%72.2%-36.0%0.4%-16.3K1.3M-1.6K0.0698.32N/AN/A2931937540
2014-10-29$24.20$25.0073.8%21.0%183.8%0.0%75.9%2.2%1.8%-3.1K1.1M-1.6K0.1494.10N/AN/A21030321558
2014-10-30$24.75$25.0079.8%20.7%182.6%0.0%75.5%46.6%-1.4%-3.4K1.1M-1.8K0.1090.81N/AN/A21122337573
2014-10-31$25.20$25.0086.7%20.5%183.2%0.0%67.7%47.0%-15.2%-4.1K1.1M-1.8K0.1168.05N/AN/A19322336581