HIVE Options History — June 2015

In June 2015, HIVE traded between $34.95 and $40.40. ATM implied volatility averaged 49.5%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 16.1% (HV 20d: 33.3%). Max pain ranged from $25.00 to $37.50. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 2.92.

Notable Days

  • 2015-06-22: Highest Volume — 350 contracts
  • 2015-06-17: Largest IV spike — 35.2% change
  • 2015-06-02: Highest IV Rank — 18.6%
  • 2015-06-02: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.16$34.95$40.40$35.65$34.95
Max Pain$35.80$25.00$37.50$25.00$37.50
ATM IV49.5%37.8%59.5%46.9%49.9%
Expected Move13.8%10.8%17.0%13.4%14.3%
HV 20d33.3%25.8%49.2%29.2%49.1%
HV 60d47.3%44.8%51.3%47.8%51.2%
IV Rank10.6%1.2%18.6%8.5%10.9%
IV Percentile21.4%0.8%45.2%13.5%24.6%
Term Structure5.2%-9.7%24.0%4.2%-4.4%
VWIV49.3%36.4%64.8%58.9%64.8%
Skew 25d9.3%-31.5%56.1%10.6%21.0%
Skew 10d17.9%-49.8%85.8%25.6%13.7%
Call IV 25d54.3%40.0%82.5%48.2%56.2%
Put IV 25d63.5%47.5%104.4%58.7%77.1%
Bid-Ask Spread %85.8821.46116.48116.48100.17
Gamma HHI0.730.540.890.570.78
Net GEX-6.5K-19.5K6.1K5.9K-10.7K
Net DEX-372.1K-904.6K219.1K-585.1K219.1K
Net VEX-2.2K-3.0K-1.4K-1.4K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.920.4010.950.403.31
Total Volume233.4099835098233
Total OI544.773353694353694

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$35.65$25.0046.9%13.4%29.2%8.5%58.9%10.6%4.2%5.9K-585.1K-1.4K0.40116.48N/AN/A702826885
2015-06-02$35.75$25.0059.5%17.0%29.1%18.6%0.0%4.6%-9.7%6.1K-560.3K-1.5K10.9591.54N/AN/A1213127390
2015-06-03$36.35$25.0049.4%14.2%29.3%10.6%52.3%4.7%4.7%-3.1K-330.9K-2.3K2.08113.45N/AN/A74155281230
2015-06-04$36.90$37.5057.0%14.7%28.3%16.6%51.3%1.6%6.1%-4.0K-402.0K-2.2K2.0297.94N/AN/A77155281220
2015-06-05$37.05$37.5057.5%12.9%25.9%17.0%45.1%8.2%8.8%-5.0K-407.0K-2.1K2.02104.62N/AN/A77155285220
2015-06-08$36.50$37.5053.1%13.2%27.0%13.6%46.0%-4.4%12.6%-4.9K-390.8K-2.1K2.02100.31N/AN/A77155285220
2015-06-09$36.45$37.5056.6%14.5%27.2%16.3%50.7%-4.4%10.1%-4.2K-397.9K-2.1K2.1394.58N/AN/A73155285220
2015-06-10$36.95$37.5049.8%14.3%26.5%10.9%49.8%13.5%8.5%-4.0K-406.6K-2.0K2.0295.32N/AN/A77155285220
2015-06-11$37.15$37.5049.1%14.1%26.3%10.3%49.0%-23.3%6.6%-4.8K-413.7K-2.0K1.6796.68N/AN/A93155283220
2015-06-12$37.55$37.5048.1%13.8%26.4%9.5%48.0%-31.5%7.4%-3.8K-468.8K-2.1K1.6796.21N/AN/A93155303220
2015-06-15$39.70$37.5053.7%15.4%28.3%14.0%53.9%7.5%-1.2%-5.1K-716.3K-1.8K1.6031.00N/AN/A97155303220
2015-06-16$40.40$37.5037.8%10.8%27.6%1.2%42.7%12.5%24.0%-13.2K-904.6K-1.5K1.56106.01N/AN/A99155310220
2015-06-17$39.80$37.5051.1%14.6%25.8%11.9%50.9%3.4%7.3%-5.0K-768.9K-1.9K1.7485.21N/AN/A89155310220
2015-06-18$38.95$37.5045.8%13.1%28.1%7.7%45.3%6.5%9.2%-4.0K-727.9K-1.9K1.96105.90N/AN/A79155313220
2015-06-19$37.75$37.5049.0%14.1%30.5%10.3%48.9%15.4%6.9%-6.0K-624.7K-1.9K1.8494.78N/AN/A84155313220
2015-06-22$35.20$37.5041.4%11.9%40.4%4.1%36.4%9.5%6.7%-4.2K-131.1K-1.8K9.1894.73N/AN/A34316253210
2015-06-23$37.40$37.5047.3%13.6%45.6%8.9%47.3%12.3%0.6%-19.5K-18.9K-2.8K1.9997.20N/AN/A93185253380
2015-06-24$37.25$37.5044.8%12.9%44.5%6.9%44.9%7.5%4.6%-13.8K-113.2K-3.0K3.4621.46N/AN/A54185311381
2015-06-25$37.60$37.5047.5%13.6%44.5%9.1%47.5%50.7%-1.0%-14.7K-154.4K-3.0K3.5423.56N/AN/A51179311381
2015-06-26$37.10$37.5046.6%13.4%44.7%8.3%46.6%56.1%1.2%-14.3K-60.3K-3.0K3.5422.25N/AN/A51179312382
2015-06-29$35.05$37.5046.8%13.4%49.2%8.4%54.1%21.9%1.4%-11.3K178.3K-2.6K3.5499.91N/AN/A51179312382
2015-06-30$34.95$37.5049.9%14.3%49.1%10.9%64.8%21.0%-4.4%-10.7K219.1K-2.5K3.31100.17N/AN/A54179312382