HIVE Options History — July 2015

In July 2015, HIVE traded between $34.05 and $38.90. ATM implied volatility averaged 49.9%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 3.9% (HV 20d: 46.0%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 3.24.

Notable Days

  • 2015-07-01: Highest Volume — 222 contracts
  • 2015-07-13: Largest IV spike — 34.4% change
  • 2015-07-14: Highest IV Rank — 20.6%
  • 2015-07-31: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.69$34.05$38.90$34.90$38.65
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV49.9%38.8%61.9%41.6%55.4%
Expected Move14.4%11.9%15.9%11.9%15.9%
HV 20d46.0%37.7%54.0%48.7%39.2%
HV 60d46.9%37.6%52.5%51.2%39.9%
IV Rank10.9%2.0%20.6%4.3%15.4%
IV Percentile25.7%2.0%54.8%5.6%37.3%
Term Structure-1.8%-6.0%3.5%2.2%-6.0%
VWIV51.6%48.2%61.2%58.2%55.8%
Skew 25d17.7%-10.5%63.5%22.9%-5.0%
Skew 10d30.6%-12.5%97.7%21.8%-7.5%
Call IV 25d52.6%44.4%64.0%51.1%60.9%
Put IV 25d70.2%46.5%121.7%74.0%55.9%
Bid-Ask Spread %83.0513.66105.4489.21100.15
Gamma HHI0.880.720.950.780.91
Net GEX-23.5K-35.1K-8.2K-10.2K-31.0K
Net DEX171.9K-456.2K377.4K208.9K82.2K
Net VEX-2.5K-3.0K-2.0K-2.5K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.240.497.404.141.40
Total Volume93.8641922222226
Total OI676.273534907698558

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-07-01$34.90$37.5041.6%11.9%48.7%4.3%58.2%22.9%2.2%-10.2K208.9K-2.5K4.1489.21N/AN/A43179316382
2015-07-02$34.25$37.5046.5%13.3%48.6%8.2%61.2%7.3%-2.5%-8.2K271.4K-2.3K4.1413.66N/AN/A43179320382
2015-07-06$34.15$37.5038.8%14.0%48.5%2.0%49.6%5.1%3.5%-10.0K377.4K-2.1K4.59102.74N/AN/A39179320382
2015-07-07$34.90$37.5047.2%14.5%49.2%8.8%50.6%4.3%-1.8%-11.2K270.1K-2.2K6.1798.69N/AN/A29179320382
2015-07-08$34.05$37.5045.6%15.0%49.8%7.5%51.3%-10.5%-5.6%-9.2K349.8K-2.0K6.1795.80N/AN/A29179322382
2015-07-09$34.25$37.5049.5%14.6%49.5%10.6%50.5%3.8%-2.7%-9.7K341.0K-2.0K7.4097.25N/AN/A24179322382
2015-07-10$35.55$37.5045.1%13.9%51.6%7.1%48.2%7.2%-1.1%-14.4K245.9K-2.1K7.3599.33N/AN/A24178320382
2015-07-13$37.15$37.5060.6%15.4%54.0%19.5%53.8%9.0%-4.3%-30.4K211.5K-3.0K4.8697.50N/AN/A37178320552
2015-07-14$38.20$37.5061.9%14.2%50.9%20.6%49.5%36.1%-0.9%-27.4K-456.2K-2.6K0.4928.31N/AN/A2010340552
2015-07-15$37.10$37.5051.2%14.7%51.3%12.0%51.2%3.1%-5.4%-35.1K211.4K-2.9K1.1475.16N/AN/A1719342552
2015-07-16$37.40$37.5049.1%14.1%51.3%10.3%49.1%13.5%-2.7%-35.1K146.3K-2.9K1.75105.44N/AN/A1119343563
2015-07-17$37.90$37.5050.9%14.6%51.1%11.8%51.0%10.3%-1.5%-24.7K-450.2K-2.7K0.8598.78N/AN/A2319344563
2015-07-20$37.35$37.5049.5%14.2%50.2%10.6%49.5%-8.5%0.1%-25.9K238.7K-2.6K1.5726.73N/AN/A1015172362
2015-07-21$37.80$37.5051.3%14.7%43.1%12.1%51.4%10.8%-0.8%-25.8K186.5K-2.6K1.4097.90N/AN/A1115180362
2015-07-22$38.90$37.5048.7%14.0%38.7%10.0%48.7%43.0%-3.4%-32.3K78.7K-2.6K2.26100.48N/AN/A715188362
2015-07-23$38.40$37.5050.7%14.5%39.0%11.6%50.8%50.3%-0.9%-30.0K149.7K-2.5K3.8598.18N/AN/A415188362
2015-07-24$38.65$37.5051.0%14.6%39.0%11.9%51.0%48.9%-1.1%-33.8K131.2K-2.4K3.85100.89N/AN/A415188362
2015-07-27$36.70$37.5050.5%14.5%43.1%11.4%50.5%10.9%-0.8%-26.2K317.4K-2.4K2.7596.42N/AN/A615188362
2015-07-28$37.10$37.5050.2%14.4%37.7%11.2%50.2%63.5%1.0%-28.5K289.8K-2.4K1.83102.98N/AN/A815189362
2015-07-29$36.60$37.5051.3%14.7%38.1%12.0%52.5%9.1%-1.7%-26.9K309.8K-2.4K1.8378.09N/AN/A815192362
2015-07-30$37.30$37.5050.8%14.6%38.5%11.7%51.3%53.6%-3.0%-29.9K269.9K-2.3K1.4823.36N/AN/A1015192362
2015-07-31$38.65$37.5055.4%15.9%39.2%15.4%55.8%-5.0%-6.0%-31.0K82.2K-2.2K1.40100.15N/AN/A1115196362