HIVE Options History — October 2018

In October 2018, HIVE traded between $19.15 and $20.60. ATM implied volatility averaged 62.7%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 43.5% (HV 20d: 19.2%). Max pain ranged from $12.50 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 1.12.

Notable Days

  • 2018-10-19: Highest Volume — 69 contracts
  • 2018-10-26: Largest IV spike — 48.1% change
  • 2018-10-26: Highest IV Rank — 41.4%
  • 2018-10-26: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.97$19.15$20.60$20.55$19.15
Max Pain$13.04$12.50$25.00$12.50$12.50
ATM IV62.7%38.7%83.1%38.7%61.3%
Expected Move17.0%10.9%23.8%11.1%17.6%
HV 20d19.2%17.3%20.7%20.7%18.8%
HV 60d35.3%26.3%37.2%37.1%26.3%
IV Rank26.1%8.0%41.4%8.0%25.0%
IV Percentile48.0%8.3%71.8%8.3%45.6%
Term Structure-8.8%-50.4%26.3%22.5%10.7%
VWIV64.7%35.4%87.6%54.6%83.2%
Bid-Ask Spread %24.809.52105.5611.4117.52
Gamma HHI0.930.810.990.990.98
Net GEX14.6K11.0K16.7K15.2K11.8K
Net DEX-570.6K-1.1M-115.7K-1.0M-225.4K
Net VEX-2.1K-2.9K-1.1K-2.4K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.382.252.250.40
Total Volume46.1322693935
Total OI1,074.7837241,4131,389728

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$20.55$12.5038.7%11.1%20.7%8.0%0.0%0.0%22.5%15.2K-1.0M-2.4K2.2511.41N/AN/A12271,32861
2018-10-02$20.60$12.5047.0%13.5%20.6%14.3%54.6%0.0%26.3%16.7K-1.1M-2.9K2.1811.39N/AN/A12271,33061
2018-10-03$20.55$12.5064.5%18.5%19.8%27.4%87.6%0.0%21.0%16.5K-1.1M-2.9K1.2734.16N/AN/A21271,32961
2018-10-04$20.45$25.0066.1%13.7%19.8%28.6%59.1%0.0%0.6%16.3K-1.1M-2.9K1.4216.46N/AN/A21301,34061
2018-10-05$20.40$12.5054.5%16.9%17.8%19.9%59.6%0.0%-5.3%16.5K-1.1M-2.7K1.0614.11N/AN/A28301,33964
2018-10-08$20.15$12.5074.6%14.6%18.3%35.0%35.4%0.0%15.5%16.2K-1.0M-2.4K0.9610.73N/AN/A31301,34564
2018-10-09$19.65$12.5078.4%10.9%18.4%37.8%38.7%0.0%15.2%15.2K-987.7K-2.4K1.2914.41N/AN/A23301,34564
2018-10-10$19.95$12.5055.7%16.0%19.3%20.8%67.3%0.0%-15.1%15.9K-1.0M-2.4K1.1723.04N/AN/A26301,34964
2018-10-11$19.75$12.5053.9%15.5%19.3%19.5%45.9%0.0%-11.4%14.6K-495.0K-2.1K1.1720.05N/AN/A26301,12064
2018-10-12$20.00$12.5062.1%17.8%19.3%25.6%67.8%0.0%-15.0%14.7K-438.6K-2.2K1.179.52N/AN/A26301,05064
2018-10-15$20.00$12.5067.0%19.2%19.0%29.3%77.8%0.0%-24.2%14.6K-377.0K-2.2K1.1737.02N/AN/A26301,01964
2018-10-16$20.10$12.5061.9%17.7%19.1%25.4%70.5%0.0%-16.4%14.8K-366.7K-2.1K1.4816.49N/AN/A26381,01964
2018-10-17$20.25$12.5062.7%18.0%19.3%26.1%71.9%0.0%-20.6%16.1K-376.0K-2.2K1.5116.32N/AN/A26391,01964
2018-10-18$20.05$12.5064.0%18.4%19.6%27.1%72.7%0.0%-41.8%15.5K-321.8K-2.0K1.5117.40N/AN/A26391,01958
2018-10-19$19.80$12.5045.5%13.0%19.8%13.1%44.2%0.0%-12.0%12.5K-169.6K-1.1K1.3014.82N/AN/A30391,01358
2018-10-22$20.00$12.5063.2%18.1%19.8%26.4%72.2%0.0%-38.1%14.0K-286.6K-2.0K0.8314.63N/AN/A151268737
2018-10-23$19.95$12.5072.3%20.7%19.0%33.3%85.3%0.0%-50.4%14.0K-319.5K-2.1K0.6814.53N/AN/A141068738
2018-10-24$19.60$12.5074.3%21.3%18.9%34.8%86.1%0.0%-49.3%13.2K-248.5K-1.8K0.7914.53N/AN/A121068738
2018-10-25$19.90$12.5056.1%16.1%19.6%21.1%49.1%0.0%15.1%14.5K-266.1K-1.9K0.79104.92N/AN/A121069238
2018-10-26$19.85$12.5083.1%23.8%17.3%41.4%83.2%0.0%-9.9%13.7K-340.4K-2.1K0.72105.56N/AN/A131069238
2018-10-29$19.40$12.5079.4%22.8%18.8%38.6%0.0%0.0%-30.9%12.5K-240.5K-1.8K0.3818.25N/AN/A261069238
2018-10-30$19.25$12.5055.9%16.0%18.8%20.9%0.0%0.0%11.5%11.0K-115.7K-1.2K0.3813.06N/AN/A261068939
2018-10-31$19.15$12.5061.3%17.6%18.8%25.0%0.0%0.0%10.7%11.8K-225.4K-1.6K0.4017.52N/AN/A251068939