HIVE Options History — January 2019

In January 2019, HIVE traded between $16.30 and $19.05. ATM implied volatility averaged 104.5%, placing in the 57.5% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 75.5% (HV 20d: 29.0%). Max pain ranged from $12.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-01-10: Highest Volume — 8 contracts
  • 2019-01-03: Largest IV spike — 53.9% change
  • 2019-01-03: Highest IV Rank — 96.2%
  • 2019-01-29: Largest Expected Move — 42.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.56$16.30$19.05$16.50$19.05
Max Pain$24.22$12.50$25.00$12.50$25.00
ATM IV104.5%66.8%156.0%101.3%78.2%
Expected Move27.6%13.5%42.0%29.1%13.5%
HV 20d29.0%22.8%37.5%35.3%25.2%
HV 60d29.5%28.4%30.9%28.4%29.6%
IV Rank57.5%29.1%96.2%55.1%37.7%
IV Percentile79.4%44.4%99.6%86.5%59.5%
Term Structure-48.3%-105.8%6.1%-79.5%-10.2%
VWIV67.0%55.5%76.5%60.4%55.5%
Bid-Ask Spread %75.1126.92135.6086.1264.23
Gamma HHI0.670.500.960.920.86
Net GEX9503047.9K3.6K539
Net DEX-33.0K-156.2K-18.5K-48.7K-24.1K
Net VEX-113-591-50-198-83
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.9050801
Total OI548.195285685054

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$16.50$12.50101.3%29.1%35.3%55.1%0.0%0.0%-79.5%3.6K-48.7K-1980.0086.12N/AN/A0083416
2019-01-03$16.30$0.00156.0%28.5%35.3%96.2%0.0%0.0%-43.1%7.9K-156.2K-5910.00135.60N/AN/A0083416
2019-01-04$16.70$0.00135.7%23.5%36.8%80.9%0.0%0.0%-17.2%359-27.0K-840.00125.89N/AN/A0083416
2019-01-07$16.70$0.00129.2%34.5%36.4%76.1%0.0%0.0%-105.8%319-24.3K-550.00129.58N/AN/A0083416
2019-01-08$17.30$0.00143.0%34.5%37.5%86.4%60.4%0.0%-80.5%378-28.8K-850.00122.25N/AN/A6083416
2019-01-09$17.25$25.00118.3%33.9%37.1%67.8%75.5%0.0%-99.3%403-27.7K-690.00112.58N/AN/A6084016
2019-01-10$17.25$25.0095.8%27.5%33.5%51.0%76.5%0.0%-58.2%387-28.5K-700.00109.50N/AN/A8084016
2019-01-11$17.20$25.0066.8%19.1%33.5%29.1%55.5%0.0%-31.4%304-24.5K-560.0030.44N/AN/A8083816
2019-01-14$16.90$25.0077.7%22.3%24.0%37.4%0.0%0.0%-41.5%367-24.9K-740.0039.35N/AN/A0083816
2019-01-15$17.25$25.0073.3%21.0%25.0%34.0%0.0%0.0%-42.3%349-22.8K-520.0043.57N/AN/A0083816
2019-01-16$17.40$25.0077.3%22.1%24.7%37.0%0.0%0.0%-45.6%354-23.3K-500.0034.16N/AN/A0083816
2019-01-17$17.50$25.0093.1%26.7%24.6%48.9%0.0%0.0%-69.5%369-25.8K-630.0049.45N/AN/A0083816
2019-01-18$17.40$25.0091.3%26.2%22.8%47.6%0.0%0.0%-63.3%458-27.0K-940.0084.64N/AN/A6083816
2019-01-22$17.15$25.0089.6%25.7%23.6%46.3%0.0%0.0%0.0%445-18.5K-740.0026.92N/AN/A00502
2019-01-23$17.50$25.00100.6%28.8%24.3%54.5%0.0%0.0%-53.1%529-22.8K-1030.0038.25N/AN/A01503
2019-01-24$18.20$25.0098.2%28.2%26.4%52.8%0.0%0.0%-0.3%573-27.9K-1300.0035.62N/AN/A01503
2019-01-25$18.55$25.00128.3%36.8%26.4%75.4%0.0%0.0%-42.1%585-26.6K-1160.0043.41N/AN/A01503
2019-01-28$18.80$25.00112.0%32.1%25.3%63.1%0.0%0.0%-31.2%533-24.5K-950.00106.89N/AN/A00503
2019-01-29$18.75$25.00146.3%42.0%25.5%89.0%0.0%0.0%-58.8%608-32.5K-1420.00109.42N/AN/A10513
2019-01-30$19.05$25.0081.8%23.5%25.2%40.4%0.0%0.0%6.1%597-25.8K-960.0049.45N/AN/A10513
2019-01-31$19.05$0.0078.2%13.5%25.2%37.7%0.0%0.0%-10.2%539-24.1K-830.0064.23N/AN/A10513