HIVE Options History — August 2019

In August 2019, HIVE traded between $22.20 and $22.25. ATM implied volatility averaged 34.6%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 32.6% (HV 20d: 2.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 6 of 6 trading days. Term structure was in contango for 0 of 6 days. Put/call ratio averaged 0.20.

Notable Days

  • 2019-08-01: Highest Volume — 2 contracts
  • 2019-08-05: Largest IV spike — 10.0% change
  • 2019-08-08: Highest IV Rank — 12.1%
  • 2019-08-02: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.22$22.20$22.25$22.25$22.20
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV34.6%29.8%39.8%29.8%39.8%
Expected Move6.2%4.8%8.9%8.6%5.0%
HV 20d2.0%2.0%2.1%2.1%2.0%
HV 60d71.8%71.6%71.9%71.9%71.6%
IV Rank9.3%6.7%12.1%6.7%12.1%
IV Percentile20.8%13.1%29.0%13.1%29.0%
Term Structure-7.2%-14.4%-3.7%-13.5%-4.0%
Bid-Ask Spread %84.5937.02126.7937.02114.18
Gamma HHI1.000.991.001.000.99
Net GEX8.0K7.2K8.6K8.2K8.4K
Net DEX-62.1K-123.1K-30.3K-34.3K-123.1K
Net VEX-383-641-244-267-641
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.200.200.200.20
Total Volume0.50220
Total OI296296296296296

Daily Data (6 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$22.25$25.0029.8%8.6%2.1%6.7%0.0%0.0%-13.5%8.2K-34.3K-2670.2037.02N/AN/A202915
2019-08-02$22.25$25.0030.9%8.9%2.0%7.2%0.0%0.0%-14.4%8.2K-34.2K-2650.0040.29N/AN/A002915
2019-08-05$22.20$0.0034.0%4.8%2.0%8.9%0.0%0.0%-3.7%7.2K-30.6K-2580.00126.79N/AN/A012915
2019-08-06$22.20$0.0035.6%4.9%2.0%9.8%0.0%0.0%-3.8%7.2K-30.3K-2440.00108.44N/AN/A002915
2019-08-07$22.20$0.0037.5%4.9%2.0%10.9%0.0%0.0%-3.9%8.6K-120.0K-6220.0080.85N/AN/A002915
2019-08-08$22.20$0.0039.8%5.0%2.0%12.1%0.0%0.0%-4.0%8.4K-123.1K-6410.00114.18N/AN/A002915