HIVE Options History — June 2023

In June 2023, HIVE traded between $2.99 and $4.66. ATM implied volatility averaged 93.1%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 34.6% (HV 20d: 58.6%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.62.

Notable Days

  • 2023-06-21: Highest Volume — 5,998 contracts
  • 2023-06-05: Largest IV drop — 21.2% change
  • 2023-06-02: Highest IV Rank — 23.0%
  • 2023-06-02: Largest Expected Move — 31.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.57$2.99$4.66$3.29$4.66
Max Pain$3.48$3.00$4.00$4.00$4.00
ATM IV93.1%83.6%108.1%97.5%89.1%
Expected Move26.1%23.9%31.0%27.9%25.5%
HV 20d58.6%43.2%70.6%58.2%70.1%
HV 60d73.4%69.0%82.4%82.4%72.5%
IV Rank19.4%17.1%23.0%20.4%18.5%
IV Percentile19.0%4.4%50.8%23.4%10.3%
Term Structure3.5%-14.1%17.9%3.3%0.5%
VWIV92.2%86.1%118.1%98.1%90.1%
Skew 25d8.8%-13.8%39.9%33.4%0.3%
Skew 10d44.5%-18.8%130.4%66.7%37.0%
Call IV 25d94.6%65.0%172.6%172.6%92.2%
Put IV 25d103.4%79.5%206.0%206.0%92.4%
Bid-Ask Spread %48.2425.5277.3427.7536.21
Gamma HHI0.250.200.400.200.25
Net GEX31.7K-8.8K86.1K22.3K86.1K
Net DEX-3.1M-7.4M-886.5K-1.9M-7.4M
Net VEX-22.2K-36.1K-13.7K-16.2K-36.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.015.160.020.08
Total Volume1,549.667955,9987321,364
Total OI32,752.57124,30337,16030,73137,160

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$3.29$4.0097.5%27.9%58.2%20.4%98.1%33.4%3.3%22.3K-1.9M-16.2K0.0227.75N/AN/A7211124,8495,882
2023-06-02$3.26$4.00108.1%31.0%58.2%23.0%118.1%-13.8%-14.1%19.4K-1.9M-18.2K0.0425.52N/AN/A225825,3835,884
2023-06-05$3.09$3.0085.2%25.7%58.7%17.5%88.2%39.9%0.5%12.3K-1.5M-17.0K5.1671.44N/AN/A10152125,4945,892
2023-06-06$3.17$3.0093.4%26.5%58.5%19.5%90.3%6.2%1.0%10.5K-1.4M-16.8K4.0351.81N/AN/A20080525,4876,398
2023-06-07$3.06$3.0091.6%24.8%59.9%19.0%90.5%-12.7%4.4%7.1K-1.3M-16.4K0.1273.59N/AN/A2242725,6707,178
2023-06-08$3.08$3.0095.4%23.9%59.5%19.9%88.2%-10.1%15.3%8.0K-1.4M-17.2K0.8356.71N/AN/A524325,7667,183
2023-06-09$2.99$3.0098.0%24.0%55.1%20.5%87.8%-8.3%10.7%4.6K-886.5K-13.7K0.0129.47N/AN/A518625,7907,225
2023-06-12$3.10$3.0090.5%25.3%54.8%18.8%86.8%11.8%10.0%20.0K-1.7M-16.4K0.1853.16N/AN/A991825,9477,226
2023-06-13$3.10$3.00103.9%26.4%47.5%22.0%89.4%19.0%1.1%765-1.5M-16.5K0.2053.43N/AN/A1422825,9656,878
2023-06-14$3.12$3.0083.6%24.0%46.4%17.1%89.6%11.5%13.8%3.1K-1.5M-16.3K1.0143.67N/AN/A57457925,9476,866
2023-06-15$3.08$4.0088.3%25.3%43.2%18.3%89.1%30.0%-11.8%-8.8K-1.4M-16.0K0.1449.90N/AN/A5267426,2737,101
2023-06-16$3.27$3.0090.3%25.9%47.9%18.7%89.7%39.9%0.2%22.6K-1.9M-16.5K0.3777.34N/AN/A86732026,5837,143
2023-06-20$3.62$3.0091.2%26.2%59.0%19.0%87.1%23.8%6.2%26.2K-2.4M-17.5K0.0626.09N/AN/A4,70027819,8264,477
2023-06-21$3.83$3.0097.1%27.8%60.7%20.3%97.8%3.0%2.3%37.8K-3.5M-24.3K0.0736.06N/AN/A5,62237623,6024,732
2023-06-22$3.87$4.0095.2%27.3%58.3%19.9%93.8%0.1%-6.7%50.5K-3.9M-26.7K0.0863.81N/AN/A2,00715127,0585,101
2023-06-23$4.12$4.0086.1%24.7%59.7%17.7%86.1%10.0%7.5%60.4K-4.8M-28.7K0.0651.93N/AN/A3,45321527,6215,207
2023-06-26$3.92$4.0093.7%26.9%63.9%19.5%95.9%-6.0%3.8%61.0K-4.8M-31.8K0.1352.75N/AN/A1,51819429,9505,380
2023-06-27$4.33$4.0090.2%25.9%70.6%18.7%93.2%13.9%5.3%68.8K-5.8M-32.6K0.2146.18N/AN/A1,11423729,8715,487
2023-06-28$4.42$4.0089.9%25.8%69.7%18.6%92.0%6.0%17.9%68.2K-6.5M-35.5K0.0544.90N/AN/A3,13415130,0485,487
2023-06-29$4.61$4.0097.6%28.0%70.1%20.5%94.5%-12.8%1.4%84.0K-7.4M-36.0K0.1341.28N/AN/A1,18515531,2775,510
2023-06-30$4.66$4.0089.1%25.5%70.1%18.5%90.1%0.3%0.5%86.1K-7.4M-36.1K0.0836.21N/AN/A1,2679731,6095,551