HIVE Options History — October 2023

In October 2023, HIVE traded between $2.85 and $3.41. ATM implied volatility averaged 99.0%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 28.5%. IV traded above realized volatility by 38.3% (HV 20d: 60.7%). Max pain ranged from $3.00 to $4.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.27.

Notable Days

  • 2023-10-23: Highest Volume — 1,818 contracts
  • 2023-10-05: Largest IV spike — 15.2% change
  • 2023-10-26: Highest IV Rank — 10.5%
  • 2023-10-26: Largest Expected Move — 31.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.04$2.85$3.41$3.08$3.00
Max Pain$3.16$3.00$4.50$4.50$3.00
ATM IV99.0%82.7%109.3%96.7%96.6%
Expected Move28.5%23.7%31.3%27.7%27.7%
HV 20d60.7%35.4%79.6%35.4%74.5%
HV 60d70.2%65.8%73.9%73.4%72.7%
IV Rank7.5%2.8%10.5%6.8%6.8%
IV Percentile45.0%3.6%76.2%35.7%38.5%
Term Structure-6.3%-24.9%12.9%-6.5%-4.7%
VWIV96.1%60.2%110.5%107.4%96.7%
Skew 25d4.7%-30.3%44.2%-30.3%13.9%
Skew 10d18.9%-8.5%133.0%18.9%36.1%
Call IV 25d95.2%60.7%111.2%111.2%94.6%
Put IV 25d99.9%76.8%116.5%81.0%108.5%
Bid-Ask Spread %42.2324.2865.7361.9430.12
Gamma HHI0.170.160.190.190.16
Net GEX31.0K23.7K45.9K30.1K34.1K
Net DEX-1.8M-3.0M-1.4M-1.5M-1.8M
Net VEX-27.4K-33.6K-24.1K-24.9K-27.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.011.150.070.03
Total Volume691.045531,818647726
Total OI52,484.77347,61156,92647,61156,926

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$3.08$4.5096.7%27.7%35.4%6.8%107.4%-30.3%-6.5%30.1K-1.5M-24.9K0.0761.94N/AN/A6024540,5827,029
2023-10-03$2.85$4.0095.0%27.2%43.5%6.4%86.0%19.3%12.9%27.4K-1.7M-27.9K0.0726.41N/AN/A6444343,0307,053
2023-10-04$2.98$4.0090.2%25.9%47.5%5.0%97.9%6.2%10.6%24.8K-1.8M-27.5K0.2655.66N/AN/A2085443,0407,055
2023-10-05$2.94$3.00103.9%30.1%47.4%8.9%104.0%-3.2%-8.9%26.7K-1.4M-25.1K0.2134.40N/AN/A2545443,2167,084
2023-10-06$3.12$3.00101.5%30.5%52.0%8.2%89.6%1.0%-17.5%30.3K-2.0M-28.7K0.0441.38N/AN/A4951843,3497,086
2023-10-09$3.12$3.00104.4%28.9%50.4%9.1%0.0%41.9%-10.5%28.7K-1.5M-25.1K0.7741.53N/AN/A302343,7717,096
2023-10-10$3.17$3.0097.2%28.6%50.5%7.0%97.2%8.3%-24.9%35.4K-2.2M-30.8K0.1524.28N/AN/A74911043,7897,109
2023-10-11$3.00$3.0082.7%23.7%53.5%2.8%87.0%44.2%5.2%27.5K-1.5M-24.9K0.1148.82N/AN/A1591844,4577,215
2023-10-12$2.91$3.0094.7%27.2%52.8%6.3%94.3%-6.8%-5.9%24.4K-1.4M-25.6K1.1036.29N/AN/A24827344,5897,215
2023-10-13$2.85$3.0096.2%27.6%51.8%6.7%90.7%-6.5%2.0%23.7K-1.5M-25.7K0.1240.50N/AN/A3454044,8167,473
2023-10-16$3.13$3.00102.5%29.4%62.3%8.5%95.4%4.9%-15.3%31.7K-1.7M-27.0K0.1156.33N/AN/A1,00011444,9237,487
2023-10-17$3.08$3.0092.0%26.4%62.5%5.5%84.4%6.9%2.2%32.2K-1.8M-27.1K0.2430.12N/AN/A1363345,4187,473
2023-10-18$2.90$3.0088.5%25.4%65.4%4.5%102.0%-2.2%5.6%24.7K-1.4M-24.8K1.1530.31N/AN/A17420045,4907,480
2023-10-19$2.96$3.0097.4%27.9%65.5%7.0%99.8%5.6%-6.0%24.3K-1.4M-25.5K0.6065.73N/AN/A70342245,4577,670
2023-10-20$2.96$3.0099.1%28.4%65.5%7.5%99.9%-1.7%-4.6%28.9K-1.6M-27.8K0.0524.99N/AN/A6053346,2018,073
2023-10-23$3.15$3.00107.3%30.8%69.2%9.9%60.2%-13.4%-11.3%33.9K-2.4M-30.2K0.2739.10N/AN/A1,43638245,2726,611
2023-10-24$3.41$3.00109.3%31.3%73.7%10.5%110.5%12.8%-18.5%44.2K-3.0M-33.3K0.1531.98N/AN/A1,52722746,3686,912
2023-10-25$3.33$3.00104.4%29.9%74.4%9.1%104.0%-0.8%-21.1%45.9K-3.0M-33.6K0.0653.19N/AN/A1,1506647,4926,914
2023-10-26$3.08$3.00109.3%31.3%78.6%10.5%109.4%3.2%-4.9%37.7K-2.2M-30.3K0.3039.44N/AN/A2407348,3916,923
2023-10-27$2.96$3.00105.3%30.2%79.6%9.3%108.2%-4.4%-11.1%33.6K-1.6M-26.6K0.1459.56N/AN/A1682448,5566,978
2023-10-30$2.96$3.00104.1%29.9%79.6%9.0%94.4%5.2%-6.5%30.8K-1.4M-24.1K0.0156.91N/AN/A1,3341848,5996,997
2023-10-31$3.00$3.0096.6%27.7%74.5%6.8%96.7%13.9%-4.7%34.1K-1.8M-27.4K0.0330.12N/AN/A7032349,9197,007