HIVE Options History — January 2024 In January 2024, HIVE traded between $3.00 and $4.41. ATM implied volatility averaged 135.2%, placing in the 62.2% IV rank vs the trailing year. The 30-day expected move averaged 39.1%. IV traded above realized volatility by 20.2% (HV 20d: 115.1%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.20.
Notable Days 2024-01-11 : Highest Volume — 14,920 contracts2024-01-05 : Largest IV drop — 8.2% change2024-01-02 : Highest IV Rank — 86.1%2024-01-02 : Largest Expected Move — 48.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.66 $3.00 $4.41 $4.41 $3.26 Max Pain $4.81 $4.00 $5.00 $4.00 $4.50 ATM IV 135.2% 117.4% 159.1% 159.1% 130.5% Expected Move 39.1% 32.6% 48.9% 48.9% 36.8% HV 20d 115.1% 71.7% 145.3% 145.3% 72.1% HV 60d 103.7% 102.6% 105.9% 103.0% 103.2% IV Rank 62.2% 44.4% 86.1% 86.1% 57.5% IV Percentile 87.7% 80.2% 96.8% 96.8% 88.1% Term Structure 2.4% -9.4% 16.4% -0.2% -3.9% VWIV 139.4% 118.5% 182.6% 182.6% 126.7% Skew 25d 12.7% -36.0% 353.0% -29.4% 31.2% Skew 10d -9.2% -48.6% 16.1% -9.3% 16.1% Call IV 25d 142.8% 103.2% 187.9% 187.9% 130.8% Put IV 25d 155.5% 67.2% 477.0% 158.5% 162.0% Bid-Ask Spread % 35.01 19.03 45.49 26.28 37.06 Gamma HHI 0.14 0.11 0.22 0.11 0.14 Net GEX 161.2K 74.6K 251.6K 230.7K 106.3K Net DEX -11.6M -19.8M -4.2M -19.8M -9.8M Net VEX -88.2K -107.4K -70.1K -104.5K -81.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.03 0.72 0.05 0.04 Total Volume 5,898.619 1,004 14,920 13,912 1,260 Total OI 138,672.952 110,628 171,270 137,186 119,682
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $4.41 $4.00 159.1% 48.9% 145.3% 86.1% 182.6% -29.4% -0.2% 230.7K -19.8M -104.5K 0.05 26.28 N/A N/A 13,259 653 118,164 19,022 2024-01-03 $4.25 $4.00 157.0% 46.3% 141.0% 84.0% 176.0% -35.8% 3.5% 226.6K -18.2M -99.9K 0.15 19.03 N/A N/A 10,390 1,568 121,174 19,584 2024-01-04 $4.39 $4.00 156.3% 42.5% 141.1% 83.3% 147.4% -10.8% -0.8% 241.6K -19.4M -107.4K 0.44 45.49 N/A N/A 4,921 2,175 123,666 20,728 2024-01-05 $4.19 $5.00 143.5% 41.4% 141.9% 70.5% 144.9% -19.1% -2.9% 222.1K -16.6M -101.5K 0.19 44.95 N/A N/A 3,062 577 126,093 22,426 2024-01-08 $4.37 $5.00 144.1% 42.1% 142.5% 71.1% 146.5% -17.7% 4.4% 243.9K -18.4M -102.5K 0.12 32.33 N/A N/A 4,647 548 124,491 21,560 2024-01-09 $4.22 $5.00 142.8% 41.1% 141.6% 69.7% 148.0% -20.9% -7.9% 239.0K -16.6M -99.0K 0.06 33.09 N/A N/A 2,632 150 126,108 21,731 2024-01-10 $4.36 $5.00 143.3% 41.9% 114.0% 70.3% 149.9% 1.3% 0.2% 251.6K -17.4M -100.8K 0.15 39.48 N/A N/A 10,753 1,560 127,267 21,829 2024-01-11 $4.04 $5.00 134.6% 39.6% 118.3% 61.6% 139.6% -10.9% 8.6% 226.0K -15.2M -102.0K 0.52 31.89 N/A N/A 9,813 5,107 133,361 22,247 2024-01-12 $3.63 $5.00 132.5% 37.9% 121.7% 59.5% 135.9% -15.6% 1.2% 190.1K -9.3M -92.7K 0.27 28.29 N/A N/A 6,451 1,756 137,660 25,147 2024-01-16 $3.55 $5.00 135.3% 38.9% 121.5% 62.3% 136.0% -8.5% -6.2% 189.7K -8.5M -87.5K 0.22 39.25 N/A N/A 2,665 577 136,551 25,578 2024-01-17 $3.44 $5.00 136.7% 39.2% 121.9% 63.7% 142.2% -5.9% -4.1% 185.9K -7.0M -82.6K 0.07 42.28 N/A N/A 2,153 144 138,036 25,764 2024-01-18 $3.19 $5.00 127.0% 36.0% 121.6% 54.0% 127.9% -1.0% 14.4% 113.4K -5.1M -75.0K 0.13 36.95 N/A N/A 9,379 1,177 138,222 24,753 2024-01-19 $3.19 $5.00 131.7% 37.8% 121.4% 58.7% 122.3% -2.8% -1.4% 84.4K -4.2M -76.7K 0.72 37.44 N/A N/A 3,305 2,378 145,845 25,425 2024-01-22 $3.13 $5.00 132.3% 37.2% 113.0% 59.3% 130.4% -36.0% -9.4% 78.8K -7.8M -74.4K 0.39 39.76 N/A N/A 2,101 814 99,499 11,129 2024-01-23 $3.04 $5.00 122.6% 37.4% 97.3% 49.6% 132.6% 105.7% 6.9% 77.1K -7.3M -72.0K 0.10 28.50 N/A N/A 1,209 122 100,439 11,365 2024-01-24 $3.00 $5.00 117.7% 34.9% 94.0% 44.7% 128.4% 353.0% 9.9% 74.6K -6.8M -70.1K 0.22 30.68 N/A N/A 822 182 101,434 11,419 2024-01-25 $3.08 $5.00 124.4% 36.3% 94.8% 51.4% 129.6% 15.6% -5.0% 81.8K -7.2M -73.6K 0.18 34.09 N/A N/A 3,615 637 101,946 11,586 2024-01-26 $3.31 $5.00 117.4% 35.7% 89.0% 44.4% 125.0% 8.2% 16.4% 96.4K -9.3M -81.0K 0.21 32.26 N/A N/A 3,773 792 104,665 12,209 2024-01-29 $3.45 $5.00 123.3% 32.6% 90.8% 50.3% 136.8% -14.1% 11.2% 111.7K -10.3M -83.0K 0.05 40.87 N/A N/A 3,897 185 104,061 11,783 2024-01-30 $3.38 $4.50 128.2% 37.3% 71.7% 55.2% 118.5% -20.5% 15.5% 113.3K -10.3M -84.6K 0.03 35.34 N/A N/A 2,582 80 106,561 11,922 2024-01-31 $3.26 $4.50 130.5% 36.8% 72.1% 57.5% 126.7% 31.2% -3.9% 106.3K -9.8M -81.0K 0.04 37.06 N/A N/A 1,207 53 107,720 11,962
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