HIVE Options History — June 2024

In June 2024, HIVE traded between $2.56 and $3.33. ATM implied volatility averaged 107.4%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 39.8% (HV 20d: 67.6%). Max pain ranged from $2.50 to $3.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.25.

Notable Days

  • 2024-06-20: Highest Volume — 9,672 contracts
  • 2024-06-27: Largest IV spike — 65.6% change
  • 2024-06-28: Highest IV Rank — 82.0%
  • 2024-06-26: Largest Expected Move — 33.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.01$2.56$3.33$2.56$3.00
Max Pain$2.82$2.50$3.50$3.50$3.00
ATM IV107.4%62.4%184.6%134.4%184.6%
Expected Move27.3%18.0%33.1%26.9%30.1%
HV 20d67.6%52.5%86.3%53.5%86.3%
HV 60d62.2%57.5%68.5%57.5%68.5%
IV Rank29.3%0.0%82.0%46.6%82.0%
IV Percentile44.6%0.0%98.0%90.5%98.0%
Term Structure5.3%-98.6%74.1%29.0%3.7%
VWIV98.7%74.1%119.8%81.9%105.7%
Skew 25d29.7%-38.3%110.9%-38.3%66.4%
Skew 10d11.6%-87.4%152.9%-87.4%-0.8%
Call IV 25d95.4%56.3%163.1%145.2%149.6%
Put IV 25d125.1%67.0%216.0%107.0%216.0%
Bid-Ask Spread %71.1830.1597.5066.5587.29
Gamma HHI0.190.160.270.210.27
Net GEX107.6K67.9K175.4K70.1K175.4K
Net DEX-7.6M-11.0M-3.9M-4.0M-8.1M
Net VEX-64.2K-79.4K-44.1K-48.1K-61.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.011.290.820.59
Total Volume3,814.2631,3679,6721,3672,400
Total OI119,014.73797,986138,429116,149102,465

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$2.56$3.50134.4%26.9%53.5%46.6%81.9%-38.3%29.0%70.1K-4.0M-48.1K0.8266.55N/AN/A750617106,5619,588
2024-06-04$2.76$3.50111.2%26.3%59.4%30.5%101.2%43.5%13.0%67.9K-3.9M-44.1K0.2062.73N/AN/A1,600320107,04710,091
2024-06-05$2.85$3.0086.9%24.2%52.5%13.6%78.9%10.7%3.9%85.0K-6.0M-59.9K0.1031.16N/AN/A1,624158107,87410,338
2024-06-06$2.99$2.5092.6%29.1%53.6%17.5%107.9%102.4%63.1%88.6K-6.8M-59.7K0.0272.14N/AN/A6,315117108,79710,440
2024-06-07$2.79$2.50100.5%22.4%60.7%23.0%102.3%78.7%0.6%84.5K-5.3M-56.0K0.0571.64N/AN/A4,980229112,54310,498
2024-06-10$2.92$2.5067.4%27.0%61.9%0.0%74.1%10.9%32.7%105.0K-6.3M-60.6K0.4972.23N/AN/A1,255613115,11910,244
2024-06-11$2.87$2.50107.2%18.0%62.5%27.7%81.4%-6.0%-69.2%98.0K-5.2M-53.8K1.2997.50N/AN/A678873115,27110,807
2024-06-12$3.00$2.5062.4%23.5%63.5%0.0%83.3%69.0%9.3%119.6K-7.0M-62.5K0.0394.85N/AN/A4,473123115,62211,344
2024-06-13$3.13$2.50102.1%28.1%60.3%26.7%104.6%-21.7%20.1%122.4K-7.7M-65.3K0.0275.44N/AN/A2,36253116,70411,296
2024-06-14$2.95$2.50117.7%25.4%64.5%37.1%92.8%110.9%-98.6%85.9K-6.9M-66.9K0.4085.41N/AN/A2,307913117,96611,314
2024-06-17$3.25$2.5095.5%27.8%71.3%22.2%99.4%-9.6%-6.3%96.8K-8.8M-72.1K0.0387.17N/AN/A5,494180117,68610,302
2024-06-18$3.29$3.0090.1%23.8%69.3%18.6%113.8%-19.2%16.0%130.8K-10.0M-74.1K0.0176.04N/AN/A3,61730120,47310,285
2024-06-20$3.33$2.50113.1%32.4%68.9%34.0%102.0%34.0%-5.0%102.5K-10.1M-63.5K0.0969.58N/AN/A8,849823123,16910,268
2024-06-21$3.08$3.00130.2%28.9%76.1%45.5%105.2%-8.6%74.1%115.4K-9.4M-75.5K0.1278.87N/AN/A3,352399128,03910,390
2024-06-24$2.94$3.0089.9%27.7%77.0%18.5%91.0%15.6%-4.4%112.6K-7.8M-68.4K0.0684.20N/AN/A2,58416591,8056,181
2024-06-25$2.98$3.00100.1%32.9%76.2%25.4%119.8%18.5%-3.8%117.6K-8.8M-73.3K0.0354.34N/AN/A5,11616292,2476,319
2024-06-26$3.29$3.0095.8%33.1%82.9%22.5%112.2%60.2%-38.3%124.8K-11.0M-79.4K0.0330.15N/AN/A7,01422794,0496,455
2024-06-27$3.17$3.00158.7%31.5%83.1%64.6%118.0%47.0%61.6%141.7K-10.4M-74.2K0.3055.06N/AN/A1,30639395,2686,415
2024-06-28$3.00$3.00184.6%30.1%86.3%82.0%105.7%66.4%3.7%175.4K-8.1M-61.5K0.5987.29N/AN/A1,51188995,7176,748