HIVE Options History — July 2024

In July 2024, HIVE traded between $3.05 and $4.49. ATM implied volatility averaged 117.3%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 23.2% (HV 20d: 94.1%). Max pain ranged from $3.00 to $3.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.13.

Notable Days

  • 2024-07-19: Highest Volume — 11,391 contracts
  • 2024-07-03: Largest IV spike — 45.6% change
  • 2024-07-03: Highest IV Rank — 68.8%
  • 2024-07-25: Largest Expected Move — 33.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.67$3.05$4.49$3.21$3.75
Max Pain$3.16$3.00$3.50$3.00$3.50
ATM IV117.3%79.6%164.8%121.8%114.0%
Expected Move30.7%21.2%33.8%27.5%32.8%
HV 20d94.1%82.4%106.4%87.5%102.2%
HV 60d76.4%69.9%84.1%69.9%82.6%
IV Rank36.9%11.6%68.8%39.9%34.7%
IV Percentile60.5%2.4%96.8%76.2%60.7%
Term Structure0.2%-82.3%50.5%50.5%17.3%
VWIV112.6%74.7%127.2%115.9%116.7%
Skew 25d7.3%-46.7%92.4%60.1%28.3%
Skew 10d28.3%-65.9%152.2%106.1%44.4%
Call IV 25d112.7%95.5%135.4%105.0%99.3%
Put IV 25d120.0%67.4%189.9%165.1%127.6%
Bid-Ask Spread %50.7324.28100.7667.0244.47
Gamma HHI0.180.150.230.170.19
Net GEX191.4K118.4K254.2K129.4K204.6K
Net DEX-15.6M-22.7M-9.0M-10.1M-16.5M
Net VEX-98.8K-124.5K-70.8K-74.7K-111.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.020.360.100.24
Total Volume5,1261,32711,3912,7881,807
Total OI117,101.682100,390130,112100,390129,683

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$3.21$3.00121.8%27.5%87.5%39.9%115.9%60.1%50.5%129.4K-10.1M-74.7K0.1067.02N/AN/A2,53025893,7626,628
2024-07-02$3.13$3.00113.2%30.9%88.4%34.1%104.0%65.1%-19.9%122.2K-9.6M-73.6K0.0767.09N/AN/A3,49225194,3196,871
2024-07-03$3.05$3.00164.8%29.6%85.8%68.8%109.2%-11.5%-39.4%118.4K-9.0M-70.8K0.1476.30N/AN/A1,15916896,0687,037
2024-07-05$3.33$3.00155.8%21.2%90.3%62.8%106.7%1.7%41.9%136.9K-11.9M-84.2K0.11100.76N/AN/A5,21155096,3607,173
2024-07-08$3.42$3.00138.8%32.8%89.3%51.3%113.4%80.8%10.1%145.5K-12.2M-83.5K0.0292.78N/AN/A10,14423796,3437,108
2024-07-09$3.29$3.00112.7%31.0%86.5%33.8%74.7%31.4%24.0%155.2K-12.1M-85.3K0.1388.38N/AN/A3,565470104,4437,275
2024-07-10$3.23$3.00144.9%24.5%85.8%55.4%111.6%92.4%-82.3%154.4K-11.9M-84.9K0.0767.73N/AN/A3,591252106,5767,721
2024-07-11$3.31$3.00114.4%29.9%85.7%34.9%114.5%-21.3%11.5%170.5K-12.2M-87.2K0.0739.89N/AN/A2,315163108,5357,967
2024-07-12$3.52$3.0079.6%30.0%86.9%11.6%101.4%-45.1%37.8%237.8K-14.8M-94.9K0.2738.13N/AN/A3,336910108,6997,876
2024-07-15$3.84$3.00107.5%32.5%90.6%30.3%114.6%0.1%-21.6%221.2K-17.4M-100.2K0.0832.08N/AN/A6,235469108,3697,582
2024-07-16$4.04$3.00106.2%30.9%87.8%29.5%112.5%-33.6%20.3%236.7K-20.0M-107.2K0.0434.97N/AN/A6,290240109,3677,864
2024-07-17$4.08$3.00109.0%31.2%82.4%31.3%118.1%-46.7%-29.2%241.5K-20.5M-110.9K0.1450.27N/AN/A4,633644110,8868,062
2024-07-18$3.63$3.0096.6%28.7%94.1%23.0%117.8%-0.7%-18.9%254.2K-15.3M-96.8K0.0933.21N/AN/A3,707340112,2228,638
2024-07-19$4.13$3.00111.3%32.0%103.9%32.8%117.7%-10.5%-0.6%197.7K-21.7M-114.8K0.0624.28N/AN/A10,786605114,3598,746
2024-07-22$4.49$3.00112.9%32.3%101.4%33.9%113.5%-0.7%-4.6%236.3K-22.7M-121.1K0.1028.25N/AN/A10,1991,036108,8808,204
2024-07-23$4.29$3.50112.5%32.4%101.3%33.7%115.2%-1.0%-2.6%248.0K-22.1M-124.5K0.2735.84N/AN/A4,4771,198113,7528,776
2024-07-24$4.14$3.50112.8%33.4%103.2%33.9%118.3%-10.7%3.7%235.5K-20.2M-120.6K0.0543.52N/AN/A8,407389115,4209,295
2024-07-25$3.74$3.50116.0%33.8%106.4%36.0%120.7%-6.4%-0.5%194.0K-16.4M-111.0K0.3629.42N/AN/A3,3251,204120,1479,593
2024-07-26$3.80$3.50115.7%32.2%105.2%35.8%117.5%-7.4%2.0%196.3K-16.4M-108.7K0.0644.36N/AN/A2,799163120,4929,620
2024-07-29$3.71$3.50110.8%32.0%103.2%32.5%115.7%-2.8%-0.4%190.4K-15.3M-105.4K0.2738.79N/AN/A2,738731117,9408,702
2024-07-30$3.59$3.50109.2%32.7%102.0%31.4%127.2%-0.2%4.1%182.8K-14.6M-103.0K0.0938.47N/AN/A1,607141119,8629,015
2024-07-31$3.75$3.50114.0%32.8%102.2%34.7%116.7%28.3%17.3%204.6K-16.5M-111.0K0.2444.47N/AN/A1,462345120,5939,090