HIVE Options History — August 2024

In August 2024, HIVE traded between $2.66 and $3.59. ATM implied volatility averaged 115.2%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 30.9%. IV traded above realized volatility by 7.2% (HV 20d: 108.0%). 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 12 of 22 days. Put/call ratio averaged 0.17.

Notable Days

  • 2024-08-01: Highest Volume — 10,220 contracts
  • 2024-08-05: Largest IV spike — 71.7% change
  • 2024-08-05: Highest IV Rank — 88.7%
  • 2024-08-05: Largest Expected Move — 36.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.07$2.66$3.59$3.37$3.13
Max Pain$3.05$3.00$3.50$3.50$3.00
ATM IV115.2%94.4%194.4%156.8%95.1%
Expected Move30.9%26.1%36.6%33.2%27.9%
HV 20d108.0%92.5%126.1%109.6%95.3%
HV 60d93.5%85.9%98.4%85.9%97.3%
IV Rank35.5%21.5%88.7%63.4%22.0%
IV Percentile50.0%19.8%98.4%94.0%20.2%
Term Structure5.3%-29.4%93.2%-29.4%-18.6%
VWIV110.2%97.6%126.8%116.8%98.7%
Skew 25d20.0%-36.4%83.3%36.2%83.3%
Skew 10d30.9%-52.5%140.3%27.4%38.4%
Call IV 25d109.9%67.4%162.7%119.7%100.0%
Put IV 25d129.9%82.0%228.3%155.9%183.2%
Bid-Ask Spread %45.2317.7098.2642.9244.02
Gamma HHI0.170.150.200.200.17
Net GEX139.8K100.9K221.1K159.8K126.6K
Net DEX-10.1M-14.3M-7.9M-13.2M-9.0M
Net VEX-81.8K-97.2K-72.2K-96.4K-74.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.030.460.050.03
Total Volume2,132.22771410,22010,220782
Total OI139,307.773130,553144,691130,553144,691

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$3.37$3.50156.8%33.2%109.6%63.4%116.8%36.2%-29.4%159.8K-13.2M-96.4K0.0542.92N/AN/A9,731489121,2059,348
2024-08-02$3.09$3.50113.3%31.4%109.6%34.2%111.5%-3.5%-10.6%140.9K-11.6M-93.0K0.0644.20N/AN/A2,623151128,9209,594
2024-08-05$2.77$3.00194.4%36.6%115.1%88.7%122.5%-31.1%0.0%101.1K-9.0M-73.3K0.1898.26N/AN/A3,360610127,8379,184
2024-08-06$2.88$3.00107.4%34.2%115.9%30.2%121.8%75.1%-19.2%118.5K-9.7M-84.0K0.0484.31N/AN/A2,12480128,3719,474
2024-08-07$2.66$3.00154.6%34.2%118.7%61.9%126.7%65.6%10.5%100.9K-8.5M-76.1K0.4668.02N/AN/A844391129,0289,497
2024-08-08$2.98$3.00112.3%31.9%126.1%33.6%126.7%41.1%93.2%131.4K-10.8M-90.2K0.2587.59N/AN/A869220129,4219,776
2024-08-09$2.88$3.00105.7%30.7%123.9%29.1%109.9%23.7%6.7%114.1K-8.4M-75.8K0.2046.95N/AN/A596118129,9069,779
2024-08-12$2.79$3.00114.9%32.9%118.7%35.2%114.2%-36.4%-1.2%106.6K-7.9M-72.2K0.3044.52N/AN/A1,208359128,2709,253
2024-08-13$2.84$3.00109.8%32.3%116.8%31.9%126.8%-3.9%2.1%113.3K-8.6M-77.4K0.0733.14N/AN/A76157129,1139,538
2024-08-14$2.80$3.00138.5%32.8%116.3%51.1%114.3%20.1%-21.6%110.3K-8.3M-76.0K0.1666.34N/AN/A744116129,6089,576
2024-08-15$2.90$3.00113.5%31.2%111.7%34.3%107.2%-11.6%-4.0%116.7K-9.0M-76.2K0.2246.32N/AN/A1,261277129,7389,642
2024-08-16$3.04$3.00105.2%30.1%101.4%28.8%102.7%-9.3%7.9%132.4K-9.1M-78.3K0.1943.18N/AN/A752140130,3729,739
2024-08-19$3.05$3.0095.1%26.1%94.8%22.0%100.8%-6.9%52.9%134.7K-9.5M-79.6K0.3938.27N/AN/A2,6461,032126,4368,907
2024-08-20$3.09$3.00109.9%31.6%94.9%31.9%106.0%5.2%8.0%140.4K-9.8M-80.6K0.2726.44N/AN/A852234128,7069,381
2024-08-21$3.27$3.00104.1%29.9%98.1%28.0%107.7%6.1%9.6%155.0K-10.8M-81.6K0.0822.55N/AN/A1,393114129,1699,589
2024-08-22$3.17$3.0094.4%27.5%92.5%21.5%99.8%-0.7%21.4%156.1K-10.7M-82.9K0.0431.04N/AN/A1,02846130,3749,629
2024-08-23$3.59$3.00104.0%29.4%103.6%28.0%103.3%20.5%5.3%207.8K-14.3M-96.3K0.0928.08N/AN/A4,151368131,1099,636
2024-08-26$3.56$3.0099.0%28.0%103.4%24.6%104.5%-0.9%8.1%221.1K-14.2M-97.2K0.0818.58N/AN/A2,010165131,5579,455
2024-08-27$3.37$3.00101.4%28.3%104.5%26.2%101.3%52.6%3.0%186.2K-11.2M-83.5K0.1326.24N/AN/A1,723218132,7999,507
2024-08-28$3.13$3.0099.8%30.3%105.9%25.2%97.6%69.9%-5.5%148.1K-9.1M-75.3K0.2036.39N/AN/A974193133,8959,588
2024-08-29$3.21$3.00105.5%29.8%99.9%28.9%104.6%45.5%-7.9%153.8K-10.0M-78.2K0.1917.70N/AN/A922177134,4419,713
2024-08-30$3.13$3.0095.1%27.9%95.3%22.0%98.7%83.3%-18.6%126.6K-9.0M-74.9K0.0344.02N/AN/A75923134,8469,845