HIVE Options History — September 2024

In September 2024, HIVE traded between $2.59 and $3.42. ATM implied volatility averaged 122.0%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded above realized volatility by 40.8% (HV 20d: 81.2%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.34.

Notable Days

  • 2024-09-10: Highest Volume — 6,985 contracts
  • 2024-09-05: Largest IV spike — 208.5% change
  • 2024-09-05: Highest IV Rank — 100.0%
  • 2024-09-12: Largest Expected Move — 31.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.03$2.59$3.42$2.83$3.16
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV122.0%81.8%340.2%104.8%100.7%
Expected Move28.8%21.3%31.5%30.3%26.9%
HV 20d81.2%68.4%94.0%94.0%71.4%
HV 60d95.8%91.9%99.1%99.1%91.9%
IV Rank23.2%7.0%100.0%28.5%13.8%
IV Percentile33.6%2.0%100.0%38.5%27.0%
Term Structure-19.9%-235.5%20.9%-0.1%-2.6%
VWIV101.3%74.6%116.2%107.1%82.2%
Skew 25d54.2%-25.1%238.6%238.6%38.1%
Skew 10d26.7%-44.4%174.9%-25.4%14.3%
Call IV 25d92.7%55.1%115.4%108.4%55.1%
Put IV 25d146.9%63.3%347.0%347.0%93.2%
Bid-Ask Spread %40.6711.7163.4711.7138.20
Gamma HHI0.170.150.200.170.16
Net GEX109.1K72.9K137.6K93.9K113.3K
Net DEX-8.9M-11.4M-5.7M-6.6M-9.4M
Net VEX-68.0K-77.0K-58.2K-62.6K-67.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.041.311.110.41
Total Volume2,008.17116,9851,4131,331
Total OI140,644.9125,341152,107140,537126,565

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$2.83$3.00104.8%30.3%94.0%28.5%107.1%238.6%-0.1%93.9K-6.6M-62.6K1.1111.71N/AN/A670743131,9428,595
2024-09-04$2.79$3.00103.3%31.2%93.1%27.5%108.8%234.0%4.9%89.1K-6.2M-61.6K0.0533.49N/AN/A4,261197132,1749,147
2024-09-05$2.73$3.00318.8%30.4%88.8%100.0%74.6%101.1%-224.8%79.0K-5.9M-58.2K0.4459.39N/AN/A570252132,7789,027
2024-09-06$2.59$3.00340.2%30.4%80.1%100.0%109.5%79.8%-235.5%72.9K-5.7M-59.3K0.3046.37N/AN/A778237133,0008,985
2024-09-09$2.79$3.00103.4%28.9%84.4%14.8%102.0%19.3%-2.6%85.0K-6.3M-60.3K0.3156.65N/AN/A541170132,6008,789
2024-09-10$2.88$3.00102.4%31.3%84.4%14.4%116.2%76.2%9.8%87.0K-6.7M-61.6K0.0453.17N/AN/A6,731254132,8388,920
2024-09-11$3.00$3.00102.8%30.4%85.4%14.5%110.9%141.1%3.1%110.6K-8.7M-67.1K0.0449.33N/AN/A2,450102138,9029,032
2024-09-12$3.02$3.00102.1%31.5%85.1%14.3%110.3%52.4%14.4%119.6K-9.4M-68.3K0.4748.38N/AN/A621294140,8199,037
2024-09-13$3.08$3.00104.9%30.6%84.6%15.3%100.5%12.5%3.8%122.4K-10.4M-73.9K0.1140.24N/AN/A1,555172141,2859,234
2024-09-16$2.96$3.00106.7%30.7%84.2%15.9%114.2%4.2%-7.7%108.9K-9.4M-70.4K1.3151.42N/AN/A467610141,3178,625
2024-09-17$3.04$3.00106.0%30.8%84.8%15.7%106.5%8.0%-2.8%108.4K-9.2M-67.5K0.2244.96N/AN/A1,085237141,5559,177
2024-09-18$3.00$3.0095.5%27.4%84.7%11.9%109.6%0.6%20.9%109.8K-9.2M-67.4K0.3963.47N/AN/A966377142,2189,258
2024-09-19$3.12$3.00101.7%29.0%83.4%14.2%103.3%-9.5%6.6%122.8K-10.1M-71.3K0.4647.56N/AN/A1,276583142,1679,372
2024-09-20$3.15$3.0094.9%26.2%82.7%11.7%98.2%3.5%14.5%112.9K-10.0M-69.1K0.2724.12N/AN/A1,394376142,5869,521
2024-09-23$3.12$3.0097.8%28.8%68.4%12.8%97.4%-0.7%3.9%116.7K-9.9M-71.2K0.2025.28N/AN/A1,235249117,9437,398
2024-09-24$3.35$3.0098.5%26.2%73.8%13.0%90.0%42.3%-3.4%134.1K-11.4M-77.0K0.2325.91N/AN/A2,314537118,7227,641
2024-09-25$3.25$3.0092.1%26.8%72.0%10.7%103.6%87.0%0.3%127.8K-10.7M-74.1K0.1925.58N/AN/A1,828342118,7737,940
2024-09-26$3.42$3.0082.0%26.4%69.0%7.1%92.6%-18.8%5.7%137.6K-11.4M-74.6K0.2428.49N/AN/A1,158283118,8798,255
2024-09-27$3.33$3.0081.8%21.3%69.4%7.0%88.6%-25.1%-5.7%129.3K-11.3M-75.9K0.0739.71N/AN/A2,716200119,4288,454
2024-09-30$3.16$3.00100.7%26.9%71.4%13.8%82.2%38.1%-2.6%113.3K-9.4M-67.8K0.4138.20N/AN/A945386118,7507,815