HIVE Options History — October 2024

In October 2024, HIVE traded between $2.90 and $4.29. ATM implied volatility averaged 97.5%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 29.7%. IV traded above realized volatility by 24.5% (HV 20d: 73.0%). Max pain ranged from $3.00 to $3.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.22.

Notable Days

  • 2024-10-29: Highest Volume — 12,705 contracts
  • 2024-10-08: Largest IV spike — 39.3% change
  • 2024-10-31: Highest IV Rank — 16.5%
  • 2024-10-31: Largest Expected Move — 33.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.46$2.90$4.29$2.96$3.71
Max Pain$3.48$3.00$3.50$3.00$3.50
ATM IV97.5%72.3%108.1%83.3%108.1%
Expected Move29.7%26.5%33.7%26.5%33.7%
HV 20d73.0%58.3%100.4%65.6%100.4%
HV 60d86.9%80.9%92.7%92.7%84.9%
IV Rank12.7%3.6%16.5%7.5%16.5%
IV Percentile23.6%1.2%44.8%3.2%44.8%
Term Structure1.1%-39.2%43.9%16.2%7.9%
VWIV102.5%89.7%112.0%92.2%112.0%
Skew 25d12.2%-37.0%86.5%86.5%-37.0%
Skew 10d43.1%-29.5%299.8%135.4%-29.5%
Call IV 25d77.0%54.0%105.2%73.6%104.5%
Put IV 25d89.3%62.9%160.1%160.1%67.6%
Bid-Ask Spread %34.4714.7156.1735.9646.45
Gamma HHI0.150.130.180.170.15
Net GEX156.6K95.4K282.4K100.0K214.6K
Net DEX-13.1M-23.6M-7.9M-8.4M-16.4M
Net VEX-78.5K-116.4K-58.0K-65.3K-97.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.050.640.380.06
Total Volume4,843.34868812,7052,1778,102
Total OI142,406.217127,331164,783127,331164,783

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$2.96$3.0083.3%26.5%65.6%7.5%92.2%86.5%16.2%100.0K-8.4M-65.3K0.3835.96N/AN/A1,574603119,1858,146
2024-10-02$3.08$3.50100.4%27.9%66.6%13.7%100.0%31.2%-35.0%110.1K-9.1M-65.8K0.1826.87N/AN/A2,213406120,4648,737
2024-10-03$3.09$3.5099.3%30.3%65.9%13.3%105.1%20.4%4.2%111.3K-9.1M-64.3K0.4356.17N/AN/A481207122,3988,876
2024-10-04$3.17$3.5099.5%30.7%62.4%13.4%100.2%39.6%-2.5%113.1K-9.9M-66.4K0.2052.33N/AN/A1,003197122,8418,845
2024-10-07$3.06$3.5072.3%31.1%59.5%3.6%107.5%-7.8%42.7%106.9K-9.0M-63.6K0.1716.14N/AN/A4,937853122,5618,517
2024-10-08$3.00$3.50100.7%30.9%59.2%13.8%106.2%20.4%5.0%103.4K-8.6M-62.6K0.0723.70N/AN/A3,095222125,3269,331
2024-10-09$2.91$3.50103.6%28.7%58.4%14.8%106.4%-29.2%-4.0%95.4K-7.9M-58.0K0.6431.54N/AN/A787500126,5629,736
2024-10-10$2.90$3.50102.0%30.1%58.3%14.3%105.1%12.6%4.2%101.8K-8.0M-60.6K0.1725.56N/AN/A2,242373127,11410,174
2024-10-11$3.15$3.5081.8%29.2%65.3%7.0%93.2%10.4%23.2%115.2K-9.9M-65.5K0.5218.84N/AN/A1,478764128,90110,503
2024-10-14$3.35$3.50101.6%29.1%66.8%14.1%100.8%-11.0%-39.2%131.4K-11.5M-70.3K0.2314.71N/AN/A3,620831128,1099,896
2024-10-15$3.31$3.50103.2%29.5%66.6%14.7%103.4%23.9%-8.1%131.1K-11.2M-68.7K0.1441.47N/AN/A3,111429129,49610,464
2024-10-16$3.44$3.50101.1%29.0%67.3%14.0%104.0%36.8%-10.6%153.8K-12.3M-72.3K0.1136.76N/AN/A6,504730130,99010,783
2024-10-17$3.30$3.5098.8%29.5%68.3%13.1%101.6%8.2%-14.6%127.5K-10.8M-70.7K0.1036.45N/AN/A5,448529130,07611,232
2024-10-18$3.80$3.5096.6%27.9%84.1%12.3%101.2%-17.3%-0.6%167.7K-15.0M-83.6K0.1228.42N/AN/A7,696907128,78911,737
2024-10-21$3.84$3.50102.4%29.5%83.8%14.4%103.1%45.5%-3.5%185.5K-15.6M-89.5K0.1014.84N/AN/A9,252957130,20711,044
2024-10-22$3.87$3.50101.4%30.1%80.7%14.1%104.6%-36.0%5.6%205.3K-16.9M-94.1K0.2331.29N/AN/A2,463574136,79511,438
2024-10-23$3.65$3.50100.6%28.8%83.0%13.8%101.4%25.6%-6.7%180.8K-14.6M-87.2K0.1631.35N/AN/A3,024488138,25011,960
2024-10-24$3.77$3.5096.3%29.3%81.9%12.2%89.7%26.5%5.8%197.7K-15.9M-90.4K0.2238.13N/AN/A1,658361139,65412,057
2024-10-25$3.66$3.5083.2%30.0%82.1%7.5%102.7%8.5%43.9%184.7K-14.8M-87.5K0.1450.31N/AN/A6,257877140,40912,209
2024-10-28$4.09$3.50103.0%32.0%87.3%14.6%108.4%-9.9%-3.6%229.7K-19.5M-99.1K0.5049.08N/AN/A4,8002,387139,51911,725
2024-10-29$4.25$3.50103.6%30.3%82.6%14.9%106.6%14.0%-3.3%253.6K-22.2M-107.2K0.0647.33N/AN/A11,947758140,45113,970
2024-10-30$4.29$3.5099.7%28.5%82.3%13.5%101.9%19.1%-2.3%282.4K-23.6M-116.4K0.0539.08N/AN/A5,488264146,92014,163
2024-10-31$3.71$3.50108.1%33.7%100.4%16.5%112.0%-37.0%7.9%214.6K-16.4M-97.0K0.0646.45N/AN/A7,672430150,49914,284