HIVE Options History — November 2024

In November 2024, HIVE traded between $3.38 and $5.25. ATM implied volatility averaged 108.4%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 33.0%. IV traded below realized volatility by 6.0% (HV 20d: 114.5%). Max pain ranged from $2.50 to $3.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.11.

Notable Days

  • 2024-11-11: Highest Volume — 32,137 contracts
  • 2024-11-05: Largest IV spike — 21.7% change
  • 2024-11-21: Highest IV Rank — 23.0%
  • 2024-11-20: Largest Expected Move — 36.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.22$3.38$5.25$3.52$4.11
Max Pain$2.60$2.50$3.50$3.50$3.00
ATM IV108.4%74.6%126.2%86.3%106.0%
Expected Move33.0%28.9%36.1%31.3%34.0%
HV 20d114.5%102.5%127.7%102.5%106.2%
HV 60d89.9%82.7%95.4%82.7%91.0%
IV Rank16.6%4.4%23.0%8.6%15.7%
IV Percentile46.1%1.6%78.2%6.7%36.9%
Term Structure5.0%-10.9%41.4%41.4%-8.0%
VWIV117.1%103.8%124.9%115.0%123.3%
Skew 25d-4.3%-57.0%53.4%37.7%-57.0%
Skew 10d25.8%-39.2%126.9%33.5%17.9%
Call IV 25d101.4%56.4%133.1%60.0%127.8%
Put IV 25d97.2%70.9%126.1%97.6%70.9%
Bid-Ask Spread %32.8913.3650.6235.7742.43
Gamma HHI0.170.140.220.140.17
Net GEX316.8K191.0K445.5K191.0K340.7K
Net DEX-26.1M-43.8M-14.2M-14.5M-27.3M
Net VEX-129.3K-169.3K-92.0K-92.0K-134.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.020.530.160.13
Total Volume9,943.53,41032,1374,7355,549
Total OI189,289.15170,235206,380170,514206,380

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$3.52$3.5086.3%31.3%102.5%8.6%115.0%37.7%41.4%191.0K-14.5M-92.0K0.1635.77N/AN/A4,078657156,17114,343
2024-11-04$3.38$2.5074.6%29.6%102.8%4.4%104.9%4.9%38.2%194.2K-14.2M-94.5K0.1450.62N/AN/A2,994416156,24913,986
2024-11-05$3.65$2.5090.8%30.2%105.4%10.2%107.5%8.5%24.2%219.0K-16.5M-98.5K0.0246.82N/AN/A8,851171157,62414,391
2024-11-06$4.06$2.50103.1%30.3%109.6%14.7%105.6%22.2%12.6%277.8K-22.5M-113.6K0.0618.32N/AN/A9,194546157,06314,478
2024-11-07$4.50$2.5084.3%29.4%113.4%7.9%105.5%17.0%-4.5%333.9K-28.0M-126.1K0.1024.97N/AN/A9,818949157,51514,724
2024-11-08$4.69$2.50102.6%29.0%111.4%14.5%103.8%53.4%-9.6%348.1K-31.3M-137.6K0.0523.54N/AN/A12,996602159,68515,250
2024-11-11$5.24$2.50100.2%35.1%115.2%13.6%122.0%-39.6%17.9%419.5K-42.4M-167.7K0.0426.82N/AN/A30,8881,249166,17714,770
2024-11-12$5.25$2.50101.7%35.5%114.7%14.1%122.1%0.6%-0.6%445.5K-43.8M-169.3K0.0733.13N/AN/A11,740830170,84615,760
2024-11-13$4.69$2.50118.3%35.2%124.2%20.1%122.2%-50.8%4.5%413.3K-33.9M-152.1K0.0739.28N/AN/A17,7521,244176,78416,406
2024-11-14$4.31$2.50122.9%33.8%127.7%21.8%119.4%-17.8%-8.6%363.7K-27.8M-136.4K0.2229.22N/AN/A8,8611,960180,66216,844
2024-11-15$4.42$2.50120.7%34.7%118.6%21.0%124.0%-4.1%3.9%350.3K-29.3M-141.3K0.1024.51N/AN/A4,082418184,50317,823
2024-11-18$4.33$2.50117.6%35.2%119.0%19.9%121.4%45.3%-3.7%335.5K-27.2M-137.4K0.5324.88N/AN/A4,1412,202178,92116,146
2024-11-19$4.33$2.50118.6%33.5%119.1%20.2%120.4%-10.6%-1.6%336.7K-27.1M-137.4K0.1229.92N/AN/A4,931583180,76216,726
2024-11-20$4.17$2.50125.9%36.1%117.8%22.9%124.9%-11.9%-10.9%306.9K-24.8M-131.3K0.0313.36N/AN/A5,956155180,34917,183
2024-11-21$4.01$2.50126.2%36.0%118.5%23.0%123.8%-6.0%3.5%283.3K-23.3M-129.9K0.0329.87N/AN/A11,326318182,57517,317
2024-11-22$4.12$2.50121.3%35.3%118.1%21.2%121.9%-6.3%-2.1%298.8K-24.1M-128.6K0.0839.38N/AN/A7,685597181,58217,503
2024-11-25$3.92$2.50118.3%33.9%112.8%20.1%114.7%-40.3%-10.3%290.0K-22.2M-122.3K0.0733.56N/AN/A9,667655177,45116,492
2024-11-26$3.69$2.50116.0%28.9%113.5%19.3%121.7%-12.4%10.2%260.9K-19.3M-114.5K0.1248.31N/AN/A5,443672183,62116,939
2024-11-27$4.04$3.00112.4%33.9%118.6%18.0%117.9%-18.0%3.0%326.5K-23.0M-121.7K0.0442.99N/AN/A8,321373186,26817,514
2024-11-29$4.11$3.00106.0%34.0%106.2%15.7%123.3%-57.0%-8.0%340.7K-27.3M-134.1K0.1342.43N/AN/A4,917632188,57217,808