HIVE Options History — February 2022

In February 2022, HIVE traded between $9.05 and $11.05. ATM implied volatility averaged 123.2%, placing in the 55.1% IV rank vs the trailing year. The 30-day expected move averaged 35.9%. IV traded above realized volatility by 23.0% (HV 20d: 100.1%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.19.

Notable Days

  • 2022-02-07: Highest Volume — 1,784 contracts
  • 2022-02-28: Largest IV spike — 24.2% change
  • 2022-02-28: Highest IV Rank — 67.8%
  • 2022-02-28: Largest Expected Move — 42.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.19$9.05$11.05$10.60$10.20
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV123.2%96.0%147.5%96.0%147.5%
Expected Move35.9%27.5%42.3%27.5%42.3%
HV 20d100.1%87.4%108.6%104.7%87.4%
HV 60d89.4%84.8%92.3%84.8%91.3%
IV Rank55.1%40.9%67.8%40.9%67.8%
IV Percentile79.7%64.7%95.2%64.7%95.2%
Term Structure3.2%-24.2%29.4%29.4%-24.2%
VWIV126.1%96.1%145.2%96.1%144.1%
Skew 25d0.0%-33.1%49.4%30.1%49.4%
Skew 10d4.1%-58.0%55.9%55.9%50.1%
Call IV 25d122.4%81.0%150.2%81.0%93.5%
Put IV 25d122.4%103.2%154.3%111.1%142.9%
Bid-Ask Spread %11.267.6417.9413.6712.14
Gamma HHI0.220.190.290.190.24
Net GEX65.2K48.9K88.8K61.4K71.8K
Net DEX-3.6M-5.2M-2.4M-3.3M-4.0M
Net VEX-25.0K-28.9K-21.3K-25.3K-25.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.080.510.100.25
Total Volume905.7892951,784859674
Total OI36,31633,59939,13433,59937,014

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$10.60$10.0096.0%27.5%104.7%40.9%96.1%30.1%29.4%61.4K-3.3M-25.3K0.1013.67N/AN/A7827731,3042,295
2022-02-02$9.95$10.00105.2%30.2%105.1%45.7%105.9%-18.0%18.1%53.5K-2.7M-22.8K0.1713.43N/AN/A3315531,6402,300
2022-02-03$9.35$10.00108.5%36.4%101.9%47.4%127.0%-24.3%12.3%48.9K-2.4M-21.5K0.159.28N/AN/A2563931,8652,245
2022-02-04$10.25$10.00108.5%34.4%108.4%47.4%117.1%39.5%18.1%58.4K-3.3M-24.3K0.147.64N/AN/A1,00914031,9942,253
2022-02-07$10.65$10.00114.3%37.2%108.5%50.5%128.5%-9.0%1.8%67.9K-3.7M-25.1K0.1211.71N/AN/A1,59419032,5042,337
2022-02-08$10.50$10.00126.0%35.3%108.6%56.6%114.1%10.3%1.6%67.5K-3.7M-25.9K0.178.16N/AN/A72212633,5642,441
2022-02-09$11.05$10.00118.3%33.9%108.3%52.5%120.7%-8.8%9.3%59.8K-4.7M-26.6K0.2011.51N/AN/A92018433,8512,473
2022-02-10$10.95$10.00125.4%35.9%105.5%56.2%124.5%4.7%1.2%79.0K-4.7M-28.6K0.1713.25N/AN/A1,03517634,1432,567
2022-02-11$10.40$10.00129.1%37.0%102.4%58.2%129.6%-7.9%-1.4%55.7K-4.2M-26.5K0.1017.94N/AN/A1,15311334,1822,602
2022-02-14$10.10$10.00127.2%36.5%101.8%57.2%127.1%-9.5%5.9%67.1K-3.6M-25.3K0.188.32N/AN/A4507934,7192,592
2022-02-15$11.05$10.00139.0%39.9%102.0%63.3%132.0%-2.0%-20.2%68.2K-5.2M-28.2K0.0812.59N/AN/A1,47811834,8312,599
2022-02-16$10.80$10.00133.9%38.4%102.0%60.7%137.4%-5.8%2.0%88.4K-5.1M-28.9K0.1512.87N/AN/A86112736,0142,639
2022-02-17$10.10$10.00122.4%35.1%104.5%54.7%133.2%-18.4%2.9%86.3K-3.7M-25.4K0.268.38N/AN/A57114736,4272,707
2022-02-18$9.95$10.00125.7%36.0%88.3%56.4%133.8%-21.1%5.6%88.8K-3.6M-25.9K0.518.01N/AN/A51826536,2662,711
2022-02-22$9.45$10.00123.5%35.4%90.2%55.2%124.7%-33.1%2.2%50.4K-2.7M-22.2K0.1110.50N/AN/A96210533,5172,312
2022-02-23$9.05$10.00133.5%38.3%91.5%60.5%145.2%-29.9%-4.4%49.4K-2.6M-21.3K0.3012.49N/AN/A42512833,7762,306
2022-02-24$9.55$10.00137.1%39.3%93.4%62.3%136.5%32.0%0.9%57.6K-3.0M-22.4K0.2111.41N/AN/A76916134,0162,247
2022-02-25$9.60$10.00118.7%34.0%88.0%52.7%118.3%22.3%-1.1%57.8K-2.9M-22.0K0.3010.59N/AN/A36210834,4862,265
2022-02-28$10.20$10.00147.5%42.3%87.4%67.8%144.1%49.4%-24.2%71.8K-4.0M-25.9K0.2512.14N/AN/A53913534,7072,307