HIVE Options History — April 2022

In April 2022, HIVE traded between $7.50 and $10.60. ATM implied volatility averaged 102.8%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 30.0%. IV traded above realized volatility by 35.2% (HV 20d: 67.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.46.

Notable Days

  • 2022-04-11: Highest Volume — 923 contracts
  • 2022-04-06: Largest IV drop — 21.6% change
  • 2022-04-27: Highest IV Rank — 56.3%
  • 2022-04-27: Largest Expected Move — 36.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.92$7.50$10.60$10.50$7.50
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV102.8%86.8%125.6%110.5%90.8%
Expected Move30.0%26.0%36.0%31.1%26.0%
HV 20d67.6%52.8%83.0%83.0%55.3%
HV 60d84.7%77.2%90.6%90.0%77.2%
IV Rank44.4%36.1%56.3%48.4%38.2%
IV Percentile59.7%47.6%78.2%63.9%47.6%
Term Structure0.0%-16.1%47.8%-1.3%47.8%
VWIV106.9%95.2%124.7%105.6%116.7%
Skew 25d-3.7%-40.0%44.5%35.4%-27.4%
Skew 10d3.9%-52.6%64.8%64.8%-52.6%
Call IV 25d103.2%78.6%142.9%92.5%142.9%
Put IV 25d99.6%79.9%150.8%128.0%115.5%
Bid-Ask Spread %12.508.0917.2611.298.09
Gamma HHI0.280.250.320.260.29
Net GEX37.7K20.1K61.2K61.2K20.1K
Net DEX-1.6M-4.2M-313.6K-3.7M-313.6K
Net VEX-14.5K-22.3K-8.7K-22.3K-8.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.062.630.420.42
Total Volume431.3196923370278
Total OI18,386.917,25818,94318,40218,450

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$10.50$10.00110.5%31.1%83.0%48.4%105.6%35.4%-1.3%61.2K-3.7M-22.3K0.4211.29N/AN/A26011015,8582,544
2022-04-04$10.60$10.00105.1%30.5%76.8%45.6%106.0%0.3%-7.3%60.4K-4.2M-21.2K0.4713.88N/AN/A1979215,9152,554
2022-04-05$10.15$10.00117.8%30.7%78.1%52.3%109.7%-8.3%-2.8%56.4K-3.2M-19.8K0.5410.43N/AN/A23212516,0322,573
2022-04-06$9.55$10.0092.4%32.0%76.4%39.0%112.2%44.5%-6.6%50.7K-2.4M-18.3K0.3810.67N/AN/A41315616,1122,608
2022-04-07$9.60$10.0099.3%29.3%75.7%42.6%104.0%-23.8%7.6%49.2K-2.3M-18.0K0.6412.11N/AN/A20513116,1412,657
2022-04-08$9.35$10.0091.2%30.0%73.4%38.4%111.1%-25.6%-1.3%48.1K-2.2M-16.8K0.5712.87N/AN/A22712916,1662,705
2022-04-11$8.90$10.0086.8%30.8%73.0%36.1%107.5%11.0%0.1%36.9K-1.2M-14.6K0.1511.49N/AN/A80212116,1792,764
2022-04-12$8.85$10.00100.0%27.2%70.1%43.0%95.5%3.4%7.7%32.3K-877.6K-13.8K0.4914.19N/AN/A26713016,0202,802
2022-04-13$9.30$10.0099.5%28.5%68.8%42.7%99.3%14.3%4.3%37.0K-1.2M-14.6K0.4712.22N/AN/A30214316,0162,804
2022-04-14$8.80$10.0097.6%28.0%68.6%41.7%97.2%3.3%7.3%32.5K-972.3K-13.7K2.6312.55N/AN/A18047316,0722,834
2022-04-18$8.70$10.00104.0%29.8%67.3%45.1%104.0%3.5%7.8%29.8K-1.3M-13.3K0.1414.50N/AN/A4225714,8522,406
2022-04-19$9.10$10.0095.2%27.3%68.9%40.4%95.2%8.9%-0.4%33.7K-1.5M-14.0K0.1613.79N/AN/A4146515,0052,433
2022-04-20$8.95$10.0097.3%27.9%65.5%41.5%97.2%9.1%-2.9%31.8K-1.2M-12.7K0.0917.26N/AN/A5385015,2522,467
2022-04-21$8.50$10.00109.5%31.4%67.1%47.9%109.8%-40.0%-3.4%33.1K-1.3M-12.8K0.0715.08N/AN/A3902715,5522,453
2022-04-22$8.10$10.00104.6%30.0%61.3%45.4%104.2%-11.0%-9.4%29.7K-920.8K-11.7K0.1211.39N/AN/A4865615,7402,466
2022-04-25$8.30$10.00110.3%31.6%62.8%48.4%110.0%-10.6%-5.4%31.1K-1.0M-11.8K0.2011.92N/AN/A2475015,7552,469
2022-04-26$7.85$10.00119.3%34.2%52.8%53.1%119.3%-15.6%-11.0%27.7K-818.4K-10.8K0.379.96N/AN/A26710015,8392,493
2022-04-27$7.90$10.00125.6%36.0%53.3%56.3%124.7%-21.7%-13.8%23.3K-478.4K-9.7K0.0612.41N/AN/A1851115,8592,497
2022-04-28$7.95$10.0099.3%28.5%53.9%42.6%108.2%-23.5%-16.1%28.6K-933.0K-10.9K0.7913.94N/AN/A16112715,8952,499
2022-04-29$7.50$10.0090.8%26.0%55.3%38.2%116.7%-27.4%47.8%20.1K-313.6K-8.7K0.428.09N/AN/A1968215,9232,527