HIVE Options History — June 2022

In June 2022, HIVE traded between $2.85 and $4.19. ATM implied volatility averaged 114.8%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded below realized volatility by 2.3% (HV 20d: 117.2%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2022-06-07: Highest Volume — 4,191 contracts
  • 2022-06-27: Largest IV spike — 26.1% change
  • 2022-06-13: Highest IV Rank — 60.4%
  • 2022-06-13: Largest Expected Move — 38.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.42$2.85$4.19$4.01$2.98
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV114.8%84.3%133.4%131.2%103.5%
Expected Move32.8%24.2%38.2%37.6%29.7%
HV 20d117.2%98.4%142.8%141.3%98.4%
HV 60d101.0%98.5%103.4%101.6%103.4%
IV Rank50.7%34.8%60.4%59.3%44.8%
IV Percentile62.0%34.1%83.3%82.5%48.8%
Term Structure4.5%-4.2%16.8%-2.2%7.0%
VWIV112.6%93.3%131.4%131.4%102.2%
Skew 25d4.7%-21.3%21.5%-0.8%18.6%
Skew 10d15.1%-41.7%165.9%-15.4%26.2%
Call IV 25d109.7%76.3%132.8%132.8%76.3%
Put IV 25d114.4%88.7%137.4%132.0%94.8%
Bid-Ask Spread %35.579.6668.2215.2932.85
Gamma HHI0.270.220.340.300.24
Net GEX8.4K2.4K17.2K3.4K12.2K
Net DEX-663.7K-1.6M30.0K-429.4K-944.8K
Net VEX-6.2K-9.6K-3.3K-3.3K-8.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.081.970.390.22
Total Volume1,856.9525984,1911,6591,078
Total OI12,068.0486,17116,7786,17116,778

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$4.01$4.00131.2%37.6%141.3%59.3%131.4%-0.8%-2.2%3.4K-429.4K-3.3K0.3915.29N/AN/A1,1954643,9562,215
2022-06-02$4.16$4.00123.8%35.5%142.8%55.4%120.0%15.9%5.8%4.1K-517.0K-3.4K0.3621.72N/AN/A1,0403794,1172,293
2022-06-03$4.19$4.00123.4%35.7%141.2%55.2%116.4%18.1%3.8%4.3K-498.5K-3.4K0.4631.67N/AN/A7033264,1802,397
2022-06-06$4.12$4.00123.3%34.6%140.4%55.2%114.2%10.4%3.7%3.9K-495.6K-3.4K0.2030.71N/AN/A2,0454084,3502,446
2022-06-07$4.09$4.00126.0%33.1%140.6%56.5%104.6%21.5%3.7%6.5K-668.7K-4.4K0.0835.05N/AN/A3,8783135,7362,613
2022-06-08$3.90$4.00112.6%32.3%126.2%49.6%114.5%5.5%4.5%8.6K-935.3K-6.0K0.1834.59N/AN/A3,2155687,7492,611
2022-06-09$3.57$4.00114.1%32.7%127.7%50.4%111.0%3.8%4.7%6.0K-659.5K-6.6K0.5212.98N/AN/A5582929,1252,942
2022-06-10$3.38$4.00117.7%33.8%106.6%52.2%114.6%-5.9%3.2%4.1K-452.9K-6.1K0.5334.06N/AN/A6203289,1962,967
2022-06-13$2.90$4.00133.4%38.2%112.4%60.4%131.2%15.9%-4.2%3.4K-91.6K-4.9K1.9747.52N/AN/A4228319,3393,061
2022-06-14$3.05$4.00125.3%35.9%110.7%56.2%125.4%18.3%-0.8%2.4K-39.0K-5.2K1.0657.71N/AN/A7257689,3883,597
2022-06-15$3.09$4.00118.5%34.0%110.5%52.6%117.3%16.1%-0.0%2.8K-143.0K-5.6K0.2647.40N/AN/A9642539,6623,606
2022-06-16$2.85$4.00117.7%33.7%105.3%52.2%119.7%-2.2%10.7%8.5K30.0K-5.3K0.7332.62N/AN/A38628210,2713,626
2022-06-17$2.91$4.00119.0%34.1%104.6%52.9%114.2%-6.5%-3.8%8.4K-164.6K-5.4K0.7468.22N/AN/A34425410,2723,030
2022-06-21$3.09$4.00108.0%31.0%107.4%47.2%102.7%-13.1%5.4%8.9K-569.3K-5.6K0.1546.61N/AN/A3,5935568,6301,807
2022-06-22$3.00$4.00112.9%32.4%107.4%49.7%114.8%-21.3%4.9%12.3K-958.7K-7.8K0.289.66N/AN/A1,58144311,9102,150
2022-06-23$3.23$4.00107.2%30.7%112.4%46.7%106.6%9.7%2.4%13.4K-1.2M-8.5K0.2345.72N/AN/A1,45333012,1912,382
2022-06-24$3.55$4.0084.3%24.2%107.0%34.8%93.3%10.5%16.8%17.2K-1.6M-9.6K0.1531.99N/AN/A1,57523112,4322,511
2022-06-27$3.45$4.00106.3%30.5%107.1%46.3%102.9%13.2%7.5%17.1K-1.4M-9.3K0.0849.55N/AN/A1,90915812,6462,587
2022-06-28$3.16$4.00101.1%29.0%109.2%43.6%105.4%-11.7%11.3%15.0K-1.2M-9.1K0.1614.46N/AN/A2,01931513,5932,602
2022-06-29$3.11$4.00102.2%29.3%101.2%44.1%102.0%-18.3%10.8%13.3K-1.1M-8.7K0.2446.48N/AN/A1,77541913,7222,743
2022-06-30$2.98$4.00103.5%29.7%98.4%44.8%102.2%18.6%7.0%12.2K-944.8K-8.6K0.2232.85N/AN/A88619213,7723,006