HIVE Options History — July 2022

In July 2022, HIVE traded between $3.10 and $4.41. ATM implied volatility averaged 107.1%, placing in the 46.7% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 1.7% (HV 20d: 105.4%). Max pain ranged from $2.00 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.45.

Notable Days

  • 2022-07-15: Highest Volume — 4,117 contracts
  • 2022-07-05: Largest IV spike — 23.7% change
  • 2022-07-05: Highest IV Rank — 58.1%
  • 2022-07-05: Largest Expected Move — 34.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.66$3.10$4.41$3.10$4.32
Max Pain$2.80$2.00$4.00$4.00$4.00
ATM IV107.1%92.4%129.0%104.3%100.1%
Expected Move30.7%28.0%34.2%29.9%28.7%
HV 20d105.4%96.2%113.5%98.6%111.3%
HV 60d112.3%103.9%121.0%103.9%121.0%
IV Rank46.7%39.0%58.1%45.2%43.0%
IV Percentile49.9%35.3%78.6%49.2%39.3%
Term Structure-3.0%-12.0%6.4%6.4%-2.5%
VWIV104.5%90.2%128.0%102.2%93.5%
Skew 25d16.8%-10.1%103.5%103.5%17.9%
Skew 10d32.8%-35.3%181.2%181.2%13.7%
Call IV 25d97.9%75.4%111.9%75.4%87.6%
Put IV 25d114.7%101.6%178.9%178.9%105.5%
Bid-Ask Spread %30.319.6850.449.6812.95
Gamma HHI0.300.230.350.230.33
Net GEX28.8K12.4K46.3K12.4K46.3K
Net DEX-2.1M-3.6M-1.1M-1.1M-3.3M
Net VEX-11.3K-14.2K-8.9K-8.9K-14.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.081.150.380.70
Total Volume1,727.77164,1171,085921
Total OI18,692.416,81921,13216,81921,132

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$3.10$4.00104.3%29.9%98.6%45.2%102.2%103.5%6.4%12.4K-1.1M-8.9K0.389.68N/AN/A78829713,7683,051
2022-07-05$3.38$2.00129.0%34.2%104.8%58.1%124.0%25.0%-12.0%20.0K-1.5M-9.3K0.1711.96N/AN/A1,24021513,8123,051
2022-07-06$3.25$2.00104.6%33.5%105.2%45.3%93.0%20.1%-3.1%14.6K-1.3M-9.3K0.3640.60N/AN/A1,28746113,9393,110
2022-07-07$3.62$2.0092.4%29.1%113.5%39.0%98.2%22.7%-4.5%20.1K-1.8M-10.3K0.1948.10N/AN/A2,31845113,9013,419
2022-07-08$3.64$2.0098.7%28.9%112.5%42.3%92.4%15.0%1.6%24.6K-2.0M-11.2K0.4022.53N/AN/A1,22749615,1113,454
2022-07-11$3.31$2.00110.9%32.1%113.2%48.7%90.2%-0.8%-2.8%19.0K-1.5M-10.0K0.4545.90N/AN/A75033715,3833,438
2022-07-12$3.15$2.00122.6%30.7%112.9%54.8%114.5%7.6%3.1%12.5K-1.2M-9.4K0.2714.30N/AN/A1,12730615,4413,447
2022-07-13$3.19$2.00113.3%32.5%98.1%49.9%117.3%14.9%-6.6%21.0K-1.4M-9.5K0.3413.67N/AN/A1,19940815,6213,443
2022-07-14$3.23$2.00113.2%32.4%96.7%49.9%128.0%35.3%-3.3%21.2K-1.5M-9.6K0.4047.31N/AN/A72028815,5913,387
2022-07-15$3.50$2.00107.5%30.8%100.5%46.9%102.8%3.1%3.3%24.6K-1.8M-10.4K0.0941.49N/AN/A3,76635115,7303,397
2022-07-18$3.69$2.00104.9%30.1%96.2%45.5%100.2%12.8%-1.3%34.8K-2.4M-11.9K0.0841.33N/AN/A3,82029415,5882,054
2022-07-19$4.00$3.00105.6%30.3%99.2%45.9%103.2%13.2%-1.6%36.6K-2.7M-12.8K0.1726.27N/AN/A1,88632815,1802,327
2022-07-20$4.29$3.00114.7%32.9%99.8%50.7%108.7%17.3%-7.7%42.7K-3.4M-13.8K0.3120.07N/AN/A1,54547715,6642,401
2022-07-21$4.41$3.00106.6%30.6%98.4%46.4%102.8%13.6%-6.3%45.2K-3.6M-14.2K0.3626.69N/AN/A1,04537516,0832,671
2022-07-22$3.93$3.00103.1%29.6%107.0%44.6%103.7%4.1%-6.0%38.3K-2.7M-12.8K0.5038.74N/AN/A1,05052715,9772,928
2022-07-25$3.62$4.00106.4%30.5%106.8%46.3%106.0%-5.5%-8.0%32.3K-1.9M-11.6K0.7033.00N/AN/A59141216,5213,178
2022-07-26$3.43$4.00106.7%30.6%108.1%46.5%107.5%-10.1%-5.2%28.1K-1.5M-10.8K0.8529.81N/AN/A38633016,6223,329
2022-07-27$3.90$4.0097.6%28.0%112.1%41.7%101.1%14.0%1.4%38.6K-2.4M-12.7K1.1350.44N/AN/A60768416,6663,383
2022-07-28$4.15$4.00100.0%28.7%113.1%43.0%101.5%12.4%-4.7%43.4K-3.0M-13.8K1.1531.27N/AN/A57966516,9033,747
2022-07-29$4.32$4.00100.1%28.7%111.3%43.0%93.5%17.9%-2.5%46.3K-3.3M-14.2K0.7012.95N/AN/A54237917,0344,098