HIVE Options History — September 2022

In September 2022, HIVE traded between $3.64 and $5.12. ATM implied volatility averaged 115.0%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 34.1%. IV traded below realized volatility by 2.2% (HV 20d: 117.2%). Max pain ranged from $2.00 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.56.

Notable Days

  • 2022-09-30: Highest Volume — 8,861 contracts
  • 2022-09-06: Largest IV spike — 681.9% change
  • 2022-09-01: Highest IV Rank — 56.6%
  • 2022-09-01: Largest Expected Move — 71.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.30$3.64$5.12$4.83$3.79
Max Pain$6.52$2.00$7.00$2.00$7.00
ATM IV115.0%16.2%249.9%249.9%115.4%
Expected Move34.1%4.6%71.7%71.7%33.1%
HV 20d117.2%85.4%140.0%137.0%87.9%
HV 60d115.2%111.3%118.6%118.0%111.3%
IV Rank24.6%1.1%56.6%56.6%24.7%
IV Percentile56.3%0.8%98.4%98.4%54.0%
Term Structure-8.5%-103.3%107.1%107.1%3.3%
VWIV116.9%111.9%122.8%116.6%122.5%
Skew 25d43.1%-3.6%427.3%427.3%-3.1%
Skew 10d58.8%-17.8%370.9%287.2%44.4%
Call IV 25d107.8%16.2%127.0%40.4%124.8%
Put IV 25d150.8%110.8%467.7%467.7%121.7%
Bid-Ask Spread %42.7911.3172.1172.1112.26
Gamma HHI0.340.160.910.890.16
Net GEX106.2K5.0K647.6K399.9K15.3K
Net DEX-2.6M-12.9M1.6M-8.9M137.9K
Net VEX-24.9K-33.7K-17.8K-33.7K-21.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.165.790.550.33
Total Volume2,207.333798,8613988,861
Total OI50,957.14337,35171,16068,94441,729

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$4.83$2.00249.9%71.7%137.0%56.6%116.6%427.3%107.1%399.9K-8.9M-33.7K0.5572.11N/AN/A25614251,72917,215
2022-09-02$4.80$2.0016.2%4.6%136.9%1.1%114.9%424.2%102.7%398.9K-8.2M-32.7K0.1843.53N/AN/A1683051,94817,337
2022-09-06$4.28$7.00126.4%35.3%137.4%27.3%122.3%-3.6%-2.7%18.7K491.5K-26.9K2.6838.20N/AN/A9412,52328,22616,961
2022-09-07$4.29$7.00122.7%35.8%137.4%26.4%119.3%4.4%-3.6%18.4K563.4K-26.6K2.4738.67N/AN/A1,0782,66128,38916,992
2022-09-08$4.62$7.0031.5%33.8%134.6%4.8%116.8%8.3%-103.3%52.9K-6.3M-26.9K0.1630.78N/AN/A681152,23417,529
2022-09-09$5.12$7.00112.5%32.2%140.0%24.0%111.9%-0.7%-94.9%541.3K-12.6M-33.6K0.3150.51N/AN/A60818852,25317,537
2022-09-12$5.11$7.00116.8%33.5%130.6%25.0%115.2%2.1%-103.3%647.6K-12.9M-32.8K1.4935.63N/AN/A52678252,51117,644
2022-09-13$4.57$7.00114.5%32.9%133.8%24.5%115.3%1.6%1.2%17.2K461.3K-27.2K3.3847.52N/AN/A8382,83329,05318,380
2022-09-14$4.55$7.00118.0%33.8%132.3%25.3%115.8%3.3%-99.2%14.4K-5.8M-25.9K0.8869.51N/AN/A847452,71018,402
2022-09-15$4.46$7.00116.1%33.3%129.9%24.8%113.8%3.5%-0.5%12.7K-5.6M-26.2K1.6954.05N/AN/A14123852,73918,421
2022-09-16$4.29$7.00114.2%32.7%129.0%24.4%116.6%2.4%-3.1%13.6K1.1M-24.3K2.5253.88N/AN/A1,2293,09629,23618,553
2022-09-19$4.24$7.00112.7%32.3%115.3%24.0%113.6%-1.7%3.6%10.6K-747.4K-22.9K0.2549.08N/AN/A53613624,53314,512
2022-09-20$4.18$7.00115.7%33.2%112.0%24.7%116.0%8.1%4.8%10.2K-699.6K-22.8K0.3242.17N/AN/A1324224,86114,608
2022-09-21$4.20$7.00114.3%32.8%102.6%24.4%116.7%-2.4%3.5%9.3K-731.1K-23.2K2.8857.13N/AN/A24570524,91014,626
2022-09-22$4.01$7.00117.5%33.7%101.0%25.2%114.1%10.3%-0.5%8.3K-94.6K-20.2K0.8111.75N/AN/A15512525,01515,118
2022-09-23$3.75$7.00114.3%32.8%102.1%24.4%115.4%4.6%4.8%5.0K384.7K-18.3K0.3511.31N/AN/A2478625,04615,149
2022-09-26$3.64$7.00120.8%34.6%94.4%26.0%122.8%-2.7%-0.7%6.5K1.6M-18.1K3.6020.09N/AN/A6222,23722,58814,763
2022-09-27$3.67$7.00123.1%35.3%85.4%26.5%118.3%-2.2%-0.8%6.6K1.6M-17.8K5.7947.13N/AN/A3842,22222,63314,820
2022-09-28$4.01$7.00122.2%35.0%92.2%26.3%119.7%9.7%0.7%6.8K1.3M-20.0K0.5742.46N/AN/A4,8142,72122,67914,921
2022-09-29$3.86$7.00119.5%34.3%89.7%25.7%117.3%11.4%2.0%15.8K136.0K-21.9K1.5570.72N/AN/A1,3992,17027,10714,483
2022-09-30$3.79$7.00115.4%33.1%87.9%24.7%122.5%-3.1%3.3%15.3K137.9K-21.8K0.3312.26N/AN/A6,6692,19227,23314,496