HIVE Options History — October 2022

In October 2022, HIVE traded between $3.01 and $4.10. ATM implied volatility averaged 112.3%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 32.6%. IV traded above realized volatility by 42.2% (HV 20d: 70.1%). Max pain ranged from $4.00 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 0.89.

Notable Days

  • 2022-10-19: Highest Volume — 13,604 contracts
  • 2022-10-12: Largest IV spike — 13.4% change
  • 2022-10-12: Highest IV Rank — 27.2%
  • 2022-10-12: Largest Expected Move — 36.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.45$3.01$4.10$3.87$3.22
Max Pain$5.71$4.00$7.00$7.00$7.00
ATM IV112.3%101.5%125.8%117.3%105.3%
Expected Move32.6%29.1%36.1%33.6%30.2%
HV 20d70.1%61.3%88.7%88.7%72.9%
HV 60d105.5%99.6%111.4%111.4%101.6%
IV Rank24.0%21.4%27.2%25.1%22.3%
IV Percentile45.6%21.8%73.4%56.3%30.6%
Term Structure0.5%-9.8%12.1%7.7%0.3%
VWIV115.3%102.4%162.1%123.6%106.8%
Skew 25d0.9%-23.8%33.1%11.2%22.0%
Skew 10d14.7%-61.2%74.9%61.5%74.9%
Call IV 25d111.5%79.8%120.9%111.3%105.3%
Put IV 25d112.5%94.0%130.1%122.5%127.3%
Bid-Ask Spread %26.7010.1950.5124.2515.20
Gamma HHI0.210.180.250.180.23
Net GEX14.0K7.3K23.9K13.3K16.1K
Net DEX1.3M250.7K2.2M474.1K1.3M
Net VEX-15.4K-21.9K-11.5K-20.3K-11.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.591.680.651.44
Total Volume7,725.4295,43413,6045,7106,494
Total OI41,332.42937,29143,14541,23039,460

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$3.87$7.00117.3%33.6%88.7%25.1%123.6%11.2%7.7%13.3K474.1K-20.3K0.6524.25N/AN/A3,4672,24326,67314,557
2022-10-04$4.01$7.00116.4%33.4%81.1%24.9%128.8%2.3%-0.2%14.8K250.7K-21.5K0.6147.86N/AN/A3,6182,20926,45214,654
2022-10-05$4.10$7.00110.8%31.8%81.5%23.6%122.1%10.3%12.1%15.3K262.2K-21.6K0.7510.63N/AN/A3,6622,75726,77714,750
2022-10-06$4.03$4.00115.9%33.7%76.5%24.8%117.5%3.1%1.2%14.2K265.4K-21.9K0.7525.06N/AN/A3,7162,78226,93515,317
2022-10-07$3.77$4.00110.9%34.0%67.4%23.6%109.0%2.8%-1.3%10.0K911.4K-19.3K0.7431.26N/AN/A3,3882,50527,02415,364
2022-10-10$3.50$4.00118.9%35.5%70.3%25.5%120.6%-3.2%-2.4%8.5K1.3M-17.2K0.6742.02N/AN/A3,4532,30827,05215,437
2022-10-11$3.40$4.00110.9%35.6%61.4%23.6%120.3%-9.3%-7.2%8.2K1.6M-15.9K0.7115.07N/AN/A3,4672,45227,02015,473
2022-10-12$3.33$4.00125.8%36.1%61.3%27.2%102.7%-9.2%-9.8%18.6K1.9M-14.3K0.6216.41N/AN/A3,3482,08627,05815,560
2022-10-13$3.40$4.00117.3%33.6%62.6%25.1%112.9%-11.9%-3.0%7.3K1.7M-15.5K0.7843.03N/AN/A3,4232,67127,05315,585
2022-10-14$3.21$4.00119.5%34.3%64.0%25.7%114.7%-11.8%-2.2%8.2K1.9M-14.0K0.6529.79N/AN/A3,4172,21527,00915,740
2022-10-17$3.27$4.00107.9%30.9%65.0%22.9%113.8%-20.8%6.3%8.6K1.8M-14.4K0.5910.19N/AN/A3,5182,08227,05615,698
2022-10-18$3.22$4.00113.3%32.5%65.0%24.2%102.8%20.4%1.7%9.5K1.9M-13.5K0.8126.52N/AN/A7,4866,07227,11815,691
2022-10-19$3.14$7.00113.4%32.5%64.8%24.2%115.3%-15.9%-0.5%15.5K2.0M-12.7K0.7916.21N/AN/A7,5866,01827,14215,725
2022-10-20$3.01$7.00111.7%32.0%64.6%23.8%110.4%-23.8%-1.4%11.1K2.2M-11.5K0.7941.66N/AN/A7,4375,88327,35715,713
2022-10-21$3.14$7.00114.5%32.8%64.4%24.5%162.1%-8.8%1.7%15.5K2.1M-12.0K0.8250.51N/AN/A7,4456,08227,35915,786
2022-10-24$3.13$7.00113.4%32.5%64.0%24.2%102.4%29.2%1.3%15.0K1.3M-11.6K0.9946.09N/AN/A4,1274,08125,05212,239
2022-10-25$3.55$7.00105.0%30.1%79.5%22.2%106.5%33.1%-2.7%23.9K832.4K-14.0K1.0529.62N/AN/A3,9494,15125,67412,503
2022-10-26$3.42$7.00101.5%29.1%72.9%21.4%105.6%-5.0%10.8%22.5K817.3K-14.0K1.1913.15N/AN/A3,6224,29725,92712,593
2022-10-27$3.34$7.00103.2%29.6%72.3%21.8%117.2%-1.6%0.4%18.9K1.0M-13.1K1.6813.39N/AN/A2,3673,97526,00413,088
2022-10-28$3.37$7.00105.4%30.2%72.4%22.3%107.2%6.5%-2.7%19.2K1.1M-12.7K1.5312.77N/AN/A2,5173,85826,05813,248
2022-10-31$3.22$7.00105.3%30.2%72.9%22.3%106.8%22.0%0.3%16.1K1.3M-11.5K1.4415.20N/AN/A2,6583,83626,18713,273