HIVE Options History — December 2022

In December 2022, HIVE traded between $1.40 and $2.21. ATM implied volatility averaged 105.5%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 29.0%. IV traded above realized volatility by 32.7% (HV 20d: 72.8%). Max pain ranged from $4.00 to $6.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.89.

Notable Days

  • 2022-12-13: Highest Volume — 652 contracts
  • 2022-12-22: Largest IV spike — 23.0% change
  • 2022-12-08: Highest IV Rank — 30.1%
  • 2022-12-12: Largest Expected Move — 32.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.81$1.40$2.21$2.20$1.40
Max Pain$5.05$4.00$6.00$4.00$5.00
ATM IV105.5%83.9%138.2%111.1%96.4%
Expected Move29.0%24.0%32.7%31.9%27.6%
HV 20d72.8%49.8%93.7%91.1%49.8%
HV 60d74.9%71.7%81.0%81.0%71.7%
IV Rank22.3%17.2%30.1%23.7%20.2%
IV Percentile33.0%2.8%89.3%42.1%12.3%
Term Structure4.0%-22.2%51.5%-5.2%-22.2%
VWIV95.6%64.0%124.9%98.9%77.9%
Skew 25d3.6%-77.1%49.4%-44.8%-1.3%
Skew 10d5.7%-77.1%35.7%-57.8%5.9%
Call IV 25d100.9%65.3%242.2%222.8%82.1%
Put IV 25d104.6%77.7%178.0%178.0%80.9%
Bid-Ask Spread %31.108.2477.5121.6521.00
Gamma HHI0.410.240.640.320.28
Net GEX-2.2K-16.6K6.0K6.0K1.1K
Net DEX1.5M968.3K2.1M1.4M968.3K
Net VEX-3.6K-5.3K-1.9K-4.9K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.114.560.180.34
Total Volume366.476105652301378
Total OI39,424.38132,79444,60143,18733,273

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$2.20$4.00111.1%31.9%91.1%23.7%98.9%-44.8%-5.2%6.0K1.4M-4.9K0.1821.65N/AN/A2564527,51615,671
2022-12-02$2.21$4.00110.4%31.6%90.8%23.5%84.8%-77.1%-3.2%5.5K1.4M-5.0K0.4128.09N/AN/A25810727,69715,680
2022-12-05$2.04$6.00114.1%31.7%93.4%24.4%110.6%2.4%4.5%-7.6K1.6M-5.3K4.5677.51N/AN/A9643827,67915,691
2022-12-06$1.94$6.00122.9%31.3%93.7%26.5%112.8%-18.5%3.4%-8.4K1.8M-4.6K0.2164.53N/AN/A47910327,70915,741
2022-12-07$1.87$6.00113.0%30.5%92.1%24.1%106.7%33.4%3.3%-9.0K1.8M-4.3K0.1272.06N/AN/A5346328,07715,643
2022-12-08$1.90$5.00138.2%30.8%84.8%30.1%110.3%-12.3%6.7%-7.0K1.7M-4.5K0.2841.92N/AN/A822328,54315,598
2022-12-09$1.94$5.00136.5%29.7%81.7%29.7%76.5%15.0%16.1%-7.9K1.7M-4.6K0.1120.21N/AN/A4835328,58115,604
2022-12-12$1.90$5.00122.3%32.7%74.5%26.3%98.4%26.0%-5.0%-13.1K1.8M-4.3K1.7323.56N/AN/A14825628,98215,619
2022-12-13$1.94$5.00106.4%31.2%74.9%22.6%108.1%29.4%-2.5%-16.6K1.7M-4.3K0.1222.18N/AN/A5827029,07215,448
2022-12-14$1.98$5.00104.7%30.0%75.1%22.2%73.5%19.5%4.6%-16.1K1.8M-4.4K0.2335.95N/AN/A1333128,97015,470
2022-12-15$1.88$5.00107.9%30.9%71.7%22.9%104.0%26.0%1.4%4.7K2.1M-3.9K0.4211.76N/AN/A2279629,06215,434
2022-12-16$1.85$5.0098.3%28.2%71.5%20.6%95.7%8.2%1.0%4.2K2.1M-3.6K1.3622.64N/AN/A14720029,08415,358
2022-12-19$1.75$5.00104.0%29.8%72.0%22.0%103.5%3.3%-5.9%3.2K1.2M-3.1K0.1220.85N/AN/A3323922,76910,759
2022-12-20$1.75$5.0091.8%26.3%61.6%19.1%92.0%4.6%7.1%2.9K1.2M-3.0K0.2226.80N/AN/A1493322,81810,784
2022-12-21$1.73$5.0083.9%24.0%58.0%17.2%81.8%4.6%15.4%2.9K1.2M-2.8K0.228.24N/AN/A1713722,86810,792
2022-12-22$1.63$5.00103.2%29.6%59.8%21.8%103.0%-11.1%-1.4%2.3K1.0M-2.7K1.8319.94N/AN/A17231423,0159,779
2022-12-23$1.58$5.0088.2%25.3%59.9%18.2%90.3%-19.9%-9.4%2.2K1.0M-2.6K0.9320.27N/AN/A13412423,1319,998
2022-12-27$1.54$5.0091.1%26.1%56.8%18.9%124.9%32.6%51.5%2.0K1.1M-2.1K0.6342.31N/AN/A19712523,19610,034
2022-12-28$1.44$5.0084.5%24.2%59.2%17.4%64.0%6.6%36.5%7581.0M-1.9K0.7531.56N/AN/A685123,30210,039
2022-12-29$1.44$5.0086.4%24.8%57.0%17.8%89.8%49.4%-11.8%1.4K1.0M-1.9K3.8620.07N/AN/A9536723,34810,078
2022-12-30$1.40$5.0096.4%27.6%49.8%20.2%77.9%-1.3%-22.2%1.1K968.3K-2.1K0.3421.00N/AN/A2829623,4139,860