DAVE Options History — June 2022

In June 2022, DAVE traded between $22.40 and $73.60. ATM implied volatility averaged 201.6%, placing in the 74.4% IV rank vs the trailing year. The 30-day expected move averaged 56.3%. IV traded above realized volatility by 46.2% (HV 20d: 155.4%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.24.

Notable Days

  • 2022-06-10: Highest Volume — 83 contracts
  • 2022-06-06: Largest IV spike — 77.3% change
  • 2022-06-06: Highest IV Rank — 100.0%
  • 2022-06-28: Largest Expected Move — 76.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.65$22.40$73.60$73.60$22.40
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV201.6%132.4%265.1%141.4%263.6%
Expected Move56.3%35.6%76.0%40.5%75.6%
HV 20d155.4%140.8%183.4%150.2%151.7%
HV 60d141.8%128.1%153.6%145.7%128.1%
IV Rank74.4%46.5%100.0%50.6%99.4%
IV Percentile97.0%86.5%100.0%92.1%99.6%
Term Structure-6.1%-114.5%87.0%-24.2%-107.2%
VWIV228.5%106.0%339.0%142.7%290.4%
Skew 25d-40.6%-171.6%13.4%-8.3%-25.7%
Skew 10d-56.0%-171.6%13.4%-27.6%-25.7%
Call IV 25d186.5%131.0%245.7%136.8%165.8%
Put IV 25d145.9%0.7%224.4%128.5%140.1%
Bid-Ask Spread %66.1312.91103.2321.87103.23
Gamma HHI0.670.321.000.460.95
Net GEX1.2K07.3K7.3K0
Net DEX66.4K-190.3K204.7K-190.3K98.1K
Net VEX-681-2.6K-12-2.6K-16
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.030.580.550.20
Total Volume23.815831412
Total OI430.143382493383493

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$73.60$80.00141.4%40.5%150.2%50.6%142.7%-8.3%-24.2%7.3K-190.3K-2.6K0.5521.87N/AN/A9533944
2022-06-02$73.60$80.00132.4%35.6%150.4%46.5%106.0%-7.7%-4.0%7.0K-145.9K-2.4K0.5454.50N/AN/A9533844
2022-06-03$64.00$80.00144.8%35.8%155.1%52.2%125.6%-12.4%-6.4%2.4K6.4K-1.9K0.4162.31N/AN/A14633844
2022-06-06$47.04$80.00256.8%44.2%183.4%100.0%165.4%-165.6%-20.8%0204.7K-120.1888.59N/AN/A631234444
2022-06-07$44.16$80.00160.9%51.7%173.9%57.7%180.3%13.4%-34.8%889126.7K-7270.3066.94N/AN/A7234750
2022-06-08$44.80$80.00175.3%50.3%168.4%64.0%175.3%-10.7%-5.8%1.8K10.6K-1.5K0.2513.42N/AN/A13335150
2022-06-09$40.00$80.00170.4%48.9%167.8%61.9%170.7%6.4%-25.1%896133.7K-5010.5864.41N/AN/A5335348
2022-06-10$31.36$80.00213.2%61.1%172.8%80.8%254.9%1.8%-70.0%98131.6K-9430.0773.83N/AN/A78535548
2022-06-13$30.40$80.00248.6%71.3%142.5%96.4%265.9%-30.8%-49.8%1.7K-81.2K-1.5K0.1491.61N/AN/A16238051
2022-06-14$29.44$80.00263.5%75.6%140.8%100.0%262.3%-22.5%-63.8%0149.9K-140.2566.70N/AN/A9239051
2022-06-15$31.36$80.00258.8%74.2%145.2%98.0%295.0%0.0%-101.5%0158.8K-140.2879.94N/AN/A8239551
2022-06-16$30.08$80.00175.8%50.4%145.1%62.4%169.7%-171.6%46.3%0152.0K-140.1766.08N/AN/A12239951
2022-06-17$31.68$80.00153.7%44.1%149.3%52.9%274.2%-46.1%-114.5%59373.7K-5810.0480.03N/AN/A39240850
2022-06-21$31.36$80.00167.3%48.0%149.2%58.7%229.9%0.9%87.0%1.1K32.3K-7960.0725.22N/AN/A17137543
2022-06-22$29.12$80.00175.3%50.2%149.1%62.1%195.4%-5.2%70.2%0124.1K-130.03102.67N/AN/A40137143
2022-06-23$27.20$80.00187.4%53.7%149.2%67.4%257.7%-87.1%77.1%96440.6K-6630.2912.91N/AN/A4139543
2022-06-24$30.08$80.00244.8%70.2%157.5%91.9%332.4%8.7%58.6%0128.8K-140.0383.97N/AN/A54239543
2022-06-27$27.84$80.00210.8%60.4%155.2%77.4%295.5%-153.2%56.6%0122.4K-160.1877.72N/AN/A10244544
2022-06-28$26.56$80.00265.1%76.0%153.5%100.0%339.0%-87.5%52.3%0116.9K-160.1881.87N/AN/A10244544
2022-06-29$24.64$80.00223.5%64.1%152.5%82.3%270.9%-8.4%50.6%63100.2K-780.2270.98N/AN/A9244744
2022-06-30$22.40$80.00263.6%75.6%151.7%99.4%290.4%-25.7%-107.2%098.1K-160.20103.23N/AN/A10244944