DAVE Options History — July 2022

In July 2022, DAVE traded between $17.92 and $23.36. ATM implied volatility averaged 287.4%, placing in the 63.0% IV rank vs the trailing year. The 30-day expected move averaged 64.9%. IV traded above realized volatility by 173.0% (HV 20d: 114.4%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.25.

Notable Days

2022-07-27: Highest Volume — 499 contracts
2022-07-12: Largest IV spike — 180.3% change
2022-07-01: Highest IV Rank — 100.0%
2022-07-15: Largest Expected Move — 95.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.74	$17.92	$23.36	$22.08	$21.44
Max Pain	$80.00	$80.00	$80.00	$80.00	$80.00
ATM IV	287.4%	158.1%	453.9%	296.1%	218.0%
Expected Move	64.9%	41.9%	95.2%	84.9%	62.5%
HV 20d	114.4%	84.2%	151.0%	151.0%	127.3%
HV 60d	134.0%	127.5%	146.0%	127.9%	146.0%
IV Rank	63.0%	30.2%	100.0%	100.0%	44.3%
IV Percentile	95.7%	88.5%	100.0%	100.0%	91.3%
Term Structure	10.6%	-98.9%	116.1%	-84.2%	95.4%
VWIV	305.9%	187.9%	474.5%	345.2%	251.3%
Skew 25d	-13.4%	-111.0%	70.6%	-22.6%	-1.3%
Skew 10d	-13.9%	-101.1%	70.6%	-22.6%	22.4%
Call IV 25d	210.1%	162.5%	263.2%	185.2%	263.2%
Put IV 25d	196.7%	132.4%	261.9%	162.6%	261.9%
Bid-Ask Spread %	61.41	1.61	116.37	116.37	1.61
Gamma HHI	0.67	0.49	0.97	0.97	0.49
Net GEX	160	0	1.2K	0	935
Net DEX	70.3K	-37.7K	103.7K	97.1K	-35.0K
Net VEX	-148	-934	-16	-16	-782
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.01	0.46	0.44	0.02
Total Volume	48.45	7	499	13	162
Total OI	535.7	491	788	491	788

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-07-01	$22.08	$80.00	296.1%	84.9%	151.0%	100.0%	345.2%	-22.6%	-84.2%	0	97.1K	-16	0.44	116.37	N/A	N/A	9	4	447	44
2022-07-05	$22.40	$80.00	413.5%	52.3%	150.2%	100.0%	188.1%	0.0%	29.2%	0	99.8K	-16	0.46	73.61	N/A	N/A	8	4	449	45
2022-07-06	$23.04	$80.00	453.9%	47.5%	118.4%	100.0%	187.9%	0.0%	17.8%	0	103.7K	-16	0.39	81.43	N/A	N/A	10	4	448	45
2022-07-07	$22.08	$80.00	386.1%	50.0%	118.0%	84.0%	301.9%	-4.2%	9.9%	0	98.2K	-16	0.38	92.84	N/A	N/A	8	3	452	45
2022-07-08	$21.44	$80.00	389.7%	41.9%	116.6%	84.8%	307.3%	-18.3%	43.9%	0	95.4K	-16	0.45	23.91	N/A	N/A	7	3	454	45
2022-07-11	$20.16	$80.00	158.1%	45.3%	113.5%	30.2%	342.9%	-4.0%	39.6%	0	90.0K	-16	0.21	56.85	N/A	N/A	15	3	453	45
2022-07-12	$17.92	$80.00	443.1%	57.1%	88.9%	97.4%	225.0%	-64.2%	36.5%	0	80.2K	-16	0.17	59.59	N/A	N/A	18	3	456	45
2022-07-13	$18.56	$80.00	323.2%	92.7%	91.7%	69.1%	474.5%	3.9%	50.8%	0	82.8K	-16	0.39	92.09	N/A	N/A	10	4	468	45
2022-07-14	$19.20	$80.00	170.2%	48.8%	93.9%	33.0%	0.0%	0.0%	0.0%	0	85.1K	-17	0.29	96.89	N/A	N/A	10	3	473	44
2022-07-15	$18.88	$80.00	332.2%	95.2%	88.5%	71.3%	335.8%	1.3%	-44.6%	137	66.2K	-161	0.22	84.84	N/A	N/A	10	2	474	44
2022-07-18	$18.24	$80.00	185.9%	53.3%	88.4%	36.7%	304.6%	-79.1%	-15.0%	0	79.8K	-16	0.39	21.19	N/A	N/A	5	2	460	43
2022-07-19	$18.24	$80.00	201.9%	57.9%	84.2%	40.5%	289.0%	-4.6%	0.0%	0	80.0K	-16	0.21	6.23	N/A	N/A	8	2	460	43
2022-07-20	$22.08	$80.00	185.6%	53.2%	114.6%	36.6%	220.2%	3.4%	-47.6%	0	95.6K	-16	0.20	61.58	N/A	N/A	15	3	462	44
2022-07-21	$23.36	$80.00	194.2%	55.7%	115.4%	38.7%	290.1%	70.6%	116.1%	0	100.0K	-16	0.38	62.93	N/A	N/A	8	3	472	43
2022-07-22	$20.16	$80.00	257.1%	73.7%	123.7%	53.5%	299.1%	11.3%	54.1%	0	86.2K	-17	0.09	79.22	N/A	N/A	23	2	475	43
2022-07-25	$18.56	$80.00	268.4%	77.0%	117.9%	56.2%	328.1%	-4.4%	-31.5%	0	79.4K	-17	0.23	86.75	N/A	N/A	10	2	476	43
2022-07-26	$20.80	$80.00	295.7%	84.8%	125.8%	62.6%	394.6%	0.0%	-63.2%	0	89.0K	-17	0.07	82.96	N/A	N/A	30	2	479	43
2022-07-27	$23.04	$80.00	300.6%	86.2%	131.7%	63.8%	368.1%	-111.0%	-98.9%	930	-37.7K	-819	0.01	24.66	N/A	N/A	496	3	517	43
2022-07-28	$23.04	$80.00	275.2%	78.9%	129.2%	57.8%	358.5%	9.5%	83.1%	1.2K	-29.5K	-934	0.04	22.72	N/A	N/A	53	2	715	44
2022-07-29	$21.44	$80.00	218.0%	62.5%	127.3%	44.3%	251.3%	-1.3%	95.4%	935	-35.0K	-782	0.02	1.61	N/A	N/A	159	3	744	44