DAVE Options History — September 2022

In September 2022, DAVE traded between $11.20 and $16.96. ATM implied volatility averaged 283.3%, placing in the 55.8% IV rank vs the trailing year. The 30-day expected move averaged 70.3%. IV traded above realized volatility by 187.5% (HV 20d: 95.8%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.25.

Notable Days

  • 2022-09-13: Highest Volume — 29 contracts
  • 2022-09-16: Largest IV spike — 74.4% change
  • 2022-09-07: Highest IV Rank — 100.0%
  • 2022-09-01: Largest Expected Move — 106.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.67$11.20$16.96$16.00$11.84
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV283.3%177.3%494.3%370.6%210.6%
Expected Move70.3%50.1%106.2%106.2%78.1%
HV 20d95.8%72.3%139.4%137.3%92.9%
HV 60d122.8%118.5%131.7%131.6%123.4%
IV Rank55.8%31.6%100.0%80.3%38.8%
IV Percentile87.0%75.4%100.0%98.0%75.4%
Term Structure-5.1%-79.5%133.6%84.6%-44.3%
VWIV213.2%213.2%213.2%213.2%213.2%
Skew 25d-54.9%-151.5%5.7%5.7%-151.5%
Skew 10d-54.9%-151.5%5.7%5.7%-151.5%
Call IV 25d237.3%161.3%324.7%161.3%324.7%
Put IV 25d182.4%167.0%212.7%167.0%173.2%
Bid-Ask Spread %64.2126.5685.6139.6781.66
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX28.7K21.7K33.4K31.6K22.7K
Net VEX-16-20-12-20-12
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.001.170.000.08
Total Volume10.476029510
Total OI494.286366619617367

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$16.00$80.00370.6%106.2%137.3%80.3%0.0%5.7%0.0%031.6K-200.0039.67N/AN/A5059720
2022-09-02$15.04$80.00355.4%101.9%137.7%76.7%0.0%0.0%0.0%029.7K-200.0051.42N/AN/A0059720
2022-09-06$16.00$80.00450.7%99.6%139.4%99.2%213.2%-98.0%84.6%031.4K-201.1540.66N/AN/A101259720
2022-09-07$15.68$80.00469.4%50.1%139.4%100.0%0.0%1.2%-5.3%031.2K-201.1746.36N/AN/A101259920
2022-09-08$15.68$80.00494.3%67.4%139.0%100.0%0.0%-0.3%-6.2%031.0K-200.0026.56N/AN/A1059920
2022-09-09$16.00$80.00177.3%50.8%121.5%31.6%0.0%0.0%-40.1%031.6K-200.0077.11N/AN/A2059820
2022-09-12$16.96$80.00177.3%50.8%76.3%31.6%0.0%-86.4%121.8%033.4K-200.0078.84N/AN/A28059920
2022-09-13$15.36$80.00191.1%54.8%81.7%34.6%0.0%-151.5%133.6%030.3K-190.7185.61N/AN/A171257820
2022-09-14$15.68$80.00191.4%54.9%80.9%34.7%0.0%0.0%131.9%030.9K-190.0074.16N/AN/A0057420
2022-09-15$16.00$80.00191.6%54.9%81.7%34.7%0.0%0.0%-48.1%031.6K-190.0071.87N/AN/A8057420
2022-09-16$15.36$80.00334.0%95.8%82.0%65.4%0.0%0.0%-50.8%030.4K-191.1771.32N/AN/A101257220
2022-09-19$14.40$80.00219.6%63.0%83.9%40.7%0.0%0.0%-58.7%028.0K-120.0068.89N/AN/A29035819
2022-09-20$14.72$80.00217.4%62.3%75.9%40.3%0.0%0.0%-60.0%028.5K-120.0057.68N/AN/A0034719
2022-09-21$14.40$80.00224.0%64.2%75.9%41.7%0.0%0.0%-63.1%027.9K-120.0064.73N/AN/A0034719
2022-09-22$13.76$80.00234.2%67.1%75.3%43.9%0.0%0.0%-26.3%026.6K-120.5080.01N/AN/A0034719
2022-09-23$13.12$80.00245.2%70.3%72.3%46.3%0.0%0.0%-72.0%025.5K-120.0881.28N/AN/A0034719
2022-09-26$13.76$80.00253.0%72.5%75.0%48.0%0.0%0.0%-79.5%026.6K-120.0957.19N/AN/A9134819
2022-09-27$14.08$80.00355.8%0.0%75.1%70.1%0.0%0.0%0.0%027.2K-120.0876.91N/AN/A10134819
2022-09-28$13.12$80.00272.5%78.1%78.3%52.2%0.0%0.0%-44.3%025.2K-120.0853.44N/AN/A10134819
2022-09-29$11.20$80.00314.6%0.0%90.1%61.2%0.0%0.0%0.0%021.7K-120.0862.95N/AN/A9134819
2022-09-30$11.84$80.00210.6%0.0%92.9%38.8%0.0%0.0%0.0%022.7K-120.0881.66N/AN/A9134819