DAVE Options History — October 2022

In October 2022, DAVE traded between $9.92 and $14.40. ATM implied volatility averaged 257.3%, placing in the 48.9% IV rank vs the trailing year. The 30-day expected move averaged 74.8%. IV traded above realized volatility by 159.4% (HV 20d: 97.9%). 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 7 of 21 days. Put/call ratio averaged 0.09.

Notable Days

  • 2022-10-03: Highest Volume — 20 contracts
  • 2022-10-28: Largest IV spike — 22.4% change
  • 2022-10-31: Highest IV Rank — 77.9%
  • 2022-10-31: Largest Expected Move — 112.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.52$9.92$14.40$12.80$10.24
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV257.3%219.0%391.8%221.1%391.8%
Expected Move74.8%62.8%112.3%66.7%112.3%
HV 20d97.9%77.1%105.5%96.7%77.1%
HV 60d116.4%105.3%126.0%124.7%105.7%
IV Rank48.9%40.6%77.9%41.1%77.9%
IV Percentile83.2%71.0%97.6%77.4%97.6%
Term Structure2.9%-112.0%47.2%43.3%1.9%
VWIV266.3%213.3%391.9%277.1%391.9%
Bid-Ask Spread %84.7663.31113.3963.3173.85
Net GEX00000
Net DEX20.3K15.5K27.5K24.5K16.0K
Net VEX-12-12-12-12-12
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.040.370.040.08
Total Volume12.04810202010
Total OI371.619367374367372

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$12.80$80.00221.1%0.0%96.7%41.1%0.0%0.0%0.0%024.5K-120.0463.31N/AN/A19134819
2022-10-04$14.08$80.00227.2%0.0%100.6%42.4%0.0%0.0%0.0%026.9K-120.0797.87N/AN/A12135219
2022-10-05$14.40$80.00230.5%0.0%100.9%43.1%0.0%0.0%0.0%027.5K-120.08113.39N/AN/A11135219
2022-10-06$14.08$80.00232.7%66.7%101.1%43.6%277.1%0.0%43.3%027.3K-120.0888.91N/AN/A11135319
2022-10-07$12.80$80.00231.5%66.4%105.5%43.3%260.8%0.0%30.4%024.7K-120.0898.18N/AN/A11135219
2022-10-10$12.16$80.00236.4%67.8%103.0%44.4%254.6%0.0%47.2%023.1K-120.0788.37N/AN/A12135219
2022-10-11$11.84$80.00238.5%68.4%98.5%44.8%254.1%0.0%41.8%022.8K-120.0887.76N/AN/A10135419
2022-10-12$12.16$80.00243.5%69.8%98.8%45.9%264.8%0.0%43.0%023.4K-120.0888.07N/AN/A11135419
2022-10-13$12.48$80.00248.1%71.1%99.0%46.9%273.3%0.0%-104.5%023.9K-120.0887.62N/AN/A11135519
2022-10-14$11.52$80.00246.3%70.6%101.5%46.5%256.7%0.0%-112.0%022.2K-120.3786.33N/AN/A11435519
2022-10-17$11.20$80.00261.9%75.1%99.9%49.9%261.9%0.0%0.0%018.2K-120.0886.54N/AN/A11135516
2022-10-18$10.88$80.00255.3%73.2%99.2%48.4%251.2%0.0%35.3%017.5K-120.0875.78N/AN/A11135516
2022-10-19$10.24$80.00251.2%72.0%100.5%47.6%231.0%0.0%1.9%016.6K-120.0876.28N/AN/A11135516
2022-10-20$10.56$80.00259.2%74.3%101.3%49.3%245.4%0.0%0.0%016.6K-120.0877.45N/AN/A10135616
2022-10-21$9.92$80.00249.9%71.7%102.1%47.3%213.3%0.0%0.0%015.7K-120.0976.92N/AN/A10135716
2022-10-24$9.92$80.00219.0%62.8%99.6%40.6%219.0%0.0%0.0%015.6K-120.0680.93N/AN/A12135316
2022-10-25$10.56$80.00263.4%75.5%102.6%50.2%263.4%0.0%0.0%016.5K-120.0986.21N/AN/A9135616
2022-10-26$10.24$80.00257.9%73.9%100.7%49.0%257.9%0.0%0.0%016.2K-120.0982.87N/AN/A9135616
2022-10-27$9.92$80.00287.2%0.0%85.2%55.3%0.0%0.0%0.0%015.6K-120.0986.70N/AN/A9135616
2022-10-28$9.92$80.00351.5%100.8%82.1%69.2%351.5%0.0%0.0%015.5K-120.0876.63N/AN/A9135616
2022-10-31$10.24$80.00391.8%112.3%77.1%77.9%391.9%0.0%0.0%016.0K-120.0873.85N/AN/A9135616