DAVE Options History — November 2022

In November 2022, DAVE traded between $8.32 and $13.12. ATM implied volatility averaged 239.3%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 80.4%. IV traded above realized volatility by 130.6% (HV 20d: 108.7%). 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 0 of 21 days. Put/call ratio averaged 0.07.

Notable Days

  • 2022-11-21: Highest Volume — 21 contracts
  • 2022-11-18: Largest IV drop — 44.4% change
  • 2022-11-01: Highest IV Rank — 81.1%
  • 2022-11-01: Largest Expected Move — 116.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.48$8.32$13.12$10.24$12.80
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV239.3%164.8%406.7%406.7%184.1%
Expected Move80.4%70.5%116.6%116.6%84.9%
HV 20d108.7%66.4%136.8%66.4%136.8%
HV 60d99.8%89.0%109.6%104.9%105.0%
IV Rank45.0%28.9%81.1%81.1%33.1%
IV Percentile72.9%53.6%97.6%97.6%57.5%
Term Structure-98.6%-114.8%-65.4%-90.6%-65.4%
VWIV375.0%343.3%406.7%406.7%343.3%
Bid-Ask Spread %120.5587.06135.6287.06124.58
Net GEX00000
Net DEX11.0K3.2K17.6K16.2K4.0K
Net VEX-10-12-5-12-6
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.070.000.200.080.07
Total Volume8.429121102
Total OI305.095150376372173

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$10.24$80.00406.7%116.6%66.4%81.1%406.7%0.0%0.0%016.2K-120.0887.06N/AN/A9135616
2022-11-02$8.64$80.00343.3%98.4%84.3%67.4%343.3%0.0%0.0%013.9K-120.0987.28N/AN/A9135716
2022-11-03$8.32$0.00320.4%0.0%84.4%62.5%0.0%0.0%0.0%013.2K-120.08135.62N/AN/A9135716
2022-11-04$8.96$0.00245.8%70.5%87.4%46.4%0.0%0.0%-90.6%014.3K-120.09108.30N/AN/A9135716
2022-11-07$9.60$0.00248.8%71.3%91.6%47.1%0.0%0.0%-95.3%015.0K-120.09123.84N/AN/A9135816
2022-11-08$9.28$0.00253.7%72.7%91.8%48.1%0.0%0.0%-98.5%014.8K-120.07125.83N/AN/A10135816
2022-11-09$8.96$0.00181.1%0.0%91.0%32.4%0.0%0.0%0.0%014.2K-120.08120.46N/AN/A9135816
2022-11-10$9.60$0.00259.6%74.4%94.7%49.4%0.0%0.0%-103.4%014.9K-120.08126.81N/AN/A9135816
2022-11-11$10.56$0.00246.7%70.7%98.7%46.6%0.0%0.0%-99.6%016.8K-120.08105.82N/AN/A9135916
2022-11-14$10.24$0.00264.2%75.7%98.8%50.4%0.0%0.0%-111.2%016.1K-120.08128.27N/AN/A9135916
2022-11-15$11.20$0.00255.6%73.3%103.7%48.5%0.0%0.0%-109.1%017.6K-120.08128.17N/AN/A10135916
2022-11-16$10.88$0.00264.9%75.9%101.8%50.5%0.0%0.0%-114.8%017.0K-120.08130.99N/AN/A10136016
2022-11-17$8.96$0.00296.2%84.9%122.8%57.3%0.0%0.0%-65.4%014.3K-120.11123.48N/AN/A9136016
2022-11-18$9.28$0.00164.8%0.0%122.0%28.9%0.0%0.0%0.0%06.6K-120.08126.32N/AN/A1013607
2022-11-21$10.24$0.00191.7%0.0%127.2%34.7%0.0%0.0%0.0%03.2K-50.01124.75N/AN/A2101473
2022-11-22$11.84$0.00179.7%0.0%135.6%32.1%0.0%0.0%0.0%03.6K-50.20122.05N/AN/A101663
2022-11-23$11.84$80.00181.8%0.0%134.9%32.6%0.0%0.0%0.0%03.6K-50.07124.74N/AN/A501663
2022-11-25$12.80$80.00175.5%0.0%136.3%31.2%0.0%0.0%0.0%04.0K-50.00127.98N/AN/A201683
2022-11-28$12.80$80.00180.6%0.0%136.3%32.3%0.0%0.0%0.0%04.0K-60.00126.01N/AN/A101693
2022-11-29$13.12$80.00179.7%0.0%136.2%32.1%0.0%0.0%0.0%04.1K-60.00123.22N/AN/A101693
2022-11-30$12.80$80.00184.1%0.0%136.8%33.1%0.0%0.0%0.0%04.0K-60.07124.58N/AN/A201703