DAVE Options History — December 2022 In December 2022, DAVE traded between $8.32 and $12.80. ATM implied volatility averaged 224.2%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 67.3%. IV traded above realized volatility by 127.6% (HV 20d: 96.6%). 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 0.06.
Notable Days 2022-12-06 : Highest Volume — 3 contracts2022-12-19 : Largest IV spike — 43.2% change2022-12-19 : Highest IV Rank — 55.8%2022-12-19 : Largest Expected Move — 83.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.95 $8.32 $12.80 $12.80 $8.64 Max Pain $80.00 $80.00 $80.00 $80.00 $80.00 ATM IV 224.2% 186.0% 289.6% 186.0% 233.9% Expected Move 67.3% 58.2% 83.0% 58.2% 83.0% HV 20d 96.6% 62.1% 120.8% 119.1% 70.5% HV 60d 103.1% 97.4% 105.9% 104.9% 97.4% IV Rank 41.7% 33.5% 55.8% 33.5% 43.8% IV Percentile 66.1% 57.5% 88.1% 58.3% 67.9% Term Structure -55.4% -78.2% -43.1% -43.1% -78.2% Bid-Ask Spread % 116.87 109.82 130.19 123.98 114.06 Net GEX 0 0 0 0 0 Net DEX 3.2K 2.7K 4.2K 4.2K 2.8K Net VEX -6 -6 -6 -6 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.00 1.00 0.00 0.00 Total Volume 0.143 0 3 0 0 Total OI 175 174 176 174 175
Daily Data (21 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 2022-12-01 $12.80 $80.00 186.0% 0.0% 119.1% 33.5% 0.0% 0.0% 0.0% 0 4.2K -6 0.00 123.98 N/A N/A 0 0 171 3 2022-12-02 $12.80 $80.00 187.9% 0.0% 117.5% 33.9% 0.0% 0.0% 0.0% 0 4.2K -6 0.00 109.82 N/A N/A 0 0 171 3 2022-12-05 $11.84 $80.00 202.9% 58.2% 120.8% 37.1% 0.0% 0.0% -43.1% 0 3.8K -6 0.00 130.19 N/A N/A 0 0 171 3 2022-12-06 $11.84 $80.00 205.1% 58.8% 119.1% 37.6% 0.0% 0.0% -44.2% 0 3.8K -6 0.00 127.24 N/A N/A 3 0 172 3 2022-12-07 $11.52 $80.00 210.7% 60.4% 118.8% 38.8% 0.0% 0.0% -46.1% 0 3.7K -6 0.00 126.59 N/A N/A 0 0 173 3 2022-12-08 $11.20 $80.00 216.6% 62.1% 118.5% 40.1% 0.0% 0.0% -48.2% 0 3.6K -6 0.00 117.97 N/A N/A 0 0 173 3 2022-12-09 $11.20 $80.00 219.1% 62.8% 116.5% 40.6% 0.0% 0.0% -49.5% 0 3.6K -6 0.00 116.48 N/A N/A 0 0 173 3 2022-12-12 $10.56 $80.00 235.1% 67.4% 113.9% 44.1% 0.0% 0.0% -55.9% 0 3.4K -6 1.00 116.17 N/A N/A 0 0 172 3 2022-12-13 $9.60 $80.00 251.0% 72.0% 118.5% 47.5% 0.0% 0.0% -60.7% 0 3.2K -6 0.00 116.48 N/A N/A 0 0 172 3 2022-12-14 $9.60 $80.00 254.3% 72.9% 113.3% 48.2% 0.0% 0.0% -62.6% 0 3.2K -6 0.00 114.47 N/A N/A 0 0 172 3 2022-12-15 $9.28 $80.00 262.7% 75.3% 113.5% 50.0% 0.0% 0.0% -65.8% 0 3.1K -6 0.00 116.61 N/A N/A 0 0 172 3 2022-12-16 $8.96 $80.00 202.2% 0.0% 90.6% 37.0% 0.0% 0.0% 0.0% 0 3.0K -6 0.00 115.31 N/A N/A 0 0 172 3 2022-12-19 $8.64 $80.00 289.6% 83.0% 90.4% 55.8% 0.0% 0.0% -78.2% 0 2.8K -6 0.00 113.61 N/A N/A 0 0 172 3 2022-12-20 $8.32 $80.00 217.5% 0.0% 82.7% 40.3% 0.0% 0.0% 0.0% 0 2.7K -6 0.00 112.45 N/A N/A 0 0 172 3 2022-12-21 $8.64 $80.00 215.0% 0.0% 62.1% 39.7% 0.0% 0.0% 0.0% 0 2.8K -6 0.00 115.31 N/A N/A 0 0 172 3 2022-12-22 $8.32 $80.00 221.3% 0.0% 62.3% 41.1% 0.0% 0.0% 0.0% 0 2.7K -6 0.00 114.15 N/A N/A 0 0 172 3 2022-12-23 $9.28 $80.00 210.5% 0.0% 69.2% 38.8% 0.0% 0.0% 0.0% 0 3.0K -6 0.00 113.33 N/A N/A 0 0 172 3 2022-12-27 $8.64 $80.00 227.1% 0.0% 71.6% 42.4% 0.0% 0.0% 0.0% 0 2.8K -6 0.00 114.58 N/A N/A 0 0 172 3 2022-12-28 $8.64 $80.00 229.3% 0.0% 70.1% 42.8% 0.0% 0.0% 0.0% 0 2.8K -6 0.00 111.20 N/A N/A 0 0 172 3 2022-12-29 $8.64 $80.00 231.6% 0.0% 70.5% 43.3% 0.0% 0.0% 0.0% 0 2.8K -6 0.00 114.20 N/A N/A 0 0 172 3 2022-12-30 $8.64 $80.00 233.9% 0.0% 70.5% 43.8% 0.0% 0.0% 0.0% 0 2.8K -6 0.00 114.06 N/A N/A 0 0 172 3
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