DAVE Options History — January 2023 In January 2023, DAVE traded between $7.81 and $9.60. ATM implied volatility averaged 274.2%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 118.5%. IV traded above realized volatility by 192.7% (HV 20d: 81.5%). Max pain ranged from $2.50 to $80.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.39.
Notable Days 2023-01-24 : Highest Volume — 51 contracts2023-01-11 : Largest IV spike — 275.5% change2023-01-06 : Highest IV Rank — 91.8%2023-01-06 : Largest Expected Move — 130.8%Monthly Statistics Metric Avg Min Max Open Close Price $8.90 $7.81 $9.60 $9.28 $9.12 Max Pain $14.74 $2.50 $80.00 $80.00 $2.50 ATM IV 274.2% 69.5% 456.1% 234.9% 131.9% Expected Move 118.5% 68.9% 130.8% 68.9% 128.7% HV 20d 81.5% 73.2% 90.0% 77.4% 76.2% HV 60d 98.8% 93.3% 100.8% 98.7% 93.3% IV Rank 52.3% 8.4% 91.8% 44.0% 20.8% IV Percentile 62.4% 6.0% 99.2% 68.3% 23.0% Term Structure -104.6% -104.6% -104.6% -104.6% -104.6% Bid-Ask Spread % 68.13 21.32 113.32 113.32 108.20 Gamma HHI 0.99 0.97 0.99 0.97 0.99 Net GEX 1.0K 0 2.9K 0 599 Net DEX -3.9M -5.3M 4.6K 3.0K -5.0M Net VEX -67 -180 0 -6 -41 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.00 2.75 0.00 0.00 Total Volume 5.05 0 51 0 0 Total OI 4,573.45 0 5,725 175 5,630
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 2023-01-03 $9.28 $80.00 234.9% 0.0% 77.4% 44.0% 0.0% 0.0% 0.0% 0 3.0K -6 0.00 113.32 N/A N/A 0 0 172 3 2023-01-04 $9.60 $80.00 233.2% 0.0% 75.7% 43.7% 0.0% 0.0% 0.0% 0 3.1K -6 2.75 112.52 N/A N/A 1 2 172 3 2023-01-05 $9.28 $80.00 240.3% 68.9% 76.0% 45.2% 0.0% 0.0% -104.6% 0 4.6K -6 0.00 56.23 N/A N/A 0 1 173 5 2023-01-06 $8.45 $0.00 456.1% 130.8% 81.2% 91.8% 0.0% 0.0% 0.0% 0 0 0 0.00 21.32 N/A N/A 11 0 0 0 2023-01-09 $7.88 $2.50 69.5% 121.7% 83.4% 8.4% 0.0% 0.0% 0.0% 2.7K -4.3M -180 0.00 46.61 N/A N/A 30 0 5,537 188 2023-01-10 $7.92 $2.50 115.8% 123.4% 83.6% 18.4% 0.0% 0.0% 0.0% 2.7K -4.3M -172 0.00 46.61 N/A N/A 0 0 5,527 188 2023-01-11 $7.81 $2.50 434.9% 124.7% 82.1% 87.2% 0.0% 0.0% 0.0% 2.9K -4.3M -177 0.00 46.61 N/A N/A 0 0 5,527 188 2023-01-12 $8.12 $2.50 395.1% 113.3% 78.5% 78.6% 0.0% 0.0% 0.0% 2.7K -4.5M -151 0.00 68.03 N/A N/A 0 0 5,527 188 2023-01-13 $8.96 $2.50 409.6% 117.4% 87.1% 81.7% 0.0% 0.0% 0.0% 1.1K -4.9M -75 0.00 68.03 N/A N/A 1 0 5,527 188 2023-01-17 $9.60 $2.50 430.4% 123.4% 90.0% 86.2% 0.0% 0.0% 0.0% 377 -5.3M -38 0.00 44.26 N/A N/A 4 0 5,526 188 2023-01-18 $9.57 $2.50 437.1% 125.3% 89.0% 87.7% 0.0% 0.0% 0.0% 376 -5.3M -38 0.00 44.26 N/A N/A 0 0 5,522 188 2023-01-19 $9.26 $2.50 441.0% 126.4% 88.8% 88.5% 0.0% 0.0% 0.0% 596 -5.1M -47 0.00 44.26 N/A N/A 0 0 5,522 188 2023-01-20 $9.27 $2.50 448.9% 128.7% 87.4% 90.2% 0.0% 0.0% 0.0% 563 -5.1M -45 0.00 44.26 N/A N/A 0 0 5,522 188 2023-01-23 $8.95 $2.50 228.3% 0.0% 87.7% 42.6% 0.0% 0.0% 0.0% 1.1K -4.9M -68 0.00 37.22 N/A N/A 0 0 5,493 188 2023-01-24 $8.80 $2.50 131.1% 0.0% 86.7% 21.7% 0.0% 0.0% 0.0% 1.3K -4.8M -75 0.00 77.92 N/A N/A 51 0 5,493 188 2023-01-25 $8.91 $2.50 130.7% 0.0% 77.3% 21.6% 0.0% 0.0% 0.0% 1.1K -4.8M -66 0.00 85.25 N/A N/A 0 0 5,442 188 2023-01-26 $9.12 $2.50 252.5% 0.0% 73.2% 47.1% 0.0% 0.0% 0.0% 797 -5.0M -52 0.00 104.26 N/A N/A 0 0 5,442 188 2023-01-27 $9.26 $2.50 127.7% 0.0% 73.3% 19.8% 0.0% 0.0% 0.0% 603 -5.0M -42 0.00 108.20 N/A N/A 0 0 5,442 188 2023-01-30 $8.84 $2.50 134.2% 0.0% 75.4% 21.3% 0.0% 0.0% 0.0% 1.1K -4.8M -57 0.00 85.25 N/A N/A 0 0 5,442 188 2023-01-31 $9.12 $2.50 131.9% 0.0% 76.2% 20.8% 0.0% 0.0% 0.0% 599 -5.0M -41 0.00 108.20 N/A N/A 0 0 5,442 188
« Dec 2022 | All History | Feb 2023 » Home DAVE History January 2023