DAVE Options History — February 2023 In February 2023, DAVE traded between $8.18 and $9.88. ATM implied volatility averaged 187.7%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 45.2%. IV traded above realized volatility by 134.4% (HV 20d: 53.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-08 : Highest Volume — 71 contracts2023-02-07 : Largest IV spike — 81.4% change2023-02-01 : Highest IV Rank — 44.3%2023-02-27 : Largest Expected Move — 48.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.86 $8.18 $9.88 $9.33 $8.37 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 187.7% 133.3% 248.9% 239.6% 168.3% Expected Move 45.2% 42.6% 48.5% 42.6% 48.3% HV 20d 53.3% 41.3% 73.4% 72.2% 41.3% HV 60d 79.9% 64.7% 93.0% 93.0% 64.7% IV Rank 28.3% 15.0% 44.3% 44.3% 23.3% IV Percentile 44.6% 22.6% 70.6% 65.9% 35.3% Term Structure -7.7% -10.6% -5.6% -5.6% -5.9% Bid-Ask Spread % 102.01 38.36 131.57 108.20 113.30 Gamma HHI 0.97 0.94 0.99 0.99 0.96 Net GEX 192 124 366 366 201 Net DEX -3.7M -5.4M -899.5K -5.1M -920.9K Net VEX -28 -35 -24 -35 -27 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 4.263 0 71 0 0 Total OI 4,189.684 1,189 5,630 5,630 1,189
Daily Data (19 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 2023-02-01 $9.33 $2.50 239.6% 0.0% 72.2% 44.3% 0.0% 0.0% 0.0% 366 -5.1M -35 0.00 108.20 N/A N/A 0 0 5,442 188 2023-02-02 $9.80 $2.50 243.3% 0.0% 73.4% 43.6% 0.0% 0.0% 0.0% 151 -5.3M -25 0.00 115.16 N/A N/A 0 0 5,442 136 2023-02-03 $9.88 $2.50 244.7% 0.0% 72.2% 44.0% 0.0% 0.0% 0.0% 127 -5.4M -24 0.00 58.59 N/A N/A 10 0 5,442 136 2023-02-06 $9.62 $2.50 136.9% 0.0% 63.7% 15.8% 0.0% 0.0% 0.0% 135 -5.2M -25 0.00 38.36 N/A N/A 0 0 5,432 136 2023-02-07 $9.66 $2.50 248.3% 0.0% 57.0% 42.1% 0.0% 0.0% 0.0% 124 -5.2M -24 0.00 85.25 N/A N/A 0 0 5,432 136 2023-02-08 $9.55 $2.50 248.9% 0.0% 57.5% 42.2% 0.0% 0.0% 0.0% 129 -5.2M -26 0.00 47.00 N/A N/A 71 0 5,432 136 2023-02-09 $9.32 $2.50 133.3% 0.0% 58.2% 15.0% 0.0% 0.0% 0.0% 151 -5.1M -26 0.00 85.25 N/A N/A 0 0 5,432 136 2023-02-10 $9.04 $2.50 138.5% 0.0% 58.6% 16.2% 0.0% 0.0% 0.0% 195 -4.9M -29 0.00 85.25 N/A N/A 0 0 5,432 136 2023-02-13 $8.60 $2.50 148.5% 42.6% 50.5% 18.6% 0.0% 0.0% -5.6% 260 -4.7M -32 0.00 122.82 N/A N/A 0 0 5,432 136 2023-02-14 $8.26 $2.50 226.2% 43.6% 44.7% 36.9% 0.0% 0.0% -7.9% 217 -4.5M -34 0.00 122.82 N/A N/A 0 0 5,432 136 2023-02-15 $8.55 $2.50 231.7% 43.2% 47.1% 38.2% 0.0% 0.0% -6.3% 185 -4.6M -31 0.00 122.82 N/A N/A 0 0 5,432 136 2023-02-16 $8.40 $2.50 196.1% 43.8% 46.2% 29.8% 0.0% 0.0% -7.3% 196 -4.6M -32 0.00 122.82 N/A N/A 0 0 5,432 136 2023-02-17 $8.51 $2.50 148.9% 42.7% 46.6% 18.7% 0.0% 0.0% -10.6% 189 -4.6M -31 0.00 131.57 N/A N/A 0 0 5,432 136 2023-02-21 $8.48 $2.50 156.2% 44.8% 45.2% 20.4% 0.0% 0.0% -8.9% 192 -933.2K -26 0.00 122.82 N/A N/A 0 0 1,104 89 2023-02-22 $8.30 $2.50 159.6% 45.8% 45.4% 21.2% 0.0% 0.0% -7.4% 204 -913.0K -28 0.00 114.80 N/A N/A 0 0 1,104 85 2023-02-23 $8.18 $2.50 161.6% 46.3% 45.2% 21.7% 0.0% 0.0% -8.4% 213 -899.5K -28 0.00 114.80 N/A N/A 0 0 1,104 85 2023-02-24 $8.21 $2.50 166.7% 47.8% 44.1% 22.9% 0.0% 0.0% -8.3% 208 -902.8K -28 0.00 113.30 N/A N/A 0 0 1,104 85 2023-02-27 $8.28 $2.50 169.0% 48.5% 43.8% 23.4% 0.0% 0.0% -8.3% 205 -910.7K -27 0.00 113.30 N/A N/A 0 0 1,104 85 2023-02-28 $8.37 $2.50 168.3% 48.3% 41.3% 23.3% 0.0% 0.0% -5.9% 201 -920.9K -27 0.00 113.30 N/A N/A 0 0 1,104 85
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