DAVE Options History — April 2023 In April 2023, DAVE traded between $5.53 and $6.22. ATM implied volatility averaged 265.0%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 76.0%. IV traded above realized volatility by 212.0% (HV 20d: 52.9%). 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 2023-04-04 : Highest Volume — 1 contracts2023-04-05 : Largest IV drop — 38.4% change2023-04-28 : Highest IV Rank — 69.4%2023-04-28 : Largest Expected Move — 104.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.82 $5.53 $6.22 $6.02 $5.67 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 265.0% 215.3% 364.4% 349.3% 364.4% Expected Move 76.0% 61.7% 104.5% 100.1% 104.5% HV 20d 52.9% 46.1% 60.1% 51.8% 46.1% HV 60d 49.9% 46.7% 56.1% 56.1% 46.7% IV Rank 46.0% 34.3% 69.4% 65.9% 69.4% IV Percentile 68.2% 47.2% 92.5% 91.3% 92.5% Term Structure -47.0% -124.5% -24.4% -75.8% -124.5% Bid-Ask Spread % 115.04 106.20 123.54 106.20 123.54 Gamma HHI 0.57 0.50 0.70 0.50 0.61 Net GEX 192 152 260 213 193 Net DEX -631.9K -676.2K -598.8K -654.3K -615.2K Net VEX -12 -17 -7 -17 -9 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 0.053 0 1 0 0 Total OI 1,101.105 1,101 1,102 1,102 1,101
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 2023-04-03 $6.02 $2.50 349.3% 100.1% 51.8% 65.9% 0.0% 0.0% -75.8% 213 -654.3K -17 0.00 106.20 N/A N/A 0 0 1,102 0 2023-04-04 $5.92 $2.50 351.7% 100.8% 49.3% 66.4% 0.0% 0.0% -77.2% 218 -643.0K -17 0.00 111.20 N/A N/A 1 0 1,102 0 2023-04-05 $5.53 $2.50 216.8% 62.1% 53.1% 34.7% 0.0% 0.0% -28.6% 260 -598.8K -15 0.00 111.20 N/A N/A 0 0 1,101 0 2023-04-06 $5.75 $2.50 215.3% 61.7% 56.4% 34.3% 0.0% 0.0% -24.7% 221 -623.6K -15 0.00 111.20 N/A N/A 0 0 1,101 0 2023-04-10 $5.81 $2.50 223.9% 64.2% 54.5% 36.3% 0.0% 0.0% -36.0% 205 -630.4K -13 0.00 118.39 N/A N/A 0 0 1,101 0 2023-04-11 $5.89 $2.50 225.2% 64.6% 53.9% 36.7% 0.0% 0.0% -35.2% 191 -639.4K -14 0.00 118.39 N/A N/A 0 0 1,101 0 2023-04-12 $5.82 $2.50 229.7% 65.8% 53.9% 37.7% 0.0% 0.0% -38.0% 198 -631.5K -13 0.00 118.39 N/A N/A 0 0 1,101 0 2023-04-13 $6.22 $2.50 222.2% 63.7% 60.1% 35.9% 0.0% 0.0% -24.4% 174 -676.2K -15 0.00 118.39 N/A N/A 0 0 1,101 0 2023-04-14 $6.13 $2.50 227.5% 65.2% 59.6% 37.2% 0.0% 0.0% -27.9% 168 -666.1K -14 0.00 118.39 N/A N/A 0 0 1,101 0 2023-04-17 $6.07 $2.50 239.2% 68.6% 55.8% 39.9% 0.0% 0.0% -32.9% 159 -659.5K -12 0.00 117.44 N/A N/A 0 0 1,101 0 2023-04-18 $5.87 $2.50 247.5% 71.0% 55.1% 41.9% 0.0% 0.0% -40.2% 173 -637.2K -12 0.00 117.44 N/A N/A 0 0 1,101 0 2023-04-19 $5.98 $2.50 249.1% 71.4% 55.1% 42.3% 0.0% 0.0% -38.4% 157 -649.5K -12 0.00 118.39 N/A N/A 0 0 1,101 0 2023-04-20 $5.86 $2.50 257.0% 73.7% 54.7% 44.1% 0.0% 0.0% -32.4% 171 -636.1K -11 0.00 110.59 N/A N/A 0 0 1,101 0 2023-04-21 $5.76 $2.50 246.8% 70.8% 52.7% 41.7% 0.0% 0.0% -37.3% 187 -625.0K -11 0.00 117.44 N/A N/A 0 0 1,101 0 2023-04-24 $5.58 $2.50 282.2% 80.9% 50.8% 50.1% 0.0% 0.0% -63.4% 215 -605.2K -9 0.00 117.44 N/A N/A 0 0 1,101 0 2023-04-25 $5.62 $2.50 288.1% 82.6% 48.8% 51.5% 0.0% 0.0% -48.4% 219 -609.4K -10 0.00 110.59 N/A N/A 0 0 1,101 0 2023-04-26 $5.57 $2.50 295.6% 84.7% 47.5% 53.2% 0.0% 0.0% -52.2% 152 -604.5K -7 0.00 110.59 N/A N/A 0 0 1,101 0 2023-04-27 $5.54 $2.50 302.9% 86.8% 46.7% 54.9% 0.0% 0.0% -55.5% 170 -601.1K -7 0.00 110.59 N/A N/A 0 0 1,101 0 2023-04-28 $5.67 $2.50 364.4% 104.5% 46.1% 69.4% 0.0% 0.0% -124.5% 193 -615.2K -9 0.00 123.54 N/A N/A 0 0 1,101 0
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