DAVE Options History — June 2023

In June 2023, DAVE traded between $4.93 and $6.26. ATM implied volatility averaged 191.8%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 55.0%. IV traded above realized volatility by 135.2% (HV 20d: 56.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-06-14: Highest Volume — 10 contracts
  • 2023-06-27: Largest IV spike — 25.8% change
  • 2023-06-27: Highest IV Rank — 43.9%
  • 2023-06-27: Largest Expected Move — 73.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.54$4.93$6.26$5.43$5.30
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV191.8%158.0%255.9%160.9%249.2%
Expected Move55.0%45.3%73.4%46.1%71.4%
HV 20d56.6%49.5%63.1%56.6%58.1%
HV 60d53.2%50.4%55.1%50.4%52.9%
IV Rank28.8%20.8%43.9%21.5%42.3%
IV Percentile29.2%8.7%67.9%12.7%63.1%
VWIV113.5%113.5%113.5%113.5%113.5%
Bid-Ask Spread %126.23112.25129.48128.07128.72
Gamma HHI1.000.991.001.001.00
Net GEX271951922
Net DEX-3.5K-4.6K-3.0K-3.4K-3.4K
Net VEX-2-60-1-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.501000
Total OI1616161616

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$5.43$2.50160.9%46.1%56.6%21.5%0.0%0.0%0.0%19-3.4K-10.00128.07N/AN/A00160
2023-06-02$5.72$2.50158.0%45.3%52.3%20.8%0.0%0.0%0.0%37-3.7K-30.00128.07N/AN/A00160
2023-06-05$6.26$2.50191.8%55.0%60.2%28.8%0.0%0.0%0.0%95-4.6K-60.00113.69N/AN/A00160
2023-06-06$5.99$2.50158.2%45.3%63.1%20.9%0.0%0.0%0.0%61-4.1K-40.00128.07N/AN/A00160
2023-06-07$5.77$2.50162.6%46.6%57.3%21.9%0.0%0.0%0.0%39-3.7K-20.00128.07N/AN/A00160
2023-06-08$5.76$2.50163.9%47.0%55.8%22.2%0.0%0.0%0.0%37-3.7K-20.00128.07N/AN/A00160
2023-06-09$5.73$2.50171.0%49.0%55.5%23.9%0.0%0.0%0.0%34-3.7K-20.00126.87N/AN/A00160
2023-06-12$5.74$2.50174.6%50.1%55.4%24.7%0.0%0.0%0.0%33-3.7K-20.00126.87N/AN/A00160
2023-06-13$5.77$2.50175.4%50.3%55.0%24.9%0.0%0.0%0.0%35-3.7K-20.00126.87N/AN/A00160
2023-06-14$5.55$2.50180.1%51.6%57.4%26.0%113.5%0.0%0.0%19-3.4K-10.00126.87N/AN/A100160
2023-06-15$5.51$2.50182.0%52.2%57.6%26.5%0.0%0.0%0.0%16-3.4K-10.00126.87N/AN/A00160
2023-06-16$5.60$2.50182.1%52.2%57.4%26.5%0.0%0.0%0.0%21-3.5K-10.00126.87N/AN/A00160
2023-06-20$5.61$2.50188.0%53.9%56.7%27.9%0.0%0.0%0.0%18-3.5K-10.00126.87N/AN/A00160
2023-06-21$5.54$2.50190.6%54.7%57.1%28.5%0.0%0.0%0.0%14-3.4K-10.00112.25N/AN/A00160
2023-06-22$5.32$2.50195.7%56.1%49.5%29.7%0.0%0.0%0.0%6-3.2K00.00126.87N/AN/A00160
2023-06-23$4.93$2.50203.4%58.3%56.5%31.5%0.0%0.0%0.0%4-3.0K00.00126.87N/AN/A00160
2023-06-27$4.95$2.50255.9%73.4%56.0%43.9%0.0%0.0%0.0%1-3.0K00.00128.72N/AN/A00160
2023-06-28$5.11$2.50246.3%70.6%57.3%41.6%0.0%0.0%0.0%1-3.1K00.00129.48N/AN/A00160
2023-06-29$5.24$2.50247.3%70.9%58.0%41.9%0.0%0.0%0.0%19-3.3K-10.00129.48N/AN/A00160
2023-06-30$5.30$2.50249.2%71.4%58.1%42.3%0.0%0.0%0.0%22-3.4K-20.00128.72N/AN/A00160