DAVE Options History — July 2023

In July 2023, DAVE traded between $5.38 and $6.22. ATM implied volatility averaged 200.9%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 57.6%. IV traded above realized volatility by 142.7% (HV 20d: 58.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 12 of 20 trading days.

Notable Days

  • 2023-07-18: Largest IV spike — 189.0% change
  • 2023-07-19: Highest IV Rank — 52.5%
  • 2023-07-19: Largest Expected Move — 83.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.64$5.38$6.22$5.40$6.17
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV200.9%100.4%292.5%239.3%109.0%
Expected Move57.6%28.8%83.9%68.6%31.2%
HV 20d58.2%41.0%68.8%58.5%63.4%
HV 60d55.2%50.5%59.0%53.0%59.0%
IV Rank30.9%7.3%52.5%40.0%9.3%
IV Percentile42.1%0.4%82.5%55.6%1.6%
Bid-Ask Spread %120.61113.17128.72128.72118.56
Gamma HHI1.001.001.001.001.00
Net GEX16083211
Net DEX-3.5K-4.4K-3.2K-3.4K-3.7K
Net VEX-1-40-10
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI1616161616

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$5.40$2.50239.3%68.6%58.5%40.0%0.0%0.0%0.0%21-3.4K-10.00128.72N/AN/A00160
2023-07-05$5.41$2.50261.5%75.0%55.2%45.2%0.0%0.0%0.0%24-3.4K-10.00127.82N/AN/A00160
2023-07-06$5.42$2.50264.4%75.8%43.0%45.9%0.0%0.0%0.0%24-3.4K-10.00127.82N/AN/A00160
2023-07-07$5.60$2.50265.6%76.1%42.9%46.2%0.0%0.0%0.0%34-3.6K-20.00127.82N/AN/A00160
2023-07-10$5.56$2.50274.1%78.6%41.0%48.2%0.0%0.0%0.0%28-3.5K-10.00127.82N/AN/A00160
2023-07-11$5.59$2.50277.4%79.5%41.1%48.9%0.0%0.0%0.0%29-3.6K-10.00127.82N/AN/A00160
2023-07-12$6.05$2.50275.9%79.1%50.0%48.6%0.0%0.0%0.0%68-4.2K-30.00127.82N/AN/A00160
2023-07-13$6.22$2.50280.3%80.3%50.8%49.6%0.0%0.0%0.0%83-4.4K-40.00113.17N/AN/A00160
2023-07-14$5.48$2.50290.1%83.2%68.8%51.9%0.0%0.0%0.0%1-3.3K00.00113.17N/AN/A00160
2023-07-17$5.57$2.50100.4%28.8%67.7%7.3%0.0%0.0%0.0%0-3.3K00.00113.17N/AN/A00160
2023-07-18$5.51$2.50290.1%83.2%67.7%51.9%0.0%0.0%0.0%1-3.3K00.00127.82N/AN/A00160
2023-07-19$5.55$2.50292.5%83.9%67.5%52.5%0.0%0.0%0.0%1-3.3K00.00127.82N/AN/A00160
2023-07-20$5.56$2.50105.8%30.3%67.5%8.5%0.0%0.0%0.0%0-3.3K00.00113.17N/AN/A00160
2023-07-21$5.47$2.50110.8%31.8%67.6%9.7%0.0%0.0%0.0%0-3.3K00.00113.17N/AN/A00160
2023-07-24$5.38$2.50120.7%34.6%66.3%12.0%0.0%0.0%0.0%0-3.2K00.00113.17N/AN/A00160
2023-07-25$5.42$2.50121.7%34.9%59.8%12.3%0.0%0.0%0.0%0-3.3K00.00113.17N/AN/A00160
2023-07-26$5.67$2.50114.7%32.9%61.5%10.6%0.0%0.0%0.0%0-3.4K00.00118.56N/AN/A00160
2023-07-27$5.69$2.50116.5%33.4%60.8%11.1%0.0%0.0%0.0%0-3.4K00.00113.17N/AN/A00160
2023-07-28$6.02$2.50106.4%30.5%63.1%8.7%0.0%0.0%0.0%0-3.6K00.00118.56N/AN/A00160
2023-07-31$6.17$2.50109.0%31.2%63.4%9.3%0.0%0.0%0.0%1-3.7K00.00118.56N/AN/A00160