DAVE Options History — August 2023

In August 2023, DAVE traded between $6.48 and $7.47. ATM implied volatility averaged 154.5%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 44.3%. IV traded above realized volatility by 93.0% (HV 20d: 61.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 12 of 14 trading days.

Notable Days

  • 2023-08-15: Largest IV spike — 110.5% change
  • 2023-08-15: Highest IV Rank — 60.6%
  • 2023-08-15: Largest Expected Move — 93.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.92$6.48$7.47$6.48$6.67
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV154.5%86.2%327.0%99.3%325.2%
Expected Move44.3%24.7%93.7%28.5%93.2%
HV 20d61.5%49.5%70.6%65.0%59.4%
HV 60d58.4%55.3%61.0%59.6%61.0%
IV Rank20.0%3.9%60.6%7.0%60.2%
IV Percentile21.4%0.4%88.5%0.4%88.1%
Bid-Ask Spread %121.16113.17141.32113.17137.91
Gamma HHI1.001.001.001.001.00
Net GEX1560791120
Net DEX-4.7K-8.1K-3.9K-3.9K-4.0K
Net VEX-1-4000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI1616161616

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$6.48$2.5099.3%28.5%65.0%7.0%0.0%0.0%0.0%12-3.9K00.00113.17N/AN/A00160
2023-08-02$6.64$2.5095.8%27.5%65.1%6.2%0.0%0.0%0.0%36-4.1K00.00113.41N/AN/A00160
2023-08-03$6.93$2.5086.4%24.8%66.0%4.0%0.0%0.0%0.0%179-4.6K-20.00113.41N/AN/A00160
2023-08-04$6.97$2.5087.7%25.1%65.6%4.3%0.0%0.0%0.0%204-4.7K-20.00123.31N/AN/A00160
2023-08-07$6.80$2.50107.5%30.8%66.6%8.9%0.0%0.0%0.0%53-4.2K00.00123.31N/AN/A00160
2023-08-08$6.69$2.50118.7%34.0%67.2%11.6%0.0%0.0%0.0%14-4.0K00.00113.41N/AN/A00160
2023-08-09$6.74$2.50122.3%35.1%61.9%12.4%0.0%0.0%0.0%17-4.1K00.00113.41N/AN/A00160
2023-08-10$7.47$2.5086.2%24.7%70.6%3.9%0.0%0.0%0.0%770-8.1K-40.00113.41N/AN/A00160
2023-08-11$7.46$2.50172.9%49.6%49.5%24.3%0.0%0.0%0.0%791-7.9K-40.00141.32N/AN/A00160
2023-08-14$7.08$2.50155.4%44.5%55.0%20.2%0.0%0.0%0.0%105-4.4K00.00113.41N/AN/A00160
2023-08-15$6.90$2.50327.0%93.7%56.1%60.6%0.0%0.0%0.0%3-4.1K00.00140.02N/AN/A00160
2023-08-16$7.04$2.50224.4%64.3%56.1%36.5%0.0%0.0%0.0%5-4.2K00.00123.31N/AN/A00160
2023-08-17$6.99$2.50325.2%93.2%56.4%60.2%0.0%0.0%0.0%0-4.2K00.00113.41N/AN/A00160
2023-08-18$6.67$2.500.0%0.0%59.4%0.0%0.0%0.0%0.0%0-4.0K00.00137.91N/AN/A00160