DAVE Options History — June 2024

In June 2024, DAVE traded between $29.23 and $39.61. ATM implied volatility averaged 98.1%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded above realized volatility by 4.2% (HV 20d: 94.0%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 7.95.

Notable Days

2024-06-14: Highest Volume — 816 contracts
2024-06-27: Largest IV spike — 30.5% change
2024-06-27: Highest IV Rank — 14.5%
2024-06-27: Largest Expected Move — 36.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.15	$29.23	$39.61	$38.19	$30.38
Max Pain	$36.58	$35.00	$40.00	$40.00	$35.00
ATM IV	98.1%	86.5%	125.5%	114.5%	122.1%
Expected Move	27.9%	24.8%	36.0%	32.8%	35.0%
HV 20d	94.0%	86.3%	109.9%	90.2%	106.4%
HV 60d	211.0%	85.3%	348.8%	347.8%	90.1%
IV Rank	7.4%	4.4%	14.5%	11.6%	13.6%
IV Percentile	15.6%	6.0%	33.9%	23.1%	33.1%
Term Structure	1.7%	-37.4%	30.6%	-33.1%	-24.2%
VWIV	108.2%	77.1%	152.6%	112.5%	152.6%
Skew 25d	19.9%	-13.0%	93.8%	7.7%	93.8%
Skew 10d	27.5%	-29.4%	69.4%	65.7%	51.0%
Call IV 25d	97.7%	68.0%	135.0%	124.0%	90.0%
Put IV 25d	117.7%	95.9%	183.7%	131.7%	183.7%
Bid-Ask Spread %	101.65	89.97	113.89	105.80	99.66
Gamma HHI	0.39	0.29	0.57	0.35	0.54
Net GEX	39.6K	-37.9K	93.2K	68.7K	-28.4K
Net DEX	-394.8K	-2.0M	1.9M	-1.8M	1.8M
Net VEX	-6.0K	-9.1K	-4.3K	-6.4K	-4.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.95	0.00	61.77	0.18	0.35
Total Volume	105	0	816	86	42
Total OI	2,237.158	1,772	3,127	1,830	2,214

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
2024-06-03	$38.19	$40.00	114.5%	32.8%	90.2%	11.6%	112.5%	7.7%	-33.1%	68.7K	-1.8M	-6.4K	0.18	105.80	N/A	N/A	73	13	1,622	208
2024-06-04	$34.58	$40.00	86.5%	24.8%	94.2%	4.4%	112.6%	17.9%	22.4%	53.6K	-775.5K	-4.4K	0.39	107.58	N/A	N/A	36	14	1,564	208
2024-06-05	$37.72	$40.00	87.8%	25.2%	86.4%	4.7%	77.1%	49.9%	30.6%	63.6K	-1.5M	-5.6K	0.00	113.89	N/A	N/A	18	0	1,575	213
2024-06-06	$36.73	$35.00	97.3%	25.8%	86.3%	7.2%	0.0%	9.2%	2.5%	68.0K	-999.3K	-4.8K	0.00	101.19	N/A	N/A	3	0	1,583	213
2024-06-07	$38.08	$35.00	94.8%	26.5%	87.3%	6.5%	96.4%	47.9%	0.7%	93.2K	-2.0M	-5.8K	0.01	98.52	N/A	N/A	315	3	1,581	213
2024-06-10	$36.67	$35.00	96.1%	27.2%	86.7%	6.9%	98.1%	-1.3%	7.7%	78.1K	-1.2M	-5.4K	0.86	102.86	N/A	N/A	7	6	1,888	216
2024-06-11	$35.29	$35.00	102.3%	27.6%	87.1%	8.5%	125.5%	-0.9%	1.0%	61.7K	-741.5K	-4.3K	0.25	103.86	N/A	N/A	12	3	1,891	217
2024-06-12	$37.91	$35.00	94.5%	27.1%	92.4%	6.5%	91.4%	35.7%	7.7%	91.4K	-1.9M	-6.1K	0.02	106.25	N/A	N/A	51	1	1,893	217
2024-06-13	$36.07	$35.00	101.1%	29.0%	92.9%	8.2%	108.6%	15.4%	11.2%	72.0K	-1.0M	-4.8K	25.25	105.55	N/A	N/A	4	101	1,899	218
2024-06-14	$36.55	$35.00	88.7%	25.4%	93.1%	5.0%	81.8%	11.7%	6.1%	68.4K	-1.2M	-5.6K	61.77	105.01	N/A	N/A	13	803	1,901	320
2024-06-17	$37.67	$35.00	97.0%	27.8%	94.4%	7.1%	115.8%	2.7%	2.7%	54.2K	-767.5K	-9.1K	0.00	98.42	N/A	N/A	23	0	1,907	1,171
2024-06-18	$38.14	$35.00	90.0%	25.8%	92.7%	5.3%	0.0%	18.5%	9.8%	58.4K	-384.9K	-8.7K	0.00	107.95	N/A	N/A	0	0	1,926	1,171
2024-06-20	$38.44	$35.00	92.3%	26.5%	92.9%	5.9%	121.4%	10.2%	11.3%	62.4K	-238.6K	-7.8K	50.00	97.52	N/A	N/A	1	50	1,926	1,170
2024-06-21	$39.61	$40.00	95.5%	27.4%	92.9%	6.7%	113.5%	26.0%	8.4%	-10.5K	292.6K	-7.5K	0.87	102.15	N/A	N/A	30	26	1,927	1,200
2024-06-24	$39.16	$40.00	92.6%	26.5%	92.9%	6.0%	104.4%	41.4%	-0.2%	-10.5K	391.9K	-6.8K	1.10	100.60	N/A	N/A	29	32	860	1,146
2024-06-25	$35.73	$40.00	89.7%	25.7%	97.6%	5.2%	95.7%	-6.0%	7.1%	-29.0K	895.1K	-6.3K	1.13	94.53	N/A	N/A	8	9	877	1,176
2024-06-26	$30.70	$35.00	96.2%	27.6%	109.9%	6.9%	99.3%	11.7%	-2.0%	-37.9K	1.9M	-4.7K	0.22	89.97	N/A	N/A	134	29	881	1,175
2024-06-27	$29.23	$35.00	125.5%	36.0%	108.8%	14.5%	133.0%	-13.0%	-37.4%	-25.7K	1.7M	-4.7K	0.66	90.09	N/A	N/A	64	42	958	1,181
2024-06-28	$30.38	$35.00	122.1%	35.0%	106.4%	13.6%	152.6%	93.8%	-24.2%	-28.4K	1.8M	-4.9K	0.35	99.66	N/A	N/A	31	11	1,005	1,209