DAVE Options History — July 2024

In July 2024, DAVE traded between $29.92 and $41.77. ATM implied volatility averaged 110.2%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 31.4%. IV traded above realized volatility by 25.6% (HV 20d: 84.6%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 1.39.

Notable Days

  • 2024-07-02: Highest Volume — 712 contracts
  • 2024-07-08: Largest IV spike — 66.4% change
  • 2024-07-08: Highest IV Rank — 20.3%
  • 2024-07-03: Largest Expected Move — 36.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.61$29.92$41.77$29.92$36.63
Max Pain$30.00$25.00$35.00$35.00$35.00
ATM IV110.2%88.9%148.0%107.7%123.9%
Expected Move31.4%28.4%36.2%30.9%35.5%
HV 20d84.6%67.6%105.8%105.8%74.9%
HV 60d89.4%84.5%93.0%90.1%86.2%
IV Rank10.5%5.0%20.3%9.9%14.1%
IV Percentile29.0%9.2%41.4%26.7%41.4%
Term Structure-10.2%-26.5%1.0%-8.3%-24.1%
VWIV116.0%93.4%208.4%208.4%110.0%
Skew 25d24.5%-43.8%70.8%57.7%23.9%
Skew 10d33.0%-26.2%110.7%99.1%25.1%
Call IV 25d94.4%62.5%146.5%83.2%96.0%
Put IV 25d118.9%69.4%171.6%140.9%120.0%
Bid-Ask Spread %101.8285.89114.20112.19108.67
Gamma HHI0.340.170.650.630.23
Net GEX-3.6K-43.5K33.7K-35.7K28.4K
Net DEX-882.8K-2.9M2.1M2.1M-1.8M
Net VEX-8.1K-9.4K-3.7K-3.9K-8.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.390.0011.000.000.25
Total Volume95.597121325
Total OI2,453.4091,3213,4662,2431,659

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$29.92$35.00107.7%30.9%105.8%9.9%208.4%57.7%-8.3%-35.7K2.1M-3.9K0.00112.19N/AN/A1301,0291,214
2024-07-02$29.96$35.00108.7%31.2%92.8%10.1%108.0%56.5%-20.7%-37.8K2.1M-3.7K0.00104.77N/AN/A71021,0301,214
2024-07-03$31.13$35.00126.3%36.2%88.4%14.7%119.5%5.8%-17.0%-18.3K744.3K-9.2K0.50101.34N/AN/A631,7461,214
2024-07-05$30.22$25.0088.9%30.2%81.7%5.0%108.3%13.7%-2.6%-23.9K1.0M-8.4K0.35111.36N/AN/A1761,7491,215
2024-07-08$31.86$25.00148.0%33.3%84.5%20.3%0.0%-24.3%-20.4%-18.8K659.5K-8.7K0.27103.98N/AN/A1131,7481,221
2024-07-09$34.10$25.00103.8%31.0%87.4%8.9%110.3%31.0%-10.6%-27.0K137.2K-9.3K2.2999.30N/AN/A7161,7501,223
2024-07-10$34.58$25.00102.9%29.5%86.8%8.6%108.0%18.2%1.0%-34.4K38.2K-9.2K0.4395.94N/AN/A28121,7531,232
2024-07-11$36.33$25.00108.5%31.1%87.6%10.1%107.7%17.3%-7.0%-41.6K-529.0K-9.4K0.4599.43N/AN/A73331,7781,238
2024-07-12$37.55$25.00107.0%30.7%84.5%9.7%115.5%55.8%-19.2%-41.8K-999.3K-9.3K0.3499.44N/AN/A65221,7971,234
2024-07-15$38.95$30.0099.9%28.6%83.4%7.9%95.9%-4.3%-2.0%-43.5K-1.7M-9.0K3.1891.59N/AN/A391241,8431,255
2024-07-16$41.77$30.00111.1%31.8%86.6%10.7%103.3%30.2%-1.3%33.7K-2.8M-9.4K0.2785.89N/AN/A108291,8671,376
2024-07-17$41.31$30.00109.8%31.5%86.3%10.4%93.4%-13.1%-10.0%22.4K-2.9M-8.3K0.1798.12N/AN/A2341,9001,391
2024-07-18$38.44$30.00105.7%30.3%90.4%9.4%131.5%58.5%-12.7%-28.9K-1.8M-8.5K11.0094.78N/AN/A9991,9051,397
2024-07-19$37.30$30.00109.2%31.3%91.0%10.3%116.9%40.5%-0.3%19.4K-1.7M-8.1K0.1797.86N/AN/A1221,9111,555
2024-07-22$38.43$30.0099.0%28.4%91.0%7.6%99.1%70.8%-2.5%20.0K-1.8M-8.0K0.13103.28N/AN/A9412962359
2024-07-23$38.44$30.00100.0%28.7%90.9%7.9%115.3%40.8%-1.2%25.5K-2.0M-8.1K0.01111.25N/AN/A13821,033370
2024-07-24$35.59$30.00104.8%30.0%89.1%9.1%101.0%37.5%-7.2%24.0K-1.7M-8.0K6.25105.65N/AN/A12751,151372
2024-07-25$34.45$30.00114.6%32.8%70.3%11.6%129.9%-43.8%-7.2%22.9K-1.5M-7.4K1.79100.71N/AN/A39701,149355
2024-07-26$36.02$35.00106.8%30.6%68.5%9.6%109.4%-13.7%-8.4%25.2K-1.6M-7.8K0.7697.05N/AN/A17131,172394
2024-07-29$36.30$35.00114.0%32.7%67.6%11.5%117.7%24.3%-15.6%26.8K-1.8M-7.7K0.50103.21N/AN/A66331,179404
2024-07-30$34.17$30.00123.3%35.3%71.6%13.9%125.8%56.2%-26.5%24.8K-1.6M-7.7K0.00114.20N/AN/A0291,237394
2024-07-31$36.63$35.00123.9%35.5%74.9%14.1%110.0%23.9%-24.1%28.4K-1.8M-8.1K0.25108.67N/AN/A2051,237422