DAVE Options History — October 2024

In October 2024, DAVE traded between $38.61 and $48.94. ATM implied volatility averaged 94.5%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded above realized volatility by 30.3% (HV 20d: 64.2%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.66.

Notable Days

  • 2024-10-23: Highest Volume — 2,505 contracts
  • 2024-10-22: Largest IV spike — 28.7% change
  • 2024-10-28: Highest IV Rank — 24.8%
  • 2024-10-28: Largest Expected Move — 36.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.02$38.61$48.94$39.62$39.02
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV94.5%68.6%127.8%71.4%125.6%
Expected Move27.7%20.5%36.6%20.5%36.0%
HV 20d64.2%50.1%76.2%52.6%75.0%
HV 60d64.8%61.4%67.9%65.4%61.9%
IV Rank14.8%7.0%24.8%7.9%24.2%
IV Percentile31.5%6.8%64.9%9.2%64.5%
Term Structure-10.6%-40.8%16.0%16.0%-32.1%
VWIV95.6%71.8%124.0%74.2%120.8%
Skew 25d10.7%-30.0%40.7%6.5%-30.0%
Skew 10d18.5%-7.7%64.1%31.6%-7.7%
Call IV 25d85.5%58.5%148.7%67.6%148.7%
Put IV 25d96.3%70.9%123.9%74.1%118.7%
Bid-Ask Spread %96.1681.93104.5196.4889.00
Gamma HHI0.510.310.670.610.32
Net GEX128.8K65.6K279.0K65.6K82.5K
Net DEX-4.9M-10.1M-1.9M-1.9M-2.7M
Net VEX-12.5K-23.6K-6.9K-6.9K-11.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.005.670.045.67
Total Volume356.91352,50530180
Total OI2,900.6961,6004,9961,6002,978

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$39.62$40.0071.4%20.5%52.6%7.9%74.2%6.5%16.0%65.6K-1.9M-6.9K0.0496.48N/AN/A289121,242358
2024-10-02$40.38$40.0088.5%25.4%50.8%13.0%88.0%9.1%5.3%74.3K-2.8M-8.6K0.6796.58N/AN/A321,548370
2024-10-03$39.86$40.0068.6%25.2%50.1%7.0%81.9%20.7%-10.1%86.7K-2.6M-8.4K0.44104.51N/AN/A941,548371
2024-10-04$42.80$40.0070.5%24.9%51.6%7.6%0.0%31.6%-5.4%83.3K-3.4M-8.4K0.00104.09N/AN/A3601,548374
2024-10-07$42.37$40.0080.3%26.0%50.3%10.6%90.8%21.8%-7.6%90.3K-3.5M-8.1K0.2497.66N/AN/A1741,577375
2024-10-08$44.51$40.0078.2%24.3%51.4%9.9%85.2%13.8%-2.4%83.6K-4.2M-8.4K0.24101.46N/AN/A1741,591378
2024-10-09$43.25$40.0082.1%23.5%53.7%11.1%78.9%17.3%2.9%89.2K-4.0M-8.4K0.24100.32N/AN/A55131,600378
2024-10-10$41.23$40.0093.9%26.9%57.0%14.6%80.3%31.3%-10.9%100.7K-3.4M-8.4K0.17103.51N/AN/A5291,637410
2024-10-11$43.81$40.0085.9%24.6%59.6%12.2%89.6%40.7%-10.1%100.8K-4.2M-8.6K0.0296.02N/AN/A509101,683410
2024-10-14$44.08$40.0093.9%26.9%59.4%14.6%90.9%-3.1%-14.9%183.1K-7.4M-14.5K0.96104.23N/AN/A24232,890415
2024-10-15$45.56$40.0088.8%25.5%59.5%13.1%90.2%23.8%-10.7%173.6K-7.8M-14.4K0.0586.98N/AN/A5932,891436
2024-10-16$48.94$40.0097.8%28.0%63.5%15.8%107.3%25.1%-18.8%140.9K-10.1M-13.7K0.0092.61N/AN/A30102,922434
2024-10-17$43.47$40.0078.3%22.4%73.6%9.9%71.8%10.6%13.6%225.7K-7.9M-15.2K0.0898.21N/AN/A788603,277434
2024-10-18$42.91$40.0086.9%24.9%73.7%12.5%85.1%-2.8%13.0%187.2K-9.5M-18.2K0.0590.36N/AN/A506244,018475
2024-10-21$43.20$40.0075.9%21.7%73.1%9.2%76.4%5.2%4.0%279.0K-8.2M-19.6K0.3996.35N/AN/A1,1174353,820204
2024-10-22$42.98$40.0097.6%28.0%73.2%15.8%97.0%-5.0%-15.5%278.5K-8.7M-23.6K0.0796.29N/AN/A571414,567429
2024-10-23$40.66$40.00111.8%32.1%76.1%20.0%114.7%5.4%-17.6%199.1K-6.8M-20.7K0.02100.31N/AN/A2,447584,168470
2024-10-24$39.89$40.00123.2%35.3%76.2%23.5%112.5%38.2%-40.8%83.5K-3.3M-13.0K1.4398.25N/AN/A14202,305503
2024-10-25$38.61$40.00104.0%29.8%75.2%17.7%105.5%-8.7%-6.5%86.0K-2.6M-12.3K3.6590.97N/AN/A23842,306523
2024-10-28$39.58$40.00127.8%36.6%73.4%24.8%114.7%1.5%-30.0%86.1K-2.7M-12.2K0.1792.71N/AN/A111192,321599
2024-10-29$39.20$40.00124.2%35.6%73.4%23.8%123.2%-1.7%-36.4%86.5K-2.7M-12.0K0.0892.83N/AN/A207172,330611
2024-10-30$40.44$40.00117.8%33.8%74.0%21.9%124.0%-4.2%-29.3%96.0K-2.9M-12.1K0.4581.93N/AN/A91412,373619
2024-10-31$39.02$40.00125.6%36.0%75.0%24.2%120.8%-30.0%-32.1%82.5K-2.7M-11.8K5.6789.00N/AN/A12682,322656