DAVE Options History — November 2024

In November 2024, DAVE traded between $37.84 and $99.47. ATM implied volatility averaged 111.4%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded below realized volatility by 25.4% (HV 20d: 136.7%). Max pain ranged from $40.00 to $85.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2024-11-13: Highest Volume — 6,280 contracts
  • 2024-11-11: Largest IV spike — 73.0% change
  • 2024-11-12: Highest IV Rank — 63.7%
  • 2024-11-01: Largest Expected Move — 36.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.10$37.84$99.47$38.58$99.47
Max Pain$63.25$40.00$85.00$40.00$80.00
ATM IV111.4%68.2%256.9%128.2%84.9%
Expected Move25.0%19.5%36.7%36.7%24.4%
HV 20d136.7%67.1%169.0%70.0%164.8%
HV 60d94.1%61.4%111.9%62.0%111.9%
IV Rank19.9%6.9%63.7%25.0%12.0%
IV Percentile39.5%6.4%89.6%66.5%22.3%
Term Structure-6.0%-41.8%7.2%-41.8%-0.2%
VWIV87.4%75.3%112.6%112.6%91.0%
Skew 25d6.6%-15.2%28.3%-15.2%-4.0%
Skew 10d17.7%-48.0%71.8%-48.0%3.0%
Call IV 25d83.8%66.9%101.4%101.4%97.5%
Put IV 25d90.5%75.8%115.8%86.1%93.5%
Bid-Ask Spread %82.9363.50103.47103.4778.07
Gamma HHI0.240.170.390.330.17
Net GEX103.1K-97.6K280.8K79.6K280.8K
Net DEX-11.3M-29.7M-1.5M-2.4M-29.7M
Net VEX-31.6K-55.3K-5.7K-11.6K-53.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.012.002.000.21
Total Volume735336,28033771
Total OI4,8932,7257,5943,0496,813

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$38.58$40.00128.2%36.7%70.0%25.0%112.6%-15.2%-41.8%79.6K-2.4M-11.6K2.00103.47N/AN/A11222,325724
2024-11-04$37.88$40.00116.8%26.6%70.1%21.5%104.8%27.1%-8.1%82.5K-1.5M-10.0K0.0194.64N/AN/A61972,327745
2024-11-05$37.84$40.00137.9%27.5%67.1%27.9%86.8%28.3%-16.1%113.2K-3.4M-11.7K0.0796.55N/AN/A160112,938746
2024-11-06$45.70$40.00132.2%23.8%96.3%26.2%75.4%10.8%-11.9%126.1K-7.7M-12.4K0.0494.54N/AN/A949362,919756
2024-11-07$46.37$40.00138.3%25.7%94.5%28.0%87.8%27.1%-15.4%148.0K-8.6M-12.2K0.6498.72N/AN/A55353,066744
2024-11-08$53.52$40.00121.4%22.0%104.8%22.9%81.8%15.6%-7.9%129.5K-9.5M-8.7K0.2976.77N/AN/A5501622,265728
2024-11-11$59.55$45.00209.9%27.5%110.3%49.5%92.2%5.2%-2.4%83.5K-9.7M-9.5K0.1673.70N/AN/A234382,119606
2024-11-12$62.23$45.00256.9%28.5%110.6%63.7%92.4%10.9%-13.8%70.0K-11.6M-8.6K0.6874.97N/AN/A3382292,191639
2024-11-13$90.59$45.0092.5%26.5%168.5%14.2%94.3%5.3%-7.5%34.4K-20.9M-5.7K0.8563.50N/AN/A3,4012,8792,399807
2024-11-14$80.29$85.0086.9%24.9%168.7%12.5%88.5%7.4%-5.5%-97.6K-13.6M-45.5K1.6273.27N/AN/A2884664,3853,209
2024-11-15$78.60$85.0090.3%25.9%169.0%13.6%91.5%6.2%-6.5%-28.0K-13.3M-43.2K0.2579.33N/AN/A4911224,4533,043
2024-11-18$79.91$80.0086.8%24.9%168.9%12.5%88.6%2.8%-2.8%18.4K-6.3M-45.4K1.1076.43N/AN/A1051163,0002,213
2024-11-19$81.45$80.0080.8%23.2%168.4%10.7%86.5%2.4%5.1%33.2K-7.8M-46.4K0.0875.43N/AN/A393313,0392,221
2024-11-20$77.10$80.0087.7%25.2%168.4%12.8%83.5%-2.6%-4.8%49.8K-6.0M-46.3K0.7180.15N/AN/A45323,3472,209
2024-11-21$82.28$80.0084.0%24.1%167.6%11.7%82.5%0.6%-0.3%77.2K-8.7M-47.5K0.0580.70N/AN/A314153,3562,225
2024-11-22$87.22$80.0077.8%22.3%165.8%9.8%76.4%5.3%7.2%143.0K-14.0M-52.4K0.2076.73N/AN/A6251283,5922,222
2024-11-25$84.89$80.0073.1%21.0%167.5%8.4%78.6%-0.6%5.5%194.2K-14.0M-54.0K0.1985.03N/AN/A250484,0822,291
2024-11-26$87.66$80.0068.2%19.5%166.5%6.9%77.9%-7.3%6.9%247.1K-16.2M-55.3K0.2189.12N/AN/A176374,1742,321
2024-11-27$90.94$80.0072.5%20.8%166.5%8.2%75.3%7.6%0.7%277.6K-21.3M-52.5K0.2187.47N/AN/A423884,2832,338
2024-11-29$99.47$80.0084.9%24.4%164.8%12.0%91.0%-4.0%-0.2%280.8K-29.7M-53.2K0.2178.07N/AN/A6351364,4532,360