DAVE Options History — June 2025

In June 2025, DAVE traded between $202.73 and $268.86. ATM implied volatility averaged 70.0%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded below realized volatility by 9.1% (HV 20d: 79.2%). Max pain ranged from $115.00 to $170.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.34.

Notable Days

  • 2025-06-17: Highest Volume — 4,044 contracts
  • 2025-06-30: Largest IV spike — 11.4% change
  • 2025-06-30: Highest IV Rank — 14.4%
  • 2025-06-30: Largest Expected Move — 21.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$222.53$202.73$268.86$208.13$268.86
Max Pain$138.75$115.00$170.00$115.00$170.00
ATM IV70.0%66.9%75.6%73.3%75.6%
Expected Move20.0%19.2%21.7%21.0%21.7%
HV 20d79.2%47.7%124.5%123.3%80.0%
HV 60d102.2%98.7%105.0%101.1%104.0%
IV Rank11.7%10.2%14.4%13.3%14.4%
IV Percentile14.8%8.3%29.8%18.7%29.8%
Term Structure14.5%-5.3%20.5%-5.3%19.4%
VWIV70.4%67.6%77.1%75.0%77.1%
Skew 25d3.6%-1.2%6.0%1.6%-1.2%
Skew 10d8.9%-8.5%37.7%14.6%-3.3%
Call IV 25d68.6%65.0%79.1%75.3%79.1%
Put IV 25d72.2%68.5%78.0%76.9%78.0%
Bid-Ask Spread %69.4161.5876.2171.8176.21
Gamma HHI0.170.100.670.110.11
Net GEX1.9M1.1M6.5M1.1M1.6M
Net DEX-162.4M-239.5M-126.3M-126.3M-239.5M
Net VEX-308.9K-471.3K-195.5K-195.5K-470.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.051.000.090.32
Total Volume986.951304,0447432,708
Total OI12,689.910,32217,66310,32213,362

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$208.13$115.0073.3%21.0%123.3%13.3%75.0%1.6%-5.3%1.1M-126.3M-195.5K0.0971.81N/AN/A684598,2902,032
2025-06-03$209.75$115.0070.8%20.3%123.7%12.1%73.0%-0.6%-2.8%1.3M-135.6M-208.4K0.3470.81N/AN/A189658,9302,056
2025-06-04$208.53$115.0069.0%19.8%124.1%11.2%69.6%2.7%-0.4%1.3M-132.6M-209.5K0.1675.45N/AN/A193319,0232,098
2025-06-05$208.71$120.0071.3%19.6%124.5%12.3%69.1%5.6%17.0%1.3M-134.3M-208.8K0.1870.53N/AN/A110209,0102,104
2025-06-06$219.79$120.0068.2%19.6%53.8%10.9%68.0%2.8%15.0%1.5M-150.5M-201.2K1.0065.24N/AN/A3003019,0362,105
2025-06-09$225.59$120.0073.2%19.9%47.9%13.2%68.2%2.9%15.0%1.6M-159.6M-200.6K0.0964.35N/AN/A1,022909,2002,054
2025-06-10$223.90$120.0070.0%19.6%47.7%11.7%68.5%4.3%16.4%1.8M-164.5M-218.3K0.0669.44N/AN/A1,258759,6882,084
2025-06-11$231.80$120.0068.1%19.5%47.8%10.8%67.6%3.2%15.5%1.9M-179.1M-226.0K0.3068.63N/AN/A3381019,9162,129
2025-06-12$240.38$125.0068.0%19.5%47.7%10.8%68.7%3.2%17.3%1.8M-194.4M-237.0K0.9565.76N/AN/A55652810,0622,164
2025-06-13$208.31$140.0070.3%20.2%73.3%11.9%70.9%2.8%16.1%1.3M-135.2M-248.6K0.3868.42N/AN/A1,23647010,1432,597
2025-06-16$216.56$145.0069.9%20.0%74.1%11.7%69.8%3.8%16.8%2.2M-159.5M-247.8K0.1761.58N/AN/A93215411,0322,710
2025-06-17$205.69$150.0070.0%20.1%76.9%11.7%71.4%6.0%19.3%2.1M-139.3M-260.1K0.0569.79N/AN/A3,84919511,6352,747
2025-06-18$202.73$150.0070.9%20.3%73.8%12.2%71.6%4.4%17.6%2.4M-151.3M-393.3K0.6466.87N/AN/A58737514,2722,857
2025-06-20$210.73$150.0070.8%20.3%74.9%12.1%70.0%5.8%17.6%6.5M-180.8M-424.6K0.1366.57N/AN/A5998014,7732,890
2025-06-23$213.59$150.0070.5%20.2%74.5%11.9%71.7%4.9%17.3%1.6M-138.9M-422.4K0.6867.83N/AN/A14810010,5881,433
2025-06-24$229.38$155.0067.6%19.4%78.2%10.6%68.7%4.7%19.1%1.6M-163.9M-433.2K0.2769.69N/AN/A3469410,6341,498
2025-06-25$225.26$160.0068.0%19.5%76.8%10.8%68.7%4.2%18.5%1.6M-158.7M-433.0K0.1173.63N/AN/A8789310,7251,534
2025-06-26$243.97$165.0066.9%19.2%80.7%10.2%69.2%5.8%20.3%1.8M-197.5M-471.3K0.5472.06N/AN/A25613911,5321,628
2025-06-27$248.87$170.0067.8%19.5%79.3%10.7%70.8%5.2%20.5%1.8M-206.4M-468.5K0.4273.57N/AN/A40817211,5761,651
2025-06-30$268.86$170.0075.6%21.7%80.0%14.4%77.1%-1.2%19.4%1.6M-239.5M-470.4K0.3276.21N/AN/A2,04566311,6721,690