DVYE Options History — June 2021

In June 2021, DVYE traded between $38.84 and $39.36. ATM implied volatility averaged 29.6%. The 30-day expected move averaged 8.5%. Max pain ranged from $42.00 to $42.00. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 0 of 7 days. Put/call ratio averaged 1.50.

Notable Days

  • 2021-06-23: Highest Volume — 20 contracts
  • 2021-06-28: Largest IV spike — 47.0% change
  • 2021-06-28: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.17$38.84$39.36$39.36$38.84
Max Pain$42.00$42.00$42.00$42.00$42.00
ATM IV29.6%26.4%40.1%26.4%29.9%
Expected Move8.5%7.6%11.5%7.6%8.6%
Term Structure-7.6%-12.0%-5.7%-5.7%-9.1%
VWIV11.9%10.4%13.4%10.4%13.4%
Skew 25d16.5%11.4%36.1%14.2%11.6%
Skew 10d30.3%17.0%45.2%31.3%31.9%
Call IV 25d20.2%14.0%26.6%18.9%26.6%
Put IV 25d36.7%32.9%50.1%33.1%38.2%
Bid-Ask Spread %128.82126.96137.08126.96127.16
Gamma HHI0.820.800.840.820.84
Net GEX-7.8K-8.2K-6.2K-7.9K-8.1K
Net DEX112.0K105.5K120.6K109.1K120.6K
Net VEX-355-372-329-372-329
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.501.501.501.501.50
Total Volume5.71402000
Total OI6060606060

Daily Data (7 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-22$39.36$42.0026.4%7.6%0.0%0.0%0.0%14.2%-5.7%-7.9K109.1K-3720.00126.96N/AN/A00753
2021-06-23$39.27$42.0026.7%7.7%0.0%0.0%10.4%12.2%-5.9%-8.0K111.4K-3611.50127.16N/AN/A812753
2021-06-24$39.33$42.0027.3%7.8%0.0%0.0%0.0%15.3%-6.2%-7.9K108.6K-3680.00128.06N/AN/A00753
2021-06-25$39.35$42.0027.3%7.8%0.0%0.0%0.0%14.8%-6.3%-8.1K108.5K-3650.00127.73N/AN/A00753
2021-06-28$39.18$42.0040.1%11.5%0.0%0.0%0.0%36.1%-12.0%-6.2K105.5K-3580.00137.08N/AN/A00753
2021-06-29$38.88$42.0029.4%8.4%0.0%0.0%13.4%11.4%-8.2%-8.2K119.9K-3321.50127.58N/AN/A812753
2021-06-30$38.84$42.0029.9%8.6%0.0%0.0%0.0%11.6%-9.1%-8.1K120.6K-3290.00127.16N/AN/A00753