DVYE Options History — July 2021

In July 2021, DVYE traded between $37.67 and $39.01. ATM implied volatility averaged 35.8%. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 23.6% (HV 20d: 12.2%). Max pain ranged from $40.00 to $42.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-07-22: Highest Volume — 34 contracts
  • 2021-07-22: Largest IV spike — 179.9% change
  • 2021-07-19: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.36$37.67$39.01$38.78$38.19
Max Pain$40.19$40.00$42.00$42.00$40.00
ATM IV35.8%9.4%66.4%30.1%29.5%
Expected Move8.1%2.7%12.7%8.6%8.4%
HV 20d12.2%10.0%13.7%10.7%13.7%
Term Structure-5.8%-9.7%2.9%-9.3%-6.8%
VWIV16.1%12.9%21.4%21.4%13.9%
Skew 25d10.7%1.7%31.1%9.9%18.6%
Skew 10d12.9%-5.0%35.6%32.4%26.9%
Call IV 25d22.5%9.9%38.3%26.7%13.3%
Put IV 25d33.2%20.1%53.1%36.7%31.9%
Bid-Ask Spread %155.61125.38177.24125.38149.76
Gamma HHI0.770.490.970.850.51
Net GEX-4.9K-11.9K3.9K-8.3K3.8K
Net DEX135.2K114.3K186.9K123.2K144.7K
Net VEX-253-333-91-325-213
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.762034020
Total OI67.33355896089

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$38.78$42.0030.1%8.6%0.0%0.0%0.0%9.9%-9.3%-8.3K123.2K-3250.00125.38N/AN/A00753
2021-07-02$39.01$42.0030.8%8.8%0.0%0.0%0.0%11.9%-9.7%-8.5K117.8K-3330.00126.65N/AN/A00753
2021-07-06$38.66$40.0035.9%6.3%0.0%0.0%0.0%1.8%-4.9%-8.3K126.0K-2970.00161.65N/AN/A00753
2021-07-07$38.69$40.0054.4%8.7%0.0%0.0%0.0%2.3%-7.6%-6.1K114.3K-3160.00177.24N/AN/A00753
2021-07-08$38.11$40.0058.4%9.2%0.0%0.0%0.0%2.6%-8.5%-5.7K122.6K-2900.00176.07N/AN/A00753
2021-07-09$38.65$40.0043.0%6.5%0.0%0.0%0.0%2.5%-5.6%-8.1K125.7K-2870.00163.89N/AN/A00753
2021-07-12$38.65$40.0055.3%6.6%0.0%0.0%0.0%2.5%-5.5%-8.4K126.9K-2770.00162.22N/AN/A00753
2021-07-13$38.49$40.0066.4%6.9%0.0%0.0%21.4%1.8%-6.4%-8.3K130.8K-2720.00155.85N/AN/A04753
2021-07-14$38.61$40.0023.3%6.7%10.7%0.0%0.0%1.9%-5.9%-8.2K127.3K-2690.00163.86N/AN/A00753
2021-07-15$38.51$40.0031.4%9.0%10.3%0.0%0.0%1.7%-3.9%-6.4K119.7K-2760.00176.91N/AN/A00753
2021-07-16$38.41$40.0024.6%7.0%10.0%0.0%0.0%1.7%-3.7%-9.0K136.3K-2480.00162.31N/AN/A00753
2021-07-19$37.67$40.0044.2%12.7%11.8%0.0%0.0%30.8%-8.2%-6.2K134.2K-2370.00156.55N/AN/A00253
2021-07-20$37.94$40.0034.9%10.0%12.0%0.0%0.0%13.8%-5.6%-7.3K137.0K-2350.00167.32N/AN/A00253
2021-07-21$38.18$40.009.4%2.7%12.1%0.0%0.0%10.2%2.9%-7.5K186.9K-910.00129.96N/AN/A00253
2021-07-22$38.43$40.0026.4%7.6%12.4%0.0%12.9%12.8%-4.1%-11.9K170.0K-1530.00150.70N/AN/A340253
2021-07-23$38.06$40.0026.2%7.5%12.7%0.0%0.0%15.8%-4.2%3.9K149.8K-2230.00154.25N/AN/A003653
2021-07-26$38.07$40.0028.0%8.0%12.7%0.0%0.0%16.7%-4.6%2.8K144.1K-2300.00149.14N/AN/A003653
2021-07-27$37.83$40.0029.9%8.6%12.8%0.0%0.0%15.8%-6.1%982139.7K-2360.00146.90N/AN/A003653
2021-07-28$38.27$40.0029.1%8.3%13.4%0.0%0.0%19.2%-5.8%3.1K138.2K-2410.00147.67N/AN/A003653
2021-07-29$38.44$40.0040.0%11.5%13.5%0.0%0.0%31.1%-8.9%1.6K123.9K-2560.00163.62N/AN/A003653
2021-07-30$38.19$40.0029.5%8.4%13.7%0.0%13.9%18.6%-6.8%3.8K144.7K-2130.00149.76N/AN/A2003653