DVYE Options History — August 2021

In August 2021, DVYE traded between $37.46 and $39.52. ATM implied volatility averaged 23.5%. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 11.8% (HV 20d: 11.7%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-08-20: Highest Volume — 26 contracts
  • 2021-08-06: Largest IV spike — 209.3% change
  • 2021-08-09: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.43$37.46$39.52$38.44$39.52
Max Pain$38.67$38.00$40.00$40.00$38.00
ATM IV23.5%10.7%51.0%32.0%19.1%
Expected Move6.3%3.2%9.4%9.2%5.5%
HV 20d11.7%9.6%13.8%13.7%12.2%
HV 60d12.0%11.8%12.1%11.8%12.0%
Term Structure1.1%-9.1%25.7%-8.6%4.0%
VWIV21.6%14.4%28.8%28.8%14.4%
Skew 25d13.1%1.7%42.0%21.1%11.8%
Skew 10d14.3%2.0%41.5%27.8%28.0%
Call IV 25d18.3%8.6%38.2%11.9%11.0%
Put IV 25d31.4%22.0%52.1%33.1%22.8%
Bid-Ask Spread %135.84123.67148.77148.77131.21
Gamma HHI0.500.360.650.510.38
Net GEX4.5K-1.4K22.5K4.3K-480
Net DEX69.4K-3.6K194.3K135.8K3.0K
Net VEX-180-304-26-213-125
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.59102600
Total OI82.36451098933

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$38.44$40.0032.0%9.2%13.7%0.0%0.0%21.1%-8.6%4.3K135.8K-2130.00148.77N/AN/A003653
2021-08-03$38.74$39.0011.1%3.2%13.7%0.0%0.0%21.9%11.1%18.2K94.1K-2900.00145.95N/AN/A005653
2021-08-04$38.59$39.0011.7%3.3%13.8%0.0%0.0%22.3%9.9%16.6K105.8K-2680.00147.60N/AN/A005653
2021-08-05$38.52$0.0010.7%6.5%12.6%0.0%0.0%2.4%-4.8%22.5K125.0K-2230.00135.26N/AN/A035653
2021-08-06$38.23$0.0033.1%6.7%11.8%0.0%0.0%3.7%-4.7%3.2K73.3K-3040.00135.22N/AN/A005653
2021-08-09$38.32$0.0051.0%9.4%11.9%0.0%0.0%1.7%-9.1%4.0K75.1K-2670.00145.64N/AN/A005653
2021-08-10$38.30$0.0038.1%6.9%11.8%0.0%0.0%2.1%-2.9%5.8K90.9K-2430.00123.67N/AN/A005653
2021-08-11$38.59$0.0023.3%6.7%12.1%0.0%0.0%2.1%-5.7%3.4K57.0K-2650.00136.32N/AN/A005653
2021-08-12$38.49$0.0024.7%7.1%12.1%0.0%0.0%1.7%-5.9%5.4K75.5K-2360.00135.93N/AN/A005653
2021-08-13$38.45$0.0024.5%7.0%12.0%0.0%0.0%5.9%-6.4%3.7K66.5K-2280.00136.15N/AN/A005653
2021-08-16$38.42$0.0025.1%7.2%9.6%0.0%0.0%7.4%-6.2%4.0K70.9K-1810.00135.01N/AN/A005653
2021-08-17$38.06$0.0025.7%7.4%10.0%0.0%0.0%10.4%-6.7%4.1K89.7K-1460.00134.20N/AN/A005653
2021-08-18$37.93$0.0026.2%7.5%9.8%0.0%0.0%12.1%-8.3%4.1K96.6K-1210.00134.65N/AN/A005653
2021-08-19$37.49$0.0028.6%8.2%10.2%0.0%0.0%16.8%1.4%3.7K112.6K-890.00135.31N/AN/A005653
2021-08-20$37.46$0.0014.7%4.2%9.7%0.0%0.0%4.0%-2.8%-249194.3K-260.00129.25N/AN/A0265653
2021-08-23$37.97$0.0018.6%5.3%11.0%0.0%0.0%20.3%13.0%-1865.0K-320.00133.87N/AN/A0023
2021-08-24$38.35$0.0030.6%8.8%11.3%0.0%0.0%42.0%25.7%-1.4K19.9K-1860.00141.73N/AN/A00229
2021-08-25$38.82$0.0017.9%5.1%11.3%0.0%28.8%20.9%13.1%-1.1K14.4K-1630.00131.73N/AN/A20229
2021-08-26$38.51$0.0018.2%5.2%11.7%0.0%0.0%19.9%12.3%-1.2K17.5K-1760.00133.27N/AN/A00229
2021-08-27$39.05$38.0019.2%5.5%12.4%0.0%0.0%20.3%0.3%-6066.5K-1480.00127.36N/AN/A00429
2021-08-30$39.23$38.0011.9%3.4%12.3%0.0%14.4%16.6%6.6%435-3.6K-390.00130.37N/AN/A40429
2021-08-31$39.52$38.0019.1%5.5%12.2%0.0%0.0%11.8%4.0%-4803.0K-1250.00131.21N/AN/A00429