DVYE Options History — September 2021

In September 2021, DVYE traded between $37.98 and $40.38. ATM implied volatility averaged 25.4%. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 10.1% (HV 20d: 15.3%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-09-03: Highest Volume — 20 contracts
  • 2021-09-21: Largest IV spike — 139.5% change
  • 2021-09-21: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.43$37.98$40.38$39.85$38.97
Max Pain$38.29$38.00$40.00$38.00$38.00
ATM IV25.4%12.2%50.4%18.7%46.0%
Expected Move7.2%3.7%14.5%5.4%13.2%
HV 20d15.3%11.8%20.2%12.4%19.4%
HV 60d13.1%11.6%15.3%12.1%15.3%
Term Structure0.3%-14.8%14.5%6.4%-14.8%
VWIV20.9%8.7%33.8%20.1%33.8%
Skew 25d8.1%-17.8%46.7%4.9%10.3%
Skew 10d17.5%-6.5%53.0%30.2%39.9%
Call IV 25d17.1%8.9%30.8%8.9%10.2%
Put IV 25d25.2%13.0%57.5%13.7%20.5%
Bid-Ask Spread %142.89130.24156.57130.24146.87
Gamma HHI0.520.250.890.250.63
Net GEX-4.0K-21.3K2.7K1.0K-6.8K
Net DEX12.3K-21.1K46.6K-6.6K31.5K
Net VEX-162-263-30-140-190
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.33302000
Total OI53.04837613756

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$39.85$38.0018.7%5.4%12.4%0.0%0.0%4.9%6.4%1.0K-6.6K-1400.00130.24N/AN/A00829
2021-09-02$39.86$40.0018.5%4.7%12.3%0.0%0.0%6.8%9.5%1.1K-7.5K-1390.00144.47N/AN/A00829
2021-09-03$40.07$40.0020.5%3.8%11.8%0.0%20.1%0.5%5.6%464-10.7K-1330.00140.95N/AN/A020829
2021-09-07$40.01$40.0012.2%3.7%11.9%0.0%0.0%1.6%-0.3%1.1K-16.4K-330.00137.68N/AN/A00829
2021-09-08$39.73$38.0017.6%5.0%12.3%0.0%0.0%1.6%6.9%-6.6K1.8K-1810.00139.73N/AN/A00849
2021-09-09$39.81$38.0017.8%5.1%12.2%0.0%0.0%2.7%4.3%-7.3K6.5K-1880.00140.18N/AN/A00849
2021-09-10$39.82$38.0017.4%5.0%12.1%0.0%0.0%2.0%7.2%-6.2K-1.9K-1700.00140.10N/AN/A00849
2021-09-13$40.38$38.0012.9%3.7%12.8%0.0%0.0%-2.1%9.3%1.0K-12.5K-1150.00140.41N/AN/A20849
2021-09-14$40.12$38.0013.2%3.8%13.1%0.0%0.0%0.9%8.2%1.1K-8.8K-1390.00140.03N/AN/A00849
2021-09-15$40.21$38.0013.5%3.9%12.4%0.0%8.7%7.5%-0.9%2.7K-21.1K-300.00133.94N/AN/A401049
2021-09-16$39.64$38.0019.1%5.5%13.6%0.0%0.0%3.0%4.3%-5.8K7.8K-1930.00141.88N/AN/A001049
2021-09-17$39.01$38.0026.4%7.6%14.3%0.0%0.0%4.1%-4.0%-2125.4K-2450.00141.74N/AN/A001249
2021-09-20$37.98$38.0021.1%6.0%17.6%0.0%33.8%24.3%12.9%-4.8K46.6K-1940.00137.79N/AN/A02649
2021-09-21$38.64$38.0050.4%14.5%18.0%0.0%0.0%46.7%-11.1%-4.4K43.4K-2630.00155.07N/AN/A00649
2021-09-22$39.20$38.0028.4%8.1%18.3%0.0%0.0%20.6%-4.6%-3.8K23.9K-1150.00140.20N/AN/A00650
2021-09-23$39.61$38.0019.0%5.5%18.2%0.0%0.0%17.0%14.5%-3.4K17.7K-1070.00140.12N/AN/A00650
2021-09-24$38.64$38.0029.2%8.4%20.2%0.0%0.0%-17.8%-9.6%-21.3K32.1K-1920.00141.85N/AN/A00650
2021-09-27$38.77$38.0042.1%12.1%19.6%0.0%0.0%10.8%-11.7%-7.4K36.4K-2120.00156.57N/AN/A00650
2021-09-28$38.94$38.0043.6%12.5%19.5%0.0%0.0%9.6%-12.6%-6.9K32.5K-2070.00154.87N/AN/A00650
2021-09-29$38.67$38.0046.2%13.2%19.5%0.0%0.0%14.9%-14.0%-7.5K38.7K-2100.00156.00N/AN/A00650
2021-09-30$38.97$38.0046.0%13.2%19.4%0.0%0.0%10.3%-14.8%-6.8K31.5K-1900.00146.87N/AN/A00650