DVYE Options History — October 2021 In October 2021, DVYE traded between $38.83 and $40.10. ATM implied volatility averaged 26.2%. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 11.4% (HV 20d: 14.8%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 12.24.
Notable Days 2021-10-28 : Highest Volume — 64 contracts2021-10-04 : Largest IV spike — 106.8% change2021-10-04 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $39.59 $38.83 $40.10 $39.14 $38.83 Max Pain $39.90 $38.00 $40.00 $38.00 $40.00 ATM IV 26.2% 11.8% 53.3% 25.8% 28.5% Expected Move 7.0% 5.5% 9.4% 7.4% 8.2% HV 20d 14.8% 8.0% 19.6% 19.5% 9.2% HV 60d 14.3% 13.8% 15.0% 15.0% 14.2% Term Structure -3.8% -9.2% 5.1% 5.1% -4.3% VWIV 23.5% 19.3% 26.0% 19.3% 25.6% Skew 25d 7.6% -12.5% 18.7% 10.7% -12.5% Skew 10d 11.9% -0.3% 20.5% 17.9% 20.5% Call IV 25d 16.5% 7.3% 32.7% 10.4% 30.1% Put IV 25d 24.2% 12.3% 38.3% 21.1% 17.5% Bid-Ask Spread % 154.60 135.64 174.10 135.64 149.78 Gamma HHI 0.47 0.27 0.74 0.57 0.35 Net GEX -4.2K -7.6K 2.9K -6.6K -7.6K Net DEX 23.6K -137 42.8K 27.8K 42.8K Net VEX -170 -295 -33 -177 -295 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 12.24 4.25 25.50 25.50 4.33 Total Volume 24.333 0 64 0 64 Total OI 63.81 56 89 56 75
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-10-01 $39.14 $38.00 25.8% 7.4% 19.5% 0.0% 0.0% 10.7% 5.1% -6.6K 27.8K -177 0.00 135.64 N/A N/A 0 0 6 50 2021-10-04 $39.00 $40.00 53.3% 9.4% 19.4% 0.0% 0.0% 5.7% -5.9% -6.9K 31.1K -183 0.00 174.10 N/A N/A 0 0 6 50 2021-10-05 $39.26 $40.00 39.6% 6.9% 19.6% 0.0% 0.0% 8.4% -2.2% -4.2K 21.2K -79 0.00 161.17 N/A N/A 0 0 6 50 2021-10-06 $39.38 $40.00 39.6% 6.9% 19.5% 0.0% 0.0% 3.4% -3.2% -4.2K 17.9K -71 0.00 158.14 N/A N/A 0 0 6 50 2021-10-07 $39.44 $40.00 43.0% 7.1% 19.5% 0.0% 0.0% 18.7% -4.5% -5.1K 18.9K -128 0.00 161.87 N/A N/A 0 0 6 50 2021-10-08 $39.54 $40.00 11.8% 6.8% 19.5% 0.0% 0.0% 2.3% -2.7% -4.5K 14.1K -115 0.00 161.83 N/A N/A 0 1 6 50 2021-10-11 $39.62 $40.00 11.9% 6.8% 18.8% 0.0% 0.0% 9.6% -3.8% -3.0K 8.1K -86 0.00 160.46 N/A N/A 0 0 6 50 2021-10-12 $39.78 $40.00 12.6% 6.9% 18.8% 0.0% 0.0% 8.5% -5.9% -104 6.4K -104 0.00 161.56 N/A N/A 0 0 6 51 2021-10-13 $39.98 $40.00 24.1% 6.9% 18.9% 0.0% 19.3% 1.5% -5.1% 2.7K -137 -33 0.00 156.44 N/A N/A 0 33 6 51 2021-10-14 $39.93 $40.00 23.7% 6.8% 18.1% 0.0% 0.0% 2.6% -2.4% 2.9K 747 -42 0.00 157.21 N/A N/A 0 0 6 51 2021-10-15 $40.08 $40.00 20.7% 5.9% 17.1% 0.0% 0.0% 2.7% -9.2% 815 25.2K -222 0.00 156.34 N/A N/A 0 0 6 83 2021-10-18 $40.10 $40.00 24.0% 6.9% 13.5% 0.0% 0.0% 17.4% -0.1% -5.0K 29.6K -203 0.00 152.02 N/A N/A 0 1 2 62 2021-10-19 $40.10 $40.00 24.4% 7.0% 12.4% 0.0% 0.0% 16.7% -4.1% -5.3K 30.9K -221 0.00 154.59 N/A N/A 0 0 2 62 2021-10-20 $40.02 $40.00 24.0% 6.9% 11.5% 0.0% 24.3% 15.9% -3.8% -5.4K 29.1K -195 25.50 152.28 N/A N/A 2 51 2 63 2021-10-21 $39.46 $40.00 25.6% 7.3% 12.1% 0.0% 24.9% 8.1% -7.8% -6.6K 35.5K -223 25.50 148.63 N/A N/A 2 51 2 63 2021-10-22 $39.58 $40.00 24.6% 7.1% 8.0% 0.0% 24.8% 11.2% -6.9% -6.2K 35.4K -210 25.50 146.74 N/A N/A 2 51 2 63 2021-10-25 $39.95 $40.00 25.7% 7.4% 8.4% 0.0% 26.0% 17.5% -8.4% -5.3K 29.5K -191 4.25 149.53 N/A N/A 12 51 2 63 2021-10-26 $39.69 $40.00 19.8% 5.7% 8.8% 0.0% 21.8% 15.0% 3.6% -5.1K 25.7K -265 4.25 149.46 N/A N/A 12 51 12 63 2021-10-27 $39.35 $40.00 19.3% 5.5% 9.0% 0.0% 22.7% -1.0% -4.8% -6.1K 29.8K -266 4.25 150.75 N/A N/A 12 51 12 63 2021-10-28 $39.07 $40.00 28.4% 8.1% 9.1% 0.0% 22.1% -1.9% -3.9% -6.9K 35.3K -265 4.33 148.15 N/A N/A 12 52 12 63 2021-10-29 $38.83 $40.00 28.5% 8.2% 9.2% 0.0% 25.6% -12.5% -4.3% -7.6K 42.8K -295 4.33 149.78 N/A N/A 12 52 12 63
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