DVYE Options History — November 2021 In November 2021, DVYE traded between $36.97 and $39.30. ATM implied volatility averaged 27.3%. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 15.7% (HV 20d: 11.6%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 4.50.
Notable Days 2021-11-01 : Highest Volume — 64 contracts2021-11-26 : Largest IV spike — 296.5% change2021-11-26 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $38.40 $36.97 $39.30 $39.03 $37.27 Max Pain $38.29 $38.00 $40.00 $40.00 $38.00 ATM IV 27.3% 9.3% 37.3% 30.3% 34.5% Expected Move 7.2% 2.7% 10.6% 8.7% 9.9% HV 20d 11.6% 9.3% 14.5% 9.3% 14.3% HV 60d 14.4% 13.9% 14.8% 14.1% 14.7% Term Structure -4.4% -12.4% 18.9% -5.7% -12.1% VWIV 22.6% 11.5% 28.9% 28.9% 12.6% Skew 25d 0.2% -13.9% 10.3% 6.9% 10.1% Skew 10d 7.9% -5.0% 30.5% 26.0% 16.3% Call IV 25d 28.2% 20.4% 43.1% 20.4% 25.7% Put IV 25d 28.4% 18.2% 40.6% 27.3% 35.9% Bid-Ask Spread % 139.58 126.70 153.19 153.19 126.70 Gamma HHI 0.49 0.36 0.94 0.36 0.58 Net GEX -9.0K -51.0K -3.6K -5.8K -4.9K Net DEX 43.4K 33.7K 58.2K 39.2K 50.6K Net VEX -201 -264 -118 -264 -171 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.50 4.33 5.00 4.33 5.00 Total Volume 62.667 58 64 64 60 Total OI 70.81 58 75 75 62
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 2021-11-01 $39.03 $40.00 30.3% 8.7% 9.3% 0.0% 28.9% 6.9% -5.7% -5.8K 39.2K -264 4.33 153.19 N/A N/A 12 52 12 63 2021-11-02 $38.69 $40.00 30.9% 8.9% 9.5% 0.0% 26.7% -13.9% -5.5% -8.8K 44.3K -237 4.33 150.30 N/A N/A 12 52 12 63 2021-11-03 $39.14 $40.00 30.2% 8.7% 10.4% 0.0% 28.9% -9.5% -5.5% -7.1K 34.1K -233 4.33 147.52 N/A N/A 12 52 12 63 2021-11-04 $38.80 $38.00 32.1% 6.6% 10.7% 0.0% 21.7% -0.7% -5.4% -7.4K 41.8K -248 4.33 141.66 N/A N/A 12 52 12 63 2021-11-05 $38.79 $38.00 32.8% 6.6% 10.7% 0.0% 22.4% -0.7% -5.2% -8.1K 40.2K -240 4.33 141.85 N/A N/A 12 52 12 63 2021-11-08 $39.03 $38.00 35.6% 6.7% 10.9% 0.0% 23.3% -0.9% -5.2% -5.5K 40.4K -238 4.33 141.67 N/A N/A 12 52 12 63 2021-11-09 $39.08 $38.00 37.3% 6.8% 10.8% 0.0% 23.4% -1.3% -6.2% -5.3K 39.1K -238 4.33 140.57 N/A N/A 12 52 12 63 2021-11-10 $38.81 $38.00 23.4% 6.7% 10.8% 0.0% 22.4% -1.6% -7.1% -5.6K 43.4K -244 4.33 138.52 N/A N/A 12 52 12 63 2021-11-11 $39.30 $38.00 24.3% 7.0% 11.9% 0.0% 25.0% -0.9% -6.6% -5.3K 34.6K -230 4.33 141.21 N/A N/A 12 52 12 63 2021-11-12 $38.90 $38.00 24.6% 7.1% 12.2% 0.0% 23.5% -1.3% -7.2% -5.6K 42.2K -230 4.33 141.85 N/A N/A 12 52 12 63 2021-11-15 $38.67 $38.00 25.4% 7.3% 12.3% 0.0% 23.9% -0.6% -8.2% -6.2K 46.5K -215 4.33 140.40 N/A N/A 12 52 12 63 2021-11-16 $38.49 $38.00 26.6% 7.6% 12.3% 0.0% 23.9% -1.6% -7.5% -7.4K 50.6K -197 4.33 140.92 N/A N/A 12 52 12 63 2021-11-17 $38.41 $38.00 26.7% 7.7% 12.3% 0.0% 23.8% -0.2% -6.2% -12.3K 47.3K -133 4.33 140.78 N/A N/A 12 52 12 63 2021-11-18 $38.16 $38.00 26.6% 7.6% 11.6% 0.0% 24.5% 5.3% -6.6% -10.5K 58.2K -183 4.33 140.68 N/A N/A 12 52 12 63 2021-11-19 $38.00 $38.00 26.8% 7.7% 11.5% 0.0% 24.0% -1.3% -6.6% -51.0K 56.6K -118 4.33 138.87 N/A N/A 12 52 12 63 2021-11-22 $37.66 $38.00 13.8% 4.0% 10.9% 0.0% 0.0% 4.0% 9.9% -9.0K 33.7K -136 5.00 128.60 N/A N/A 10 50 10 48 2021-11-23 $38.00 $38.00 9.6% 2.8% 11.6% 0.0% 0.0% -0.8% 10.8% -5.1K 36.0K -175 4.80 128.73 N/A N/A 10 48 10 50 2021-11-24 $37.95 $38.00 9.3% 2.7% 11.3% 0.0% 0.0% -2.5% 18.9% -8.4K 34.1K -139 4.80 143.32 N/A N/A 10 48 10 50 2021-11-26 $36.97 $38.00 37.1% 10.6% 14.2% 0.0% 16.2% 5.8% -12.0% -3.6K 47.2K -173 5.00 133.93 N/A N/A 10 50 10 50 2021-11-29 $37.22 $38.00 35.1% 10.1% 14.5% 0.0% 11.5% 10.3% -12.4% -5.0K 51.3K -170 5.00 129.92 N/A N/A 10 50 10 52 2021-11-30 $37.27 $38.00 34.5% 9.9% 14.3% 0.0% 12.6% 10.1% -12.1% -4.9K 50.6K -171 5.00 126.70 N/A N/A 10 50 10 52
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