DVYE Options History — December 2021

In December 2021, DVYE traded between $37.29 and $38.73. ATM implied volatility averaged 23.8%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 8.3% (HV 20d: 15.5%). Max pain ranged from $38.00 to $39.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 14.42.

Notable Days

  • 2021-12-08: Highest Volume — 337 contracts
  • 2021-12-08: Largest IV spike — 168.9% change
  • 2021-12-21: Highest IV Rank — 30.8%
  • 2021-12-01: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.07$37.29$38.73$37.34$38.64
Max Pain$38.48$38.00$39.00$38.00$38.00
ATM IV23.8%9.9%61.6%33.9%10.5%
Expected Move6.1%2.8%9.7%9.7%3.0%
HV 20d15.5%13.5%17.7%14.2%14.7%
HV 60d14.0%12.8%15.2%14.8%13.2%
IV Rank16.4%1.0%30.8%25.0%2.0%
IV Percentile26.1%2.3%55.9%32.5%3.7%
Term Structure-2.0%-24.9%12.7%-13.0%10.2%
VWIV16.6%12.0%22.1%12.0%14.1%
Skew 25d7.8%-2.6%23.4%13.4%9.3%
Skew 10d13.9%-2.2%45.5%31.7%14.2%
Call IV 25d18.2%7.5%28.8%21.0%9.4%
Put IV 25d26.0%16.0%44.0%34.4%18.7%
Bid-Ask Spread %133.40120.50143.93123.88125.24
Gamma HHI0.610.380.870.670.63
Net GEX-76.8K-445.2K-3.8K-6.9K-27.2K
Net DEX217.0K3.3K816.7K51.5K79.4K
Net VEX-866-2.0K-114-154-709
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.422.7027.085.008.80
Total Volume195.1823733760147
Total OI374.5916262762409

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$37.34$38.0033.9%9.7%14.2%0.0%12.0%13.4%-13.0%-6.9K51.5K-1545.00123.88N/AN/A10501052
2021-12-02$37.81$38.0014.9%4.3%14.3%0.0%14.0%19.7%9.4%-9.9K41.2K-1352.70128.31N/AN/A10271052
2021-12-03$37.93$38.0029.1%8.4%14.2%0.0%16.7%-2.6%-24.9%-3.8K40.4K-19722.70128.06N/AN/A102271054
2021-12-06$38.10$0.0011.7%7.3%14.3%0.0%22.1%1.5%0.4%-31.3K77.7K-50920.64139.42N/AN/A1122710253
2021-12-07$38.39$39.0012.3%7.0%14.4%0.0%14.0%0.0%-8.9%-12.9K22.6K-11420.64142.24N/AN/A1122711253
2021-12-08$38.58$39.0033.0%5.0%14.5%0.0%13.4%-0.2%9.4%-22.2K111.5K-99927.08143.43N/AN/A1232511253
2021-12-09$38.50$39.0029.5%7.0%14.3%0.0%13.9%-0.5%-2.3%-152.2K41.4K-15327.08143.93N/AN/A1232512352
2021-12-10$38.44$39.0024.9%4.4%13.5%0.0%14.3%0.7%6.5%-60.6K186.5K-35925.25140.06N/AN/A1230312352
2021-12-13$37.43$39.0061.6%7.4%16.0%0.0%16.7%-1.0%-13.7%-81.5K496.1K-1.2K17.17142.04N/AN/A1220612432
2021-12-14$37.40$39.0043.0%7.5%15.9%0.0%17.1%3.9%-14.6%-93.0K604.0K-2.0K17.17141.85N/AN/A1220612532
2021-12-15$37.46$39.0017.3%5.0%15.9%0.0%16.0%3.4%-4.0%-144.6K816.7K-2.0K20.17138.68N/AN/A1224212612
2021-12-16$37.96$39.0016.3%4.7%16.7%0.0%15.1%2.8%0.7%-395.6K623.6K-1.6K17.29140.80N/AN/A1424212612
2021-12-17$37.85$39.0026.4%7.6%16.6%0.0%15.9%2.5%-3.3%-445.2K763.0K-1.3K15.14143.64N/AN/A1421215612
2021-12-20$37.29$39.0023.6%6.8%17.4%25.0%17.9%4.9%-14.8%-26.0K181.0K-1.6K8.80120.50N/AN/A1513215391
2021-12-21$37.76$38.0026.9%7.7%17.7%30.8%20.8%12.0%-2.1%-24.6K191.0K-1.7K8.80126.01N/AN/A1513216391
2021-12-22$37.97$38.0025.9%7.4%17.5%29.0%15.9%23.4%-0.8%-46.1K103.3K-7598.80126.51N/AN/A1513216391
2021-12-23$38.27$38.0023.8%6.8%17.7%25.4%19.0%15.2%-0.5%-34.4K128.1K-1.2K8.80125.25N/AN/A1513216391
2021-12-27$38.73$38.0010.8%3.1%15.1%2.5%21.5%18.6%12.7%-12.4K3.3K-1548.80133.61N/AN/A1513217391
2021-12-28$38.64$38.0010.5%3.0%15.1%2.0%15.4%9.9%3.4%-20.2K66.1K-8208.80126.83N/AN/A1513218391
2021-12-29$38.50$38.0026.6%7.6%15.3%30.3%19.4%17.3%-5.6%-11.3K8.5K-1798.80127.41N/AN/A1513218391
2021-12-30$38.60$38.009.9%2.8%15.3%1.0%19.2%17.9%10.9%-27.8K137.5K-1.2K8.80127.18N/AN/A1513218391
2021-12-31$38.64$38.0010.5%3.0%14.7%2.0%14.1%9.3%10.2%-27.2K79.4K-7098.80125.24N/AN/A1513218391