DVYE Options History — January 2022

In January 2022, DVYE traded between $37.67 and $39.50. ATM implied volatility averaged 26.2%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 10.2% (HV 20d: 16.0%). Max pain ranged from $37.00 to $38.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 8.25.

Notable Days

  • 2022-01-05: Highest Volume — 148 contracts
  • 2022-01-12: Largest IV spike — 229.8% change
  • 2022-01-26: Highest IV Rank — 76.1%
  • 2022-01-26: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.58$37.67$39.50$38.79$38.62
Max Pain$37.15$37.00$38.00$38.00$37.00
ATM IV26.2%9.6%52.8%10.0%23.8%
Expected Move7.8%2.7%15.1%2.9%6.8%
HV 20d16.0%13.3%19.3%14.7%19.3%
HV 60d14.6%13.2%16.1%13.2%16.1%
IV Rank29.5%0.4%76.1%1.1%25.4%
IV Percentile50.6%1.5%96.0%3.0%35.1%
Term Structure-4.5%-30.8%11.8%10.8%6.7%
VWIV23.6%15.7%31.7%19.7%19.2%
Skew 25d6.7%-15.7%18.9%18.9%15.6%
Skew 10d10.6%-10.2%44.8%27.3%16.7%
Call IV 25d17.6%8.9%42.8%8.9%10.7%
Put IV 25d24.3%16.7%33.0%27.8%26.2%
Bid-Ask Spread %129.31119.32141.57127.10123.53
Gamma HHI0.490.260.650.650.52
Net GEX-17.5K-32.3K-1.4K-28.1K-20.9K
Net DEX116.9K-5.3K235.5K79.3K124.2K
Net VEX-1.2K-1.8K-129-763-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.257.068.878.808.80
Total Volume139.65128148147147
Total OI413.1409419409419

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$38.79$38.0010.0%2.9%14.7%1.1%19.7%18.9%10.8%-28.1K79.3K-7638.80127.10N/AN/A1513218391
2022-01-04$38.75$38.009.6%2.7%14.7%0.4%19.8%18.9%11.8%-14.4K117.3K-1.4K8.80127.78N/AN/A1513219391
2022-01-05$38.21$38.0027.4%7.8%15.4%31.5%23.6%9.6%-15.6%-14.3K110.5K-1.3K8.87119.32N/AN/A1513319391
2022-01-06$38.34$37.0031.9%6.8%15.3%39.5%18.0%6.0%-3.9%-17.1K124.5K-1.4K8.87130.93N/AN/A1513319392
2022-01-07$38.66$37.0010.7%6.4%15.6%2.3%18.4%6.3%-4.5%-17.4K112.0K-1.3K8.87130.45N/AN/A1513319392
2022-01-10$38.51$37.0022.9%6.9%15.6%23.7%27.3%6.1%-3.3%-15.5K144.7K-1.6K7.53131.65N/AN/A1511319392
2022-01-11$39.19$37.009.9%6.5%13.3%0.9%27.3%4.8%-2.9%-16.6K24.2K-4757.53129.89N/AN/A1511319392
2022-01-12$39.50$37.0032.6%9.3%13.4%40.7%27.6%-15.7%-6.6%-15.7K80.1K-1.0K7.53141.57N/AN/A1511319392
2022-01-13$38.99$37.0023.8%6.8%14.5%25.3%28.5%3.0%-3.1%-11.5K88.3K-1.1K7.53131.42N/AN/A1511319392
2022-01-14$38.91$37.0024.9%7.1%14.0%27.3%29.2%4.0%-3.9%-15.9K83.0K-1.0K7.53130.92N/AN/A1511319392
2022-01-18$38.27$37.0027.3%7.8%15.3%31.4%31.7%7.6%-7.1%-16.3K148.2K-1.5K7.53131.03N/AN/A1511319392
2022-01-19$39.11$37.0015.1%4.3%15.9%10.0%23.1%2.9%-1.4%-1.4K-5.3K-1297.53130.03N/AN/A1511319392
2022-01-20$39.17$37.0027.5%7.9%15.4%31.8%28.9%2.7%-3.9%-9.4K76.8K-1.1K7.06127.86N/AN/A1611319392
2022-01-21$38.70$37.0032.6%9.3%16.1%40.7%26.3%9.7%-4.3%-12.9K125.0K-1.3K8.25132.03N/AN/A1613219392
2022-01-24$37.83$37.0030.9%8.9%17.9%37.8%22.7%16.3%-6.2%-22.4K171.0K-1.5K8.80120.15N/AN/A1513216401
2022-01-25$38.14$37.0041.8%12.0%17.6%56.8%22.5%10.0%-8.5%-25.0K166.9K-1.4K8.80130.63N/AN/A1513218401
2022-01-26$37.67$37.0052.8%15.1%18.1%76.1%15.7%-12.6%-30.8%-32.3K235.5K-1.8K8.80135.72N/AN/A1513218401
2022-01-27$38.07$37.0031.5%9.0%18.6%38.9%22.4%11.9%-5.9%-19.9K148.6K-1.4K8.80123.81N/AN/A1513218401
2022-01-28$38.07$37.0037.1%10.6%18.5%48.7%20.0%8.8%-8.2%-23.1K183.1K-1.6K8.80130.28N/AN/A1513218401
2022-01-31$38.62$37.0023.8%6.8%19.3%25.4%19.2%15.6%6.7%-20.9K124.2K-1.2K8.80123.53N/AN/A1513218401