DVYE Options History — February 2022

In February 2022, DVYE traded between $35.62 and $40.65. ATM implied volatility averaged 24.4%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 4.6% (HV 20d: 19.8%). Max pain ranged from $37.00 to $40.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 7.76.

Notable Days

2022-02-08: Highest Volume — 150 contracts
2022-02-22: Largest IV spike — 76.5% change
2022-02-28: Highest IV Rank — 45.9%
2022-02-28: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.01	$35.62	$40.65	$38.72	$35.62
Max Pain	$39.45	$37.00	$40.00	$37.00	$40.00
ATM IV	24.4%	16.4%	35.5%	26.9%	35.5%
Expected Move	6.8%	4.7%	10.2%	7.7%	10.2%
HV 20d	19.8%	17.7%	29.6%	19.2%	29.6%
HV 60d	17.1%	16.0%	21.9%	16.0%	21.9%
IV Rank	26.4%	12.4%	45.9%	30.7%	45.9%
IV Percentile	43.4%	17.5%	83.8%	56.1%	83.8%
Term Structure	-1.2%	-12.3%	12.2%	12.2%	-12.3%
VWIV	19.2%	12.8%	35.5%	20.7%	35.5%
Skew 25d	6.3%	0.5%	24.5%	24.5%	0.5%
Skew 10d	12.1%	-2.5%	40.0%	23.0%	15.5%
Call IV 25d	20.8%	8.8%	41.0%	8.8%	41.0%
Put IV 25d	27.1%	17.9%	41.5%	33.3%	41.5%
Bid-Ask Spread %	131.95	106.63	142.59	129.84	123.55
Gamma HHI	0.56	0.25	0.93	0.53	0.93
Net GEX	-10.3K	-26.9K	9.4K	-18.3K	-26.9K
Net DEX	56.9K	-44.8K	198.3K	153.4K	198.3K
Net VEX	-713	-1.4K	-79	-1.4K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.76	0.50	8.80	8.80	0.50
Total Volume	136.526	27	150	147	27
Total OI	399.368	313	432	419	325

Daily Data (19 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
2022-02-01	$38.72	$37.00	26.9%	7.7%	19.2%	30.7%	20.7%	24.5%	12.2%	-18.3K	153.4K	-1.4K	8.80	129.84	N/A	N/A	15	132	18	401
2022-02-02	$38.85	$37.00	27.3%	7.8%	19.3%	31.4%	12.8%	6.8%	10.9%	-20.0K	36.7K	-414	8.25	130.96	N/A	N/A	16	132	18	401
2022-02-03	$38.64	$0.00	25.8%	6.9%	18.7%	28.7%	0.0%	3.3%	-1.9%	-20.0K	92.5K	-994	8.25	141.91	N/A	N/A	16	132	22	401
2022-02-04	$38.76	$0.00	25.4%	5.9%	18.7%	28.2%	0.0%	3.1%	1.9%	-16.5K	14.0K	-134	8.25	140.59	N/A	N/A	16	132	22	401
2022-02-07	$39.08	$0.00	26.8%	5.4%	18.7%	30.6%	0.0%	2.4%	5.4%	-14.4K	87.9K	-1.0K	8.25	141.47	N/A	N/A	16	132	22	401
2022-02-08	$39.63	$0.00	25.3%	6.8%	19.2%	27.9%	0.0%	3.0%	-3.6%	2.3K	-17.8K	-79	7.33	141.77	N/A	N/A	18	132	22	401
2022-02-09	$40.17	$0.00	23.3%	6.7%	18.8%	24.5%	0.0%	3.5%	-4.6%	-3.4K	24.9K	-647	7.76	142.59	N/A	N/A	17	132	25	401
2022-02-10	$40.15	$0.00	23.4%	6.7%	18.6%	24.6%	0.0%	9.9%	-5.0%	-5.8K	6.0K	-577	7.76	140.41	N/A	N/A	17	132	28	401
2022-02-11	$39.59	$0.00	24.4%	7.0%	18.7%	26.3%	0.0%	2.3%	-7.9%	-1.9K	-23.1K	-135	7.76	139.17	N/A	N/A	17	132	30	401
2022-02-14	$39.38	$0.00	18.0%	5.2%	18.8%	15.2%	17.4%	3.6%	3.6%	-10.5K	66.3K	-980	7.76	136.97	N/A	N/A	17	132	30	401
2022-02-15	$40.09	$40.00	16.9%	4.8%	18.6%	13.2%	16.9%	3.1%	-3.5%	-1.2K	-12.0K	-409	8.25	134.34	N/A	N/A	16	132	31	401
2022-02-16	$40.65	$40.00	16.4%	4.7%	17.7%	12.4%	16.3%	2.9%	-4.6%	942	-44.8K	-193	8.25	130.19	N/A	N/A	16	132	31	401
2022-02-17	$40.03	$40.00	17.2%	4.9%	18.8%	13.8%	17.2%	3.9%	4.6%	-4.6K	20.5K	-722	8.25	133.90	N/A	N/A	16	132	31	401
2022-02-18	$39.96	$40.00	18.1%	5.2%	18.1%	15.3%	18.1%	4.5%	-1.6%	9.4K	-39.7K	-79	8.38	127.37	N/A	N/A	16	134	31	401
2022-02-22	$39.11	$40.00	31.9%	9.2%	17.9%	39.6%	16.4%	19.2%	-5.8%	-12.0K	104.8K	-1.0K	8.38	127.07	N/A	N/A	13	109	9	304
2022-02-23	$38.49	$40.00	26.7%	7.6%	18.8%	30.3%	16.8%	7.6%	-6.5%	-17.9K	76.9K	-813	8.38	115.13	N/A	N/A	13	109	19	306
2022-02-24	$36.90	$40.00	30.8%	8.8%	23.8%	37.5%	23.6%	6.8%	-6.3%	-16.9K	176.7K	-1.4K	8.38	123.21	N/A	N/A	13	109	19	306
2022-02-25	$37.43	$40.00	23.5%	6.7%	24.1%	24.9%	18.8%	8.7%	2.5%	-18.4K	159.5K	-1.2K	8.38	106.63	N/A	N/A	13	109	19	306
2022-02-28	$35.62	$40.00	35.5%	10.2%	29.6%	45.9%	35.5%	0.5%	-12.3%	-26.9K	198.3K	-1.3K	0.50	123.55	N/A	N/A	18	9	19	306