DVYE Options History — March 2022

In March 2022, DVYE traded between $30.65 and $33.38. ATM implied volatility averaged 36.3%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 0.2% (HV 20d: 36.5%). Max pain ranged from $32.00 to $37.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.08.

Notable Days

  • 2022-03-18: Highest Volume — 145 contracts
  • 2022-03-08: Largest IV drop — 45.5% change
  • 2022-03-07: Highest IV Rank — 89.8%
  • 2022-03-10: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.32$30.65$33.38$33.24$32.79
Max Pain$33.57$32.00$37.00$37.00$32.00
ATM IV36.3%21.7%60.6%45.3%28.5%
Expected Move9.7%4.3%18.4%13.0%8.1%
HV 20d36.5%24.8%41.3%37.0%24.8%
HV 60d27.4%25.8%28.4%25.8%28.4%
IV Rank47.2%21.7%89.8%63.0%33.5%
IV Percentile75.7%27.4%98.9%93.7%59.7%
Term Structure-9.2%-30.0%7.5%-2.8%-5.1%
VWIV32.5%18.8%53.0%49.6%20.3%
Skew 25d11.6%-6.4%24.8%-6.4%15.5%
Skew 10d17.7%-3.0%39.9%8.3%3.5%
Call IV 25d35.1%16.5%52.4%52.4%27.4%
Put IV 25d46.6%33.6%60.8%46.0%42.9%
Bid-Ask Spread %109.9281.12132.76110.52102.09
Gamma HHI0.870.810.940.900.83
Net GEX-37.4K-66.7K-23.6K-23.6K-41.3K
Net DEX445.2K342.1K606.9K375.0K342.1K
Net VEX-1.7K-1.9K-1.5K-1.8K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.454.800.880.82
Total Volume37.435161453020
Total OI351.087331364335351

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$33.24$37.0045.3%13.0%37.0%63.0%49.6%-6.4%-2.8%-23.6K375.0K-1.8K0.88110.52N/AN/A161424311
2022-03-02$33.38$37.0036.4%10.4%37.0%47.4%44.8%2.9%-2.0%-29.7K360.8K-1.8K0.64106.33N/AN/A221423316
2022-03-03$32.67$37.0031.7%9.1%37.1%39.2%43.5%9.0%0.7%-28.7K433.8K-1.9K1.12104.22N/AN/A171929317
2022-03-04$32.65$37.0045.0%12.9%37.2%62.4%36.5%2.8%-14.9%-34.8K442.4K-1.9K1.18109.36N/AN/A172029317
2022-03-07$31.91$37.0060.6%17.4%37.3%89.8%49.5%4.7%-13.3%-29.0K479.9K-1.8K1.29110.78N/AN/A172229321
2022-03-08$31.75$37.0033.0%11.7%36.7%41.5%43.9%12.7%-20.7%-29.0K501.8K-1.8K1.24102.86N/AN/A212629323
2022-03-09$32.57$34.0031.8%13.1%37.9%39.3%52.8%18.1%0.1%-31.7K454.2K-1.8K1.00107.51N/AN/A222233327
2022-03-10$32.27$34.0044.7%18.4%36.9%62.0%51.7%12.8%-15.5%-32.7K474.6K-1.8K1.00103.36N/AN/A222234327
2022-03-11$31.81$34.0038.6%17.7%36.7%51.4%53.0%6.6%-19.2%-34.9K497.7K-1.8K1.00121.43N/AN/A222234327
2022-03-14$30.95$32.0040.4%8.6%37.2%54.5%28.0%11.0%-4.1%-31.0K606.9K-1.6K0.96109.21N/AN/A232234327
2022-03-15$30.65$32.0041.6%10.8%37.1%56.6%31.0%16.4%-2.2%-28.4K602.0K-1.6K0.96106.79N/AN/A232235327
2022-03-16$31.88$32.0037.4%6.2%40.1%49.1%23.4%20.7%-18.4%-39.2K528.4K-1.7K0.96114.67N/AN/A232235327
2022-03-17$32.03$32.0028.2%6.6%39.4%33.1%23.9%4.8%-8.0%-36.7K515.9K-1.7K0.84104.27N/AN/A252135327
2022-03-18$32.38$32.0039.6%6.0%40.2%52.9%21.7%5.6%-13.5%-48.8K463.1K-1.7K4.80128.38N/AN/A2512037327
2022-03-21$32.12$32.0039.3%5.9%40.1%52.5%22.4%16.8%-20.6%-48.7K477.7K-1.7K0.60108.78N/AN/A15916315
2022-03-22$32.43$32.0036.1%5.7%40.5%46.9%20.3%13.2%-8.8%-43.5K450.6K-1.6K0.56106.22N/AN/A16925315
2022-03-23$32.88$32.0021.7%8.0%41.3%21.7%18.8%13.7%3.7%-66.7K365.2K-1.5K1.13116.32N/AN/A8926320
2022-03-24$32.60$32.0022.4%8.8%39.2%22.9%21.1%17.1%7.5%-39.9K415.9K-1.7K1.13105.09N/AN/A8927320
2022-03-25$32.71$32.0028.2%6.3%38.7%33.0%22.2%17.7%-9.1%-33.1K364.1K-1.6K0.82121.16N/AN/A11927320
2022-03-28$32.49$32.0037.5%5.6%35.2%49.2%26.3%13.8%-10.2%-35.7K372.4K-1.6K0.45114.91N/AN/A11530320
2022-03-29$32.41$32.0039.9%4.3%25.6%53.5%21.2%11.8%-30.0%-51.9K368.4K-1.6K0.73132.76N/AN/A11830321
2022-03-30$32.78$32.0026.9%8.1%26.0%30.7%20.7%24.8%-5.4%-40.5K345.9K-1.6K0.8281.12N/AN/A11930321
2022-03-31$32.79$32.0028.5%8.1%24.8%33.5%20.3%15.5%-5.1%-41.3K342.1K-1.5K0.82102.09N/AN/A11930321