DVYE Options History — April 2022

In April 2022, DVYE traded between $29.86 and $34.06. ATM implied volatility averaged 34.5%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 13.5% (HV 20d: 21.0%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 2.54.

Notable Days

  • 2022-04-06: Highest Volume — 121 contracts
  • 2022-04-04: Largest IV spike — 112.9% change
  • 2022-04-12: Highest IV Rank — 100.0%
  • 2022-04-27: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.16$29.86$34.06$33.49$30.59
Max Pain$32.35$32.00$33.00$32.00$32.00
ATM IV34.5%15.0%80.6%20.8%38.2%
Expected Move8.0%4.3%13.3%5.0%11.0%
HV 20d21.0%16.9%25.9%25.9%21.1%
HV 60d28.6%28.0%29.0%28.7%28.6%
IV Rank38.3%8.0%100.0%20.2%40.5%
IV Percentile63.7%13.0%100.0%25.9%82.9%
Term Structure-2.5%-13.9%17.4%-7.6%-8.7%
VWIV23.7%17.7%32.4%24.0%32.4%
Skew 25d8.6%-5.3%34.4%-5.3%16.8%
Skew 10d16.9%-9.5%37.3%-9.5%37.3%
Call IV 25d23.4%11.9%39.7%29.1%39.7%
Put IV 25d31.9%16.3%56.5%23.9%56.5%
Bid-Ask Spread %113.5785.59144.26112.7597.48
Gamma HHI0.780.470.980.720.88
Net GEX-54.9K-82.0K-27.1K-31.3K-34.9K
Net DEX499.1K197.3K748.5K286.1K632.5K
Net VEX-1.2K-1.5K-879-1.4K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.540.7310.000.731.15
Total Volume43.601211943
Total OI382.8344452351358

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$33.49$32.0020.8%5.0%25.9%20.2%24.0%-5.3%-7.6%-31.3K286.1K-1.4K0.73112.75N/AN/A11830321
2022-04-04$34.06$32.0044.4%7.5%24.8%61.4%25.5%13.8%4.9%-27.1K197.3K-1.3K0.73128.86N/AN/A11830324
2022-04-05$33.54$32.0025.9%6.7%25.5%29.0%20.9%3.0%-4.7%-36.8K280.1K-1.4K1.09121.10N/AN/A111230324
2022-04-06$33.44$32.0029.1%7.4%24.1%34.6%26.2%10.5%-0.9%-30.6K236.7K-1.3K10.00121.91N/AN/A1111030321
2022-04-07$33.12$32.0041.7%10.0%24.1%56.7%22.0%-3.3%-13.9%-80.3K401.7K-1.5K10.00141.97N/AN/A1111030421
2022-04-08$33.42$32.0032.1%5.3%23.5%39.8%22.0%5.9%-0.2%-74.5K346.5K-1.4K10.00132.63N/AN/A1111030421
2022-04-11$32.78$32.0048.1%7.9%22.3%67.9%24.1%4.9%1.7%-68.3K500.9K-1.4K1.0085.59N/AN/A111130421
2022-04-12$32.48$32.0080.6%4.6%22.3%100.0%22.2%-0.5%17.4%-57.5K576.4K-1.5K1.00122.40N/AN/A111130422
2022-04-13$32.62$32.0025.1%7.2%17.7%22.1%18.8%9.9%-8.2%-82.0K538.3K-1.4K1.09144.26N/AN/A111230422
2022-04-14$32.67$33.0023.1%6.6%17.6%19.3%17.7%-3.7%10.8%-58.5K742.4K-1.3K1.09126.40N/AN/A111230422
2022-04-18$32.67$33.0036.2%10.4%17.2%37.7%28.3%3.9%-13.7%-75.4K398.0K-1.2K1.31118.08N/AN/A162118326
2022-04-19$32.41$33.0015.0%4.3%17.2%8.0%26.1%9.3%15.5%-72.0K382.3K-1.3K1.31108.83N/AN/A162126326
2022-04-20$32.30$33.0016.7%4.8%16.9%10.3%27.3%-0.6%0.1%-80.7K405.0K-1.3K1.3195.69N/AN/A162126326
2022-04-21$31.45$33.0019.8%5.7%18.5%14.6%20.8%-3.3%-2.8%-71.1K577.1K-1.2K1.4497.82N/AN/A162326326
2022-04-22$31.06$33.0035.0%10.0%18.7%36.0%17.8%23.9%-12.0%-67.7K706.4K-1.1K1.44105.95N/AN/A162326328
2022-04-25$30.46$33.0037.5%10.8%19.5%39.5%20.3%3.4%-7.0%-46.1K748.5K-8791.3596.92N/AN/A172326328
2022-04-26$29.86$32.0038.1%10.9%20.4%40.3%31.0%27.6%-7.0%-30.3K694.8K-9771.15103.73N/AN/A202327328
2022-04-27$30.27$32.0046.4%13.3%21.3%52.0%0.0%34.4%-10.4%-32.4K649.4K-1.0K0.00117.75N/AN/A0030328
2022-04-28$30.50$32.0035.3%10.1%21.0%36.4%24.0%20.5%-2.9%-39.7K682.5K-9591.1591.20N/AN/A202330328
2022-04-29$30.59$32.0038.2%11.0%21.1%40.5%32.4%16.8%-8.7%-34.9K632.5K-1.0K1.1597.48N/AN/A202330328