DVYE Options History — May 2022

In May 2022, DVYE traded between $28.56 and $30.95. ATM implied volatility averaged 39.3%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 15.5% (HV 20d: 23.8%). Max pain ranged from $31.00 to $32.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.05.

Notable Days

  • 2022-05-11: Highest Volume — 46 contracts
  • 2022-05-09: Largest IV spike — 104.4% change
  • 2022-05-09: Highest IV Rank — 96.1%
  • 2022-05-25: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.80$28.56$30.95$30.03$30.48
Max Pain$31.76$31.00$32.00$32.00$31.00
ATM IV39.3%26.7%77.9%43.3%35.4%
Expected Move10.1%7.7%13.0%12.4%10.1%
HV 20d23.8%19.6%26.8%19.6%23.9%
HV 60d28.2%23.3%30.1%28.8%23.4%
IV Rank42.0%24.3%96.1%47.6%36.5%
IV Percentile75.2%45.5%99.5%90.3%73.4%
Term Structure-6.3%-18.4%3.5%-10.7%-6.2%
VWIV32.2%15.3%55.3%41.6%32.7%
Skew 25d12.3%-6.4%34.6%34.6%13.3%
Skew 10d15.8%-14.3%56.1%3.6%-14.3%
Call IV 25d30.3%15.6%44.7%15.6%29.8%
Put IV 25d42.6%27.1%53.2%50.1%43.1%
Bid-Ask Spread %101.0478.59132.92116.7999.35
Gamma HHI0.680.280.890.860.31
Net GEX-19.2K-46.8K1.3K-33.6K863
Net DEX567.0K6.0K943.7K706.2K6.1K
Net VEX-443-884-171-826-212
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.861.110.901.11
Total Volume42.38136464038
Total OI273.0483436735846

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$30.03$32.0043.3%12.4%19.6%47.6%41.6%34.6%-10.7%-33.6K706.2K-8260.90116.79N/AN/A211930328
2022-05-03$30.55$32.0029.4%8.4%19.7%28.2%32.3%22.3%-6.1%-44.0K747.9K-7680.9091.32N/AN/A211931329
2022-05-04$30.95$32.0033.3%9.5%20.3%33.5%36.4%19.6%-6.0%-46.8K677.6K-8840.90100.89N/AN/A211931329
2022-05-05$29.99$32.0058.9%12.3%22.5%69.5%20.7%12.0%-10.2%-31.4K690.6K-8240.86132.79N/AN/A221932329
2022-05-06$29.70$32.0038.1%9.2%22.5%40.3%15.3%20.5%-3.3%-32.2K777.3K-6381.05115.72N/AN/A222334329
2022-05-09$28.94$32.0077.9%10.4%23.0%96.1%15.5%12.1%-5.2%-22.8K679.6K-7531.0584.03N/AN/A222334333
2022-05-10$28.86$32.0058.3%10.7%22.6%68.6%27.0%15.1%-5.7%-23.9K779.0K-5661.05115.84N/AN/A222334333
2022-05-11$28.75$32.0036.7%10.5%22.6%38.4%31.5%-6.4%-8.2%-18.8K828.6K-4521.0994.20N/AN/A222434333
2022-05-12$28.56$32.0043.7%12.5%22.2%48.2%27.1%26.5%-10.3%-19.9K768.0K-5261.09132.92N/AN/A222434333
2022-05-13$29.22$32.0030.6%8.8%24.4%29.8%22.1%8.9%0.1%-25.8K827.6K-4271.09115.14N/AN/A222434333
2022-05-16$29.44$32.0033.3%9.6%24.8%33.6%33.2%12.6%-2.8%-32.6K752.6K-4581.0980.09N/AN/A222434333
2022-05-17$29.94$32.0028.9%8.3%26.0%27.4%55.3%-4.0%-3.4%-22.4K906.9K-2551.0993.47N/AN/A222434333
2022-05-18$29.26$32.0027.0%7.7%26.8%24.7%34.3%-4.5%-2.8%-19.1K886.9K-2411.0997.84N/AN/A222434333
2022-05-19$29.80$32.0030.8%8.8%26.7%30.1%29.6%24.9%-3.1%-26.1K878.5K-2591.0999.87N/AN/A222434333
2022-05-20$29.94$32.0026.9%7.7%26.6%24.6%35.2%-4.9%3.5%-6.0K943.7K-1741.0996.69N/AN/A222434333
2022-05-23$30.37$32.0038.5%11.0%26.3%40.9%31.7%6.7%-14.2%-70416.0K-1711.0090.05N/AN/A18181519
2022-05-24$30.24$31.0026.7%7.7%25.3%24.3%29.0%-1.8%-4.1%1.3K11.7K-2061.1178.59N/AN/A18202519
2022-05-25$30.17$31.0045.4%13.0%24.9%50.6%49.4%5.4%-6.6%6866.0K-2391.11103.45N/AN/A18202521
2022-05-26$30.23$31.0044.3%12.7%24.7%49.0%39.4%22.1%-8.2%2397.5K-2091.1196.56N/AN/A18202521
2022-05-27$30.28$31.0037.7%10.8%24.7%39.8%37.7%23.6%-18.4%4618.9K-2081.1186.21N/AN/A18202521
2022-05-31$30.48$31.0035.4%10.1%23.9%36.5%32.7%13.3%-6.2%8636.1K-2121.1199.35N/AN/A18202521