DVYE Options History — June 2022

In June 2022, DVYE traded between $26.46 and $30.75. ATM implied volatility averaged 42.4%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 18.6% (HV 20d: 23.8%). Max pain ranged from $28.00 to $33.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.21.

Notable Days

2022-06-16: Highest Volume — 54 contracts
2022-06-03: Largest IV spike — 89.9% change
2022-06-16: Highest IV Rank — 79.9%
2022-06-16: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.99	$26.46	$30.75	$30.48	$26.67
Max Pain	$29.38	$28.00	$33.00	$31.00	$28.00
ATM IV	42.4%	25.3%	66.3%	26.9%	41.5%
Expected Move	11.2%	7.3%	19.0%	7.7%	11.9%
HV 20d	23.8%	17.4%	26.4%	23.1%	25.6%
HV 60d	23.1%	21.4%	24.0%	23.0%	23.0%
IV Rank	46.4%	22.4%	79.9%	24.7%	45.1%
IV Percentile	78.0%	35.8%	98.8%	48.3%	82.9%
Term Structure	-7.8%	-37.6%	9.6%	9.6%	-12.9%
VWIV	34.2%	25.0%	48.6%	30.1%	34.1%
Skew 25d	11.7%	-4.9%	37.0%	12.5%	13.5%
Skew 10d	22.1%	-9.2%	41.1%	15.0%	28.6%
Call IV 25d	35.1%	15.5%	80.6%	28.3%	27.7%
Put IV 25d	46.9%	31.2%	87.8%	40.8%	41.3%
Bid-Ask Spread %	113.72	80.83	127.90	98.96	106.48
Gamma HHI	0.41	0.21	0.70	0.32	0.57
Net GEX	484	-949	1.9K	530	1.2K
Net DEX	22.7K	4.1K	39.2K	9.4K	25.6K
Net VEX	-170	-218	-139	-175	-163
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.21	0.54	2.14	1.11	2.14
Total Volume	30.095	21	54	38	22
Total OI	49.429	44	66	46	54

Daily Data (21 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
2022-06-01	$30.48	$31.00	26.9%	7.7%	23.1%	24.7%	30.1%	12.5%	9.6%	530	9.4K	-175	1.11	98.96	N/A	N/A	18	20	25	21
2022-06-02	$30.75	$0.00	29.2%	8.1%	22.8%	27.9%	0.0%	5.4%	0.3%	609	4.1K	-167	1.11	113.53	N/A	N/A	18	20	25	21
2022-06-03	$30.50	$0.00	55.5%	8.8%	19.9%	64.7%	0.0%	2.4%	-10.2%	983	6.4K	-213	0.61	112.76	N/A	N/A	18	11	25	21
2022-06-06	$30.16	$0.00	65.0%	11.8%	20.0%	78.1%	0.0%	-3.6%	-2.4%	542	6.2K	-218	0.61	126.36	N/A	N/A	18	11	25	22
2022-06-07	$30.10	$0.00	63.8%	11.9%	17.4%	76.4%	0.0%	-1.7%	-8.4%	490	10.8K	-210	0.72	125.71	N/A	N/A	18	13	25	22
2022-06-08	$29.84	$0.00	25.3%	7.3%	17.7%	22.4%	0.0%	7.5%	-1.3%	441	22.9K	-185	0.72	114.94	N/A	N/A	18	13	24	22
2022-06-09	$28.72	$0.00	35.4%	10.2%	22.7%	36.6%	0.0%	2.3%	-3.2%	48	28.3K	-171	0.72	118.45	N/A	N/A	18	13	24	22
2022-06-10	$28.34	$0.00	30.0%	8.6%	23.1%	29.0%	0.0%	-1.0%	-3.5%	-509	32.4K	-166	0.72	103.76	N/A	N/A	18	13	24	22
2022-06-13	$27.23	$0.00	36.6%	10.5%	25.3%	38.3%	36.1%	23.8%	-15.5%	-148	30.0K	-145	1.06	108.11	N/A	N/A	18	19	24	20
2022-06-14	$27.19	$33.00	41.1%	11.8%	25.0%	44.6%	39.3%	2.7%	-16.8%	-881	39.2K	-143	1.06	104.94	N/A	N/A	18	19	24	25
2022-06-15	$27.65	$33.00	40.5%	11.6%	25.0%	43.7%	48.6%	22.9%	-7.2%	-507	29.5K	-171	1.06	123.89	N/A	N/A	18	19	24	25
2022-06-16	$26.72	$33.00	66.3%	19.0%	26.4%	79.9%	30.9%	7.2%	-37.6%	-949	38.6K	-139	0.54	127.90	N/A	N/A	35	19	24	25
2022-06-17	$26.58	$28.00	57.2%	16.4%	25.0%	67.1%	44.8%	-4.9%	-18.4%	275	15.4K	-196	1.11	125.52	N/A	N/A	18	20	41	25
2022-06-21	$27.02	$28.00	38.0%	10.9%	26.0%	40.2%	25.0%	8.9%	-13.4%	933	22.7K	-170	1.63	80.83	N/A	N/A	8	13	28	22
2022-06-22	$26.49	$28.00	39.8%	11.4%	25.4%	42.7%	34.3%	10.2%	-8.4%	1.2K	32.2K	-146	1.63	123.40	N/A	N/A	8	13	29	22
2022-06-23	$26.46	$28.00	45.1%	12.9%	25.5%	50.2%	26.0%	26.1%	2.0%	857	24.5K	-162	1.63	112.72	N/A	N/A	8	13	29	22
2022-06-24	$26.56	$28.00	37.9%	10.9%	25.7%	40.1%	34.0%	36.3%	-5.6%	908	25.0K	-158	1.63	127.02	N/A	N/A	8	13	29	22
2022-06-27	$26.78	$28.00	45.1%	12.9%	26.1%	50.2%	30.7%	37.0%	-12.4%	1.0K	24.4K	-156	1.63	127.29	N/A	N/A	8	13	29	22
2022-06-28	$26.72	$28.00	42.1%	12.1%	26.0%	45.9%	35.9%	35.6%	-1.6%	1.2K	21.7K	-165	1.75	115.42	N/A	N/A	8	14	29	22
2022-06-29	$26.79	$28.00	28.4%	8.1%	25.7%	26.7%	28.3%	2.7%	2.9%	1.9K	27.2K	-153	2.14	90.07	N/A	N/A	7	15	29	23
2022-06-30	$26.67	$28.00	41.5%	11.9%	25.6%	45.1%	34.1%	13.5%	-12.9%	1.2K	25.6K	-163	2.14	106.48	N/A	N/A	7	15	30	24