DVYE Options History — July 2022

In July 2022, DVYE traded between $24.61 and $26.27. ATM implied volatility averaged 48.5%, placing in the 55.0% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 24.9% (HV 20d: 23.7%). Max pain ranged from $23.00 to $33.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.54.

Notable Days

2022-07-20: Highest Volume — 104 contracts
2022-07-08: Largest IV spike — 70.3% change
2022-07-11: Highest IV Rank — 95.4%
2022-07-18: Largest Expected Move — 20.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.45	$24.61	$26.27	$26.27	$25.84
Max Pain	$25.25	$23.00	$33.00	$28.00	$23.00
ATM IV	48.5%	28.3%	77.3%	51.4%	39.6%
Expected Move	11.3%	6.4%	20.0%	14.7%	11.3%
HV 20d	23.7%	20.2%	28.7%	25.1%	22.0%
HV 60d	24.0%	23.0%	24.6%	23.0%	23.7%
IV Rank	55.0%	26.6%	95.4%	59.0%	42.4%
IV Percentile	81.4%	47.6%	99.2%	93.3%	77.4%
Term Structure	-5.1%	-41.0%	20.4%	-30.6%	-14.1%
VWIV	44.1%	24.1%	57.4%	38.0%	47.2%
Skew 25d	4.5%	-25.8%	18.4%	14.1%	12.7%
Skew 10d	6.5%	-20.1%	29.4%	15.4%	13.2%
Call IV 25d	40.4%	22.6%	74.6%	29.8%	22.6%
Put IV 25d	45.0%	25.2%	64.4%	44.0%	35.3%
Bid-Ask Spread %	110.94	71.02	134.28	92.08	111.27
Gamma HHI	0.38	0.25	0.56	0.56	0.35
Net GEX	2.4K	326	3.8K	1.0K	3.8K
Net DEX	-56.0K	-114.3K	40.9K	29.8K	-105.9K
Net VEX	-233	-298	-116	-151	-254
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.16	2.43	2.14	0.16
Total Volume	84.8	22	104	22	104
Total OI	116	54	145	54	134

Daily Data (20 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
2022-07-01	$26.27	$28.00	51.4%	14.7%	25.1%	59.0%	38.0%	14.1%	-30.6%	1.0K	29.8K	-151	2.14	92.08	N/A	N/A	7	15	30	24
2022-07-05	$25.52	$33.00	70.4%	11.7%	26.2%	85.7%	55.9%	-3.0%	-8.3%	397	36.1K	-116	2.43	134.28	N/A	N/A	7	17	30	24
2022-07-06	$25.40	$33.00	61.7%	10.4%	26.2%	73.4%	45.1%	11.9%	-16.2%	326	40.9K	-126	1.06	116.28	N/A	N/A	16	17	32	26
2022-07-07	$26.01	$33.00	41.0%	6.4%	28.6%	44.5%	44.4%	7.4%	11.5%	1.5K	34.2K	-134	2.13	109.68	N/A	N/A	16	34	41	25
2022-07-08	$26.02	$33.00	69.9%	12.5%	28.7%	85.0%	25.5%	2.0%	-1.5%	1.2K	32.6K	-189	0.23	123.81	N/A	N/A	74	17	42	42
2022-07-11	$25.45	$23.00	77.3%	11.8%	26.9%	95.4%	45.0%	18.4%	-2.9%	3.5K	-76.7K	-294	0.23	85.60	N/A	N/A	74	17	100	42
2022-07-12	$25.32	$23.00	70.9%	7.8%	26.7%	86.4%	24.1%	10.8%	14.7%	2.8K	-76.7K	-235	0.26	108.22	N/A	N/A	74	19	100	42
2022-07-13	$25.20	$23.00	36.6%	10.5%	23.5%	38.2%	25.4%	9.6%	-7.5%	2.5K	-65.2K	-238	0.26	80.62	N/A	N/A	74	19	100	44
2022-07-14	$24.61	$23.00	41.5%	11.9%	24.5%	45.1%	48.6%	-2.3%	10.5%	1.7K	-46.3K	-270	0.26	118.22	N/A	N/A	74	19	100	45
2022-07-15	$24.80	$23.00	50.9%	14.6%	23.6%	58.4%	53.5%	-18.9%	7.2%	1.3K	-45.7K	-298	0.26	130.35	N/A	N/A	74	19	100	45
2022-07-18	$24.99	$23.00	69.8%	20.0%	21.4%	84.9%	57.1%	-25.8%	-9.2%	1.4K	-62.0K	-277	0.17	126.19	N/A	N/A	77	13	68	39
2022-07-19	$25.34	$23.00	38.7%	11.1%	22.2%	41.1%	47.1%	4.1%	-13.2%	2.3K	-100.5K	-220	0.18	114.47	N/A	N/A	77	14	81	39
2022-07-20	$25.23	$23.00	30.4%	8.7%	21.1%	29.6%	50.0%	3.0%	-0.9%	2.8K	-91.4K	-240	0.16	121.42	N/A	N/A	90	14	81	40
2022-07-21	$25.20	$23.00	38.5%	11.0%	20.2%	40.8%	47.9%	5.5%	-5.6%	3.5K	-101.8K	-279	0.16	119.78	N/A	N/A	90	14	94	40
2022-07-22	$25.08	$23.00	28.3%	8.1%	20.2%	26.6%	36.1%	2.7%	20.4%	3.5K	-101.5K	-285	0.16	118.16	N/A	N/A	90	14	94	40
2022-07-25	$25.49	$23.00	30.1%	8.6%	21.2%	29.1%	45.6%	4.3%	-11.7%	3.7K	-101.7K	-242	0.16	115.44	N/A	N/A	90	14	94	40
2022-07-26	$25.41	$23.00	50.0%	14.3%	20.8%	57.1%	31.4%	1.9%	-41.0%	3.6K	-92.8K	-273	0.16	71.02	N/A	N/A	90	14	94	40
2022-07-27	$25.86	$23.00	37.8%	10.8%	22.0%	39.9%	57.4%	17.4%	-5.4%	3.8K	-111.7K	-264	0.16	115.52	N/A	N/A	90	14	94	40
2022-07-28	$25.94	$23.00	35.7%	10.2%	22.1%	37.0%	57.4%	14.8%	1.7%	3.8K	-114.3K	-272	0.16	106.34	N/A	N/A	90	14	94	40
2022-07-29	$25.84	$23.00	39.6%	11.3%	22.0%	42.4%	47.2%	12.7%	-14.1%	3.8K	-105.9K	-254	0.16	111.27	N/A	N/A	90	14	94	40