DVYE Options History — August 2022 In August 2022, DVYE traded between $25.23 and $26.64. ATM implied volatility averaged 39.1%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 22.2% (HV 20d: 16.9%). Max pain ranged from $15.00 to $23.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.27.
Notable Days 2022-08-08 : Highest Volume — 124 contracts2022-08-22 : Largest IV spike — 151.6% change2022-08-08 : Highest IV Rank — 93.5%2022-08-30 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $26.03 $25.23 $26.64 $25.59 $25.59 Max Pain $17.87 $15.00 $23.00 $23.00 $15.00 ATM IV 39.1% 16.1% 76.0% 31.1% 34.1% Expected Move 10.4% 4.6% 15.0% 8.9% 9.8% HV 20d 16.9% 14.4% 21.7% 21.7% 16.7% HV 60d 22.1% 21.5% 23.5% 23.5% 21.9% IV Rank 41.7% 9.5% 93.5% 30.5% 34.8% IV Percentile 66.6% 9.9% 98.8% 56.7% 59.1% Term Structure -3.0% -37.6% 44.2% -8.2% 7.9% VWIV 35.1% 17.5% 72.3% 72.3% 36.7% Skew 25d 16.2% -2.6% 40.4% -0.8% 16.4% Skew 10d 13.0% -24.3% 62.1% 62.1% 9.2% Call IV 25d 23.8% 14.5% 57.1% 57.1% 17.3% Put IV 25d 39.9% 14.4% 57.6% 56.3% 33.7% Bid-Ask Spread % 123.42 69.95 141.45 114.08 119.19 Gamma HHI 0.27 0.17 0.42 0.37 0.26 Net GEX 7.0K 2.9K 12.7K 3.0K 11.1K Net DEX -166.7K -291.8K -94.4K -94.4K -153.0K Net VEX -491 -1.0K -224 -310 -946 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.00 2.50 0.16 0.33 Total Volume 42.087 0 124 104 116 Total OI 204.217 134 272 134 272
Daily Data (23 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 2022-08-01 $25.59 $23.00 31.1% 8.9% 21.7% 30.5% 72.3% -0.8% -8.2% 3.0K -94.4K -310 0.16 114.08 N/A N/A 90 14 94 40 2022-08-02 $25.27 $23.00 49.1% 14.1% 19.6% 55.8% 56.0% 2.6% -32.4% 3.7K -101.3K -224 0.17 69.95 N/A N/A 90 15 94 40 2022-08-03 $25.23 $23.00 49.2% 14.1% 19.5% 55.9% 65.6% 11.9% -37.6% 4.1K -95.6K -281 0.21 107.98 N/A N/A 90 19 94 41 2022-08-04 $25.59 $22.00 40.6% 12.1% 18.2% 43.8% 28.8% -2.0% -5.2% 3.6K -96.6K -261 0.21 111.33 N/A N/A 90 19 94 45 2022-08-05 $25.93 $22.00 54.1% 10.8% 18.9% 62.7% 21.5% 33.0% -14.5% 2.9K -103.7K -274 0.21 106.30 N/A N/A 90 19 94 45 2022-08-08 $26.08 $22.00 76.0% 14.1% 17.1% 93.5% 29.4% 9.9% -16.3% 3.5K -115.8K -252 0.18 124.95 N/A N/A 105 19 94 45 2022-08-09 $26.07 $22.00 51.6% 8.8% 16.9% 59.3% 24.6% 12.4% -3.7% 4.0K -119.5K -235 0.00 131.72 N/A N/A 11 0 109 45 2022-08-10 $26.33 $22.00 37.6% 10.8% 17.0% 39.6% 0.0% 23.6% -5.2% 4.6K -147.3K -260 0.00 135.19 N/A N/A 1 0 120 45 2022-08-11 $26.19 $22.00 29.8% 8.6% 14.4% 28.8% 19.2% 30.2% 11.4% 6.4K -169.6K -359 0.05 137.21 N/A N/A 38 2 145 45 2022-08-12 $26.64 $15.00 25.6% 7.3% 15.1% 22.8% 0.0% 27.1% 6.8% 7.5K -271.0K -354 0.00 135.39 N/A N/A 0 0 183 47 2022-08-15 $26.29 $15.00 25.8% 7.4% 16.2% 23.1% 0.0% 5.0% 9.0% 8.3K -255.7K -332 0.00 139.45 N/A N/A 16 0 183 47 2022-08-16 $26.47 $15.00 40.1% 11.5% 15.7% 43.1% 0.0% 31.5% -10.3% 7.9K -286.8K -426 0.00 141.45 N/A N/A 0 0 199 47 2022-08-17 $26.62 $15.00 41.6% 11.9% 15.5% 45.2% 46.4% 16.7% -20.9% 8.0K -291.8K -400 0.00 138.96 N/A N/A 0 4 199 47 2022-08-18 $26.29 $15.00 28.4% 8.1% 16.4% 26.7% 0.0% 19.6% 27.6% 7.8K -261.2K -407 0.25 132.70 N/A N/A 4 1 199 51 2022-08-19 $25.97 $15.00 16.1% 4.6% 17.0% 9.5% 17.5% -2.6% 44.2% 7.5K -248.1K -417 0.00 129.84 N/A N/A 0 3 200 52 2022-08-22 $25.94 $15.00 40.5% 11.6% 16.2% 43.7% 22.4% -1.0% -9.7% 5.5K -98.0K -385 2.50 114.50 N/A N/A 4 10 120 31 2022-08-23 $26.32 $15.00 29.3% 8.4% 16.8% 28.0% 21.4% 17.9% 12.7% 5.3K -96.6K -448 0.03 120.30 N/A N/A 75 2 124 41 2022-08-24 $26.14 $15.00 33.5% 9.6% 16.0% 33.9% 0.0% 22.2% -4.3% 11.7K -149.7K -860 0.00 124.86 N/A N/A 1 0 213 42 2022-08-25 $26.28 $15.00 47.8% 13.7% 16.0% 54.0% 30.1% 40.4% -10.8% 10.6K -175.2K -947 0.00 137.08 N/A N/A 17 0 213 42 2022-08-26 $26.09 $15.00 25.0% 7.2% 16.2% 22.0% 0.0% 15.4% 8.8% 12.7K -167.4K -947 0.00 129.10 N/A N/A 0 3 230 42 2022-08-29 $26.15 $15.00 39.9% 11.4% 15.7% 42.9% 0.0% 17.4% -1.2% 11.8K -179.8K -1.0K 0.00 114.99 N/A N/A 0 0 230 42 2022-08-30 $25.64 $15.00 52.3% 15.0% 16.7% 60.2% 0.0% 25.4% -16.6% 10.1K -156.7K -975 0.00 122.13 N/A N/A 0 0 230 42 2022-08-31 $25.59 $15.00 34.1% 9.8% 16.7% 34.8% 36.7% 16.4% 7.9% 11.1K -153.0K -946 0.33 119.19 N/A N/A 87 29 230 42
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