DVYE Options History — September 2022

In September 2022, DVYE traded between $22.54 and $27.73. ATM implied volatility averaged 42.2%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 6.6% (HV 20d: 35.6%). Max pain ranged from $15.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.82.

Notable Days

2022-09-16: Highest Volume — 128 contracts
2022-09-09: Largest IV spike — 124.7% change
2022-09-09: Highest IV Rank — 84.0%
2022-09-30: Largest Expected Move — 16.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.11	$22.54	$27.73	$25.61	$22.73
Max Pain	$25.71	$15.00	$27.00	$15.00	$27.00
ATM IV	42.2%	29.0%	69.2%	43.0%	57.2%
Expected Move	10.8%	8.3%	16.4%	12.3%	16.4%
HV 20d	35.6%	15.0%	52.9%	16.0%	52.9%
HV 60d	27.0%	18.9%	34.0%	21.9%	33.3%
IV Rank	46.0%	27.6%	84.0%	47.2%	67.1%
IV Percentile	69.5%	39.7%	96.8%	82.1%	92.9%
Term Structure	-5.3%	-20.4%	19.6%	-20.4%	-13.5%
VWIV	40.8%	29.1%	60.0%	29.1%	60.0%
Skew 25d	14.1%	-8.5%	48.0%	23.6%	35.8%
Skew 10d	15.9%	-0.9%	52.3%	16.2%	9.2%
Call IV 25d	25.2%	14.9%	44.8%	21.0%	35.1%
Put IV 25d	39.3%	20.2%	72.7%	44.6%	70.9%
Bid-Ask Spread %	128.45	71.24	144.76	134.03	136.16
Gamma HHI	0.28	0.22	0.38	0.30	0.22
Net GEX	6.4K	972	13.6K	9.8K	1.4K
Net DEX	-76.7K	-300.4K	80.3K	-145.5K	73.7K
Net VEX	-822	-1.1K	-601	-1.0K	-611
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.82	0.00	6.00	0.00	0.74
Total Volume	44	0	128	4	80
Total OI	250.476	191	286	282	228

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
2022-09-01	$25.61	$15.00	43.0%	12.3%	16.0%	47.2%	0.0%	23.6%	-20.4%	9.8K	-145.5K	-1.0K	0.00	134.03	N/A	N/A	4	0	230	52
2022-09-02	$25.71	$15.00	55.7%	16.0%	15.3%	65.0%	0.0%	48.0%	-19.4%	8.3K	-154.0K	-996	0.00	137.78	N/A	N/A	0	0	226	52
2022-09-06	$25.67	$26.00	62.1%	11.9%	15.1%	74.0%	29.1%	4.0%	-8.7%	8.8K	-152.1K	-944	0.34	139.07	N/A	N/A	86	29	226	52
2022-09-07	$25.84	$26.00	34.6%	9.5%	15.3%	35.4%	43.4%	32.1%	8.2%	11.3K	-137.2K	-909	0.32	135.37	N/A	N/A	90	29	230	52
2022-09-08	$25.66	$26.00	30.8%	9.0%	15.0%	30.1%	41.9%	-1.4%	-0.6%	10.2K	-120.9K	-843	0.00	144.76	N/A	N/A	0	4	230	52
2022-09-09	$26.24	$27.00	69.2%	10.0%	17.1%	84.0%	0.0%	17.2%	-7.0%	11.9K	-174.5K	-941	0.00	143.63	N/A	N/A	0	0	230	54
2022-09-12	$26.56	$27.00	55.2%	9.3%	16.5%	64.4%	0.0%	4.4%	-9.5%	13.6K	-189.3K	-901	0.00	144.59	N/A	N/A	0	0	230	54
2022-09-13	$25.63	$27.00	48.6%	9.4%	20.3%	55.0%	33.0%	-3.3%	0.6%	10.7K	-131.2K	-879	0.37	128.65	N/A	N/A	83	31	230	54
2022-09-14	$27.73	$27.00	41.0%	11.8%	34.9%	44.4%	0.0%	11.7%	6.1%	9.5K	-300.2K	-1.1K	0.00	143.37	N/A	N/A	0	0	230	56
2022-09-15	$27.63	$27.00	37.7%	10.8%	35.0%	39.8%	0.0%	-8.5%	-1.0%	8.0K	-300.4K	-873	0.00	135.99	N/A	N/A	26	0	230	56
2022-09-16	$25.31	$27.00	37.5%	10.8%	47.1%	39.5%	39.3%	11.3%	-3.5%	6.0K	-152.1K	-946	0.32	130.41	N/A	N/A	97	31	230	56
2022-09-19	$25.42	$27.00	43.8%	12.6%	47.0%	48.4%	29.4%	36.2%	-8.7%	4.0K	-30.5K	-812	0.20	129.97	N/A	N/A	10	2	142	49
2022-09-20	$25.27	$27.00	35.5%	10.2%	47.0%	36.7%	0.0%	5.9%	-8.5%	4.1K	1.0K	-707	0.00	124.71	N/A	N/A	1	0	152	51
2022-09-21	$25.03	$27.00	33.4%	9.6%	46.7%	33.8%	0.0%	8.6%	-9.9%	4.1K	12.1K	-620	0.00	135.69	N/A	N/A	0	0	151	51
2022-09-22	$25.26	$27.00	29.0%	8.3%	46.9%	27.6%	0.0%	9.2%	-15.8%	3.7K	-23.2K	-847	0.00	126.58	N/A	N/A	0	10	151	51
2022-09-23	$24.52	$27.00	31.3%	9.0%	47.8%	30.8%	31.2%	6.6%	19.6%	3.2K	24.2K	-749	6.00	118.95	N/A	N/A	2	12	151	61
2022-09-26	$22.96	$27.00	38.7%	11.1%	52.7%	41.1%	48.0%	10.1%	-8.6%	1.2K	80.3K	-601	0.80	113.67	N/A	N/A	41	33	153	73
2022-09-27	$22.94	$27.00	32.4%	9.3%	52.7%	32.4%	44.5%	10.8%	6.4%	1.4K	68.1K	-682	0.80	71.24	N/A	N/A	41	33	155	73
2022-09-28	$22.98	$27.00	34.2%	9.8%	52.5%	34.8%	41.6%	15.1%	-8.3%	972	63.0K	-714	0.80	108.70	N/A	N/A	41	33	155	73
2022-09-29	$22.54	$27.00	34.3%	9.8%	52.7%	35.0%	48.3%	18.7%	-9.1%	1.3K	77.4K	-618	0.83	114.07	N/A	N/A	41	34	155	73
2022-09-30	$22.73	$27.00	57.2%	16.4%	52.9%	67.1%	60.0%	35.8%	-13.5%	1.4K	73.7K	-611	0.74	136.16	N/A	N/A	46	34	154	74