DVYE Options History — October 2022

In October 2022, DVYE traded between $22.64 and $23.94. ATM implied volatility averaged 47.7%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 9.2% (HV 20d: 38.5%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.34.

Notable Days

  • 2022-10-21: Highest Volume — 187 contracts
  • 2022-10-11: Largest IV spike — 216.6% change
  • 2022-10-11: Highest IV Rank — 100.0%
  • 2022-10-24: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.23$22.64$23.94$23.56$22.98
Max Pain$26.52$24.00$27.00$27.00$25.00
ATM IV47.7%23.8%85.7%43.5%44.5%
Expected Move12.5%6.8%18.9%12.5%12.8%
HV 20d38.5%20.9%55.3%54.9%20.9%
HV 60d34.2%33.8%34.7%34.2%34.5%
IV Rank51.2%19.0%100.0%47.9%46.1%
IV Percentile74.9%16.7%100.0%81.3%79.0%
Term Structure0.7%-23.5%55.1%-7.8%4.8%
VWIV30.6%20.9%52.3%42.8%37.9%
Skew 25d15.7%-10.0%43.3%23.8%28.1%
Skew 10d9.0%-38.8%41.4%-38.8%37.3%
Call IV 25d26.4%14.1%51.2%20.0%15.8%
Put IV 25d42.1%20.3%67.2%43.8%43.9%
Bid-Ask Spread %109.2858.29136.72115.64106.23
Gamma HHI0.230.180.280.230.23
Net GEX991-4.0K4.4K1.6K-3.4K
Net DEX74.5K-1.4K133.7K61.7K133.7K
Net VEX-788-1.0K-599-704-752
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.572.870.622.87
Total Volume127.819418794147
Total OI284.857233343233334

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$23.56$27.0043.5%12.5%54.9%47.9%42.8%23.8%-7.8%1.6K61.7K-7040.62115.64N/AN/A583615974
2022-10-04$23.91$24.0040.1%11.5%55.3%43.1%46.2%13.2%-21.4%2.9K32.0K-7980.61117.95N/AN/A593617174
2022-10-05$23.94$24.0051.2%14.7%55.2%58.7%52.3%-2.6%-23.5%2.9K22.6K-8300.63111.18N/AN/A593717274
2022-10-06$23.81$27.0062.8%12.7%55.2%75.0%33.4%16.9%-8.8%3.7K-1.4K-8670.57136.72N/AN/A653717268
2022-10-07$23.43$27.0035.2%7.2%54.5%36.3%23.2%2.7%11.4%2.0K56.1K-6240.57107.81N/AN/A653717068
2022-10-10$23.34$27.0027.1%7.6%54.1%24.8%25.0%1.3%21.4%3.4K60.2K-6100.57102.17N/AN/A653717068
2022-10-11$23.03$27.0085.7%8.7%53.0%100.0%31.4%27.1%5.6%1.9K57.8K-5990.80119.31N/AN/A655217068
2022-10-12$23.01$27.0059.4%17.0%42.8%65.6%32.0%19.6%-22.3%2.1K62.0K-8250.80123.86N/AN/A655217093
2022-10-13$23.06$27.0057.9%16.6%43.0%63.6%28.8%16.1%-12.5%1.8K55.2K-8360.70119.30N/AN/A745217093
2022-10-14$22.64$27.0023.8%6.8%31.7%19.0%23.2%7.6%16.3%1.9K94.6K-6920.70126.25N/AN/A745218193
2022-10-17$23.10$27.0050.0%14.3%32.9%53.3%20.9%3.4%-23.1%3.7K90.2K-6600.8258.29N/AN/A665418193
2022-10-18$23.21$27.0041.2%11.8%33.0%41.7%23.8%-10.0%-6.1%4.4K34.0K-9551.0172.41N/AN/A6869182107
2022-10-19$22.99$27.0049.2%14.1%33.0%52.3%32.5%3.7%-17.4%2.5K60.4K-8680.96120.24N/AN/A6865193112
2022-10-20$23.20$27.0034.5%9.9%33.0%33.0%24.4%14.3%35.4%3.6K96.2K-7930.96121.71N/AN/A6865193120
2022-10-21$23.70$27.0036.2%10.4%32.8%35.2%34.9%28.7%55.1%-56683.5K-7771.60118.80N/AN/A72115193120
2022-10-24$23.01$27.0065.8%18.9%25.0%74.0%27.9%30.5%19.0%-1.5K98.6K-1.0K2.48117.83N/AN/A44109172160
2022-10-25$22.94$27.0031.9%9.2%25.0%29.6%23.7%13.8%10.2%-4.0K131.8K-7992.5359.46N/AN/A43109173160
2022-10-26$22.99$27.0055.9%16.0%25.0%61.0%28.6%43.3%-12.1%-2.3K103.8K-9482.79114.28N/AN/A39109176160
2022-10-27$23.14$27.0052.5%15.0%24.0%56.5%21.9%27.4%-4.7%-2.7K119.1K-8352.79107.68N/AN/A39109183160
2022-10-28$22.80$25.0053.5%15.3%24.5%57.9%28.4%20.1%-5.7%-3.4K112.2K-7642.73117.66N/AN/A40109183149
2022-10-31$22.98$25.0044.5%12.8%20.9%46.1%37.9%28.1%4.8%-3.4K133.7K-7522.87106.23N/AN/A38109185149