DVYE Options History — November 2022

In November 2022, DVYE traded between $22.99 and $25.29. ATM implied volatility averaged 54.8%, placing in the 59.2% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 32.7% (HV 20d: 22.1%). Max pain ranged from $21.00 to $25.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.55.

Notable Days

  • 2022-11-18: Highest Volume — 172 contracts
  • 2022-11-09: Largest IV spike — 64.8% change
  • 2022-11-28: Highest IV Rank — 100.0%
  • 2022-11-28: Largest Expected Move — 25.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.05$22.99$25.29$23.15$25.29
Max Pain$21.38$21.00$25.00$25.00$21.00
ATM IV54.8%23.6%88.1%44.1%64.9%
Expected Move16.4%10.7%25.3%12.6%18.6%
HV 20d22.1%19.8%24.3%20.3%21.4%
HV 60d35.3%34.5%36.0%34.5%36.0%
IV Rank59.2%18.7%100.0%45.5%70.4%
IV Percentile77.1%14.3%100.0%77.8%92.1%
Term Structure-8.1%-27.2%22.7%12.8%22.7%
VWIV63.5%14.3%136.6%49.2%14.3%
Skew 25d41.8%-3.5%128.1%33.5%128.1%
Skew 10d41.7%-4.1%127.9%20.6%107.6%
Call IV 25d34.1%15.0%52.5%27.3%15.6%
Put IV 25d75.8%32.7%143.8%60.8%143.8%
Bid-Ask Spread %139.60118.19146.26118.19139.49
Gamma HHI0.240.170.410.240.27
Net GEX68-12.8K12.5K-3.5K11.8K
Net DEX-28.4K-249.4K131.7K121.8K-249.4K
Net VEX-758-977-567-748-779
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.550.003.032.870.00
Total Volume117.905017214728
Total OI348.762299387334361

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$23.15$25.0044.1%12.6%20.3%45.5%49.2%33.5%12.8%-3.5K121.8K-7482.87118.19N/AN/A38109185149
2022-11-02$22.99$25.0062.4%17.9%20.3%69.5%35.3%36.9%-16.7%-1.8K84.3K-8073.03120.03N/AN/A36109185149
2022-11-03$23.20$21.0064.9%13.2%20.6%72.8%51.7%0.6%-11.5%-1.2K131.7K-7122.95146.10N/AN/A37109190149
2022-11-04$24.00$21.0023.6%12.9%23.3%18.7%48.7%2.6%-9.7%-2.1K36.4K-8112.24144.02N/AN/A3885190149
2022-11-07$23.78$21.0024.8%13.6%23.6%20.2%51.7%5.3%-13.9%-3.7K58.0K-8442.07142.89N/AN/A4185191150
2022-11-08$24.04$21.0028.3%14.8%23.2%24.8%50.1%0.9%-19.4%-5.8K52.6K-7662.13142.87N/AN/A4085193150
2022-11-09$23.73$21.0046.6%13.4%23.8%48.9%52.5%6.2%-13.5%-3.0K94.5K-5812.13142.41N/AN/A4085193150
2022-11-10$23.84$21.0046.4%13.3%23.8%48.5%33.3%4.1%-27.2%-3.3K101.5K-7081.18145.86N/AN/A7184193150
2022-11-11$24.38$21.0040.5%11.6%23.7%40.9%50.7%2.6%-13.6%-4.8K-30.7K-8631.15137.08N/AN/A7384216154
2022-11-14$24.61$21.0037.2%10.7%23.0%36.4%64.0%31.8%-3.5%-12.8K-52.6K-8751.25143.64N/AN/A6784221154
2022-11-15$24.61$21.0038.9%11.1%23.0%38.7%41.5%-2.8%-10.1%-10.4K-53.3K-7071.27142.16N/AN/A6684225154
2022-11-16$24.11$21.0043.2%12.4%24.1%44.3%39.2%-3.5%-16.7%-76417.0K-9771.27141.74N/AN/A6684229154
2022-11-17$23.88$21.0061.3%17.6%24.3%68.1%119.9%84.4%-4.9%-2.1K-5.8K-7531.25143.28N/AN/A6784229154
2022-11-18$23.82$21.0071.0%20.4%23.2%80.8%121.5%76.9%-4.5%2.4K64.5K-7250.95146.26N/AN/A8884233154
2022-11-21$23.93$21.0074.0%21.2%20.3%84.8%126.4%112.1%0.7%3.5K-87.8K-7831.29139.48N/AN/A587520693
2022-11-22$23.94$21.0075.5%21.6%20.3%86.7%57.2%79.4%-20.0%3.9K-125.8K-7731.01142.79N/AN/A717222293
2022-11-23$24.17$21.0068.0%19.5%20.4%76.8%136.6%11.2%11.4%6.8K-160.5K-5951.47137.69N/AN/A497223693
2022-11-25$24.44$21.0082.8%23.7%20.6%96.3%0.0%84.2%-19.3%8.1K-186.5K-7830.00139.85N/AN/A0024093
2022-11-28$24.31$21.0088.1%25.3%19.8%100.0%0.0%87.4%-21.7%7.7K-174.3K-5670.00139.52N/AN/A28024093
2022-11-29$24.80$21.0063.6%18.2%20.6%68.9%0.0%95.7%7.6%12.5K-232.2K-7640.00136.25N/AN/A0026893
2022-11-30$25.29$21.0064.9%18.6%21.4%70.4%14.3%128.1%22.7%11.8K-249.4K-7790.00139.49N/AN/A28026893