DVYE Options History — December 2022

In December 2022, DVYE traded between $23.68 and $25.20. ATM implied volatility averaged 76.7%, placing in the 53.2% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 58.8% (HV 20d: 17.9%). Max pain ranged from $21.00 to $26.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.46.

Notable Days

  • 2022-12-01: Highest Volume — 88 contracts
  • 2022-12-12: Largest IV spike — 183.3% change
  • 2022-12-08: Highest IV Rank — 100.0%
  • 2022-12-29: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.43$23.68$25.20$25.19$24.16
Max Pain$24.76$21.00$26.00$21.00$25.00
ATM IV76.7%41.9%196.8%67.1%74.4%
Expected Move17.4%12.0%23.0%19.2%21.3%
HV 20d17.9%14.9%21.2%21.2%15.2%
HV 60d26.4%19.3%35.9%35.9%19.4%
IV Rank53.2%17.3%100.0%73.3%34.6%
IV Percentile90.1%63.1%100.0%93.7%94.0%
Term Structure-2.6%-18.2%24.9%21.2%-12.3%
VWIV47.7%24.7%66.0%66.0%24.7%
Skew 25d69.7%-5.9%137.9%133.7%115.8%
Skew 10d67.0%-23.9%117.8%108.0%112.7%
Call IV 25d32.4%16.2%59.9%16.2%21.7%
Put IV 25d102.1%16.3%154.6%149.9%137.5%
Bid-Ask Spread %142.65134.73151.05139.88140.12
Gamma HHI0.250.170.390.220.39
Net GEX14.7K8.1K21.3K13.3K17.4K
Net DEX-388.0K-460.9K-289.8K-289.8K-437.5K
Net VEX-1.0K-1.5K-569-1.1K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.005.000.001.00
Total Volume11.333088882
Total OI473.905387532387532

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$25.19$21.0067.1%19.2%21.2%73.3%0.0%133.7%21.2%13.3K-289.8K-1.1K0.00139.88N/AN/A88029493
2022-12-02$25.20$21.0069.5%19.9%21.1%76.3%0.0%137.9%9.1%12.7K-452.6K-9520.00140.31N/AN/A0037993
2022-12-05$24.93$26.0078.5%15.6%18.6%87.8%0.0%61.2%-11.0%12.4K-407.3K-7840.00148.61N/AN/A1037993
2022-12-06$24.99$26.0082.3%14.4%18.1%92.7%0.0%60.5%-1.6%12.6K-414.1K-7620.00150.00N/AN/A2037993
2022-12-07$24.95$26.0086.8%15.1%17.9%98.3%66.0%46.2%-11.5%13.2K-424.4K-8965.00145.10N/AN/A1537993
2022-12-08$24.97$25.0092.0%14.4%17.0%100.0%0.0%42.8%-6.0%13.6K-409.4K-8750.00149.71N/AN/A2037998
2022-12-09$24.99$25.0045.9%14.6%17.0%44.0%0.0%60.8%-5.4%16.8K-425.0K-7910.00151.05N/AN/A4038198
2022-12-12$24.84$25.00129.9%15.1%15.5%100.0%0.0%61.7%-7.7%12.5K-400.1K-7590.00149.89N/AN/A0038198
2022-12-13$24.06$25.00196.8%17.8%19.0%100.0%0.0%68.7%24.9%12.8K-337.2K-1.1K0.00144.85N/AN/A0038198
2022-12-14$23.96$25.0062.1%17.8%19.1%28.1%52.3%50.3%-4.9%13.4K-334.8K-1.0K0.00145.91N/AN/A3038198
2022-12-15$23.73$25.0057.3%16.4%18.0%25.5%0.0%70.4%-8.6%13.0K-315.8K-9710.00137.97N/AN/A20038198
2022-12-16$23.68$25.0058.3%16.7%17.7%26.0%0.0%59.6%15.8%8.1K-320.6K-5690.00147.19N/AN/A0040198
2022-12-19$23.79$25.0060.7%17.4%17.8%27.3%24.7%95.3%-9.3%14.2K-326.3K-1.0K0.00139.55N/AN/A6037348
2022-12-20$24.06$25.0060.6%17.4%18.1%27.3%0.0%-5.9%1.7%15.0K-369.5K-1.1K0.00135.47N/AN/A0038548
2022-12-21$24.27$25.0068.9%19.8%18.4%31.7%0.0%95.9%-14.7%13.2K-377.9K-7950.00143.66N/AN/A20038548
2022-12-22$24.09$25.0068.9%19.7%18.3%31.7%0.0%80.6%-18.2%15.8K-359.3K-1.1K0.00138.12N/AN/A0040548
2022-12-23$24.22$25.0060.1%17.2%17.9%27.0%0.0%99.3%-2.8%16.6K-384.6K-1.1K0.04136.01N/AN/A76340548
2022-12-27$24.31$25.0041.9%12.0%17.9%17.3%0.0%46.9%-1.7%20.8K-454.3K-1.5K0.00136.98N/AN/A0047651
2022-12-28$24.17$25.0068.4%19.6%16.4%31.4%0.0%85.7%-2.9%20.2K-446.0K-1.5K0.00140.63N/AN/A0047651
2022-12-29$24.39$25.0080.2%23.0%14.9%37.7%0.0%-3.5%-9.1%21.3K-460.9K-1.5K0.00134.73N/AN/A5047651
2022-12-30$24.16$25.0074.4%21.3%15.2%34.6%0.0%115.8%-12.3%17.4K-437.5K-1.2K1.00140.12N/AN/A1148151