DVYE Options History — January 2023

In January 2023, DVYE traded between $24.02 and $26.43. ATM implied volatility averaged 59.7%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 46.0% (HV 20d: 13.8%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-01-26: Highest Volume — 40 contracts
2023-01-19: Largest IV spike — 131.5% change
2023-01-10: Highest IV Rank — 49.2%
2023-01-03: Largest Expected Move — 21.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.44	$24.02	$26.43	$24.02	$26.07
Max Pain	$20.50	$20.00	$25.00	$25.00	$20.00
ATM IV	59.7%	18.7%	101.9%	76.2%	69.8%
Expected Move	14.3%	5.3%	21.9%	21.9%	20.0%
HV 20d	13.8%	11.1%	18.1%	15.2%	12.1%
HV 60d	18.2%	16.8%	19.5%	19.4%	17.0%
IV Rank	25.4%	2.0%	49.2%	35.6%	30.1%
IV Percentile	69.1%	3.6%	99.2%	94.8%	88.9%
Term Structure	-1.2%	-25.0%	29.9%	7.4%	-0.5%
VWIV	23.8%	15.2%	32.7%	32.7%	29.1%
Skew 25d	37.4%	-7.8%	133.2%	129.0%	21.1%
Skew 10d	59.4%	0.5%	119.9%	119.9%	91.0%
Call IV 25d	26.3%	9.9%	48.0%	24.9%	15.8%
Put IV 25d	63.7%	23.2%	157.8%	153.9%	36.8%
Bid-Ask Spread %	129.94	120.67	141.18	141.18	130.62
Gamma HHI	0.36	0.25	0.60	0.55	0.35
Net GEX	29.3K	13.0K	40.7K	13.0K	39.0K
Net DEX	-601.4K	-751.2K	-365.7K	-365.7K	-729.0K
Net VEX	-1.2K	-1.6K	-837	-837	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	5.1	0	40	0	2
Total OI	551.1	528	582	533	582

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-01-03	$24.02	$25.00	76.2%	21.9%	15.2%	35.6%	0.0%	129.0%	7.4%	13.0K	-365.7K	-837	141.18	N/A	N/A	0	0	482	51
2023-01-04	$24.22	$25.00	75.7%	21.7%	15.3%	35.3%	0.0%	133.2%	29.9%	19.5K	-462.9K	-1.3K	138.86	N/A	N/A	1	0	482	51
2023-01-05	$24.34	$20.00	89.5%	15.5%	15.4%	42.7%	0.0%	23.8%	-25.0%	16.7K	-401.5K	-922	130.06	N/A	N/A	0	0	483	51
2023-01-06	$24.91	$20.00	80.4%	9.5%	17.7%	37.7%	32.7%	48.6%	4.1%	20.4K	-526.3K	-1.3K	130.93	N/A	N/A	14	0	483	51
2023-01-09	$24.93	$20.00	86.0%	9.9%	17.7%	40.7%	0.0%	51.6%	-7.3%	22.9K	-534.3K	-1.3K	132.17	N/A	N/A	0	0	495	51
2023-01-10	$25.12	$20.00	101.9%	10.2%	17.9%	49.2%	0.0%	26.7%	-7.5%	23.9K	-560.6K	-1.3K	136.57	N/A	N/A	0	0	495	51
2023-01-11	$25.38	$20.00	37.3%	10.7%	18.1%	14.7%	0.0%	-1.3%	8.3%	26.0K	-614.4K	-1.6K	120.67	N/A	N/A	16	0	495	51
2023-01-12	$25.52	$20.00	20.2%	5.8%	13.3%	5.5%	0.0%	0.2%	8.6%	26.9K	-619.3K	-1.5K	129.51	N/A	N/A	0	0	510	51
2023-01-13	$25.52	$20.00	18.7%	5.3%	13.0%	2.0%	0.0%	0.9%	6.1%	32.4K	-598.6K	-1.3K	128.23	N/A	N/A	0	0	510	51
2023-01-17	$25.48	$20.00	22.1%	6.3%	12.3%	3.9%	0.0%	38.4%	13.5%	31.7K	-592.1K	-1.2K	134.01	N/A	N/A	0	0	510	51
2023-01-18	$25.45	$20.00	22.5%	6.4%	12.2%	4.1%	0.0%	-7.8%	11.7%	34.5K	-584.0K	-1.2K	129.67	N/A	N/A	0	0	510	51
2023-01-19	$25.63	$20.00	52.0%	14.9%	12.3%	20.4%	23.8%	37.8%	-4.4%	31.5K	-631.4K	-1.3K	131.54	N/A	N/A	2	0	511	51
2023-01-20	$25.75	$20.00	65.3%	18.7%	12.0%	27.7%	24.4%	15.2%	-9.9%	32.0K	-622.6K	-1.2K	135.78	N/A	N/A	5	0	511	51
2023-01-23	$25.80	$20.00	48.7%	14.0%	11.8%	18.5%	24.3%	19.1%	-3.8%	33.7K	-628.0K	-1.2K	126.11	N/A	N/A	1	0	482	46
2023-01-24	$25.91	$20.00	64.6%	18.5%	11.1%	27.3%	23.1%	36.9%	-7.5%	32.7K	-652.1K	-1.2K	121.86	N/A	N/A	14	0	482	46
2023-01-25	$26.16	$20.00	65.6%	18.8%	11.3%	27.8%	15.2%	34.3%	-18.2%	35.5K	-713.3K	-1.2K	122.63	N/A	N/A	3	0	495	46
2023-01-26	$26.43	$20.00	66.5%	19.1%	11.6%	28.3%	18.2%	58.5%	-12.0%	36.6K	-751.2K	-1.2K	127.87	N/A	N/A	40	0	498	46
2023-01-27	$26.23	$20.00	64.4%	18.5%	11.8%	27.2%	0.0%	49.0%	-6.9%	40.7K	-750.2K	-1.2K	126.80	N/A	N/A	0	1	533	46
2023-01-30	$25.91	$20.00	67.5%	19.3%	13.0%	28.8%	29.1%	33.7%	-9.7%	36.5K	-690.4K	-1.3K	123.69	N/A	N/A	3	0	533	47
2023-01-31	$26.07	$20.00	69.8%	20.0%	12.1%	30.1%	0.0%	21.1%	-0.5%	39.0K	-729.0K	-1.3K	130.62	N/A	N/A	2	0	535	47