DVYE Options History — February 2023 In February 2023, DVYE traded between $24.54 and $26.15. ATM implied volatility averaged 38.5%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 25.6% (HV 20d: 12.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.09.
Notable Days 2023-02-14 : Highest Volume — 50 contracts2023-02-08 : Largest IV spike — 81.0% change2023-02-02 : Highest IV Rank — 36.2%2023-02-01 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.20 $24.54 $26.15 $26.15 $24.54 Max Pain $23.68 $20.00 $25.00 $20.00 $21.00 ATM IV 38.5% 16.2% 80.8% 66.5% 41.5% Expected Move 10.9% 5.2% 19.1% 19.1% 11.9% HV 20d 12.9% 11.6% 14.6% 11.6% 13.3% HV 60d 15.2% 14.1% 16.9% 16.9% 14.1% IV Rank 12.9% 0.6% 36.2% 28.3% 14.6% IV Percentile 39.9% 0.8% 95.6% 84.9% 52.0% Term Structure 2.1% -24.4% 28.3% 28.3% 3.7% VWIV 28.8% 16.2% 41.7% 16.2% 41.7% Skew 25d 41.4% -26.1% 116.7% 51.1% 116.7% Skew 10d 76.7% -13.0% 140.1% 134.4% 140.1% Call IV 25d 28.8% 11.8% 46.4% 18.4% 24.7% Put IV 25d 70.2% 17.4% 141.4% 69.5% 141.4% Bid-Ask Spread % 135.50 127.62 143.01 127.62 133.91 Gamma HHI 0.39 0.22 0.70 0.29 0.29 Net GEX 25.2K 2.9K 46.3K 30.3K 2.9K Net DEX -501.7K -757.3K -155.8K -757.3K -169.8K Net VEX -1.1K -1.5K -832 -1.5K -832 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.00 1.00 0.00 0.00 Total Volume 6.474 0 50 1 0 Total OI 528.737 300 678 590 320
Daily Data (19 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 2023-02-01 $26.15 $20.00 66.5% 19.1% 11.6% 28.3% 16.2% 51.1% 28.3% 30.3K -757.3K -1.5K 0.00 127.62 N/A N/A 1 0 535 55 2023-02-02 $25.98 $25.00 80.8% 13.3% 12.1% 36.2% 0.0% 61.0% 12.4% 29.9K -738.4K -1.5K 0.00 136.33 N/A N/A 5 0 535 55 2023-02-03 $25.48 $25.00 16.2% 9.2% 14.6% 0.6% 0.0% 59.8% -2.8% 36.4K -636.2K -1.1K 0.03 136.70 N/A N/A 29 1 539 55 2023-02-06 $25.34 $25.00 23.6% 5.2% 12.5% 4.7% 0.0% 31.1% 18.3% 33.9K -645.1K -1.1K 1.00 138.06 N/A N/A 1 1 567 56 2023-02-07 $25.36 $25.00 19.5% 9.7% 12.5% 2.5% 0.0% 10.7% 6.9% 35.3K -672.6K -1.1K 0.00 143.01 N/A N/A 0 0 567 57 2023-02-08 $25.32 $25.00 35.4% 10.1% 12.3% 11.2% 0.0% 59.1% -7.4% 39.2K -665.6K -1.1K 0.00 137.81 N/A N/A 0 1 567 57 2023-02-09 $24.96 $25.00 24.0% 6.9% 12.7% 4.9% 0.0% -4.9% -11.9% 32.7K -566.7K -999 0.00 139.36 N/A N/A 0 0 567 58 2023-02-10 $25.00 $25.00 35.7% 10.2% 12.6% 11.4% 0.0% -26.1% 2.6% 42.0K -552.4K -912 0.00 136.55 N/A N/A 3 0 567 60 2023-02-13 $25.23 $25.00 37.1% 10.6% 13.1% 12.1% 0.0% -5.3% 2.4% 29.5K -668.5K -1.1K 0.00 137.02 N/A N/A 2 0 570 60 2023-02-14 $25.23 $25.00 34.2% 9.8% 13.1% 10.6% 0.0% 2.9% 6.3% 28.7K -672.8K -1.1K 0.00 134.75 N/A N/A 0 50 569 60 2023-02-15 $25.09 $25.00 33.2% 9.5% 13.2% 10.0% 0.0% -23.8% 9.9% 38.0K -570.4K -1.0K 0.00 139.04 N/A N/A 1 0 568 110 2023-02-16 $25.23 $25.00 39.0% 11.2% 13.1% 13.2% 0.0% -1.1% 27.4% 21.5K -655.3K -1.0K 0.00 139.15 N/A N/A 1 0 568 110 2023-02-17 $25.21 $25.00 27.6% 7.9% 12.9% 6.9% 0.0% 23.4% -4.8% 46.3K -619.1K -1.0K 0.08 138.93 N/A N/A 12 1 568 110 2023-02-21 $25.20 $25.00 45.9% 13.2% 12.9% 17.0% 28.7% 60.0% -8.0% 6.8K -199.6K -1.0K 0.00 131.01 N/A N/A 2 0 235 65 2023-02-22 $25.09 $21.00 45.5% 13.0% 12.8% 16.7% 0.0% 106.5% -7.2% 5.6K -207.1K -888 0.00 134.03 N/A N/A 0 1 237 65 2023-02-23 $25.18 $21.00 46.4% 13.3% 12.2% 17.2% 0.0% 107.7% -24.4% 5.7K -214.0K -885 0.00 131.79 N/A N/A 9 0 237 66 2023-02-24 $24.59 $21.00 38.9% 11.2% 13.6% 13.2% 41.7% 48.5% -6.7% 6.4K -155.8K -925 0.00 128.05 N/A N/A 2 0 246 66 2023-02-27 $24.65 $21.00 39.8% 11.4% 13.7% 13.6% 0.0% 109.5% -4.4% 7.6K -165.4K -933 0.00 131.42 N/A N/A 0 0 253 66 2023-02-28 $24.54 $21.00 41.5% 11.9% 13.3% 14.6% 0.0% 116.7% 3.7% 2.9K -169.8K -832 0.00 133.91 N/A N/A 0 0 254 66
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