DVYE Options History — March 2023

In March 2023, DVYE traded between $23.91 and $25.13. ATM implied volatility averaged 69.4%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 55.2% (HV 20d: 14.2%). Max pain ranged from $21.00 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.32.

Notable Days

  • 2023-03-22: Highest Volume — 45 contracts
  • 2023-03-13: Largest IV spike — 105.4% change
  • 2023-03-14: Highest IV Rank — 95.3%
  • 2023-03-28: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.43$23.91$25.13$24.98$24.52
Max Pain$21.67$21.00$25.00$21.00$21.00
ATM IV69.4%34.6%188.3%51.7%45.3%
Expected Move15.3%7.9%20.5%14.8%13.0%
HV 20d14.2%12.1%15.4%14.8%12.6%
HV 60d14.0%13.5%15.0%14.6%13.6%
IV Rank29.9%10.8%95.3%20.1%16.7%
IV Percentile75.6%25.4%99.6%69.0%52.8%
Term Structure-5.0%-19.7%14.5%-12.1%-19.7%
VWIV74.8%29.7%119.9%29.7%119.9%
Skew 25d60.1%0.1%136.8%119.1%116.4%
Skew 10d76.6%3.5%156.2%148.2%78.9%
Call IV 25d26.6%12.8%47.1%20.6%15.4%
Put IV 25d86.7%15.4%160.5%139.7%131.7%
Bid-Ask Spread %138.92110.57151.49136.82134.09
Gamma HHI0.270.200.570.280.26
Net GEX10.0K3.3K25.1K5.3K11.4K
Net DEX-165.0K-250.0K-68.5K-206.8K-133.3K
Net VEX-1.1K-1.7K-657-795-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.003.500.000.00
Total Volume7.08704502
Total OI379.435320418320418

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$24.98$21.0051.7%14.8%14.8%20.1%0.0%119.1%-12.1%5.3K-206.8K-7950.00136.82N/AN/A0025466
2023-03-02$24.94$21.0054.0%15.5%14.7%21.4%0.0%132.2%-14.0%5.0K-196.3K-8400.00132.36N/AN/A5025466
2023-03-03$25.11$21.0056.3%16.1%15.0%22.7%0.0%136.8%-19.1%25.1K-229.7K-6570.00133.60N/AN/A22025966
2023-03-06$25.13$0.0063.5%9.7%13.4%26.7%0.0%57.4%-0.6%11.1K-233.3K-9720.00146.97N/AN/A25028166
2023-03-07$24.87$0.0055.5%9.6%13.8%22.3%0.0%58.7%-2.7%10.9K-225.4K-1.2K0.00145.90N/AN/A0030666
2023-03-08$25.09$0.0068.7%14.8%14.2%29.5%0.0%60.1%-10.6%14.8K-250.0K-9860.00147.42N/AN/A0130666
2023-03-09$24.77$0.0063.0%9.8%14.9%26.4%0.0%28.9%-3.2%8.6K-215.4K-9120.00145.98N/AN/A0130667
2023-03-10$24.55$0.0076.8%7.9%14.3%33.9%0.0%62.0%14.5%6.9K-214.6K-1.1K0.00145.00N/AN/A1030668
2023-03-13$24.44$0.00157.7%17.8%14.4%78.5%0.0%67.8%7.4%6.5K-187.9K-9950.00147.21N/AN/A0030768
2023-03-14$24.34$0.00188.3%17.9%13.9%95.3%0.0%59.6%3.6%9.0K-170.6K-9830.00151.49N/AN/A0030768
2023-03-15$24.00$0.0058.2%16.7%14.5%23.7%0.0%71.9%-16.8%11.0K-165.4K-1.2K0.00146.49N/AN/A01030768
2023-03-16$24.23$0.0054.5%15.6%15.1%21.7%0.0%0.8%-5.0%6.7K-150.1K-1.0K0.00146.23N/AN/A0030778
2023-03-17$24.00$0.0058.9%16.9%15.1%24.1%0.0%68.0%8.2%3.3K-110.7K-8890.00142.75N/AN/A21030778
2023-03-20$23.96$0.0061.6%17.7%15.0%25.6%29.7%71.9%-2.9%9.8K-130.3K-1.1K0.00142.87N/AN/A4030877
2023-03-21$23.94$25.0061.7%17.7%15.0%25.7%0.0%83.2%-11.8%5.4K-105.0K-9030.00141.22N/AN/A13031277
2023-03-22$24.12$25.0062.1%17.8%15.4%25.9%119.9%0.1%-8.0%8.4K-136.8K-9993.50139.82N/AN/A103532577
2023-03-23$24.00$21.0066.3%19.0%15.3%28.2%0.0%33.1%-9.9%8.2K-155.0K-1.7K0.00134.78N/AN/A00295112
2023-03-24$23.94$21.0058.6%16.8%13.1%23.9%0.0%31.2%-3.2%10.9K-69.4K-1.4K0.00130.50N/AN/A00295110
2023-03-27$23.91$21.0061.7%17.7%13.0%25.7%0.0%24.3%6.7%12.7K-68.5K-1.4K0.00128.28N/AN/A00295110
2023-03-28$24.17$21.0071.6%20.5%13.7%31.1%0.0%30.4%-6.8%9.1K-152.6K-1.6K0.00136.87N/AN/A00295110
2023-03-29$24.31$21.0066.1%19.0%12.1%28.1%0.0%65.3%-5.8%8.4K-152.4K-1.5K0.00127.88N/AN/A30295110
2023-03-30$24.59$21.0034.6%9.9%12.9%10.8%0.0%2.7%-2.7%21.4K-135.9K-1.3K0.00110.57N/AN/A100298110
2023-03-31$24.52$21.0045.3%13.0%12.6%16.7%0.0%116.4%-19.7%11.4K-133.3K-1.4K0.00134.09N/AN/A20308110