DVYE Options History — April 2023 In April 2023, DVYE traded between $24.50 and $25.56. ATM implied volatility averaged 45.0%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 32.5% (HV 20d: 12.4%). Max pain ranged from $21.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.01.
Notable Days 2023-04-12 : Highest Volume — 57 contracts2023-04-10 : Largest IV spike — 434.5% change2023-04-05 : Highest IV Rank — 36.4%2023-04-05 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.00 $24.50 $25.56 $24.61 $25.13 Max Pain $24.37 $21.00 $25.00 $21.00 $25.00 ATM IV 45.0% 12.5% 81.3% 40.9% 64.1% Expected Move 12.8% 4.8% 23.3% 11.7% 18.4% HV 20d 12.4% 10.7% 14.2% 12.7% 13.9% HV 60d 13.4% 12.5% 13.8% 13.6% 13.8% IV Rank 17.4% 0.0% 36.4% 14.2% 28.0% IV Percentile 46.8% 0.0% 94.8% 43.3% 77.4% Term Structure -2.1% -22.3% 19.9% -1.0% 1.3% VWIV 26.0% 15.1% 40.7% 29.9% 15.1% Skew 25d 61.6% -0.6% 121.0% 121.0% 93.3% Skew 10d 69.3% -3.2% 166.1% 48.8% 105.3% Call IV 25d 22.5% 10.4% 33.6% 13.8% 16.7% Put IV 25d 84.1% 12.0% 150.2% 134.8% 110.0% Bid-Ask Spread % 132.49 125.03 138.03 130.42 131.25 Gamma HHI 0.31 0.19 0.43 0.25 0.20 Net GEX 18.8K 7.9K 28.5K 10.6K 10.4K Net DEX -182.8K -263.8K -105.8K -152.9K -183.4K Net VEX -1.1K -1.6K -836 -1.4K -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.04 0.00 0.00 Total Volume 7.947 0 57 22 0 Total OI 386.632 365 420 420 366
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 2023-04-03 $24.61 $21.00 40.9% 11.7% 12.7% 14.2% 0.0% 121.0% -1.0% 10.6K -152.9K -1.4K 0.00 130.42 N/A N/A 22 0 310 110 2023-04-04 $24.68 $21.00 42.6% 12.2% 12.3% 15.2% 29.9% 115.1% 6.9% 9.5K -148.7K -1.2K 0.00 131.57 N/A N/A 7 0 298 110 2023-04-05 $24.50 $21.00 81.3% 23.3% 12.0% 36.4% 0.0% 117.4% -11.2% 10.4K -177.6K -1.6K 0.00 131.33 N/A N/A 0 0 297 110 2023-04-06 $24.59 $25.00 12.5% 4.8% 11.3% 0.0% 0.0% -0.6% -7.2% 21.1K -145.6K -1.3K 0.00 132.08 N/A N/A 0 0 297 110 2023-04-10 $24.63 $25.00 66.9% 13.7% 10.9% 29.5% 0.0% 52.0% 0.5% 11.4K -140.7K -1.2K 0.00 137.80 N/A N/A 7 0 297 110 2023-04-11 $25.17 $25.00 45.2% 15.1% 13.1% 17.7% 0.0% 51.3% -13.4% 18.3K -235.7K -1.3K 0.00 133.60 N/A N/A 0 0 302 110 2023-04-12 $25.25 $25.00 51.5% 14.8% 13.0% 21.1% 40.7% 38.2% -16.9% 24.9K -230.9K -1.3K 0.04 131.82 N/A N/A 55 2 302 110 2023-04-13 $25.51 $25.00 43.4% 12.4% 11.8% 16.8% 18.3% 4.7% 2.5% 24.4K -263.8K -1.2K 0.02 134.00 N/A N/A 52 1 267 110 2023-04-14 $25.48 $25.00 26.7% 7.6% 11.7% 7.7% 0.0% 56.7% 0.8% 16.9K -231.6K -1.2K 0.00 134.89 N/A N/A 0 0 267 111 2023-04-17 $25.47 $25.00 16.7% 4.8% 10.8% 2.3% 0.0% 9.5% 7.5% 28.5K -263.1K -1.1K 0.00 129.90 N/A N/A 0 0 267 111 2023-04-18 $25.56 $25.00 46.8% 13.4% 10.7% 18.6% 0.0% 0.2% -6.9% 24.7K -229.8K -1.0K 0.00 136.67 N/A N/A 3 0 267 111 2023-04-19 $25.18 $25.00 24.3% 7.0% 12.4% 6.4% 0.0% 66.5% -2.4% 23.2K -193.9K -1.0K 0.00 133.74 N/A N/A 0 0 267 111 2023-04-20 $25.18 $25.00 20.3% 5.8% 12.3% 4.2% 0.0% 67.2% 19.9% 22.9K -203.9K -1.1K 0.00 134.01 N/A N/A 0 0 267 111 2023-04-21 $24.96 $25.00 56.8% 16.3% 12.7% 24.0% 0.0% 71.0% -3.8% 24.4K -152.5K -968 0.00 138.03 N/A N/A 0 0 267 111 2023-04-24 $24.98 $25.00 58.9% 16.9% 12.6% 25.2% 0.0% 70.9% -1.7% 23.2K -153.9K -914 0.00 125.59 N/A N/A 1 0 265 100 2023-04-25 $24.57 $25.00 58.0% 16.6% 14.2% 24.7% 15.1% 93.0% 17.1% 7.9K -115.8K -1.0K 0.00 134.91 N/A N/A 1 0 265 100 2023-04-26 $24.64 $25.00 59.4% 17.0% 13.8% 25.5% 0.0% 102.2% -22.3% 18.3K -105.8K -836 0.00 130.70 N/A N/A 0 0 266 100 2023-04-27 $24.94 $25.00 38.3% 11.0% 14.2% 14.0% 0.0% 41.4% -10.5% 25.9K -144.7K -857 0.00 125.03 N/A N/A 0 0 266 100 2023-04-28 $25.13 $25.00 64.1% 18.4% 13.9% 28.0% 0.0% 93.3% 1.3% 10.4K -183.4K -1.1K 0.00 131.25 N/A N/A 0 0 266 100
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