DVYE Options History — May 2023 In May 2023, DVYE traded between $23.91 and $25.37. ATM implied volatility averaged 55.0%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 41.3% (HV 20d: 13.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-22 : Highest Volume — 15 contracts2023-05-08 : Largest IV spike — 192.3% change2023-05-09 : Highest IV Rank — 42.2%2023-05-30 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.84 $23.91 $25.37 $25.05 $23.91 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 55.0% 26.5% 90.3% 28.9% 74.5% Expected Move 14.9% 7.6% 22.0% 8.3% 21.3% HV 20d 13.8% 12.5% 15.3% 13.9% 13.4% HV 60d 13.5% 12.9% 13.9% 13.8% 13.5% IV Rank 23.1% 7.6% 42.2% 8.9% 33.6% IV Percentile 58.5% 7.9% 97.6% 12.7% 88.9% Term Structure -5.9% -14.6% 12.4% 7.6% -9.4% Skew 25d 59.4% -8.4% 109.1% 74.3% 109.1% Skew 10d 35.4% -20.9% 127.9% 69.2% 127.9% Call IV 25d 31.5% 11.1% 49.4% 11.1% 49.4% Put IV 25d 90.8% 18.3% 158.5% 85.4% 158.5% Bid-Ask Spread % 141.89 124.07 146.38 124.07 142.07 Gamma HHI 0.36 0.20 0.65 0.30 0.28 Net GEX 18.5K 2.2K 48.4K 18.9K 2.2K Net DEX -111.1K -254.4K -7.6K -179.0K -7.8K Net VEX -655 -939 -463 -911 -463 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 0.864 0 15 0 0 Total OI 296.136 132 367 366 149
Daily Data (22 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 2023-05-01 $25.05 $25.00 28.9% 8.3% 13.9% 8.9% 0.0% 74.3% 7.6% 18.9K -179.0K -911 0.00 124.07 N/A N/A 0 0 266 100 2023-05-02 $24.74 $25.00 67.4% 19.3% 14.7% 29.8% 0.0% 100.0% 7.8% 25.2K -121.0K -816 0.00 128.91 N/A N/A 0 0 266 100 2023-05-03 $24.79 $25.00 71.0% 20.3% 14.7% 31.7% 0.0% 95.7% -0.4% 22.9K -120.8K -775 0.00 127.17 N/A N/A 0 0 266 100 2023-05-04 $24.88 $0.00 73.2% 14.5% 14.4% 32.9% 0.0% 64.4% 5.6% 23.4K -113.7K -682 0.00 145.62 N/A N/A 0 0 266 100 2023-05-05 $25.25 $0.00 29.2% 14.8% 15.3% 9.0% 0.0% 7.4% -7.5% 28.1K -201.9K -842 0.00 144.86 N/A N/A 0 0 266 100 2023-05-08 $25.29 $0.00 85.3% 15.7% 15.3% 39.5% 0.0% 64.1% -9.1% 11.0K -192.1K -939 0.00 146.15 N/A N/A 0 0 266 100 2023-05-09 $25.32 $0.00 90.3% 15.8% 13.2% 42.2% 0.0% 68.3% -9.0% 10.9K -176.5K -873 0.00 146.31 N/A N/A 1 0 266 100 2023-05-10 $25.37 $0.00 40.0% 11.5% 13.2% 14.9% 0.0% 25.6% -8.4% 44.1K -254.4K -755 0.00 146.07 N/A N/A 0 0 267 100 2023-05-11 $25.05 $0.00 55.2% 15.8% 13.4% 23.2% 0.0% 15.4% -6.9% 40.3K -137.9K -608 0.00 146.38 N/A N/A 0 0 267 100 2023-05-12 $24.87 $0.00 26.5% 7.6% 13.6% 7.6% 0.0% 5.8% -12.3% 48.4K -125.6K -604 0.00 144.50 N/A N/A 0 0 267 100 2023-05-15 $25.19 $0.00 45.4% 13.0% 14.5% 17.8% 0.0% 16.2% -10.4% 13.5K -193.9K -750 0.00 145.41 N/A N/A 0 0 267 100 2023-05-16 $25.00 $0.00 45.9% 13.2% 14.6% 18.1% 0.0% 22.7% -9.8% 48.2K -155.6K -584 0.00 146.00 N/A N/A 0 0 267 100 2023-05-17 $24.89 $0.00 46.3% 13.3% 13.7% 18.3% 0.0% 77.7% -11.7% 13.1K -155.0K -655 0.00 146.20 N/A N/A 0 0 267 100 2023-05-18 $24.90 $0.00 40.8% 11.7% 13.7% 15.3% 0.0% 77.8% 12.4% 13.7K -158.4K -614 0.00 146.35 N/A N/A 0 0 267 100 2023-05-19 $24.81 $0.00 41.1% 11.8% 13.4% 15.5% 0.0% 78.4% -14.0% 24.1K -19.1K -490 0.00 146.15 N/A N/A 0 2 267 100 2023-05-22 $24.94 $0.00 43.4% 12.4% 13.6% 16.8% 0.0% 91.5% -12.6% 3.1K -21.4K -487 0.00 142.25 N/A N/A 15 0 93 39 2023-05-23 $24.72 $0.00 43.9% 12.6% 12.6% 17.0% 0.0% 86.0% -7.3% 3.7K -31.5K -541 0.00 143.15 N/A N/A 0 0 108 39 2023-05-24 $24.51 $0.00 36.6% 10.5% 12.9% 13.1% 0.0% 84.9% 6.9% 3.3K -28.3K -537 0.00 142.90 N/A N/A 0 0 108 39 2023-05-25 $24.25 $0.00 73.7% 21.1% 12.5% 33.2% 0.0% 91.2% -14.6% 2.5K -21.8K -526 0.00 143.16 N/A N/A 0 0 108 39 2023-05-26 $24.50 $0.00 75.5% 21.7% 12.8% 34.2% 0.0% -8.4% -13.9% 3.7K -21.4K -502 0.00 140.50 N/A N/A 0 0 108 39 2023-05-30 $24.19 $25.00 76.7% 22.0% 13.4% 34.8% 0.0% 58.2% -12.6% 3.7K -7.6K -465 0.00 137.47 N/A N/A 1 0 109 39 2023-05-31 $23.91 $25.00 74.5% 21.3% 13.4% 33.6% 0.0% 109.1% -9.4% 2.2K -7.8K -463 0.00 142.07 N/A N/A 0 0 110 39
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