DVYE Options History — June 2023 In June 2023, DVYE traded between $24.00 and $25.01. ATM implied volatility averaged 49.7%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 30.2% (HV 20d: 19.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.50.
Notable Days 2023-06-07 : Highest Volume — 34 contracts2023-06-23 : Largest IV spike — 180.3% change2023-06-12 : Highest IV Rank — 47.4%2023-06-01 : Largest Expected Move — 22.1%Monthly Statistics Metric Avg Min Max Open Close Price $24.53 $24.00 $25.01 $24.17 $24.49 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 49.7% 20.1% 99.9% 77.1% 69.3% Expected Move 12.1% 5.7% 22.1% 22.1% 19.9% HV 20d 19.4% 14.0% 21.0% 14.0% 19.6% HV 60d 15.5% 13.5% 16.1% 13.5% 16.1% IV Rank 20.1% 4.1% 47.4% 35.1% 30.8% IV Percentile 47.9% 2.4% 98.0% 91.7% 82.5% Term Structure -10.4% -29.1% 3.9% -10.6% 3.9% VWIV 86.5% 86.5% 86.5% 86.5% 86.5% Skew 25d 58.0% -8.4% 113.0% 110.5% 92.4% Skew 10d 66.1% -22.7% 110.2% -1.9% 110.2% Call IV 25d 34.2% 11.0% 54.1% 47.9% 43.8% Put IV 25d 92.2% 11.3% 160.7% 158.4% 136.2% Bid-Ask Spread % 140.04 128.98 146.76 141.95 138.27 Gamma HHI 0.27 0.21 0.36 0.29 0.33 Net GEX 1.3K -2.8K 7.0K 2.5K -2.8K Net DEX -2.1K -38.0K 37.0K -11.7K 28.6K Net VEX -439 -512 -294 -464 -399 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.00 1.00 1.00 0.00 Total Volume 2.857 0 34 3 0 Total OI 180.238 149 193 149 189
Daily Data (21 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 2023-06-01 $24.17 $25.00 77.1% 22.1% 14.0% 35.1% 0.0% 110.5% -10.6% 2.5K -11.7K -464 0.00 141.95 N/A N/A 0 3 110 39 2023-06-02 $24.68 $25.00 48.3% 13.8% 16.0% 19.4% 0.0% 113.0% 0.3% 3.5K -27.4K -503 0.00 143.48 N/A N/A 0 0 110 42 2023-06-05 $24.68 $25.00 51.4% 12.0% 15.0% 21.1% 0.0% 63.5% -1.2% 3.4K -25.6K -490 0.00 146.76 N/A N/A 0 0 110 42 2023-06-06 $24.91 $25.00 56.3% 12.0% 15.4% 23.8% 0.0% 64.0% 0.9% 4.1K -35.0K -490 0.00 145.98 N/A N/A 0 0 110 42 2023-06-07 $24.00 $25.00 28.2% 7.9% 20.1% 8.5% 0.0% -8.4% -7.9% -588 19.5K -311 0.00 133.94 N/A N/A 0 34 110 42 2023-06-08 $24.29 $25.00 52.4% 6.1% 20.7% 21.6% 0.0% 0.6% -1.9% -710 18.2K -469 0.00 140.51 N/A N/A 0 0 110 78 2023-06-09 $24.52 $25.00 55.7% 12.9% 20.7% 23.4% 0.0% 0.3% -9.1% 263 7.6K -459 0.00 128.98 N/A N/A 0 0 110 78 2023-06-12 $24.51 $25.00 99.9% 13.4% 20.6% 47.4% 0.0% 68.0% -9.7% -401 3.6K -439 1.00 140.88 N/A N/A 1 1 110 78 2023-06-13 $24.49 $25.00 57.6% 5.7% 20.0% 24.4% 0.0% 5.8% -11.5% 1.9K 4.7K -423 0.00 142.75 N/A N/A 0 0 110 79 2023-06-14 $24.79 $25.00 47.8% 13.7% 20.4% 19.2% 0.0% 69.0% -9.6% 2.2K -12.4K -493 0.00 142.36 N/A N/A 0 0 110 79 2023-06-15 $25.01 $25.00 54.7% 15.7% 20.6% 22.9% 0.0% 55.8% -22.2% 2.9K -21.4K -508 0.00 140.72 N/A N/A 0 0 110 79 2023-06-16 $24.92 $25.00 44.6% 12.8% 20.6% 17.4% 0.0% 67.7% -5.1% 7.0K -38.0K -512 0.00 141.46 N/A N/A 0 0 110 79 2023-06-20 $24.68 $25.00 58.0% 16.6% 20.9% 24.7% 0.0% 61.7% -22.7% 1.2K -11.6K -435 0.00 138.56 N/A N/A 0 0 109 77 2023-06-21 $24.74 $25.00 22.3% 6.4% 20.8% 5.3% 0.0% 59.1% -26.5% 2.5K -24.0K -294 0.00 139.44 N/A N/A 0 1 109 77 2023-06-22 $24.55 $25.00 23.6% 6.8% 20.7% 6.0% 0.0% 69.6% -29.1% 5.1K -17.5K -486 0.00 130.48 N/A N/A 0 5 109 78 2023-06-23 $24.25 $25.00 66.1% 19.0% 21.0% 29.1% 86.5% 65.8% -8.5% -1.0K 20.1K -451 0.00 141.30 N/A N/A 0 1 109 83 2023-06-26 $24.42 $25.00 33.4% 9.6% 20.8% 11.3% 0.0% 69.3% -9.2% -2.1K 19.9K -382 0.00 145.60 N/A N/A 0 0 109 84 2023-06-27 $24.43 $25.00 34.6% 9.9% 20.5% 12.0% 0.0% 72.7% -10.6% 1.9K -2.9K -480 0.00 139.12 N/A N/A 0 10 109 84 2023-06-28 $24.29 $25.00 20.1% 5.8% 20.0% 4.1% 0.0% 26.6% -6.1% -2.2K 37.0K -335 0.00 138.73 N/A N/A 4 0 109 84 2023-06-29 $24.23 $25.00 41.2% 11.8% 19.6% 15.6% 0.0% 91.9% -21.0% -1.5K 23.5K -397 0.00 139.61 N/A N/A 0 0 105 84 2023-06-30 $24.49 $25.00 69.3% 19.9% 19.6% 30.8% 0.0% 92.4% 3.9% -2.8K 28.6K -399 0.00 138.27 N/A N/A 0 0 105 84
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