DVYE Options History — July 2023 In July 2023, DVYE traded between $24.20 and $25.95. ATM implied volatility averaged 48.3%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 33.0% (HV 20d: 15.3%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-28 : Highest Volume — 20 contracts2023-07-27 : Largest IV spike — 383.6% change2023-07-11 : Highest IV Rank — 40.2%2023-07-05 : Largest Expected Move — 22.8%Monthly Statistics Metric Avg Min Max Open Close Price $25.06 $24.20 $25.95 $24.76 $25.95 Max Pain $25.90 $25.00 $26.00 $25.00 $26.00 ATM IV 48.3% 10.8% 86.6% 75.6% 10.8% Expected Move 11.8% 3.1% 22.8% 21.7% 3.1% HV 20d 15.3% 14.0% 19.5% 18.5% 15.3% HV 60d 16.3% 15.9% 16.7% 16.1% 16.4% IV Rank 19.5% 0.0% 40.2% 34.3% 0.0% IV Percentile 48.1% 0.0% 95.6% 88.9% 0.0% Term Structure -1.5% -31.8% 23.1% -31.3% 23.1% VWIV 12.4% 12.4% 12.4% 12.4% 12.4% Skew 25d 37.9% -2.2% 106.3% 99.8% 70.7% Skew 10d 60.0% 0.7% 124.9% 117.6% 109.5% Call IV 25d 17.9% 7.2% 48.1% 44.9% 7.2% Put IV 25d 55.8% 12.2% 154.3% 144.7% 77.9% Bid-Ask Spread % 135.32 128.11 144.41 141.45 135.29 Gamma HHI 0.30 0.19 0.62 0.30 0.38 Net GEX 3.6K -4.1K 32.6K -1.4K 9.6K Net DEX -14.4K -62.8K 40.4K 7.9K -62.8K Net VEX -301 -471 -157 -332 -310 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 1.95 0 20 0 0 Total OI 190.55 173 208 189 208
Daily Data (20 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 2023-07-03 $24.76 $25.00 75.6% 21.7% 18.5% 34.3% 0.0% 99.8% -31.3% -1.4K 7.9K -332 0.00 141.45 N/A N/A 0 0 105 84 2023-07-05 $24.69 $25.00 79.4% 22.8% 18.5% 36.3% 0.0% 106.3% -31.8% -2.2K 11.3K -318 0.00 144.41 N/A N/A 0 0 105 84 2023-07-06 $24.20 $26.00 80.1% 5.5% 19.5% 36.7% 0.0% 35.6% 4.5% -4.1K 40.4K -376 0.00 136.14 N/A N/A 0 2 105 84 2023-07-07 $24.54 $26.00 67.2% 13.1% 15.0% 29.7% 0.0% 15.7% 9.0% 726 -6.8K -357 0.00 133.52 N/A N/A 0 0 105 86 2023-07-10 $24.38 $26.00 33.9% 5.1% 14.6% 11.6% 0.0% 8.9% 7.3% -3.6K 26.5K -302 0.00 135.79 N/A N/A 0 0 105 86 2023-07-11 $24.54 $26.00 86.6% 12.8% 14.4% 40.2% 0.0% -1.7% 4.0% -3.0K 18.5K -294 0.00 139.20 N/A N/A 0 0 105 86 2023-07-12 $24.88 $26.00 45.0% 12.9% 15.2% 17.6% 0.0% 47.9% 4.0% 2.0K -23.3K -440 0.00 138.06 N/A N/A 0 0 105 86 2023-07-13 $25.10 $26.00 51.4% 14.7% 15.4% 21.1% 0.0% 27.9% -6.7% 2.4K -27.7K -455 0.00 133.26 N/A N/A 0 0 105 86 2023-07-14 $25.01 $26.00 57.6% 16.5% 15.0% 24.4% 12.4% 9.2% -16.7% 989 -8.9K -278 0.00 140.01 N/A N/A 0 2 105 86 2023-07-17 $24.98 $26.00 52.4% 15.0% 14.6% 21.6% 0.0% -2.2% -2.0% 1.5K -57.9K -471 0.00 135.09 N/A N/A 0 0 105 88 2023-07-18 $24.95 $26.00 52.5% 15.1% 14.6% 21.7% 0.0% 6.6% -1.6% 2.8K -15.0K -272 0.00 129.74 N/A N/A 0 0 105 88 2023-07-19 $25.03 $26.00 53.8% 15.4% 14.2% 22.4% 0.0% 27.1% -2.4% 2.3K -24.4K -284 0.00 134.76 N/A N/A 0 0 105 88 2023-07-20 $24.92 $26.00 41.1% 11.8% 14.3% 15.5% 0.0% 7.8% -5.0% 2.4K -17.3K -250 0.00 138.66 N/A N/A 0 0 105 88 2023-07-21 $25.02 $26.00 17.1% 4.9% 14.0% 2.5% 0.0% 1.9% -4.0% 32.6K -13.8K -157 0.00 134.49 N/A N/A 0 0 105 88 2023-07-24 $25.43 $26.00 55.2% 15.8% 14.1% 23.2% 0.0% 32.9% -1.7% 3.0K -17.9K -248 0.00 136.22 N/A N/A 15 0 90 83 2023-07-25 $25.68 $26.00 14.1% 4.0% 14.2% 0.9% 0.0% 78.7% 19.8% 6.3K -33.4K -180 0.00 131.56 N/A N/A 0 0 105 83 2023-07-26 $25.82 $26.00 13.7% 3.9% 14.2% 0.6% 0.0% 71.2% 4.5% 7.9K -30.7K -202 0.00 132.41 N/A N/A 0 0 105 83 2023-07-27 $25.47 $26.00 66.1% 18.9% 15.1% 29.0% 0.0% 40.7% -6.9% 3.0K -29.8K -327 0.00 128.11 N/A N/A 0 0 105 83 2023-07-28 $25.82 $26.00 12.1% 3.5% 15.5% 0.0% 0.0% 73.1% 4.3% 8.6K -22.8K -175 0.00 128.21 N/A N/A 20 0 105 83 2023-07-31 $25.95 $26.00 10.8% 3.1% 15.3% 0.0% 0.0% 70.7% 23.1% 9.6K -62.8K -310 0.00 135.29 N/A N/A 0 0 125 83
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