DVYE Options History — August 2023

In August 2023, DVYE traded between $24.02 and $25.55. ATM implied volatility averaged 59.5%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 45.6% (HV 20d: 13.9%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-25: Highest Volume — 18 contracts
  • 2023-08-02: Largest IV spike — 593.1% change
  • 2023-08-08: Highest IV Rank — 41.1%
  • 2023-08-02: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.64$24.02$25.55$25.55$24.53
Max Pain$26.83$26.00$27.00$26.00$27.00
ATM IV59.5%11.8%87.2%11.8%62.4%
Expected Move15.5%3.4%23.4%3.4%17.9%
HV 20d13.9%10.6%17.5%16.3%11.3%
HV 60d16.4%15.7%16.8%16.7%15.8%
IV Rank26.2%0.5%41.1%0.5%27.7%
IV Percentile62.9%0.4%96.0%0.4%68.3%
Term Structure7.9%-18.8%38.4%6.1%23.9%
VWIV92.7%92.7%92.7%92.7%92.7%
Skew 25d72.1%-13.2%120.8%60.8%120.8%
Skew 10d89.5%-17.9%127.8%63.6%125.5%
Call IV 25d27.7%8.2%45.9%9.8%34.7%
Put IV 25d99.8%26.3%155.4%70.6%155.4%
Bid-Ask Spread %138.88134.02144.86136.12144.86
Gamma HHI0.390.200.860.210.47
Net GEX-4.7K-39.2K4.3K4.3K-5.3K
Net DEX-4.3K-50.6K27.6K-50.6K-5.4K
Net VEX-292-439-178-410-251
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.73901800
Total OI162.69682211208110

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$25.55$26.0011.8%3.4%16.3%0.5%0.0%60.8%6.1%4.3K-50.6K-4100.00136.12N/AN/A0012583
2023-08-02$25.13$26.0081.8%23.4%17.5%38.1%0.0%24.4%-18.8%3.9K-30.1K-3800.00134.96N/AN/A0012583
2023-08-03$25.01$27.0069.2%15.8%15.8%31.4%0.0%64.0%-4.1%2.2K-27.9K-4390.00142.00N/AN/A0012583
2023-08-04$24.98$27.0074.9%15.2%15.1%34.4%0.0%64.9%0.0%2.9K-37.0K-3790.00138.79N/AN/A0012583
2023-08-07$24.99$27.0085.9%9.4%14.9%40.4%0.0%-13.2%8.6%3.8K-33.0K-3140.00141.78N/AN/A0012583
2023-08-08$24.82$27.0087.2%14.6%15.0%41.1%0.0%67.7%17.9%757-28.9K-3760.00138.46N/AN/A0012583
2023-08-09$24.81$27.0051.3%14.7%14.2%21.7%0.0%68.7%12.4%1.3K-22.4K-3150.00138.36N/AN/A0012583
2023-08-10$24.85$27.0049.2%14.1%13.8%20.6%0.0%70.5%6.2%1.4K-9.8K-3490.00135.93N/AN/A0112583
2023-08-11$24.63$27.0053.4%15.3%14.1%22.9%0.0%-4.0%-14.1%24312.4K-3220.00135.47N/AN/A0012584
2023-08-14$24.38$27.0055.5%15.9%14.5%24.0%0.0%77.6%6.7%1748.5K-3010.00141.49N/AN/A0012584
2023-08-15$24.20$27.0056.2%16.1%14.6%24.4%0.0%84.0%4.6%-15.9K27.6K-2720.00139.38N/AN/A0012584
2023-08-16$24.14$27.0058.6%16.8%14.5%25.7%0.0%82.5%4.7%-22.3K26.5K-2680.00139.97N/AN/A0012584
2023-08-17$24.12$27.0058.7%16.8%14.5%25.7%92.7%88.1%38.4%-27.7K21.0K-2080.00136.31N/AN/A0712584
2023-08-18$24.11$26.0059.1%16.9%14.4%26.0%0.0%85.5%12.4%-39.2K16.9K-2120.00137.60N/AN/A0412586
2023-08-21$24.02$26.0017.9%5.1%12.7%3.8%0.0%107.1%9.9%-842874-2050.00138.17N/AN/A003549
2023-08-22$24.27$27.0063.8%18.3%12.7%28.5%0.0%98.7%8.9%-119-6.8K-2280.00143.27N/AN/A003547
2023-08-23$24.63$27.0058.2%16.7%13.9%25.5%0.0%34.9%-2.5%-239-3.0K-2560.00134.02N/AN/A003547
2023-08-24$24.46$27.0077.4%22.2%13.4%35.8%0.0%101.3%-9.1%1871.5K-2810.00142.51N/AN/A003547
2023-08-25$24.55$27.0054.7%15.7%12.3%23.6%0.0%98.9%9.7%-8399.5K-2460.00142.93N/AN/A0183547
2023-08-28$24.67$27.0058.7%16.8%12.2%25.7%0.0%107.4%10.4%-5.0K4.0K-2130.00137.83N/AN/A003565
2023-08-29$24.92$27.0060.5%17.4%12.0%26.7%0.0%111.9%22.6%-5.6K24.9K-3130.00135.12N/AN/A003565
2023-08-30$24.84$27.0061.6%17.7%10.6%27.3%0.0%56.9%26.0%-6.2K1.2K-1780.00139.01N/AN/A1003565
2023-08-31$24.53$27.0062.4%17.9%11.3%27.7%0.0%120.8%23.9%-5.3K-5.4K-2510.00144.86N/AN/A004565