DVYE Options History — September 2023

In September 2023, DVYE traded between $23.52 and $25.20. ATM implied volatility averaged 56.7%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 42.5% (HV 20d: 14.3%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-09-05: Highest Volume — 80 contracts
2023-09-08: Largest IV spike — 136.5% change
2023-09-12: Highest IV Rank — 69.0%
2023-09-01: Largest Expected Move — 18.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.59	$23.52	$25.20	$24.75	$23.80
Max Pain	$24.15	$24.00	$27.00	$27.00	$24.00
ATM IV	56.7%	11.5%	139.3%	64.7%	11.5%
Expected Move	12.1%	3.3%	18.5%	18.5%	3.3%
HV 20d	14.3%	11.1%	22.3%	11.9%	22.0%
HV 60d	14.4%	13.2%	17.3%	13.9%	16.8%
IV Rank	24.7%	0.4%	69.0%	29.0%	0.4%
IV Percentile	50.3%	0.4%	98.8%	71.8%	0.4%
Term Structure	0.5%	-32.1%	25.2%	25.2%	18.8%
VWIV	21.8%	16.3%	28.5%	17.9%	16.3%
Skew 25d	14.1%	-14.4%	91.5%	91.5%	4.5%
Skew 10d	31.8%	-22.0%	108.6%	108.2%	3.8%
Call IV 25d	26.0%	10.9%	71.3%	71.3%	12.9%
Put IV 25d	40.1%	16.2%	162.8%	162.8%	17.4%
Bid-Ask Spread %	142.72	126.50	146.98	143.05	139.47
Gamma HHI	0.39	0.19	0.64	0.31	0.25
Net GEX	-6.7K	-11.2K	304	-2.7K	-8.5K
Net DEX	20.1K	-22.6K	93.5K	15.6K	69.2K
Net VEX	-305	-486	-161	-371	-486
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	6.75	0	80	0	0
Total OI	192.7	110	232	110	232

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-09-01	$24.75	$27.00	64.7%	18.5%	11.9%	29.0%	0.0%	91.5%	25.2%	-2.7K	15.6K	-371	143.05	N/A	N/A	0	0	45	65
2023-09-05	$24.76	$24.00	76.5%	11.3%	11.9%	35.3%	17.9%	3.2%	18.3%	-6.9K	4.9K	-344	146.54	N/A	N/A	0	80	45	65
2023-09-06	$24.71	$24.00	62.5%	12.1%	11.7%	27.8%	0.0%	-0.6%	-1.8%	-6.8K	-10.1K	-237	146.51	N/A	N/A	0	0	45	145
2023-09-07	$24.49	$24.00	38.6%	7.9%	12.1%	14.9%	24.5%	27.7%	-6.2%	-6.3K	1.3K	-204	144.00	N/A	N/A	0	1	45	145
2023-09-08	$24.55	$24.00	91.2%	11.2%	12.1%	43.2%	0.0%	23.3%	7.6%	-7.2K	4.2K	-169	144.38	N/A	N/A	0	0	45	146
2023-09-11	$24.73	$24.00	120.8%	13.0%	12.0%	59.1%	0.0%	3.5%	5.9%	-7.4K	10.4K	-302	145.17	N/A	N/A	0	0	45	146
2023-09-12	$24.63	$24.00	139.3%	12.8%	11.5%	69.0%	0.0%	1.3%	-2.9%	-8.6K	11.2K	-318	144.85	N/A	N/A	0	0	45	146
2023-09-13	$24.71	$24.00	46.0%	13.2%	11.1%	18.9%	0.0%	-0.4%	-2.7%	-8.1K	-6.8K	-237	145.46	N/A	N/A	1	0	45	146
2023-09-14	$25.09	$24.00	45.3%	13.0%	12.1%	18.5%	0.0%	16.0%	1.6%	-4.3K	-10.9K	-211	146.98	N/A	N/A	0	0	46	146
2023-09-15	$25.00	$24.00	55.3%	15.8%	12.2%	23.9%	0.0%	6.5%	-6.7%	-4.5K	-10.5K	-161	145.09	N/A	N/A	0	0	46	147
2023-09-18	$24.99	$24.00	57.3%	16.4%	12.2%	25.0%	28.5%	-6.6%	-8.1%	-9.3K	31.2K	-281	144.90	N/A	N/A	5	0	31	147
2023-09-19	$24.99	$24.00	57.8%	16.6%	12.1%	25.2%	0.0%	28.1%	-8.8%	-2.6K	-8.7K	-233	145.61	N/A	N/A	13	0	36	147
2023-09-20	$25.09	$24.00	52.3%	15.0%	11.7%	22.3%	0.0%	38.8%	-4.0%	304	-22.6K	-286	144.10	N/A	N/A	0	0	49	147
2023-09-21	$24.66	$24.00	51.4%	14.7%	12.4%	21.8%	0.0%	-9.3%	-4.2%	-5.9K	11.1K	-380	143.95	N/A	N/A	0	0	49	147
2023-09-22	$25.20	$24.00	62.0%	17.8%	14.3%	27.5%	0.0%	62.2%	-28.8%	-4.4K	14.8K	-319	145.74	N/A	N/A	0	34	49	147
2023-09-25	$24.75	$24.00	63.8%	18.3%	15.9%	28.5%	0.0%	-14.4%	-32.1%	-9.8K	37.4K	-391	143.93	N/A	N/A	0	0	49	181
2023-09-26	$23.68	$24.00	13.0%	3.7%	22.3%	1.1%	0.0%	-3.1%	9.4%	-9.9K	78.9K	-428	133.43	N/A	N/A	0	0	49	182
2023-09-27	$23.52	$24.00	13.3%	3.8%	21.9%	1.3%	16.3%	5.2%	20.5%	-11.2K	93.5K	-397	126.50	N/A	N/A	0	1	49	182
2023-09-28	$23.71	$24.00	12.5%	3.6%	22.2%	0.9%	0.0%	5.0%	8.6%	-10.2K	87.8K	-352	134.80	N/A	N/A	0	0	49	183
2023-09-29	$23.80	$24.00	11.5%	3.3%	22.0%	0.4%	0.0%	4.5%	18.8%	-8.5K	69.2K	-486	139.47	N/A	N/A	0	0	49	183