DVYE Options History — October 2023

In October 2023, DVYE traded between $22.99 and $24.09. ATM implied volatility averaged 46.2%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 25.4% (HV 20d: 20.8%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-06: Highest Volume — 30 contracts
  • 2023-10-11: Largest IV spike — 356.6% change
  • 2023-10-27: Highest IV Rank — 38.5%
  • 2023-10-27: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.51$22.99$24.09$23.54$23.45
Max Pain$25.64$24.00$26.00$24.00$25.00
ATM IV46.2%9.9%81.8%9.9%35.8%
Expected Move14.2%2.8%23.4%2.8%10.3%
HV 20d20.8%13.0%24.2%21.8%13.0%
HV 60d16.9%16.4%17.5%16.7%16.4%
IV Rank19.4%0.0%38.5%0.0%13.9%
IV Percentile40.8%0.0%91.3%0.0%21.0%
Term Structure-8.6%-22.4%11.5%11.5%-20.6%
VWIV18.2%18.2%18.2%18.2%18.2%
Skew 25d4.2%-23.1%48.4%-2.1%5.9%
Skew 10d-6.2%-44.0%94.0%-17.8%5.7%
Call IV 25d20.6%10.1%44.2%20.3%12.0%
Put IV 25d24.8%14.3%92.6%18.3%17.9%
Bid-Ask Spread %133.99122.39141.07133.11128.10
Gamma HHI0.300.190.450.240.45
Net GEX-8.1K-14.6K-2.3K-11.0K-2.9K
Net DEX84.0K46.8K137.9K90.0K72.4K
Net VEX-339-495-109-495-109
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.59103003
Total OI191.5130232232130

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$23.54$24.009.9%2.8%21.8%0.0%0.0%-2.1%11.5%-11.0K90.0K-4950.00133.11N/AN/A0049183
2023-10-03$23.13$24.0032.7%9.4%22.5%12.2%0.0%-0.9%-22.0%-13.3K132.0K-4460.00134.99N/AN/A0049183
2023-10-04$23.12$24.0032.4%9.3%22.5%12.0%0.0%-7.0%-22.0%-13.3K124.6K-4570.00129.65N/AN/A0049183
2023-10-05$22.99$26.0024.9%14.7%22.4%8.0%0.0%7.0%6.1%-14.6K137.9K-4140.00136.00N/AN/A0049183
2023-10-06$23.27$26.0033.0%11.2%23.0%12.3%0.0%16.2%-0.5%-13.2K112.7K-4070.00138.99N/AN/A03049183
2023-10-09$23.34$26.0029.2%8.7%22.8%10.3%0.0%4.6%-0.5%-11.8K115.3K-3210.00127.19N/AN/A0049164
2023-10-10$23.75$26.0012.3%14.0%23.9%1.3%0.0%9.2%-8.8%-8.9K81.6K-3150.00135.54N/AN/A0049164
2023-10-11$23.96$26.0056.3%16.1%24.1%24.8%0.0%24.0%-4.0%-9.6K62.8K-4130.00138.70N/AN/A0049164
2023-10-12$23.74$26.0057.9%16.6%23.4%25.7%0.0%-15.4%-12.9%-8.3K98.9K-3690.00136.60N/AN/A0149164
2023-10-13$23.87$26.0059.2%17.0%23.6%26.4%0.0%10.2%-8.1%-9.3K69.5K-3980.00138.84N/AN/A0049165
2023-10-16$24.09$26.0060.3%17.3%23.9%27.0%0.0%8.6%-22.4%-11.5K63.7K-3430.00140.17N/AN/A0049165
2023-10-17$24.05$26.0035.4%10.1%23.9%13.6%0.0%4.9%-6.9%-13.4K67.1K-3040.00130.23N/AN/A0049165
2023-10-18$23.69$26.0025.6%7.3%24.2%8.4%0.0%7.8%-10.1%-10.3K98.3K-2200.00135.98N/AN/A0049165
2023-10-19$23.61$26.0063.9%18.3%23.6%28.9%0.0%48.4%-8.0%-8.4K81.9K-3760.00141.07N/AN/A0049165
2023-10-20$23.41$26.0026.8%7.7%22.0%9.0%0.0%3.9%-12.8%-3.0K106.0K-2460.00135.79N/AN/A0049165
2023-10-23$23.29$26.0055.0%15.8%21.3%24.1%0.0%16.9%-5.6%-3.4K74.3K-1880.00122.39N/AN/A004883
2023-10-24$23.52$26.0059.4%17.0%15.3%26.5%0.0%3.6%-4.1%-2.4K46.8K-3370.00130.26N/AN/A004883
2023-10-25$23.36$26.0078.1%22.4%15.3%36.5%0.0%-3.8%-9.5%-2.4K53.8K-3360.00139.90N/AN/A104883
2023-10-26$23.38$26.0068.7%19.7%15.0%31.4%0.0%-19.4%-4.9%-2.4K54.2K-3300.00132.99N/AN/A004983
2023-10-27$23.32$26.0081.8%23.4%14.9%38.5%0.0%-23.1%-14.1%-2.3K50.6K-3470.00135.80N/AN/A004983
2023-10-30$23.41$25.0077.7%22.3%14.5%36.3%0.0%-7.1%-9.5%-2.4K53.5K-2900.00125.50N/AN/A004981
2023-10-31$23.45$25.0035.8%10.3%13.0%13.9%18.2%5.9%-20.6%-2.9K72.4K-1090.00128.10N/AN/A034981