DVYE Options History — November 2023

In November 2023, DVYE traded between $23.77 and $25.82. ATM implied volatility averaged 50.0%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 35.0% (HV 20d: 15.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days.

Notable Days

  • 2023-11-07: Largest IV spike — 752.3% change
  • 2023-11-07: Highest IV Rank — 47.1%
  • 2023-11-01: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.00$23.77$25.82$23.77$25.53
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV50.0%11.5%98.0%71.9%60.6%
Expected Move14.1%4.8%20.6%20.6%17.4%
HV 20d15.0%13.7%16.8%13.7%16.1%
HV 60d17.7%16.6%18.2%16.6%18.1%
IV Rank21.5%0.9%47.1%33.2%27.1%
IV Percentile44.6%0.8%96.8%81.0%62.3%
Term Structure6.1%-25.3%40.4%7.7%22.1%
Skew 25d59.0%1.8%116.6%3.1%116.6%
Skew 10d46.2%-48.4%103.8%-26.4%15.6%
Call IV 25d31.5%10.8%56.2%10.8%30.9%
Put IV 25d90.5%13.9%147.5%13.9%147.5%
Bid-Ask Spread %135.58117.66144.21132.81133.22
Gamma HHI0.440.250.790.270.44
Net GEX-3.1K-15.0K-680-2.4K-1.7K
Net DEX25.7K2.5K56.6K49.5K10.4K
Net VEX-204-310-147-270-147
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI103.6675613313356

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$23.77$25.0071.9%20.6%13.7%33.2%0.0%3.1%7.7%-2.4K49.5K-2700.00132.81N/AN/A004984
2023-11-02$24.23$0.0082.1%14.1%14.8%38.6%0.0%65.3%8.4%-1.7K56.6K-3100.00139.48N/AN/A004984
2023-11-03$24.58$0.0012.2%14.1%15.0%1.3%0.0%66.1%-13.0%-2.9K43.9K-2240.00140.80N/AN/A004984
2023-11-06$24.59$0.0011.5%13.7%15.1%0.9%0.0%20.6%-25.3%-5.4K52.0K-1950.00142.64N/AN/A004984
2023-11-07$24.50$0.0098.0%12.0%14.1%47.1%0.0%57.4%10.0%-3.5K50.6K-1860.00140.20N/AN/A004984
2023-11-08$24.35$0.0016.8%4.8%14.1%3.7%0.0%5.8%17.7%-2.6K44.8K-2350.00141.20N/AN/A004984
2023-11-09$24.19$0.0052.6%15.1%13.9%22.9%0.0%72.3%6.3%-2.1K42.4K-2520.00140.17N/AN/A004984
2023-11-10$24.36$0.0023.4%6.7%14.0%7.2%0.0%54.9%7.8%-1.9K21.7K-3000.00139.34N/AN/A004984
2023-11-13$24.55$0.0052.8%15.1%13.9%23.0%0.0%75.5%-16.0%-2.7K16.4K-2910.00139.87N/AN/A004984
2023-11-14$25.24$0.0059.9%17.2%16.8%26.8%0.0%58.6%-24.1%-10.0K25.4K-1850.00144.21N/AN/A004984
2023-11-15$25.34$0.0053.7%15.4%15.4%23.4%0.0%75.3%-3.4%-1.8K18.0K-2090.00139.82N/AN/A004984
2023-11-16$25.17$0.0055.8%16.0%15.7%24.6%0.0%77.5%40.4%-15.0K28.5K-1680.00139.25N/AN/A004984
2023-11-17$25.30$0.0055.7%16.0%15.1%24.5%0.0%27.0%15.2%-4.2K24.1K-1690.00135.80N/AN/A004984
2023-11-20$25.70$0.0023.7%6.8%15.2%7.4%0.0%61.1%7.2%-9225.4K-1720.00131.65N/AN/A003620
2023-11-21$25.59$0.0049.5%14.2%15.4%21.2%0.0%32.2%9.7%-7597.5K-1720.00122.13N/AN/A003620
2023-11-22$25.48$0.0030.8%8.8%15.2%11.2%0.0%90.7%10.2%-1.2K10.6K-1670.00126.76N/AN/A003620
2023-11-24$25.56$0.0051.1%14.7%15.2%22.1%0.0%89.0%7.8%-9478.6K-1670.00133.77N/AN/A003620
2023-11-27$25.48$0.0070.2%20.1%15.2%32.2%0.0%98.0%8.7%-1.4K11.4K-1540.00134.44N/AN/A003620
2023-11-28$25.82$0.0057.0%16.3%15.5%25.2%0.0%1.8%8.3%-6802.5K-1600.00117.66N/AN/A003620
2023-11-29$25.58$0.0061.1%17.5%16.3%27.4%0.0%89.8%22.2%-1.4K8.9K-1520.00131.88N/AN/A003620
2023-11-30$25.53$0.0060.6%17.4%16.1%27.1%0.0%116.6%22.1%-1.7K10.4K-1470.00133.22N/AN/A003620