DVYE Options History — December 2023 In December 2023, DVYE traded between $25.57 and $26.67. ATM implied volatility averaged 46.3%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 29.8% (HV 20d: 16.5%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-04 : Highest Volume — 26 contracts2023-12-12 : Largest IV spike — 382.9% change2023-12-12 : Highest IV Rank — 67.0%2023-12-29 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $26.04 $25.57 $26.67 $25.89 $26.56 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 46.3% 9.0% 135.2% 62.8% 65.2% Expected Move 9.3% 2.6% 18.7% 18.0% 18.7% HV 20d 16.5% 12.1% 21.1% 15.5% 20.2% HV 60d 17.7% 16.7% 18.5% 18.2% 16.7% IV Rank 20.0% 0.0% 67.0% 28.3% 31.3% IV Percentile 39.7% 0.0% 98.4% 67.5% 73.8% Term Structure -3.8% -30.0% 23.3% 23.3% -7.2% VWIV 43.9% 17.3% 85.8% 17.3% 28.6% Skew 25d 44.1% -28.3% 93.5% 2.5% 62.0% Skew 10d 77.0% -14.7% 128.4% 15.4% 121.1% Call IV 25d 27.3% 12.0% 53.6% 13.7% 20.5% Put IV 25d 71.4% 9.6% 116.3% 16.2% 82.5% Bid-Ask Spread % 141.81 124.56 150.48 132.41 141.49 Gamma HHI 0.41 0.32 0.50 0.45 0.43 Net GEX 2.8K -2.3K 12.5K -853 1.7K Net DEX -23.8K -61.9K 10.3K 1.2K -26.6K Net VEX -223 -282 -151 -151 -226 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 2.7 0 26 0 1 Total OI 79.75 56 98 56 73
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 2023-12-01 $25.89 $0.00 62.8% 18.0% 15.5% 28.3% 0.0% 2.5% 23.3% -853 1.2K -151 0.00 132.41 N/A N/A 0 0 36 20 2023-12-04 $25.66 $0.00 39.6% 3.9% 15.5% 15.9% 17.3% 72.7% -3.9% -898 6.9K -152 0.00 147.49 N/A N/A 26 0 36 20 2023-12-05 $25.66 $26.00 74.2% 3.5% 15.5% 34.4% 0.0% 36.9% -5.1% 3.8K -13.1K -222 0.00 148.67 N/A N/A 0 0 62 20 2023-12-06 $25.63 $26.00 78.2% 11.0% 15.4% 36.5% 0.0% 66.0% -3.7% 4.0K -10.6K -214 0.00 147.68 N/A N/A 4 0 62 20 2023-12-07 $25.66 $26.00 67.9% 7.5% 15.1% 31.0% 0.0% 40.8% -1.0% 4.9K -14.3K -233 0.00 149.66 N/A N/A 0 0 66 20 2023-12-08 $25.58 $26.00 54.7% 10.4% 14.9% 24.0% 0.0% 48.1% 3.9% 885 -22.9K -244 0.00 149.93 N/A N/A 0 0 66 20 2023-12-11 $25.61 $26.00 28.0% 10.8% 14.8% 9.7% 0.0% 50.4% -0.0% -1.1K -21.7K -208 0.00 150.48 N/A N/A 0 0 66 20 2023-12-12 $25.60 $26.00 135.2% 10.9% 14.7% 67.0% 0.0% 52.3% -0.1% -2.3K -23.4K -195 0.00 150.18 N/A N/A 0 0 66 20 2023-12-13 $25.97 $26.00 9.9% 2.8% 12.1% 0.0% 0.0% 93.5% -2.5% 10.7K -30.7K -261 0.00 145.13 N/A N/A 0 0 66 20 2023-12-14 $26.43 $26.00 11.4% 3.3% 13.4% 0.8% 0.0% 27.8% 1.0% 12.5K -61.6K -247 0.00 144.55 N/A N/A 9 0 67 20 2023-12-15 $26.29 $26.00 9.0% 2.6% 13.3% 0.0% 0.0% 44.0% 0.1% 8.4K -61.9K -247 0.00 137.14 N/A N/A 0 12 76 20 2023-12-18 $26.45 $26.00 9.4% 2.7% 13.3% 0.2% 85.8% -28.3% 0.3% 4.1K -55.7K -219 0.00 137.73 N/A N/A 1 0 67 31 2023-12-19 $26.67 $26.00 45.3% 13.0% 12.6% 20.2% 0.0% 21.2% 12.9% 4.9K -60.3K -282 0.00 136.69 N/A N/A 0 0 67 31 2023-12-20 $25.57 $0.00 38.0% 10.9% 20.0% 16.1% 28.6% 30.4% -15.1% -1.2K 10.3K -200 0.00 137.43 N/A N/A 1 0 41 31 2023-12-21 $26.04 $26.00 58.5% 16.8% 20.9% 27.6% 0.0% 88.5% -17.5% 970 -12.8K -245 0.00 141.70 N/A N/A 0 0 42 31 2023-12-22 $26.14 $26.00 25.1% 7.2% 21.0% 9.0% 0.0% 93.0% -9.8% 552 -8.1K -226 0.00 138.30 N/A N/A 0 0 42 31 2023-12-26 $26.37 $26.00 28.7% 8.2% 21.1% 11.0% 0.0% -1.8% -14.7% 1.4K -19.5K -228 0.00 124.56 N/A N/A 0 0 42 31 2023-12-27 $26.43 $26.00 38.4% 11.0% 20.6% 16.4% 0.0% 54.3% -30.0% 1.6K -23.7K -230 0.00 141.51 N/A N/A 0 0 42 31 2023-12-28 $26.54 $26.00 46.2% 13.3% 20.3% 20.7% 0.0% 27.0% -6.6% 1.6K -26.7K -232 0.00 133.56 N/A N/A 0 0 42 31 2023-12-29 $26.56 $26.00 65.2% 18.7% 20.2% 31.3% 0.0% 62.0% -7.2% 1.7K -26.6K -226 0.00 141.49 N/A N/A 0 1 42 31
« Nov 2023 | All History | Jan 2024 » Home DVYE History December 2023