DVYE Options History — January 2024

In January 2024, DVYE traded between $25.26 and $26.48. ATM implied volatility averaged 21.3%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 3.4% (HV 20d: 18.0%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2024-01-26: Highest Volume — 20 contracts
2024-01-10: Largest IV drop — 66.8% change
2024-01-05: Highest IV Rank — 20.7%
2024-01-03: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.93	$25.26	$26.48	$26.28	$25.92
Max Pain	$26.00	$26.00	$26.00	$26.00	$26.00
ATM IV	21.3%	11.9%	46.1%	42.1%	11.9%
Expected Move	4.7%	3.4%	12.4%	12.1%	3.4%
HV 20d	18.0%	12.7%	20.8%	20.2%	14.2%
HV 60d	16.8%	16.3%	17.2%	16.8%	16.7%
IV Rank	6.9%	1.6%	20.7%	18.4%	1.6%
IV Percentile	14.2%	3.6%	39.7%	32.5%	3.6%
Term Structure	10.7%	-37.5%	21.6%	-36.2%	21.6%
VWIV	21.3%	15.2%	46.0%	15.7%	24.5%
Skew 25d	-11.9%	-30.9%	5.5%	-14.4%	-30.4%
Skew 10d	-6.8%	-39.0%	19.6%	-4.8%	-39.0%
Call IV 25d	27.7%	15.1%	47.3%	30.7%	43.5%
Put IV 25d	15.8%	11.5%	23.3%	16.3%	13.1%
Bid-Ask Spread %	128.74	115.64	144.38	118.42	121.72
Gamma HHI	0.45	0.33	0.54	0.43	0.35
Net GEX	-731	-6.7K	2.4K	1.3K	-6.7K
Net DEX	-2.8K	-26.6K	28.6K	-17.7K	28.6K
Net VEX	-160	-216	-118	-216	-146
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	1.00	0.00	1.00
Total Volume	1.286	0	20	0	0
Total OI	77.905	74	99	74	99

Daily Data (21 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
2024-01-02	$26.28	$26.00	42.1%	12.1%	20.2%	18.4%	0.0%	-14.4%	-36.2%	1.3K	-17.7K	-216	0.00	118.42	N/A	N/A	0	0	42	32
2024-01-03	$26.30	$26.00	43.4%	12.4%	19.8%	19.2%	0.0%	-30.9%	-37.5%	1.3K	-19.2K	-213	0.00	120.45	N/A	N/A	0	0	42	32
2024-01-04	$26.35	$26.00	44.7%	4.5%	19.8%	19.9%	15.7%	-15.1%	11.1%	2.3K	-22.7K	-182	0.00	138.57	N/A	N/A	1	0	42	32
2024-01-05	$26.48	$26.00	46.1%	3.6%	19.8%	20.7%	0.0%	-21.0%	17.7%	1.7K	-26.6K	-210	0.00	144.38	N/A	N/A	0	0	43	32
2024-01-08	$26.48	$26.00	33.1%	3.9%	19.8%	13.4%	0.0%	-13.4%	15.4%	2.4K	-25.3K	-183	0.00	136.63	N/A	N/A	0	0	43	32
2024-01-09	$26.12	$26.00	37.0%	3.6%	20.5%	15.6%	0.0%	-1.5%	18.6%	2.2K	-21.6K	-168	0.00	132.87	N/A	N/A	0	0	43	32
2024-01-10	$25.95	$26.00	12.3%	3.5%	20.7%	1.8%	16.6%	-8.9%	14.5%	591	-9.6K	-179	0.00	143.38	N/A	N/A	0	1	43	32
2024-01-11	$25.99	$26.00	14.2%	4.1%	20.7%	2.9%	0.0%	-10.3%	10.1%	364	-6.6K	-149	0.00	139.57	N/A	N/A	0	0	43	32
2024-01-12	$26.16	$26.00	11.9%	3.4%	20.2%	1.6%	0.0%	-13.3%	17.1%	1.4K	-16.7K	-170	0.00	138.39	N/A	N/A	0	0	43	32
2024-01-16	$25.69	$26.00	12.7%	3.6%	20.1%	2.0%	0.0%	-6.5%	19.9%	821	-7.5K	-165	0.00	132.57	N/A	N/A	0	0	43	32
2024-01-17	$25.26	$26.00	14.4%	4.1%	20.8%	3.0%	0.0%	-1.9%	15.7%	-2.0K	14.7K	-156	0.00	136.19	N/A	N/A	0	0	43	32
2024-01-18	$25.37	$26.00	13.9%	4.0%	20.8%	2.7%	0.0%	5.5%	20.9%	-3.8K	13.8K	-141	0.00	131.35	N/A	N/A	0	0	43	32
2024-01-19	$25.52	$26.00	15.0%	4.3%	20.6%	3.3%	0.0%	-4.2%	11.4%	-3.2K	13.7K	-127	0.00	134.96	N/A	N/A	0	0	43	32
2024-01-22	$25.34	$26.00	14.4%	4.1%	14.5%	3.0%	0.0%	-0.4%	7.7%	-3.1K	12.4K	-137	0.00	118.98	N/A	N/A	0	0	42	32
2024-01-23	$25.39	$26.00	14.2%	4.1%	12.7%	2.9%	0.0%	1.1%	10.5%	-3.2K	11.0K	-134	0.00	119.65	N/A	N/A	0	0	42	32
2024-01-24	$25.89	$26.00	13.2%	3.8%	14.6%	2.3%	46.0%	-6.0%	19.2%	-308	-5.3K	-124	0.00	116.80	N/A	N/A	1	0	42	32
2024-01-25	$25.93	$26.00	15.2%	4.3%	14.2%	3.4%	15.2%	-18.5%	14.8%	-20	-1.6K	-118	0.00	115.64	N/A	N/A	1	0	43	32
2024-01-26	$26.10	$26.00	12.6%	3.6%	14.4%	2.0%	15.2%	-21.8%	19.6%	1.6K	-10.8K	-127	0.00	121.56	N/A	N/A	0	20	44	32
2024-01-29	$26.14	$26.00	13.2%	3.8%	14.4%	2.3%	15.8%	-19.2%	21.3%	-3.1K	12.0K	-163	0.00	118.69	N/A	N/A	0	1	43	52
2024-01-30	$25.92	$26.00	12.7%	3.6%	14.6%	2.0%	24.5%	-19.8%	10.5%	-5.9K	26.0K	-154	1.00	122.66	N/A	N/A	1	1	43	54
2024-01-31	$25.92	$26.00	11.9%	3.4%	14.2%	1.6%	0.0%	-30.4%	21.6%	-6.7K	28.6K	-146	0.00	121.72	N/A	N/A	0	0	44	55