DVYE Options History — February 2024 In February 2024, DVYE traded between $25.61 and $26.76. ATM implied volatility averaged 28.9%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 13.3% (HV 20d: 15.5%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.50.
Notable Days 2024-02-16 : Highest Volume — 29 contracts2024-02-06 : Largest IV spike — 207.9% change2024-02-29 : Highest IV Rank — 21.4%2024-02-29 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $26.23 $25.61 $26.76 $26.02 $26.22 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 28.9% 10.3% 47.4% 13.4% 47.4% Expected Move 8.8% 5.5% 13.6% 9.0% 13.6% HV 20d 15.5% 14.3% 16.8% 14.3% 15.5% HV 60d 16.8% 16.2% 17.2% 16.5% 16.6% IV Rank 11.1% 0.7% 21.4% 2.4% 21.4% IV Percentile 24.0% 1.6% 47.6% 9.5% 47.6% Term Structure 1.6% -17.0% 43.1% -6.4% -16.9% VWIV 16.7% 14.5% 19.0% 14.5% 19.0% Skew 25d -10.3% -32.3% 24.7% 13.2% -21.7% Skew 10d 3.4% -11.1% 29.0% -3.3% 26.8% Call IV 25d 35.0% 12.7% 48.8% 23.9% 48.8% Put IV 25d 24.8% 14.8% 39.4% 37.1% 27.1% Bid-Ask Spread % 143.50 133.74 148.42 147.95 144.29 Gamma HHI 0.54 0.30 0.92 0.34 0.60 Net GEX -4.2K -19.7K 3.2K -5.2K 2.5K Net DEX 1.2K -28.2K 55.3K 21.3K -23.2K Net VEX -97 -163 -37 -152 -88 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.00 2.00 0.00 0.00 Total Volume 2.3 0 29 0 0 Total OI 77.25 34 107 99 38
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 2024-02-01 $26.02 $0.00 13.4% 9.0% 14.3% 2.4% 0.0% 13.2% -6.4% -5.2K 21.3K -152 0.00 147.95 N/A N/A 0 0 44 55 2024-02-02 $25.76 $0.00 10.3% 8.8% 14.6% 0.7% 0.0% -1.6% -6.6% -7.6K 33.4K -144 0.00 148.22 N/A N/A 0 2 44 55 2024-02-05 $25.79 $0.00 12.2% 5.8% 14.5% 1.8% 0.0% -13.7% 1.7% -10.9K 38.2K -112 0.00 140.42 N/A N/A 1 0 44 57 2024-02-06 $26.38 $0.00 37.6% 7.3% 16.8% 15.9% 0.0% 6.0% -7.0% -2.0K 5.3K -129 0.50 147.06 N/A N/A 2 1 44 57 2024-02-07 $26.40 $0.00 34.5% 9.9% 16.0% 14.2% 0.0% 1.6% -9.2% -544 5.4K -163 0.00 148.21 N/A N/A 4 0 46 56 2024-02-08 $26.20 $0.00 27.5% 7.9% 16.1% 10.3% 0.0% -5.1% 3.7% -4.1K 3.3K -133 0.00 144.07 N/A N/A 0 0 50 56 2024-02-09 $26.07 $0.00 27.6% 7.9% 16.2% 10.4% 0.0% -2.1% 4.0% -9.4K 13.2K -98 0.00 148.03 N/A N/A 0 1 50 56 2024-02-12 $26.11 $0.00 34.6% 9.9% 16.0% 14.2% 0.0% 24.7% -7.0% -8.6K 14.0K -81 0.00 143.90 N/A N/A 0 0 50 57 2024-02-13 $25.61 $0.00 33.3% 9.6% 16.2% 13.5% 0.0% -22.6% -8.8% -13.6K 55.3K -70 0.00 146.01 N/A N/A 0 0 50 57 2024-02-14 $25.98 $0.00 29.0% 8.3% 15.7% 11.2% 0.0% -13.8% -17.0% -19.4K 29.5K -56 0.00 144.80 N/A N/A 0 0 50 57 2024-02-15 $26.11 $0.00 35.9% 10.3% 15.7% 15.0% 0.0% -9.5% 22.6% -19.7K 14.9K -44 0.00 148.42 N/A N/A 0 0 50 57 2024-02-16 $26.31 $0.00 19.2% 5.5% 15.8% 5.7% 14.5% -9.4% 43.1% -4.6K -3.1K -37 0.53 136.26 N/A N/A 19 10 50 57 2024-02-20 $26.55 $22.00 24.0% 6.9% 15.7% 8.4% 0.0% -22.6% 18.3% 3.2K -28.2K -77 0.00 143.82 N/A N/A 0 0 23 11 2024-02-21 $26.45 $22.00 40.8% 11.7% 15.8% 17.7% 19.0% -21.3% -9.6% 2.6K -27.0K -80 2.00 144.75 N/A N/A 1 2 23 11 2024-02-22 $26.76 $22.00 24.2% 6.9% 14.9% 8.4% 0.0% -4.9% 9.3% 2.8K -27.2K -92 0.00 133.74 N/A N/A 2 0 24 13 2024-02-23 $26.63 $22.00 24.2% 6.9% 15.1% 8.5% 0.0% -24.4% 21.3% 2.8K -26.9K -107 0.00 134.05 N/A N/A 0 1 26 13 2024-02-26 $26.48 $22.00 45.0% 12.9% 15.1% 20.1% 0.0% -32.3% -12.6% 2.7K -25.4K -99 0.00 135.46 N/A N/A 0 0 26 12 2024-02-27 $26.55 $22.00 27.3% 7.8% 15.2% 10.2% 0.0% -26.2% 23.4% 2.9K -27.2K -93 0.00 145.54 N/A N/A 0 0 26 12 2024-02-28 $26.23 $22.00 29.1% 8.3% 15.5% 11.2% 0.0% -19.8% -14.4% 2.9K -22.6K -87 0.00 145.00 N/A N/A 0 0 26 12 2024-02-29 $26.22 $22.00 47.4% 13.6% 15.5% 21.4% 0.0% -21.7% -16.9% 2.5K -23.2K -88 0.00 144.29 N/A N/A 0 0 26 12
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