DVYE Options History — April 2024

In April 2024, DVYE traded between $26.07 and $27.44. ATM implied volatility averaged 28.3%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 15.8% (HV 20d: 12.4%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-04-12: Highest Volume — 6 contracts
  • 2024-04-10: Largest IV spike — 133.0% change
  • 2024-04-26: Highest IV Rank — 22.5%
  • 2024-04-26: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.53$26.07$27.44$26.07$27.07
Max Pain$27.00$27.00$27.00$27.00$27.00
ATM IV28.3%11.2%38.3%24.9%31.7%
Expected Move8.5%6.8%11.0%7.1%9.1%
HV 20d12.4%10.8%14.2%11.8%14.2%
HV 60d13.7%13.0%14.2%14.0%13.9%
IV Rank14.8%1.6%22.5%12.2%17.4%
IV Percentile29.7%2.8%44.8%25.0%35.3%
Term Structure-3.7%-15.1%18.4%-10.1%7.1%
Skew 25d4.3%-15.4%38.6%-2.7%30.0%
Skew 10d9.8%-11.8%25.1%12.7%13.9%
Call IV 25d27.4%9.0%43.1%19.7%12.2%
Put IV 25d31.7%15.5%47.5%17.0%42.2%
Bid-Ask Spread %143.21133.71149.16133.71137.68
Gamma HHI0.790.501.000.741.00
Net GEX2.3K8794.1K2.9K1.8K
Net DEX-25.7K-42.0K-6.9K-16.6K-38.6K
Net VEX-205-223-191-208-195
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3180600
Total OI34.72728413629

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$26.07$27.0024.9%7.1%11.8%12.2%0.0%-2.7%-10.1%2.9K-16.6K-2080.00133.71N/AN/A00288
2024-04-02$26.27$27.0027.5%7.9%12.1%14.2%0.0%11.1%-14.4%2.6K-22.8K-2230.00138.23N/AN/A00288
2024-04-03$26.30$27.0027.1%7.8%12.1%13.9%0.0%10.8%-15.1%2.6K-23.2K-2220.00137.51N/AN/A00288
2024-04-04$26.30$27.0029.8%9.1%11.1%15.9%0.0%0.3%-11.1%2.6K-23.1K-2210.00146.35N/AN/A00288
2024-04-05$26.18$27.0029.0%9.0%10.8%15.4%0.0%-11.8%-10.2%2.8K-18.6K-2100.00148.61N/AN/A00288
2024-04-08$26.58$27.0011.3%7.6%12.3%1.8%0.0%-2.5%0.6%1.2K-28.2K-2140.00149.16N/AN/A00288
2024-04-09$26.88$27.0011.2%7.2%12.9%1.6%0.0%1.4%2.1%1.1K-34.5K-2110.00147.60N/AN/A00288
2024-04-10$26.70$27.0026.0%7.5%12.9%13.0%0.0%1.4%1.0%1.6K-30.9K-2100.00148.13N/AN/A00287
2024-04-11$26.85$27.0025.2%7.2%12.7%12.4%0.0%1.1%2.7%1.4K-34.7K-2070.00147.27N/AN/A00287
2024-04-12$26.44$27.0034.6%9.9%13.4%19.6%0.0%-5.8%-14.4%2.1K-26.5K-2080.00145.99N/AN/A06287
2024-04-15$26.41$27.0036.2%10.4%12.9%20.9%0.0%-7.8%-14.3%879-14.4K-2100.00146.87N/AN/A002813
2024-04-16$26.13$27.0035.9%10.3%13.5%20.6%0.0%-15.4%-12.4%1.5K-8.8K-2010.00148.28N/AN/A002813
2024-04-17$26.27$27.0023.6%6.8%13.6%11.2%0.0%-4.5%-13.1%1.4K-11.0K-2040.00145.89N/AN/A002813
2024-04-18$26.31$27.0038.2%10.9%12.8%22.4%0.0%-8.9%13.3%1.3K-11.6K-2000.00146.57N/AN/A002813
2024-04-19$26.41$27.0025.1%7.2%12.7%12.3%0.0%1.7%-10.6%3.3K-6.9K-1960.00147.11N/AN/A002813
2024-04-22$26.48$27.0026.0%7.4%11.9%13.0%0.0%22.3%-11.7%3.7K-31.4K-1940.00140.30N/AN/A10262
2024-04-23$26.55$27.0025.3%7.3%11.9%12.5%0.0%-0.6%18.4%3.7K-33.7K-1990.00138.87N/AN/A00272
2024-04-24$26.51$27.0032.0%9.2%11.5%17.7%0.0%6.5%4.1%3.6K-32.4K-1980.00139.65N/AN/A00272
2024-04-25$26.59$27.0033.3%9.5%11.3%18.6%0.0%8.6%4.0%3.7K-34.4K-1970.00139.67N/AN/A00272
2024-04-26$26.95$27.0038.3%11.0%11.9%22.5%0.0%21.2%-10.2%4.1K-41.2K-1910.00140.78N/AN/A00272
2024-04-29$27.44$27.0029.7%8.5%13.2%15.9%0.0%38.6%13.0%1.8K-42.0K-1960.00136.39N/AN/A00272
2024-04-30$27.07$27.0031.7%9.1%14.2%17.4%0.0%30.0%7.1%1.8K-38.6K-1950.00137.68N/AN/A00272