DVYE Options History — May 2024

In May 2024, DVYE traded between $27.17 and $29.59. ATM implied volatility averaged 43.4%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 30.3% (HV 20d: 13.1%). Max pain ranged from $27.00 to $33.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-05-21: Highest Volume — 25 contracts
2024-05-15: Largest IV drop — 61.2% change
2024-05-14: Highest IV Rank — 59.9%
2024-05-03: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.64	$27.17	$29.59	$27.17	$28.49
Max Pain	$28.50	$27.00	$33.00	$27.00	$33.00
ATM IV	43.4%	25.6%	87.1%	41.9%	42.1%
Expected Move	10.0%	7.3%	12.3%	12.0%	12.1%
HV 20d	13.1%	11.7%	15.4%	14.2%	11.8%
HV 60d	13.1%	12.6%	13.9%	13.9%	12.8%
IV Rank	26.4%	12.7%	59.9%	25.3%	25.4%
IV Percentile	51.3%	27.0%	96.8%	49.2%	51.6%
Term Structure	-9.7%	-27.5%	17.4%	-12.8%	-12.0%
VWIV	52.1%	43.7%	60.6%	43.7%	60.6%
Skew 25d	14.0%	1.4%	42.9%	33.8%	6.2%
Skew 10d	17.1%	3.5%	43.7%	14.6%	6.1%
Call IV 25d	28.9%	10.4%	45.3%	11.2%	45.3%
Put IV 25d	42.9%	37.7%	55.2%	45.0%	51.5%
Bid-Ask Spread %	158.76	135.75	167.76	135.75	159.36
Gamma HHI	0.68	0.48	1.00	1.00	0.50
Net GEX	2.4K	1.1K	6.3K	1.7K	2.9K
Net DEX	-63.4K	-97.5K	-39.4K	-39.4K	-72.0K
Net VEX	-224	-355	-78	-194	-349
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	2.545	0	25	0	0
Total OI	37.636	25	51	29	51

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-05-01	$27.17	$27.00	41.9%	12.0%	14.2%	25.3%	0.0%	33.8%	-12.8%	1.7K	-39.4K	-194	135.75	N/A	N/A	0	0	27	2
2024-05-02	$27.62	$27.00	29.2%	8.4%	15.1%	15.5%	0.0%	41.5%	15.3%	1.8K	-43.5K	-191	136.81	N/A	N/A	0	0	27	2
2024-05-03	$28.00	$27.00	42.9%	12.3%	15.4%	26.0%	43.7%	42.9%	-13.4%	1.7K	-46.7K	-187	137.45	N/A	N/A	5	0	27	2
2024-05-06	$28.05	$0.00	49.0%	9.0%	14.8%	30.7%	0.0%	1.4%	-23.4%	2.2K	-52.1K	-193	167.76	N/A	N/A	0	0	32	2
2024-05-07	$28.04	$0.00	49.3%	9.2%	14.4%	30.9%	0.0%	1.9%	-24.3%	2.3K	-52.2K	-191	167.60	N/A	N/A	0	0	32	2
2024-05-08	$28.02	$0.00	51.3%	9.0%	14.1%	32.5%	0.0%	2.0%	-23.2%	2.2K	-51.6K	-191	167.65	N/A	N/A	0	0	32	2
2024-05-09	$28.19	$0.00	39.8%	9.0%	14.1%	23.6%	0.0%	1.7%	-18.8%	2.3K	-52.3K	-186	166.54	N/A	N/A	0	0	32	2
2024-05-10	$28.42	$0.00	61.5%	9.5%	12.6%	40.3%	0.0%	2.4%	-27.5%	2.3K	-56.4K	-182	165.76	N/A	N/A	0	0	32	2
2024-05-13	$28.79	$0.00	76.5%	9.7%	12.9%	51.8%	0.0%	4.0%	-8.6%	2.2K	-60.2K	-177	165.81	N/A	N/A	0	0	32	2
2024-05-14	$28.79	$0.00	87.1%	9.8%	11.7%	59.9%	0.0%	1.9%	-17.5%	1.9K	-57.5K	-184	165.09	N/A	N/A	0	0	32	2
2024-05-15	$28.87	$0.00	33.8%	9.7%	11.7%	19.0%	0.0%	12.7%	-7.8%	2.3K	-61.2K	-167	164.03	N/A	N/A	0	0	32	2
2024-05-16	$29.20	$0.00	32.7%	9.4%	11.9%	18.2%	0.0%	2.0%	17.4%	2.3K	-65.8K	-156	163.42	N/A	N/A	0	0	32	2
2024-05-17	$29.41	$0.00	34.0%	9.7%	11.9%	19.2%	0.0%	2.3%	-8.8%	1.2K	-66.8K	-152	162.36	N/A	N/A	0	0	32	2
2024-05-20	$29.43	$0.00	35.2%	10.1%	12.0%	20.1%	0.0%	29.7%	-7.0%	1.1K	-49.9K	-149	159.68	N/A	N/A	0	0	23	2
2024-05-21	$29.59	$0.00	25.6%	7.3%	11.9%	12.7%	0.0%	29.1%	12.7%	1.1K	-60.5K	-78	158.38	N/A	N/A	25	0	23	2
2024-05-22	$29.32	$0.00	34.5%	9.9%	12.8%	19.6%	0.0%	23.5%	-7.3%	6.3K	-97.5K	-245	156.86	N/A	N/A	25	0	48	2
2024-05-23	$28.99	$0.00	33.9%	9.7%	14.1%	19.1%	0.0%	12.9%	-7.7%	3.0K	-82.5K	-354	156.95	N/A	N/A	0	0	48	2
2024-05-24	$29.14	$0.00	34.8%	10.0%	13.6%	19.7%	0.0%	19.9%	-7.9%	3.1K	-84.9K	-355	159.66	N/A	N/A	0	0	48	2
2024-05-28	$29.13	$0.00	37.5%	10.8%	12.7%	21.9%	0.0%	11.2%	-10.2%	3.1K	-84.6K	-351	157.39	N/A	N/A	0	0	48	2
2024-05-29	$28.83	$0.00	41.1%	11.8%	12.1%	24.7%	0.0%	12.4%	-10.1%	3.0K	-79.7K	-348	159.62	N/A	N/A	0	0	48	2
2024-05-30	$28.67	$0.00	42.1%	12.1%	12.5%	25.4%	60.6%	11.6%	-10.6%	3.0K	-77.2K	-354	158.77	N/A	N/A	0	1	48	2
2024-05-31	$28.49	$33.00	42.1%	12.1%	11.8%	25.4%	0.0%	6.2%	-12.0%	2.9K	-72.0K	-349	159.36	N/A	N/A	0	0	48	3