DVYE Options History — June 2024 In June 2024, DVYE traded between $26.97 and $28.70. ATM implied volatility averaged 35.4%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 20.3% (HV 20d: 15.1%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-24 : Highest Volume — 2 contracts2024-06-12 : Largest IV drop — 40.9% change2024-06-10 : Highest IV Rank — 35.5%2024-06-05 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.58 $26.97 $28.70 $28.70 $27.19 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 35.4% 22.6% 55.3% 46.5% 25.9% Expected Move 9.0% 6.5% 13.4% 13.3% 7.4% HV 20d 15.1% 11.1% 17.3% 11.1% 16.3% HV 60d 14.2% 12.8% 15.0% 12.8% 14.6% IV Rank 20.3% 10.4% 35.5% 28.8% 12.9% IV Percentile 40.4% 19.0% 70.2% 57.5% 29.0% Term Structure -10.1% -24.3% -3.9% -12.3% -13.2% Skew 25d -4.0% -23.0% 7.7% 5.0% 0.8% Skew 10d 2.8% -25.2% 31.2% 4.0% 31.2% Call IV 25d 40.9% 31.3% 55.2% 48.8% 42.7% Put IV 25d 36.9% 13.6% 56.6% 53.8% 43.6% Bid-Ask Spread % 164.45 156.84 170.78 159.79 159.31 Gamma HHI 0.49 0.43 0.52 0.50 0.44 Net GEX 3.8K 3.0K 4.6K 3.0K 3.6K Net DEX -48.2K -75.0K -31.9K -75.0K -44.7K Net VEX -287 -351 -246 -351 -282 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 0.158 0 2 0 0 Total OI 51.316 50 53 51 53
Daily Data (19 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 2024-06-03 $28.70 $33.00 46.5% 13.3% 11.1% 28.8% 0.0% 5.0% -12.3% 3.0K -75.0K -351 0.00 159.79 N/A N/A 0 0 48 3 2024-06-04 $28.34 $33.00 45.4% 13.0% 12.2% 27.9% 0.0% 1.8% -15.7% 3.1K -69.4K -345 0.00 158.57 N/A N/A 0 0 48 3 2024-06-05 $28.43 $33.00 46.7% 13.4% 12.2% 28.9% 0.0% -17.6% -15.4% 3.1K -70.7K -344 0.00 159.53 N/A N/A 0 0 48 3 2024-06-06 $28.61 $0.00 51.0% 9.6% 12.3% 32.2% 0.0% -2.6% -4.3% 3.0K -73.4K -343 0.00 170.78 N/A N/A 0 0 48 3 2024-06-07 $28.32 $0.00 48.3% 8.9% 12.8% 30.2% 0.0% -15.6% -24.3% 3.2K -68.8K -342 0.00 169.31 N/A N/A 0 0 48 3 2024-06-10 $28.23 $0.00 55.3% 9.1% 12.5% 35.5% 0.0% 2.1% -21.6% 3.1K -67.3K -338 0.00 170.23 N/A N/A 0 0 48 3 2024-06-11 $27.19 $0.00 52.3% 8.9% 17.3% 33.2% 0.0% -11.4% -3.9% 4.0K -37.9K -268 0.00 168.69 N/A N/A 0 0 48 3 2024-06-12 $27.12 $0.00 30.9% 8.9% 17.3% 16.8% 0.0% -23.0% -4.3% 4.0K -35.3K -264 0.00 167.27 N/A N/A 0 0 48 3 2024-06-13 $27.02 $0.00 30.3% 8.7% 17.1% 16.3% 0.0% 0.9% -4.7% 3.9K -33.0K -251 0.00 167.43 N/A N/A 0 0 48 3 2024-06-14 $27.01 $0.00 31.1% 8.9% 16.3% 17.0% 0.0% 1.0% -4.4% 3.9K -32.8K -250 0.00 167.92 N/A N/A 0 0 48 3 2024-06-17 $26.97 $0.00 33.0% 9.5% 15.8% 18.4% 0.0% 1.0% -5.8% 3.9K -31.9K -246 0.00 167.27 N/A N/A 0 0 48 3 2024-06-18 $27.29 $0.00 33.2% 9.5% 16.7% 18.5% 0.0% 0.8% -6.1% 4.1K -38.1K -269 0.00 168.03 N/A N/A 0 0 48 3 2024-06-20 $27.40 $0.00 23.8% 6.8% 16.6% 11.3% 0.0% 1.3% -7.8% 4.2K -40.5K -268 0.00 168.18 N/A N/A 0 0 48 3 2024-06-21 $27.36 $0.00 23.8% 6.8% 16.5% 11.4% 0.0% 1.2% -8.7% 3.9K -41.5K -277 0.00 168.73 N/A N/A 0 0 48 3 2024-06-24 $27.45 $0.00 25.5% 7.3% 16.4% 12.7% 0.0% 7.7% -9.5% 4.3K -43.6K -264 0.00 161.66 N/A N/A 2 0 48 2 2024-06-25 $27.25 $0.00 24.6% 7.0% 16.2% 11.9% 0.0% 0.4% -12.0% 4.6K -41.2K -259 0.00 157.61 N/A N/A 0 1 50 2 2024-06-26 $27.11 $0.00 23.0% 6.6% 16.2% 10.7% 0.0% -8.1% -8.4% 4.3K -36.6K -250 0.00 156.84 N/A N/A 0 0 50 3 2024-06-27 $27.04 $0.00 22.6% 6.5% 16.0% 10.4% 0.0% -22.0% -9.2% 4.2K -35.2K -247 0.00 157.41 N/A N/A 0 0 50 3 2024-06-28 $27.19 $0.00 25.9% 7.4% 16.3% 12.9% 0.0% 0.8% -13.2% 3.6K -44.7K -282 0.00 159.31 N/A N/A 0 0 50 3
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