DVYE Options History — July 2024

In July 2024, DVYE traded between $26.60 and $27.84. ATM implied volatility averaged 27.4%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 15.2% (HV 20d: 12.2%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.30.

Notable Days

  • 2024-07-23: Highest Volume — 550 contracts
  • 2024-07-17: Largest IV spike — 214.2% change
  • 2024-07-09: Highest IV Rank — 33.2%
  • 2024-07-03: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.25$26.60$27.84$27.25$26.96
Max Pain$28.00$28.00$28.00$28.00$28.00
ATM IV27.4%9.2%52.3%27.4%17.7%
Expected Move6.4%2.6%10.7%7.8%5.1%
HV 20d12.2%9.0%16.7%16.3%11.5%
HV 60d14.1%13.1%14.6%14.6%13.1%
IV Rank14.1%0.1%33.2%14.1%6.7%
IV Percentile32.3%0.4%67.1%31.0%17.9%
Term Structure-2.4%-32.1%15.5%-13.0%-6.9%
VWIV38.0%18.5%48.9%48.9%18.5%
Skew 25d3.6%-19.9%18.1%-7.0%-0.1%
Skew 10d6.3%-26.0%44.0%26.6%-13.9%
Call IV 25d25.4%11.3%43.8%43.8%16.9%
Put IV 25d28.9%15.4%49.2%36.7%16.8%
Bid-Ask Spread %140.58110.37160.99158.16110.37
Gamma HHI0.620.370.940.410.92
Net GEX35.4K3.6K118.5K4.0K118.5K
Net DEX-469.8K-1.3M-37.6K-42.6K-1.3M
Net VEX-3.0K-8.5K-245-275-8.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.002.000.000.00
Total Volume34.04505500145
Total OI422.273531,153531,153

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$27.25$0.0027.4%7.8%16.3%14.1%0.0%-7.0%-13.0%4.0K-42.6K-2750.00158.16N/AN/A00503
2024-07-02$27.39$0.0027.9%8.0%16.1%14.5%0.0%7.8%-12.7%4.0K-46.7K-2770.00157.44N/AN/A00503
2024-07-03$27.79$0.0037.4%10.7%16.7%21.8%0.0%15.2%-32.1%4.9K-52.2K-2710.00160.99N/AN/A00503
2024-07-05$27.77$28.0041.8%3.4%16.6%25.2%0.0%17.6%11.7%5.0K-51.1K-2670.00139.80N/AN/A00503
2024-07-08$27.63$28.0049.9%3.4%16.4%31.3%0.0%18.1%12.5%5.0K-47.1K-2550.00141.48N/AN/A00503
2024-07-09$27.64$28.0052.3%3.5%16.1%33.2%0.0%5.2%11.3%3.6K-53.5K-2930.00143.12N/AN/A00503
2024-07-10$27.51$28.0018.6%5.3%16.2%7.3%0.0%4.2%-4.4%4.3K-47.1K-2660.00143.84N/AN/A00503
2024-07-11$27.66$28.0011.5%3.3%9.0%1.9%48.9%14.4%12.5%4.8K-48.6K-2620.00141.93N/AN/A10503
2024-07-12$27.84$28.009.8%2.8%9.1%0.6%0.0%11.5%15.5%5.2K-52.3K-2560.00144.73N/AN/A00513
2024-07-15$27.66$28.009.2%2.6%9.4%0.1%0.0%8.9%9.4%5.2K-46.9K-2451.00142.27N/AN/A22513
2024-07-16$27.70$28.0010.9%3.1%9.4%1.5%0.0%13.0%12.0%5.4K-49.0K-2670.00143.55N/AN/A00535
2024-07-17$27.43$28.0034.4%9.9%10.1%19.5%0.0%13.4%-21.1%4.8K-42.7K-2620.00142.75N/AN/A10535
2024-07-18$27.13$28.0033.3%9.5%10.1%18.6%0.0%14.6%-8.0%4.3K-37.6K-2610.00144.68N/AN/A190535
2024-07-19$26.92$28.0030.9%8.9%10.3%16.8%0.0%-2.9%-9.0%49.6K-745.9K-4.3K0.00140.88N/AN/A005686
2024-07-22$27.07$28.0035.9%10.3%10.5%20.6%46.5%2.9%-9.4%44.2K-716.9K-4.3K0.00138.50N/AN/A905686
2024-07-23$26.86$28.0036.8%10.5%10.7%21.3%0.0%-5.0%-10.0%54.3K-698.5K-4.3K0.00136.83N/AN/A55005776
2024-07-24$26.70$28.0037.2%10.7%10.6%21.6%0.0%-12.4%-10.4%75.1K-1.3M-8.4K0.00137.73N/AN/A001,1276
2024-07-25$26.60$28.0027.0%7.7%10.6%13.8%0.0%-19.9%-11.0%99.4K-1.1M-7.9K0.00139.34N/AN/A101,1276
2024-07-26$26.75$28.0017.2%4.9%10.8%6.2%18.5%-10.1%9.2%78.7K-1.3M-8.3K0.00133.01N/AN/A1601,1286
2024-07-29$26.68$28.0017.5%5.0%10.6%6.5%0.0%-8.1%9.2%88.2K-1.3M-8.5K0.00132.83N/AN/A001,1446
2024-07-30$26.61$28.0017.6%5.1%10.5%6.6%0.0%-3.0%-7.8%111.4K-1.2M-8.0K2.00118.53N/AN/A121,1446
2024-07-31$26.96$28.0017.7%5.1%11.5%6.7%0.0%-0.1%-6.9%118.5K-1.3M-8.3K0.00110.37N/AN/A14501,1458