DVYE Options History — August 2024

In August 2024, DVYE traded between $25.66 and $27.95. ATM implied volatility averaged 22.3%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 5.6% (HV 20d: 16.8%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.83.

Notable Days

  • 2024-08-20: Highest Volume — 105 contracts
  • 2024-08-06: Largest IV spike — 248.8% change
  • 2024-08-06: Highest IV Rank — 55.9%
  • 2024-08-02: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.07$25.66$27.95$26.58$27.46
Max Pain$27.18$27.00$28.00$28.00$27.00
ATM IV22.3%10.5%81.9%17.5%26.0%
Expected Move5.2%3.0%9.2%5.0%7.4%
HV 20d16.8%10.9%19.1%10.9%18.1%
HV 60d15.0%13.4%15.8%13.4%15.5%
IV Rank10.2%1.1%55.9%6.5%13.0%
IV Percentile23.8%2.8%96.0%16.7%36.9%
Term Structure2.6%-14.4%44.6%-7.4%-10.7%
VWIV31.1%14.3%60.4%14.3%60.4%
Skew 25d0.9%-19.7%15.4%11.1%1.9%
Skew 10d-8.7%-27.8%10.3%10.3%-9.5%
Call IV 25d18.7%12.0%46.5%27.3%13.5%
Put IV 25d19.6%11.1%38.4%38.4%15.4%
Bid-Ask Spread %143.29116.17163.10116.17149.49
Gamma HHI0.790.780.810.780.78
Net GEX141.7K79.7K200.6K124.7K88.0K
Net DEX-1.7M-2.3M-1.2M-1.3M-1.9M
Net VEX-9.0K-9.4K-8.6K-9.0K-9.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.005.000.000.00
Total Volume8.455010541
Total OI1,339.3181,2981,3561,2981,350

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$26.58$28.0017.5%5.0%10.9%6.5%0.0%11.1%-7.4%124.7K-1.3M-9.0K0.00116.17N/AN/A401,2908
2024-08-02$26.45$28.0031.9%9.2%11.0%17.6%0.0%-19.7%7.9%116.7K-1.3M-8.9K0.00124.20N/AN/A3201,2948
2024-08-05$25.66$0.0023.5%5.2%14.8%11.1%0.0%10.5%14.6%79.7K-1.2M-8.8K0.00154.72N/AN/A021,3268
2024-08-06$25.93$0.0081.9%5.1%15.6%55.9%0.0%10.9%3.6%91.8K-1.3M-9.2K0.00155.53N/AN/A011,32610
2024-08-07$26.13$0.0022.8%4.3%16.0%10.6%0.0%15.4%0.9%107.2K-1.2M-8.7K0.00132.68N/AN/A001,32610
2024-08-08$26.46$0.0029.1%5.2%16.7%15.4%0.0%2.9%-2.2%119.8K-1.3M-9.0K0.00163.10N/AN/A001,32610
2024-08-09$26.55$0.0014.9%3.4%16.5%4.5%0.0%4.4%3.9%126.5K-1.3M-9.0K0.00140.63N/AN/A001,32610
2024-08-12$26.82$0.0023.7%8.1%17.0%11.3%0.0%1.0%-14.4%114.0K-1.5M-9.2K5.00141.12N/AN/A151,32610
2024-08-13$27.04$0.0025.4%5.5%17.3%12.5%0.0%3.2%4.4%110.1K-1.6M-9.4K0.00150.65N/AN/A001,32613
2024-08-14$26.88$0.0021.5%6.2%17.1%9.6%0.0%3.0%3.7%142.3K-1.5M-9.1K0.00138.59N/AN/A001,32613
2024-08-15$27.14$0.0014.6%4.2%17.1%4.3%0.0%1.5%44.6%145.4K-1.7M-9.3K0.00147.26N/AN/A2501,32613
2024-08-16$27.26$0.0013.2%3.8%16.9%3.2%0.0%-8.3%1.8%165.5K-1.8M-9.2K0.00154.46N/AN/A001,34313
2024-08-19$27.67$0.0010.5%3.0%17.6%1.1%14.3%-6.1%2.2%142.3K-2.1M-9.3K0.00136.18N/AN/A601,3337
2024-08-20$27.48$27.0014.5%4.1%17.5%4.2%17.0%-5.5%-0.8%172.2K-2.0M-9.3K0.00131.58N/AN/A10501,3397
2024-08-21$27.64$27.0010.8%3.1%17.4%1.4%0.0%0.5%11.0%172.3K-2.1M-9.1K0.00145.63N/AN/A001,3397
2024-08-22$27.30$27.0013.6%3.9%18.0%3.5%32.6%1.1%0.0%170.3K-1.8M-9.0K0.00138.34N/AN/A041,3397
2024-08-23$27.84$27.0011.7%3.3%19.1%2.0%0.0%-17.8%0.5%181.2K-2.2M-8.8K0.00147.31N/AN/A001,33911
2024-08-26$27.88$27.0025.3%7.2%19.0%12.5%0.0%-0.3%-1.4%179.9K-2.2M-8.6K0.00147.96N/AN/A001,33911
2024-08-27$27.95$27.0021.8%6.3%18.9%9.8%0.0%7.3%-4.3%183.3K-2.3M-8.6K0.00142.52N/AN/A001,33911
2024-08-28$27.74$27.0022.8%6.5%18.8%10.6%0.0%2.0%-6.6%183.6K-2.2M-8.8K0.00149.10N/AN/A001,33911
2024-08-29$27.62$27.0014.5%4.1%18.0%4.2%0.0%1.0%5.5%200.6K-2.1M-8.6K0.00145.16N/AN/A001,33911
2024-08-30$27.46$27.0026.0%7.4%18.1%13.0%60.4%1.9%-10.7%88.0K-1.9M-9.4K0.00149.49N/AN/A011,33911