DVYE Options History — September 2024

In September 2024, DVYE traded between $26.65 and $29.11. ATM implied volatility averaged 19.9%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 3.2% (HV 20d: 16.7%). Max pain ranged from $27.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.87.

Notable Days

  • 2024-09-24: Highest Volume — 208 contracts
  • 2024-09-17: Largest IV spike — 89.2% change
  • 2024-09-30: Highest IV Rank — 14.5%
  • 2024-09-05: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.59$26.65$29.11$27.05$28.66
Max Pain$31.23$27.00$32.00$27.00$32.00
ATM IV19.9%13.3%27.3%19.8%27.3%
Expected Move6.0%3.8%8.7%5.7%7.8%
HV 20d16.7%11.9%25.0%15.0%24.9%
HV 60d15.4%13.9%19.0%15.7%18.8%
IV Rank8.5%3.4%14.5%8.3%14.5%
IV Percentile26.6%13.9%46.0%22.2%46.0%
Term Structure-6.5%-19.7%1.9%-1.8%-19.7%
VWIV34.5%24.9%40.7%39.4%40.7%
Skew 25d-4.7%-22.9%12.1%-14.6%-19.9%
Skew 10d-0.9%-29.3%30.6%18.2%14.0%
Call IV 25d25.4%14.0%42.3%34.1%38.6%
Put IV 25d20.7%14.5%33.2%19.5%18.7%
Bid-Ask Spread %148.03138.85164.00139.81146.12
Gamma HHI0.780.600.870.790.60
Net GEX129.3K65.1K230.3K126.1K68.8K
Net DEX-1.8M-3.0M-1.4M-1.7M-2.1M
Net VEX-8.2K-9.1K-5.3K-8.9K-8.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.009.400.000.13
Total Volume31.10208459
Total OI1,363.21,3091,4771,3501,477

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$27.05$27.0019.8%5.7%15.0%8.3%0.0%-14.6%-1.8%126.1K-1.7M-8.9K0.00139.81N/AN/A4501,33911
2024-09-04$27.16$27.0016.4%4.7%14.7%5.7%39.4%-16.5%-0.3%103.5K-1.8M-9.1K0.00146.35N/AN/A041,33911
2024-09-05$27.19$0.0016.9%8.7%14.6%6.1%0.0%-1.3%-15.5%116.4K-1.7M-9.0K0.02156.76N/AN/A6111,33915
2024-09-06$26.84$0.0016.0%5.2%15.0%5.3%0.0%2.4%0.7%137.1K-1.4M-8.3K0.00149.33N/AN/A011,29316
2024-09-09$26.93$0.0016.7%5.1%15.0%5.9%0.0%11.1%-0.8%113.4K-1.5M-8.5K0.00146.52N/AN/A801,29317
2024-09-10$26.65$0.0016.5%4.8%15.0%5.7%0.0%5.9%1.3%112.8K-1.4M-8.2K0.51146.50N/AN/A41211,29717
2024-09-11$26.71$0.0017.9%5.1%14.7%6.8%37.6%-4.3%1.9%110.7K-1.4M-8.5K0.00147.19N/AN/A0231,29638
2024-09-12$26.99$32.0024.1%6.9%15.1%11.6%0.0%-4.9%-15.0%111.8K-1.5M-8.8K0.00148.04N/AN/A801,29661
2024-09-13$27.21$32.0021.4%6.1%15.0%9.8%0.0%6.3%-14.3%119.1K-1.6M-8.7K0.00140.37N/AN/A801,29661
2024-09-16$27.34$32.0014.3%4.1%15.0%4.2%0.0%12.1%-2.4%168.0K-1.7M-8.3K0.00147.42N/AN/A001,29861
2024-09-17$27.42$32.0027.1%7.8%14.0%14.3%0.0%4.4%-11.6%134.0K-1.8M-8.6K0.00146.98N/AN/A011,29861
2024-09-18$27.40$32.0026.8%7.7%13.8%14.0%0.0%-22.9%-9.4%107.4K-1.8M-8.7K0.00164.00N/AN/A001,29862
2024-09-19$27.73$32.0025.7%7.4%14.3%13.2%24.9%-14.1%-13.9%196.5K-2.0M-7.8K0.00151.76N/AN/A021,29862
2024-09-20$27.72$32.0016.3%4.7%13.5%5.7%0.0%-3.8%-1.5%228.7K-2.1M-7.4K0.00152.44N/AN/A001,29864
2024-09-23$27.94$32.0022.0%6.3%11.9%10.3%0.0%-22.6%-13.7%230.3K-2.2M-6.9K0.00153.50N/AN/A1301,29758
2024-09-24$29.11$32.0016.1%4.6%18.8%5.6%0.0%7.9%-4.5%195.3K-3.0M-5.3K9.40139.93N/AN/A201881,29658
2024-09-25$28.07$32.0013.3%3.8%23.2%3.4%0.0%1.5%-0.0%74.0K-1.7M-8.4K0.37140.82N/AN/A27101,125246
2024-09-26$28.86$0.0019.4%5.6%25.0%8.2%0.0%-8.7%-7.3%65.1K-2.0M-8.3K0.00157.86N/AN/A8001,147249
2024-09-27$28.83$0.0024.4%7.0%24.9%12.1%29.7%-12.2%-2.6%66.7K-2.2M-8.7K0.02138.85N/AN/A5011,227249
2024-09-30$28.66$32.0027.3%7.8%24.9%14.5%40.7%-19.9%-19.7%68.8K-2.1M-8.6K0.13146.12N/AN/A811,227250