DVYE Options History — October 2024

In October 2024, DVYE traded between $27.86 and $29.73. ATM implied volatility averaged 22.3%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 5.7% (HV 20d: 27.9%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.17.

Notable Days

  • 2024-10-02: Highest Volume — 32 contracts
  • 2024-10-22: Largest IV spike — 87.9% change
  • 2024-10-01: Highest IV Rank — 19.1%
  • 2024-10-01: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.49$27.86$29.73$28.83$27.86
Max Pain$28.05$28.00$29.00$28.00$28.00
ATM IV22.3%15.4%33.1%33.1%22.1%
Expected Move6.1%4.4%9.5%9.5%6.3%
HV 20d27.9%20.8%32.7%24.1%20.8%
HV 60d21.7%18.8%22.7%18.8%21.5%
IV Rank10.5%5.1%19.1%19.1%10.3%
IV Percentile33.1%17.5%57.5%57.5%31.7%
Term Structure0.7%-17.2%18.0%-17.2%-0.2%
VWIV20.5%13.7%27.8%14.1%23.9%
Skew 25d0.2%-30.1%24.2%-1.4%24.2%
Skew 10d5.3%-23.4%47.8%36.5%35.2%
Call IV 25d21.9%12.1%56.6%30.7%18.1%
Put IV 25d22.0%17.1%42.3%29.3%42.3%
Bid-Ask Spread %140.75125.07155.58145.16149.59
Gamma HHI0.550.520.590.590.56
Net GEX78.5K61.9K90.8K70.8K79.3K
Net DEX-2.1M-2.6M-1.7M-2.2M-1.7M
Net VEX-8.6K-9.1K-7.9K-8.7K-8.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.006.000.001.00
Total Volume6.04303280
Total OI1,544.2171,4841,5651,4841,565

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$28.83$0.0033.1%9.5%24.1%19.1%0.0%-1.4%-17.2%70.8K-2.2M-8.7K0.00145.16N/AN/A801,235249
2024-10-02$29.73$0.0028.5%8.2%26.0%15.4%14.1%-15.3%-0.3%61.9K-2.6M-7.9K0.07141.74N/AN/A3021,235249
2024-10-03$29.20$28.0032.3%4.5%27.2%18.4%0.0%-9.4%4.8%69.8K-2.4M-8.5K2.50129.76N/AN/A8201,265251
2024-10-04$29.30$28.0022.8%5.4%26.5%10.9%0.0%9.2%-3.1%67.2K-2.4M-8.6K0.00138.27N/AN/A001,265271
2024-10-07$29.64$28.0017.8%5.2%26.6%7.0%0.0%8.6%-4.5%63.4K-2.6M-8.1K0.00129.25N/AN/A041,265271
2024-10-08$28.46$28.0020.1%6.0%30.7%8.7%25.0%-5.1%5.2%69.3K-2.0M-9.1K3.00125.07N/AN/A131,265275
2024-10-09$28.24$29.0019.5%5.6%31.0%8.3%0.0%0.6%4.6%74.9K-1.9M-9.0K0.00132.83N/AN/A101,266277
2024-10-10$28.51$28.0018.0%5.2%30.9%7.1%0.0%4.6%7.2%70.5K-2.0M-9.0K0.00134.37N/AN/A101,267276
2024-10-11$28.58$28.0022.9%6.6%30.9%11.0%0.0%2.7%-2.2%70.3K-2.1M-9.0K0.00126.81N/AN/A101,267276
2024-10-14$28.73$28.0028.1%8.1%30.9%15.1%27.8%-30.1%-10.6%78.4K-2.2M-8.3K0.10155.58N/AN/A1011,267276
2024-10-15$28.04$28.0017.3%5.0%32.3%6.5%13.7%2.4%5.1%86.0K-1.9M-8.8K0.00128.67N/AN/A201,277277
2024-10-16$28.42$28.0018.7%5.4%32.6%7.7%0.0%3.3%2.8%82.6K-2.1M-8.5K0.00132.12N/AN/A001,278277
2024-10-17$28.15$28.0017.7%5.1%32.6%6.9%0.0%-2.8%1.4%87.3K-1.9M-8.7K0.00129.53N/AN/A001,278277
2024-10-18$28.38$28.0017.6%5.1%32.7%6.8%0.0%-2.1%3.0%86.9K-2.1M-8.4K2.00141.76N/AN/A121,278273
2024-10-21$28.27$28.0015.4%4.4%32.6%5.1%17.2%5.1%17.6%87.3K-2.0M-8.6K0.00145.40N/AN/A0111,271273
2024-10-22$28.35$28.0029.0%8.3%29.0%15.9%0.0%9.4%-4.4%89.1K-2.0M-8.4K6.00155.48N/AN/A161,271284
2024-10-23$28.02$28.0018.1%5.2%26.2%7.2%0.0%-9.0%10.0%85.8K-1.9M-8.6K0.00151.58N/AN/A001,272290
2024-10-24$28.23$28.0023.7%6.8%24.3%11.6%0.0%3.0%-3.9%90.8K-1.9M-8.6K0.00149.54N/AN/A011,272290
2024-10-25$28.06$28.0018.6%5.3%24.3%7.6%21.4%-5.8%18.0%84.8K-1.9M-8.5K0.00151.16N/AN/A1501,272291
2024-10-28$28.31$28.0020.3%5.8%24.5%8.9%0.0%4.5%0.2%85.1K-2.0M-8.4K1.67146.48N/AN/A351,266291
2024-10-29$28.05$28.0026.3%7.5%24.6%13.7%0.0%3.5%-11.7%81.8K-1.9M-8.4K0.00152.87N/AN/A001,267296
2024-10-30$27.86$28.0023.9%6.9%21.5%11.8%23.9%4.0%-6.3%82.8K-1.7M-8.6K1.00144.15N/AN/A111,267296
2024-10-31$27.86$28.0022.1%6.3%20.8%10.3%0.0%24.2%-0.2%79.3K-1.7M-8.5K0.00149.59N/AN/A001,268297