DVYE Options History — November 2024

In November 2024, DVYE traded between $27.10 and $28.73. ATM implied volatility averaged 34.9%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 18.3% (HV 20d: 16.6%). Max pain ranged from $28.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.54.

Notable Days

  • 2024-11-06: Highest Volume — 1,001 contracts
  • 2024-11-12: Largest IV spike — 172.0% change
  • 2024-11-27: Highest IV Rank — 46.5%
  • 2024-11-27: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.71$27.10$28.73$27.97$27.10
Max Pain$29.10$28.00$32.00$28.00$28.00
ATM IV34.9%16.1%67.7%22.9%48.4%
Expected Move11.1%6.6%19.4%6.6%13.9%
HV 20d16.6%15.1%20.8%20.8%16.2%
HV 60d21.8%21.4%22.3%21.4%21.9%
IV Rank20.5%5.6%46.5%11.0%31.2%
IV Percentile59.5%17.9%96.4%34.1%87.3%
Term Structure-0.9%-18.9%11.0%9.0%-2.1%
VWIV39.3%20.2%93.9%20.3%64.5%
Skew 25d48.1%3.8%81.2%3.8%81.2%
Skew 10d38.9%9.5%55.6%10.4%23.3%
Call IV 25d28.4%18.9%47.5%20.3%42.4%
Put IV 25d76.5%24.1%123.6%24.1%123.6%
Bid-Ask Spread %160.74142.18172.88151.66142.18
Gamma HHI0.630.470.760.570.76
Net GEX114.8K65.9K193.6K84.6K183.3K
Net DEX-1.4M-2.2M-833.0K-1.8M-833.0K
Net VEX-7.3K-8.5K-5.7K-8.5K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.001.170.041.17
Total Volume73.9501,001277
Total OI1,5491,4691,5951,5651,575

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$27.97$28.0022.9%6.6%20.8%11.0%20.3%3.8%9.0%84.6K-1.8M-8.5K0.04151.66N/AN/A2611,268297
2024-11-04$28.04$32.0040.4%11.4%20.3%24.8%0.0%58.3%-0.2%86.3K-1.8M-8.3K0.00169.48N/AN/A001,293298
2024-11-05$28.48$32.0036.4%10.8%15.6%21.7%34.1%46.6%-5.0%86.6K-2.1M-8.1K0.33164.29N/AN/A311,293298
2024-11-06$28.30$29.0026.5%11.2%15.5%13.8%0.0%58.0%2.2%93.3K-2.0M-8.0K0.00169.67N/AN/A1,00101,296299
2024-11-07$28.73$29.0017.3%10.5%16.1%6.6%0.0%58.2%1.5%96.0K-2.2M-7.3K1.00166.44N/AN/A40401,266299
2024-11-08$28.25$29.0018.6%11.2%17.2%7.5%0.0%58.6%0.9%90.6K-1.8M-7.4K0.00172.88N/AN/A021,226330
2024-11-11$27.65$29.0016.1%11.1%18.6%5.6%0.0%18.6%-0.1%75.0K-1.4M-7.7K0.00168.74N/AN/A001,226332
2024-11-12$27.32$29.0043.9%12.6%17.0%27.6%66.2%55.1%-1.3%99.8K-1.1M-7.6K0.00167.64N/AN/A011,226332
2024-11-13$27.20$29.0029.6%8.5%16.1%16.3%0.0%58.2%-4.3%90.8K-1.2M-7.6K0.00165.95N/AN/A001,226333
2024-11-14$27.48$29.0047.3%13.6%16.5%30.3%0.0%44.3%-10.7%135.7K-1.2M-7.1K0.00171.75N/AN/A051,226333
2024-11-15$27.56$29.0038.9%11.2%16.2%23.7%93.9%45.4%-2.9%126.8K-1.2M-7.2K0.00160.15N/AN/A0391,226336
2024-11-18$27.55$30.0041.9%12.0%16.2%26.0%0.0%46.8%11.0%119.6K-1.3M-7.2K1.00165.53N/AN/A10101,168321
2024-11-19$27.58$30.0023.1%6.6%16.1%11.1%23.5%66.9%-9.6%65.9K-1.4M-7.5K0.00155.12N/AN/A0761,158311
2024-11-20$27.42$30.0052.7%15.1%15.7%34.6%23.6%60.4%7.0%121.3K-1.2M-6.9K0.23154.06N/AN/A3581,158316
2024-11-21$27.57$28.0023.2%6.6%15.6%11.2%20.2%43.8%-5.5%134.0K-1.4M-6.9K0.00150.10N/AN/A0281,192324
2024-11-22$27.50$28.0054.0%15.5%15.5%35.6%0.0%47.9%6.5%112.9K-1.2M-7.0K0.00158.50N/AN/A0141,192352
2024-11-25$27.49$28.0024.0%6.9%15.1%11.9%21.4%32.9%1.3%129.5K-1.3M-6.7K1.17149.93N/AN/A35411,192338
2024-11-26$27.75$28.0024.9%7.1%15.3%12.6%25.1%19.4%3.8%193.6K-1.4M-5.7K0.00156.11N/AN/A0541,177372
2024-11-27$27.35$28.0067.7%19.4%15.9%46.5%0.0%58.3%-18.9%171.1K-1.0M-6.3K0.00154.66N/AN/A021,177398
2024-11-29$27.10$28.0048.4%13.9%16.2%31.2%64.5%81.2%-2.1%183.3K-833.0K-6.1K0.00142.18N/AN/A071,177398