DVYE Options History — December 2024

In December 2024, DVYE traded between $25.43 and $28.69. ATM implied volatility averaged 32.2%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 10.4% (HV 20d: 21.8%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 4.12.

Notable Days

  • 2024-12-06: Highest Volume — 123 contracts
  • 2024-12-09: Largest IV spike — 132.5% change
  • 2024-12-03: Highest IV Rank — 53.9%
  • 2024-12-03: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.93$25.43$28.69$27.32$25.84
Max Pain$27.71$27.00$29.00$28.00$27.00
ATM IV32.2%10.5%77.1%41.3%16.2%
Expected Move9.0%3.0%22.1%11.8%4.6%
HV 20d21.8%14.7%28.8%16.4%27.9%
HV 60d22.7%21.7%25.5%21.8%21.9%
IV Rank21.7%1.7%53.9%25.5%8.8%
IV Percentile52.2%1.2%97.6%79.0%17.9%
Term Structure-4.2%-33.3%13.3%-32.2%-9.1%
VWIV38.6%16.5%82.7%32.9%22.2%
Skew 25d23.6%-9.3%67.0%57.0%0.3%
Skew 10d18.8%-22.5%70.4%18.2%23.6%
Call IV 25d28.7%13.9%48.2%45.3%15.8%
Put IV 25d52.4%15.0%109.7%102.3%16.2%
Bid-Ask Spread %162.98154.70167.86159.29159.81
Gamma HHI0.470.230.880.650.23
Net GEX77.1K-13.8K352.0K131.6K-7.7K
Net DEX-725.3K-2.0M613.0K-1.1M73.3K
Net VEX-3.7K-6.5K-1.7K-6.1K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.120.0015.000.000.00
Total Volume14012302
Total OI1,144.6195341,7561,576556

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$27.32$28.0041.3%11.8%16.4%25.5%0.0%57.0%-32.2%131.6K-1.1M-6.1K0.00159.29N/AN/A001,177399
2024-12-03$27.30$28.0077.1%22.1%16.4%53.9%32.9%67.0%4.9%111.1K-1.0M-6.5K0.00159.56N/AN/A201,177399
2024-12-04$27.55$28.0026.8%7.7%15.6%14.1%24.9%63.4%-5.4%152.1K-1.2M-6.0K3.50154.70N/AN/A271,179399
2024-12-05$27.77$28.0044.3%10.1%15.9%28.0%0.0%45.9%9.0%283.9K-1.6M-4.2K0.00162.27N/AN/A001,180402
2024-12-06$27.81$28.0028.3%10.2%14.7%15.3%0.0%46.3%9.0%59.7K-1.2M-5.6K0.03160.04N/AN/A12031,180402
2024-12-09$28.69$28.0065.9%12.9%17.7%45.1%0.0%41.1%-6.7%105.1K-2.0M-5.4K0.00163.31N/AN/A011,300405
2024-12-10$28.41$28.0034.6%11.2%16.2%20.3%0.0%41.1%13.3%92.3K-1.7M-6.0K0.00167.60N/AN/A001,300406
2024-12-11$28.24$28.0040.4%11.6%15.7%24.9%82.7%49.5%7.2%88.4K-1.8M-5.8K9.33165.99N/AN/A3281,300406
2024-12-12$28.02$28.0049.2%14.1%15.9%31.8%0.0%42.0%-10.1%258.2K-2.0M-4.3K0.00167.86N/AN/A0161,300427
2024-12-13$27.91$28.0040.5%11.6%15.6%39.2%52.6%42.8%9.0%352.0K-2.0M-3.6K3.25167.20N/AN/A4131,300443
2024-12-16$27.81$29.0038.4%11.0%15.7%36.6%16.5%-1.2%8.7%83.5K-1.3M-5.7K5.00161.73N/AN/A151,302454
2024-12-17$26.23$29.0017.5%5.0%26.2%10.6%0.0%-9.3%-11.3%-13.8K613.0K-2.0K15.00166.79N/AN/A115316464
2024-12-18$25.43$28.0039.8%11.4%28.0%38.3%0.0%12.2%-33.3%-12.5K235.7K-1.7K1.50163.00N/AN/A23316265
2024-12-19$25.74$27.0020.6%5.9%28.6%14.3%0.0%-0.7%-10.4%-8.6K176.0K-1.7K0.00164.43N/AN/A300315255
2024-12-20$25.90$27.0017.4%5.0%28.6%10.3%0.0%4.5%-7.6%-7.3K129.1K-1.9K5.00167.24N/AN/A15344255
2024-12-23$25.80$27.0014.3%4.1%28.6%6.4%0.0%-8.6%-5.0%-8.5K97.5K-1.9K0.00165.23N/AN/A02321213
2024-12-24$25.96$27.0017.3%5.0%28.8%10.2%0.0%-3.7%-7.2%-10.8K36.9K-2.0K0.00164.33N/AN/A00321213
2024-12-26$26.02$27.0014.2%4.1%28.5%6.3%22.2%1.3%-4.7%-12.3K9.4K-2.0K11.00159.19N/AN/A222321213
2024-12-27$25.81$27.0010.5%3.0%28.2%1.7%0.0%4.1%1.2%-9.1K102.6K-1.9K0.00160.73N/AN/A00321235
2024-12-30$25.87$27.0021.2%6.1%28.2%15.0%0.0%1.3%-6.7%-8.9K94.8K-1.9K0.00162.23N/AN/A40321235
2024-12-31$25.84$27.0016.2%4.6%27.9%8.8%0.0%0.3%-9.1%-7.7K73.3K-1.8K0.00159.81N/AN/A20321235