DVYE Options History — January 2025

In January 2025, DVYE traded between $25.09 and $26.63. ATM implied volatility averaged 16.8%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 2.4% (HV 20d: 19.2%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.40.

Notable Days

  • 2025-01-31: Highest Volume — 30 contracts
  • 2025-01-24: Largest IV spike — 124.5% change
  • 2025-01-08: Highest IV Rank — 24.7%
  • 2025-01-24: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.93$25.09$26.63$25.67$26.48
Max Pain$27.00$27.00$27.00$27.00$27.00
ATM IV16.8%11.9%28.9%21.3%14.1%
Expected Move4.1%3.3%7.7%6.1%4.0%
HV 20d19.2%11.4%28.0%28.0%11.9%
HV 60d20.0%19.7%21.7%21.7%19.8%
IV Rank9.5%3.4%24.7%15.2%6.2%
IV Percentile20.7%5.6%59.5%31.7%12.3%
Term Structure19.6%-7.3%60.5%-4.3%36.9%
VWIV13.5%10.0%16.5%10.0%16.5%
Skew 25d5.5%-5.3%17.5%-4.3%6.5%
Skew 10d6.8%-3.3%25.7%-3.2%3.1%
Call IV 25d10.4%7.7%17.1%15.4%9.9%
Put IV 25d15.8%11.0%27.6%11.0%16.4%
Bid-Ask Spread %125.90107.22157.97157.97113.59
Gamma HHI0.300.270.350.280.30
Net GEX-14.1K-18.7K-9.2K-13.1K-15.3K
Net DEX95.5K-44.8K249.2K168.3K-18.0K
Net VEX-1.3K-1.6K-1.1K-1.5K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.001.501.500.00
Total Volume4.650302530
Total OI555.35538569558545

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$25.67$27.0021.3%6.1%28.0%15.2%10.0%-4.3%-4.3%-13.1K168.3K-1.5K1.50157.97N/AN/A1015323235
2025-01-03$25.78$27.0015.9%4.6%27.7%8.5%0.0%-5.3%-7.3%-12.9K128.1K-1.6K0.00155.60N/AN/A10333235
2025-01-06$25.84$27.0018.0%3.3%27.5%11.1%0.0%6.6%18.7%-13.6K124.9K-1.5K0.00133.88N/AN/A00334235
2025-01-07$25.76$27.0021.0%3.4%27.4%14.8%16.4%3.9%19.2%-13.1K141.7K-1.5K0.00137.30N/AN/A01334235
2025-01-08$25.61$27.0028.9%3.5%24.1%24.7%0.0%6.9%18.3%-12.8K156.2K-1.5K0.00130.34N/AN/A00334235
2025-01-10$25.16$27.0028.7%4.4%24.5%24.4%0.0%7.1%10.9%-10.8K240.1K-1.3K0.00116.28N/AN/A80334230
2025-01-13$25.09$27.0017.8%3.7%24.5%10.8%0.0%17.5%19.3%-9.2K249.2K-1.2K0.00125.26N/AN/A00334230
2025-01-14$25.36$27.0015.8%4.5%25.2%8.3%0.0%5.0%12.9%-11.0K207.6K-1.3K0.00116.06N/AN/A00334230
2025-01-15$25.69$27.0012.4%3.5%26.0%4.0%0.0%10.0%7.9%-13.1K159.7K-1.1K0.00126.28N/AN/A100334230
2025-01-16$25.63$27.0012.0%3.4%26.0%3.5%0.0%11.7%60.5%-13.9K99.8K-1.4K0.00123.88N/AN/A10336230
2025-01-17$25.84$27.0012.8%3.7%16.5%4.6%0.0%9.3%24.7%-13.0K101.1K-1.3K0.00126.04N/AN/A02337228
2025-01-21$26.05$27.0012.1%3.5%12.3%3.6%12.5%1.9%10.7%-15.1K73.9K-1.3K1.33117.17N/AN/A34334204
2025-01-22$26.07$27.0012.2%3.5%11.6%3.8%0.0%2.5%28.1%-15.3K79.9K-1.3K0.00124.22N/AN/A00337206
2025-01-23$26.25$27.0011.9%3.4%11.6%3.4%0.0%3.8%30.9%-18.7K29.6K-1.3K0.00122.25N/AN/A00337206
2025-01-24$26.48$27.0026.7%7.7%11.8%21.9%0.0%5.5%4.1%-18.3K-21.9K-1.3K0.00135.35N/AN/A00337206
2025-01-27$26.37$27.0013.9%4.0%11.9%6.0%0.0%4.1%27.6%-15.9K11.2K-1.3K0.00119.78N/AN/A00337206
2025-01-28$26.37$27.0013.7%3.9%11.8%5.7%0.0%5.2%24.0%-15.5K16.8K-1.2K0.00110.53N/AN/A00337206
2025-01-29$26.40$27.0014.0%4.0%11.4%6.1%10.0%5.5%24.0%-15.9K6.3K-1.2K0.00107.22N/AN/A70337206
2025-01-30$26.63$27.0012.1%3.5%11.7%3.7%15.3%6.0%25.4%-15.1K-44.8K-1.2K0.00118.91N/AN/A01340206
2025-01-31$26.48$27.0014.1%4.0%11.9%6.2%16.5%6.5%36.9%-15.3K-18.0K-1.2K0.00113.59N/AN/A030340205