UGE Options History — September 2022

In September 2022, UGE traded between $16.81 and $19.74. ATM implied volatility averaged 72.0%. The 30-day expected move averaged 20.7%. Net GEX was positive for 8 of 8 trading days. Term structure was in contango for 0 of 8 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-09-26: Highest Volume — 6 contracts
  • 2022-09-23: Largest IV spike — 22.4% change
  • 2022-09-30: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.16$16.81$19.74$19.74$16.81
ATM IV72.0%50.2%91.3%50.2%91.3%
Expected Move20.7%14.4%26.2%14.4%26.2%
Term Structure-19.8%-34.1%-4.5%-4.5%-23.8%
Skew 25d18.8%1.9%41.8%1.9%23.9%
Skew 10d5.7%-11.8%13.3%12.6%-11.8%
Call IV 25d60.0%47.8%81.2%57.2%77.0%
Put IV 25d78.8%59.2%100.9%59.2%100.9%
Bid-Ask Spread %127.79121.62138.62133.12124.92
Gamma HHI0.560.550.570.570.56
Net GEX165114232232114
Net DEX-3.3K-4.9K-2.3K-4.9K-2.3K
Net VEX-32-42-25-42-25
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume3.750606
Total OI1111111111

Daily Data (8 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-21$19.74$0.0050.2%14.4%0.0%0.0%0.0%1.9%-4.5%232-4.9K-420.00133.12N/AN/A00110
2022-09-22$19.33$0.0052.8%15.1%0.0%0.0%0.0%8.1%-4.6%197-3.3K-330.00131.11N/AN/A00110
2022-09-23$18.18$0.0064.7%18.5%0.0%0.0%0.0%7.7%-11.0%146-2.6K-270.00138.62N/AN/A00110
2022-09-26$17.99$0.0069.5%19.9%0.0%0.0%0.0%28.1%-18.2%168-2.9K-290.00124.55N/AN/A60110
2022-09-27$18.07$0.0078.3%22.5%0.0%0.0%0.0%41.8%-34.1%155-3.3K-310.00124.87N/AN/A60110
2022-09-28$18.14$0.0080.2%23.0%0.0%0.0%0.0%33.6%-28.3%166-3.8K-350.00123.51N/AN/A60110
2022-09-29$17.02$0.0089.4%25.6%0.0%0.0%0.0%5.5%-33.5%144-3.4K-310.00121.62N/AN/A60110
2022-09-30$16.81$0.0091.3%26.2%0.0%0.0%0.0%23.9%-23.8%114-2.3K-250.00124.92N/AN/A60110