UGE Options History — October 2022 In October 2022, UGE traded between $15.10 and $17.81. ATM implied volatility averaged 88.0%. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 34.5% (HV 20d: 53.4%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-10-03 : Highest Volume — 6 contracts2022-10-07 : Largest IV spike — 31.0% change2022-10-03 : Largest Expected Move — 27.9%Monthly Statistics Metric Avg Min Max Open Close Price $16.22 $15.10 $17.81 $16.24 $17.81 ATM IV 88.0% 70.7% 117.8% 97.2% 85.8% Expected Move 23.6% 19.8% 27.9% 27.9% 24.6% HV 20d 53.4% 50.2% 55.9% 53.8% 50.2% Term Structure -16.3% -39.0% 38.8% -26.1% -12.3% Skew 25d 22.2% 2.5% 49.8% 30.3% 5.6% Skew 10d 10.5% -3.5% 17.2% 3.9% 13.1% Call IV 25d 67.2% 42.0% 83.1% 59.6% 83.1% Put IV 25d 89.5% 57.7% 106.3% 89.8% 88.7% Bid-Ask Spread % 129.24 121.71 134.82 121.71 134.82 Gamma HHI 0.61 0.55 0.68 0.55 0.62 Net GEX 111 74 181 101 130 Net DEX -2.1K -4.7K -743 -2.1K -1.8K Net VEX -21 -38 -10 -23 -18 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 4.095 4 6 6 4 Total OI 12.905 11 13 11 13
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-10-03 $16.24 $0.00 97.2% 27.9% 0.0% 0.0% 0.0% 30.3% -26.1% 101 -2.1K -23 0.00 121.71 N/A N/A 6 0 11 0 2022-10-04 $16.99 $0.00 82.3% 23.6% 0.0% 0.0% 0.0% 2.5% -27.6% 181 -4.7K -38 0.00 121.74 N/A N/A 4 0 13 0 2022-10-05 $16.91 $0.00 78.3% 22.4% 0.0% 0.0% 0.0% 5.3% -17.5% 81 -743 -11 0.00 123.40 N/A N/A 4 0 13 0 2022-10-06 $16.79 $0.00 85.7% 21.0% 0.0% 0.0% 0.0% 46.3% -31.3% 130 -2.7K -28 0.00 129.35 N/A N/A 4 0 13 0 2022-10-07 $15.40 $0.00 112.3% 19.8% 0.0% 0.0% 0.0% 49.8% -23.2% 121 -3.1K -27 0.00 126.48 N/A N/A 4 0 13 0 2022-10-10 $15.46 $0.00 117.8% 24.9% 0.0% 0.0% 0.0% 28.6% -27.1% 124 -2.5K -25 0.00 128.31 N/A N/A 4 0 13 0 2022-10-11 $15.74 $0.00 111.0% 21.9% 0.0% 0.0% 0.0% 27.3% -30.3% 104 -2.0K -21 0.00 124.74 N/A N/A 4 0 13 0 2022-10-12 $15.36 $0.00 91.7% 26.3% 53.8% 0.0% 0.0% 31.4% -37.9% 103 -2.4K -23 0.00 131.30 N/A N/A 4 0 13 0 2022-10-13 $15.55 $0.00 70.7% 20.3% 53.2% 0.0% 0.0% 30.5% -32.6% 96 -1.8K -19 0.00 128.87 N/A N/A 4 0 13 0 2022-10-14 $15.10 $0.00 79.3% 22.7% 51.8% 0.0% 0.0% 9.2% -10.4% 74 -1.2K -14 0.00 133.78 N/A N/A 4 0 13 0 2022-10-17 $15.86 $0.00 88.1% 25.3% 55.8% 0.0% 0.0% 29.2% -35.6% 107 -2.1K -21 0.00 132.44 N/A N/A 4 0 13 0 2022-10-18 $16.24 $0.00 88.8% 25.4% 55.8% 0.0% 0.0% 29.0% -37.3% 107 -1.8K -20 0.00 131.53 N/A N/A 4 0 13 0 2022-10-19 $16.16 $0.00 87.6% 25.1% 54.4% 0.0% 0.0% 38.6% -39.0% 98 -1.6K -17 0.00 132.15 N/A N/A 4 0 13 0 2022-10-20 $15.58 $0.00 88.1% 25.2% 55.0% 0.0% 0.0% 13.6% 35.6% 102 -2.4K -24 0.00 134.82 N/A N/A 4 0 13 0 2022-10-21 $15.55 $0.00 80.8% 23.1% 51.8% 0.0% 0.0% 13.2% 38.0% 98 -2.1K -21 0.00 130.34 N/A N/A 4 0 13 0 2022-10-24 $15.84 $0.00 85.1% 24.4% 52.6% 0.0% 0.0% 33.3% 38.8% 87 -1.3K -15 0.00 127.85 N/A N/A 4 0 13 0 2022-10-25 $16.43 $0.00 75.6% 21.7% 54.6% 0.0% 0.0% 24.1% -9.3% 110 -1.9K -19 0.00 127.52 N/A N/A 4 0 13 0 2022-10-26 $16.91 $0.00 72.7% 20.8% 55.9% 0.0% 0.0% 6.1% -11.2% 83 -889 -10 0.00 128.54 N/A N/A 4 0 13 0 2022-10-27 $17.29 $0.00 86.0% 24.7% 51.8% 0.0% 0.0% 5.9% -16.2% 153 -3.2K -28 0.00 134.44 N/A N/A 4 0 13 0 2022-10-28 $17.43 $0.00 82.3% 23.6% 51.6% 0.0% 0.0% 6.9% -30.4% 132 -1.9K -20 0.00 129.95 N/A N/A 4 0 13 0 2022-10-31 $17.81 $0.00 85.8% 24.6% 50.2% 0.0% 0.0% 5.6% -12.3% 130 -1.8K -18 0.00 134.82 N/A N/A 4 0 13 0
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