UGE Options History — November 2022

In November 2022, UGE traded between $15.87 and $18.13. ATM implied volatility averaged 75.7%. The 30-day expected move averaged 20.5%. IV traded above realized volatility by 32.9% (HV 20d: 42.8%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-11-01: Highest Volume — 4 contracts
  • 2022-11-09: Largest IV drop — 20.6% change
  • 2022-11-01: Largest Expected Move — 25.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.06$15.87$18.13$17.65$18.13
ATM IV75.7%58.6%99.2%87.3%68.1%
Expected Move20.5%16.8%25.0%25.0%19.5%
HV 20d42.8%39.6%51.0%48.0%43.5%
HV 60d47.5%46.7%48.2%48.2%47.7%
Term Structure-14.1%-33.4%-0.1%-33.4%-21.1%
Skew 25d9.9%-14.5%40.8%3.1%8.2%
Skew 10d14.3%-7.7%26.4%15.6%16.8%
Call IV 25d63.2%34.6%86.3%84.0%79.9%
Put IV 25d73.2%43.8%91.8%87.1%88.1%
Bid-Ask Spread %132.79125.54142.79135.82134.31
Gamma HHI0.620.590.680.600.63
Net GEX10936165165107
Net DEX-1.7K-3.4K-226-3.4K-1.0K
Net VEX-16-28-3-28-11
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume3.2380440
Total OI1313131313

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$17.65$0.0087.3%25.0%48.0%0.0%0.0%3.1%-33.4%165-3.4K-280.00135.82N/AN/A40130
2022-11-02$17.34$0.0087.1%25.0%48.4%0.0%0.0%5.5%-16.4%147-2.8K-260.00130.25N/AN/A40130
2022-11-03$16.60$0.0087.3%20.9%51.0%0.0%0.0%40.8%-9.9%123-2.3K-220.00129.68N/AN/A40130
2022-11-04$16.39$0.0082.9%18.1%40.0%0.0%0.0%36.5%-3.9%133-2.4K-230.00125.67N/AN/A40130
2022-11-07$16.67$0.0090.0%18.0%40.3%0.0%0.0%34.4%-0.1%112-1.8K-170.00125.98N/AN/A40130
2022-11-08$16.54$0.0099.2%20.5%40.2%0.0%0.0%12.6%-7.3%113-2.0K-180.00130.17N/AN/A40130
2022-11-09$15.87$0.0078.7%22.6%42.1%0.0%0.0%9.0%-31.0%87-1.3K-130.00134.85N/AN/A40130
2022-11-10$16.52$0.0072.2%20.7%44.1%0.0%0.0%7.8%-7.0%105-1.4K-150.00131.38N/AN/A40130
2022-11-11$17.37$0.0061.7%17.7%45.4%0.0%0.0%10.1%-12.4%93-975-100.00125.54N/AN/A40130
2022-11-14$17.43$0.0073.2%21.0%42.6%0.0%0.0%8.2%-32.1%139-2.3K-210.00132.41N/AN/A40130
2022-11-15$17.51$0.0069.8%20.0%42.0%0.0%0.0%6.4%-10.0%135-2.2K-200.00130.97N/AN/A40130
2022-11-16$17.26$0.0075.7%21.7%42.4%0.0%0.0%6.2%-12.4%131-2.2K-200.00134.10N/AN/A40130
2022-11-17$16.61$0.0075.2%21.6%42.6%0.0%0.0%7.1%-8.4%109-1.7K-160.00134.32N/AN/A40130
2022-11-18$16.81$0.0074.9%21.5%42.7%0.0%0.0%-14.5%-12.1%122-1.9K-170.00133.34N/AN/A40130
2022-11-21$16.80$0.0075.1%21.5%42.3%0.0%0.0%6.5%-12.7%108-1.6K-150.00133.94N/AN/A40130
2022-11-22$16.98$0.0065.0%18.6%40.6%0.0%0.0%5.9%-8.1%83-904-100.00137.58N/AN/A40130
2022-11-23$17.55$0.0066.1%19.0%41.0%0.0%0.0%5.6%-4.7%106-1.4K-130.00136.17N/AN/A40130
2022-11-25$17.56$0.0058.6%16.8%40.3%0.0%0.0%1.8%-22.3%36-226-30.00133.50N/AN/A00130
2022-11-28$17.39$0.0065.6%18.8%40.3%0.0%0.0%1.1%-7.3%48-348-40.00135.87N/AN/A00130
2022-11-29$17.24$0.0076.5%21.9%39.6%0.0%0.0%5.9%-24.4%77-738-70.00142.79N/AN/A00130
2022-11-30$18.13$0.0068.1%19.5%43.5%0.0%0.0%8.2%-21.1%107-1.0K-110.00134.31N/AN/A00130