UGE Options History — December 2022 In December 2022, UGE traded between $15.07 and $18.63. ATM implied volatility averaged 74.4%. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 37.1% (HV 20d: 37.3%). Max pain ranged from $20.00 to $20.00. 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 2022-12-29 : Highest Volume — 6 contracts2022-12-14 : Largest IV drop — 56.9% change2022-12-27 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $16.67 $15.07 $18.63 $18.54 $15.50 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 74.4% 47.6% 142.5% 69.1% 62.3% Expected Move 16.4% 13.6% 20.5% 19.8% 17.9% HV 20d 37.3% 31.5% 44.2% 43.5% 31.5% HV 60d 44.9% 42.0% 47.8% 47.6% 42.0% Term Structure -8.0% -22.7% -0.9% -22.7% -2.7% VWIV 56.4% 56.4% 56.4% 56.4% 56.4% Skew 25d 4.3% -3.6% 12.6% 6.7% 7.4% Skew 10d 11.5% 2.2% 27.1% 16.0% 2.2% Call IV 25d 54.2% 31.2% 80.9% 80.9% 46.1% Put IV 25d 58.4% 38.2% 87.6% 87.6% 53.5% Bid-Ask Spread % 137.33 131.33 144.39 139.40 132.43 Gamma HHI 0.65 0.62 0.71 0.63 0.71 Net GEX 55 11 125 125 68 Net DEX -479 -1.2K -70 -1.2K -433 Net VEX -5 -11 -1 -11 -3 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 0.286 0 6 0 0 Total OI 13.286 13 19 13 19
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 2022-12-01 $18.54 $0.00 69.1% 19.8% 43.5% 0.0% 0.0% 6.7% -22.7% 125 -1.2K -11 0.00 139.40 N/A N/A 0 0 13 0 2022-12-02 $18.63 $0.00 61.2% 17.5% 39.8% 0.0% 0.0% -3.6% -9.0% 111 -924 -9 0.00 137.67 N/A N/A 0 0 13 0 2022-12-05 $17.75 $0.00 80.8% 14.2% 43.9% 0.0% 0.0% 7.0% -5.5% 56 -396 -5 0.00 136.78 N/A N/A 0 0 13 0 2022-12-06 $17.45 $0.00 91.1% 15.2% 44.2% 0.0% 0.0% 5.4% -6.8% 80 -742 -7 0.00 139.80 N/A N/A 0 0 13 0 2022-12-07 $17.36 $0.00 83.5% 13.6% 44.1% 0.0% 0.0% 6.3% -4.9% 59 -477 -5 0.00 135.71 N/A N/A 0 0 13 0 2022-12-08 $17.53 $0.00 100.0% 15.2% 41.0% 0.0% 0.0% 7.7% -7.0% 90 -892 -8 0.00 140.27 N/A N/A 0 0 13 0 2022-12-09 $17.54 $0.00 103.0% 14.8% 38.8% 0.0% 0.0% 6.7% -6.4% 89 -867 -8 0.00 140.68 N/A N/A 0 0 13 0 2022-12-12 $17.41 $0.00 142.5% 16.4% 34.7% 0.0% 0.0% 7.2% -4.8% 87 -867 -8 0.00 141.45 N/A N/A 0 0 13 0 2022-12-13 $17.31 $0.00 122.5% 15.0% 34.8% 0.0% 0.0% -1.8% -7.0% 47 -348 -4 0.00 133.50 N/A N/A 0 0 13 0 2022-12-14 $17.11 $0.00 52.8% 15.1% 34.9% 0.0% 0.0% 4.9% -6.3% 62 -538 -5 0.00 138.19 N/A N/A 0 0 13 0 2022-12-15 $16.67 $0.00 47.6% 13.6% 35.8% 0.0% 0.0% 0.8% -3.2% 34 -253 -3 0.00 136.07 N/A N/A 0 0 13 0 2022-12-16 $16.25 $0.00 66.4% 19.0% 34.3% 0.0% 0.0% 4.2% -10.5% 66 -746 -7 0.00 144.39 N/A N/A 0 0 13 0 2022-12-19 $16.00 $0.00 53.2% 15.3% 34.3% 0.0% 0.0% 12.6% -0.9% 30 -236 -3 0.00 135.44 N/A N/A 0 0 13 0 2022-12-20 $15.73 $0.00 54.4% 15.6% 34.6% 0.0% 0.0% 6.2% -5.3% 26 -204 -2 0.00 134.98 N/A N/A 0 0 13 0 2022-12-21 $16.13 $0.00 62.3% 17.9% 35.8% 0.0% 0.0% 5.0% -9.9% 46 -437 -4 0.00 142.21 N/A N/A 0 0 13 0 2022-12-22 $15.49 $0.00 56.1% 16.1% 35.6% 0.0% 0.0% 2.4% -9.2% 13 -87 -1 0.00 132.34 N/A N/A 0 0 13 0 2022-12-23 $15.57 $0.00 53.0% 15.2% 35.8% 0.0% 0.0% 1.9% -4.3% 18 -140 -2 0.00 131.33 N/A N/A 0 0 13 0 2022-12-27 $15.44 $0.00 71.6% 20.5% 35.7% 0.0% 0.0% -2.2% -14.4% 17 -120 -1 0.00 137.73 N/A N/A 0 0 13 0 2022-12-28 $15.07 $0.00 65.0% 18.6% 36.3% 0.0% 0.0% -1.5% -7.1% 11 -70 -1 0.00 137.09 N/A N/A 0 0 13 0 2022-12-29 $15.61 $0.00 63.0% 18.1% 33.4% 0.0% 56.4% 6.7% -21.0% 15 -102 -1 0.00 136.50 N/A N/A 6 0 13 0 2022-12-30 $15.50 $20.00 62.3% 17.9% 31.5% 0.0% 0.0% 7.4% -2.7% 68 -433 -3 0.00 132.43 N/A N/A 0 0 19 0
« Nov 2022 | All History | Jan 2023 » Home UGE History December 2022