UGE Options History — January 2023 In January 2023, UGE traded between $15.02 and $17.22. ATM implied volatility averaged 63.9%. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 28.6% (HV 20d: 35.3%). Max pain ranged from $18.00 to $26.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-30 : Highest Volume — 6 contracts2023-01-11 : Largest IV drop — 46.2% change2023-01-04 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $15.97 $15.02 $17.22 $15.02 $17.18 Max Pain $25.00 $18.00 $26.00 $20.00 $18.00 ATM IV 63.9% 48.3% 93.1% 77.8% 60.4% Expected Move 16.8% 13.3% 23.0% 22.3% 17.3% HV 20d 35.3% 30.1% 38.2% 32.1% 37.2% HV 60d 38.3% 36.9% 42.4% 42.4% 38.4% Term Structure -13.6% -24.2% -3.0% -21.2% -16.0% VWIV 26.6% 26.6% 26.6% 26.6% 26.6% Skew 25d 9.5% -2.1% 34.7% 2.0% 19.6% Skew 10d 10.8% 2.1% 31.3% 11.4% 8.6% Call IV 25d 52.7% 24.8% 94.9% 94.9% 48.1% Put IV 25d 62.2% 38.6% 96.9% 96.9% 67.7% Bid-Ask Spread % 136.80 129.74 142.70 137.11 135.04 Gamma HHI 0.76 0.65 1.00 0.65 1.00 Net GEX 80 1 438 91 438 Net DEX -617 -3.2K -2 -893 -3.2K Net VEX -2 -8 0 -4 -8 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 0.3 0 6 0 0 Total OI 17.2 13 19 19 19
Daily Data (20 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 2023-01-03 $15.02 $20.00 77.8% 22.3% 32.1% 0.0% 0.0% 2.0% -21.2% 91 -893 -4 0.00 137.11 N/A N/A 0 0 19 0 2023-01-04 $15.29 $20.00 80.2% 23.0% 30.3% 0.0% 0.0% -2.1% -24.2% 79 -635 -3 0.00 136.47 N/A N/A 0 0 19 0 2023-01-05 $15.20 $26.00 69.7% 14.8% 30.1% 0.0% 0.0% 4.6% -7.6% 69 -518 -3 0.00 135.67 N/A N/A 0 0 19 0 2023-01-06 $15.88 $26.00 65.3% 13.3% 35.1% 0.0% 0.0% 6.5% -3.0% 94 -687 -3 0.00 131.40 N/A N/A 0 0 19 0 2023-01-09 $15.84 $26.00 85.2% 16.0% 34.7% 0.0% 0.0% 7.8% -16.7% 93 -669 -3 0.00 136.22 N/A N/A 0 0 19 0 2023-01-10 $15.77 $26.00 93.1% 16.4% 34.6% 0.0% 0.0% 4.1% -14.0% 126 -1.3K -5 0.00 141.01 N/A N/A 0 0 19 0 2023-01-11 $15.99 $26.00 50.1% 14.4% 35.3% 0.0% 0.0% 3.5% -11.0% 101 -775 -3 0.00 134.08 N/A N/A 0 0 19 0 2023-01-12 $15.95 $26.00 50.2% 14.4% 35.3% 0.0% 0.0% 13.0% -10.5% 98 -724 -2 0.00 136.93 N/A N/A 0 0 19 0 2023-01-13 $15.99 $26.00 48.3% 13.8% 35.2% 0.0% 0.0% 5.9% -11.8% 91 -612 -2 0.00 135.79 N/A N/A 0 0 19 0 2023-01-17 $16.28 $26.00 58.1% 16.7% 34.9% 0.0% 0.0% -1.6% -17.9% 92 -519 -1 0.00 141.52 N/A N/A 0 0 19 0 2023-01-18 $15.52 $26.00 61.9% 17.7% 37.8% 0.0% 0.0% 2.8% -20.2% 100 -901 -2 0.00 142.32 N/A N/A 0 0 19 0 2023-01-19 $15.28 $26.00 67.1% 19.2% 37.8% 0.0% 0.0% 3.3% -13.4% 82 -648 -2 0.00 142.70 N/A N/A 0 0 19 0 2023-01-20 $15.54 $26.00 63.3% 18.1% 38.0% 0.0% 0.0% 5.9% -13.0% 16 -113 -1 0.00 140.34 N/A N/A 0 0 19 0 2023-01-23 $15.97 $26.00 64.7% 18.6% 38.2% 0.0% 0.0% 27.9% -14.9% 14 -90 -1 0.00 142.59 N/A N/A 0 0 13 0 2023-01-24 $16.07 $26.00 58.1% 16.7% 35.1% 0.0% 0.0% 34.7% -13.3% 6 -29 0 0.00 138.10 N/A N/A 0 0 13 0 2023-01-25 $16.16 $26.00 55.2% 15.8% 35.2% 0.0% 0.0% 15.9% -12.1% 1 -2 0 0.00 131.79 N/A N/A 0 0 13 0 2023-01-26 $16.55 $26.00 57.0% 16.4% 35.8% 0.0% 0.0% 23.4% -13.3% 6 -25 0 0.00 135.76 N/A N/A 0 0 13 0 2023-01-27 $17.22 $26.00 52.7% 15.1% 36.4% 0.0% 0.0% 6.5% -10.0% 5 -22 0 0.00 131.44 N/A N/A 0 0 13 0 2023-01-30 $16.75 $26.00 59.4% 17.0% 36.7% 0.0% 26.6% 7.3% -7.2% 1 -4 0 0.00 129.74 N/A N/A 6 0 13 0 2023-01-31 $17.18 $18.00 60.4% 17.3% 37.2% 0.0% 0.0% 19.6% -16.0% 438 -3.2K -8 0.00 135.04 N/A N/A 0 0 19 0
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