UGE Options History — February 2023 In February 2023, UGE traded between $17.14 and $18.34. ATM implied volatility averaged 49.2%. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 15.0% (HV 20d: 34.2%). Max pain ranged from $18.00 to $22.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-03 : Highest Volume — 22 contracts2023-02-02 : Largest IV spike — 71.5% change2023-02-28 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $17.73 $17.14 $18.34 $17.98 $17.32 Max Pain $21.76 $18.00 $22.00 $18.00 $22.00 ATM IV 49.2% 31.5% 60.9% 31.5% 60.9% Expected Move 13.4% 9.0% 17.5% 9.0% 17.5% HV 20d 34.2% 29.8% 37.6% 37.2% 30.9% HV 60d 35.9% 34.1% 38.5% 38.5% 34.1% Term Structure -4.5% -19.8% 37.8% 1.7% -13.8% VWIV 44.5% 44.5% 44.5% 44.5% 44.5% Skew 25d 3.2% -1.6% 6.3% 3.4% 2.5% Skew 10d 7.1% 1.2% 21.6% 8.8% 1.4% Call IV 25d 47.5% 32.1% 60.4% 54.9% 45.2% Put IV 25d 50.7% 34.8% 64.0% 58.3% 47.7% Bid-Ask Spread % 130.11 125.74 133.46 131.75 128.68 Gamma HHI 0.91 0.78 1.00 1.00 1.00 Net GEX 933 54 4.4K 630 54 Net DEX -7.8K -23.7K -281 -5.6K -281 Net VEX -10 -20 -2 -9 -2 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 1.316 0 22 0 0 Total OI 21.737 6 32 19 6
Daily Data (19 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 2023-02-01 $17.98 $18.00 31.5% 9.0% 37.2% 0.0% 0.0% 3.4% 1.7% 630 -5.6K -9 0.00 131.75 N/A N/A 0 0 19 0 2023-02-02 $17.90 $0.00 53.9% 11.7% 37.4% 0.0% 0.0% 4.1% -7.4% 408 -5.5K -9 0.00 129.23 N/A N/A 3 0 19 0 2023-02-03 $17.73 $0.00 50.4% 11.7% 37.6% 0.0% 44.5% 4.1% -5.5% 460 -4.5K -8 0.00 130.40 N/A N/A 22 0 19 0 2023-02-06 $17.73 $22.00 54.5% 12.0% 35.1% 0.0% 0.0% 2.5% -5.3% 1.2K -9.8K -20 0.00 127.86 N/A N/A 0 0 32 0 2023-02-07 $17.73 $22.00 55.6% 12.3% 35.1% 0.0% 0.0% 6.3% -8.0% 1.3K -9.5K -20 0.00 130.26 N/A N/A 0 0 32 0 2023-02-08 $17.63 $22.00 43.7% 12.5% 35.1% 0.0% 0.0% 3.9% -4.8% 906 -11.4K -20 0.00 133.04 N/A N/A 0 0 32 0 2023-02-09 $17.66 $22.00 41.5% 11.9% 35.0% 0.0% 0.0% 1.6% -6.2% 952 -11.3K -19 0.00 129.88 N/A N/A 0 0 32 0 2023-02-10 $17.46 $22.00 48.1% 13.8% 35.4% 0.0% 0.0% 5.7% -10.7% 878 -10.4K -18 0.00 132.13 N/A N/A 0 0 32 0 2023-02-13 $17.84 $22.00 46.2% 13.2% 35.9% 0.0% 0.0% 6.2% -10.8% 1.5K -10.3K -14 0.00 131.42 N/A N/A 0 0 32 0 2023-02-14 $18.14 $22.00 44.7% 12.8% 35.8% 0.0% 0.0% 5.5% -10.5% 2.0K -14.7K -14 0.00 130.95 N/A N/A 0 0 32 0 2023-02-15 $18.34 $22.00 43.9% 12.6% 29.8% 0.0% 0.0% 2.7% -10.3% 1.5K -15.6K -11 0.00 125.74 N/A N/A 0 0 32 0 2023-02-16 $17.84 $22.00 45.4% 13.0% 31.4% 0.0% 0.0% 3.5% 37.8% 1.2K -11.9K -10 0.00 130.61 N/A N/A 0 0 32 0 2023-02-17 $18.11 $22.00 46.5% 13.3% 31.3% 0.0% 0.0% 0.6% 28.4% 4.4K -23.7K -4 0.00 128.36 N/A N/A 0 0 32 0 2023-02-21 $17.60 $22.00 51.5% 14.8% 32.9% 0.0% 0.0% 2.5% -14.5% 106 -846 -4 0.00 131.11 N/A N/A 0 0 6 0 2023-02-22 $17.49 $22.00 55.6% 16.0% 33.1% 0.0% 0.0% 3.3% -14.0% 100 -810 -4 0.00 133.46 N/A N/A 0 0 6 0 2023-02-23 $17.65 $22.00 52.3% 15.0% 33.2% 0.0% 0.0% 5.2% -12.0% 105 -815 -4 0.00 132.15 N/A N/A 0 0 6 0 2023-02-24 $17.14 $22.00 59.5% 17.0% 34.4% 0.0% 0.0% -1.6% -19.8% 81 -620 -3 0.00 127.53 N/A N/A 0 0 6 0 2023-02-27 $17.52 $22.00 48.3% 13.8% 32.3% 0.0% 0.0% -0.5% 0.9% 57 -281 -2 0.00 127.51 N/A N/A 0 0 6 0 2023-02-28 $17.32 $22.00 60.9% 17.5% 30.9% 0.0% 0.0% 2.5% -13.8% 54 -281 -2 0.00 128.68 N/A N/A 0 0 6 0
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