UGE Options History — April 2023 In April 2023, UGE traded between $17.48 and $18.53. ATM implied volatility averaged 49.2%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 27.7% (HV 20d: 21.5%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2023-04-13 : Largest IV spike — 131.6% change2023-04-13 : Highest IV Rank — 56.9%2023-04-13 : Largest Expected Move — 28.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.90 $17.48 $18.53 $17.63 $18.53 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 49.2% 23.3% 98.7% 53.8% 35.2% Expected Move 13.3% 6.7% 28.3% 15.4% 10.1% HV 20d 21.5% 13.9% 31.0% 31.0% 16.3% HV 60d 29.2% 24.9% 32.0% 32.0% 24.9% IV Rank 18.6% 0.0% 56.9% 20.6% 9.2% IV Percentile 21.8% 0.0% 92.9% 27.8% 3.3% Term Structure -9.9% -37.7% 8.7% -12.7% -10.1% Skew 25d 5.4% -0.8% 22.6% 21.4% 2.9% Skew 10d 6.1% 1.1% 33.8% 6.8% 5.2% Call IV 25d 46.9% 29.7% 121.4% 46.5% 54.5% Put IV 25d 52.3% 29.5% 127.1% 68.0% 57.5% Bid-Ask Spread % 134.73 123.62 155.84 132.51 136.90 Gamma HHI 0.83 0.73 1.00 0.74 1.00 Net GEX 179 28 345 229 39 Net DEX -2.4K -4.4K -1.0K -3.1K -1.1K Net VEX -6 -10 -4 -10 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.947 1 5 5 1
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 2023-04-03 $17.63 $19.00 53.8% 15.4% 31.0% 20.6% 0.0% 21.4% -12.7% 229 -3.1K -10 0.00 132.51 N/A N/A 0 0 5 0 2023-04-04 $17.48 $19.00 60.4% 17.3% 29.5% 26.0% 0.0% 22.6% -15.4% 213 -3.0K -9 0.00 135.39 N/A N/A 0 0 5 0 2023-04-05 $17.68 $19.00 57.0% 16.3% 29.3% 23.2% 0.0% 18.6% -15.6% 227 -3.2K -10 0.00 136.32 N/A N/A 0 0 5 0 2023-04-06 $17.59 $0.00 58.1% 11.8% 25.8% 24.1% 0.0% 4.5% -7.2% 224 -3.0K -9 0.00 135.21 N/A N/A 0 0 5 0 2023-04-10 $17.62 $0.00 55.5% 12.4% 24.0% 22.0% 0.0% 6.3% -10.5% 249 -2.8K -8 0.00 131.68 N/A N/A 0 0 5 0 2023-04-11 $17.83 $0.00 66.6% 12.2% 23.9% 31.0% 0.0% 6.3% -7.7% 245 -3.3K -8 0.00 137.64 N/A N/A 0 0 5 0 2023-04-12 $17.63 $0.00 42.6% 12.2% 24.3% 11.5% 0.0% 0.1% -10.3% 261 -2.6K -8 0.00 128.74 N/A N/A 0 0 5 0 2023-04-13 $17.79 $0.00 98.7% 28.3% 24.3% 56.9% 0.0% 5.7% -37.7% 115 -4.4K -8 0.00 155.84 N/A N/A 0 0 5 0 2023-04-14 $17.62 $0.00 43.2% 12.4% 23.9% 12.1% 0.0% 3.9% -11.1% 241 -2.9K -7 0.00 135.96 N/A N/A 0 0 5 0 2023-04-17 $17.76 $0.00 46.5% 13.3% 21.1% 14.7% 0.0% -0.8% -12.6% 269 -2.7K -6 0.00 128.49 N/A N/A 0 0 5 0 2023-04-18 $17.88 $0.00 23.3% 6.7% 19.4% 0.0% 0.0% -0.2% 8.7% 345 -2.4K -6 0.00 128.89 N/A N/A 0 0 5 0 2023-04-19 $17.86 $0.00 29.3% 8.4% 19.4% 4.6% 0.0% -0.2% -2.0% 322 -2.3K -5 0.00 127.60 N/A N/A 0 0 5 0 2023-04-20 $17.88 $0.00 44.7% 12.8% 18.7% 16.6% 0.0% 2.1% 2.6% 257 -3.3K -5 0.00 137.76 N/A N/A 0 0 5 0 2023-04-21 $18.24 $0.00 45.6% 13.1% 17.0% 17.3% 0.0% 2.7% -8.6% 38 -1.1K -4 0.00 138.25 N/A N/A 0 0 5 0 2023-04-24 $18.28 $0.00 36.2% 10.4% 14.3% 10.0% 0.0% -0.2% -9.6% 35 -1.1K -4 0.00 123.62 N/A N/A 0 0 1 0 2023-04-25 $18.30 $0.00 58.0% 16.6% 13.9% 26.9% 0.0% 2.9% -13.6% 33 -1.1K -4 0.00 142.07 N/A N/A 0 0 1 0 2023-04-26 $18.02 $0.00 38.9% 11.1% 15.4% 12.1% 0.0% -0.5% -15.9% 28 -1.0K -4 0.00 132.34 N/A N/A 0 0 1 0 2023-04-27 $18.39 $0.00 41.1% 11.8% 16.3% 13.9% 0.0% 5.0% 0.9% 39 -1.1K -4 0.00 134.71 N/A N/A 0 0 1 0 2023-04-28 $18.53 $0.00 35.2% 10.1% 16.3% 9.2% 0.0% 2.9% -10.1% 39 -1.1K -4 0.00 136.90 N/A N/A 0 0 1 0
« Mar 2023 | All History | May 2023 » Home UGE History April 2023