UGE Options History — May 2023 In May 2023, UGE traded between $16.21 and $18.64. ATM implied volatility averaged 45.2%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 28.2% (HV 20d: 17.0%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-17 : Highest Volume — 2 contracts2023-05-09 : Largest IV spike — 97.9% change2023-05-09 : Highest IV Rank — 34.5%2023-05-24 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $17.73 $16.21 $18.64 $18.64 $16.41 ATM IV 45.2% 32.6% 67.7% 35.8% 32.6% Expected Move 12.3% 9.3% 15.5% 10.3% 9.3% HV 20d 17.0% 15.7% 18.7% 16.1% 18.7% HV 60d 24.0% 22.8% 25.4% 24.9% 23.2% IV Rank 17.0% 7.2% 34.5% 9.7% 7.2% IV Percentile 18.7% 2.9% 60.8% 3.9% 2.9% Term Structure -4.9% -27.7% 22.9% 5.3% 14.3% Skew 25d 2.8% -1.4% 10.1% 0.1% 0.1% Skew 10d 4.8% 1.2% 17.1% 2.4% 2.9% Call IV 25d 43.2% 29.3% 61.3% 38.1% 44.3% Put IV 25d 46.0% 29.5% 63.9% 38.2% 44.4% Bid-Ask Spread % 133.67 125.49 137.02 130.45 130.78 Gamma HHI 0.93 0.75 1.00 1.00 0.77 Net GEX 85 31 225 38 225 Net DEX -1.8K -3.5K -877 -1.2K -2.8K Net VEX -8 -17 -3 -4 -16 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 0.182 0 2 0 0 Total OI 2.409 1 6 1 6
Daily Data (22 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 2023-05-01 $18.64 $0.00 35.8% 10.3% 16.1% 9.7% 0.0% 0.1% 5.3% 38 -1.2K -4 0.00 130.45 N/A N/A 0 0 1 0 2023-05-02 $18.52 $0.00 52.4% 15.0% 15.7% 22.6% 0.0% 2.4% -15.7% 38 -1.1K -4 0.00 136.31 N/A N/A 0 0 1 0 2023-05-03 $18.25 $0.00 41.9% 12.0% 16.4% 14.5% 0.0% -0.6% -18.4% 31 -1.0K -4 0.00 131.64 N/A N/A 0 0 1 0 2023-05-04 $18.08 $0.00 58.3% 12.1% 16.5% 27.2% 0.0% 5.0% -8.4% 36 -1.0K -4 0.00 135.84 N/A N/A 0 0 1 0 2023-05-05 $18.42 $0.00 59.5% 11.9% 17.4% 28.2% 0.0% 4.5% -6.8% 36 -1.1K -4 0.00 136.10 N/A N/A 0 0 1 0 2023-05-08 $18.34 $0.00 34.2% 11.3% 17.6% 8.5% 0.0% 0.8% -3.9% 45 -1.1K -4 0.00 125.49 N/A N/A 0 0 1 0 2023-05-09 $18.27 $0.00 67.7% 12.1% 17.3% 34.5% 0.0% 4.7% -7.1% 37 -1.1K -4 0.00 136.96 N/A N/A 0 0 1 0 2023-05-10 $18.20 $0.00 42.4% 12.2% 16.8% 14.9% 0.0% 7.1% -7.2% 38 -1.0K -4 0.00 134.40 N/A N/A 0 0 1 0 2023-05-11 $18.20 $0.00 37.5% 10.7% 16.5% 11.0% 0.0% -0.1% -7.6% 44 -1.0K -4 0.00 132.40 N/A N/A 0 0 1 0 2023-05-12 $18.35 $0.00 42.8% 12.3% 16.2% 15.2% 0.0% 5.5% -8.7% 37 -1.1K -4 0.00 136.86 N/A N/A 0 0 1 0 2023-05-15 $18.30 $0.00 39.4% 11.3% 16.1% 12.5% 0.0% 3.0% -4.4% 36 -991 -4 0.00 130.55 N/A N/A 0 0 1 0 2023-05-16 $18.09 $0.00 44.8% 12.8% 16.7% 16.7% 0.0% 5.2% -7.1% 33 -952 -4 0.00 136.63 N/A N/A 0 0 1 0 2023-05-17 $17.95 $0.00 38.4% 11.0% 16.9% 11.7% 0.0% -0.4% -5.1% 37 -877 -3 0.00 129.57 N/A N/A 2 0 1 0 2023-05-18 $17.74 $0.00 44.8% 12.9% 17.4% 16.7% 0.0% 5.0% 1.9% 98 -2.8K -11 0.00 136.24 N/A N/A 0 0 3 0 2023-05-19 $17.78 $0.00 45.6% 13.1% 15.7% 17.3% 0.0% 4.7% -7.9% 100 -2.8K -11 0.00 137.02 N/A N/A 0 0 3 0 2023-05-22 $17.31 $0.00 52.3% 15.0% 18.1% 22.5% 0.0% 2.2% -11.2% 124 -2.4K -10 0.00 136.05 N/A N/A 2 0 3 0 2023-05-23 $17.04 $0.00 52.6% 15.1% 18.6% 22.7% 0.0% -1.4% -26.8% 189 -3.5K -17 0.00 136.82 N/A N/A 0 0 5 0 2023-05-24 $16.86 $0.00 53.9% 15.5% 18.3% 23.8% 0.0% 5.0% -27.7% 166 -3.5K -17 0.00 136.64 N/A N/A 0 0 5 0 2023-05-25 $16.56 $0.00 41.6% 11.9% 16.7% 14.2% 0.0% 10.1% 11.2% 148 -2.4K -14 0.00 127.86 N/A N/A 0 0 5 0 2023-05-26 $16.64 $0.00 41.0% 11.8% 16.4% 13.8% 0.0% 0.1% 10.8% 169 -3.1K -16 0.00 133.45 N/A N/A 0 0 5 0 2023-05-30 $16.21 $0.00 35.0% 10.0% 17.4% 9.1% 0.0% -0.4% 22.9% 156 -2.7K -15 0.00 132.74 N/A N/A 0 0 5 0 2023-05-31 $16.41 $0.00 32.6% 9.3% 18.7% 7.2% 0.0% 0.1% 14.3% 225 -2.8K -16 0.00 130.78 N/A N/A 0 0 6 0
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