UGE Options History — June 2023 In June 2023, UGE traded between $16.18 and $17.12. ATM implied volatility averaged 52.3%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 31.3% (HV 20d: 21.1%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-01 : Highest Volume — 5 contracts2023-06-14 : Largest IV drop — 70.9% change2023-06-13 : Highest IV Rank — 77.3%2023-06-01 : Largest Expected Move — 22.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.72 $16.18 $17.12 $16.18 $17.09 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 52.3% 27.7% 122.7% 77.0% 32.1% Expected Move 11.1% 7.9% 22.1% 22.1% 9.2% HV 20d 21.1% 18.6% 23.9% 18.7% 18.9% HV 60d 20.3% 18.4% 23.3% 22.7% 18.8% IV Rank 22.6% 3.4% 77.3% 41.8% 6.8% IV Percentile 30.7% 0.5% 98.9% 74.7% 3.6% Term Structure -3.3% -35.0% 13.6% -35.0% 5.2% Skew 25d 14.6% -12.0% 39.4% 2.8% 21.0% Skew 10d 8.3% -13.3% 27.5% 7.0% 19.7% Call IV 25d 28.8% 15.7% 78.3% 78.3% 18.9% Put IV 25d 43.4% 28.2% 81.1% 81.1% 39.9% Bid-Ask Spread % 132.14 125.28 137.06 135.21 126.71 Gamma HHI 0.46 0.42 0.75 0.75 0.45 Net GEX 53 -4 170 170 95 Net DEX -1.3K -3.2K 585 -2.8K -3.2K Net VEX -27 -32 -15 -15 -25 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 5 5 0 Total OI 11.143 6 12 6 12
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 2023-06-01 $16.18 $0.00 77.0% 22.1% 18.7% 41.8% 0.0% 2.8% -35.0% 170 -2.8K -15 0.00 135.21 N/A N/A 0 5 6 0 2023-06-02 $16.63 $0.00 36.7% 10.5% 22.1% 10.4% 0.0% 7.0% -8.6% 51 -525 -32 0.00 132.83 N/A N/A 0 0 6 5 2023-06-05 $16.51 $18.00 42.4% 8.3% 20.4% 14.8% 0.0% -12.0% 3.0% 17 256 -30 0.00 125.64 N/A N/A 0 0 6 5 2023-06-06 $16.34 $18.00 58.2% 10.5% 20.4% 27.1% 0.0% 8.0% -4.4% 7 487 -30 0.00 133.52 N/A N/A 0 0 6 5 2023-06-07 $16.30 $18.00 56.5% 9.5% 20.4% 25.8% 0.0% 1.2% 8.5% 12 585 -29 0.00 132.85 N/A N/A 0 0 6 5 2023-06-08 $16.45 $18.00 81.7% 13.3% 21.1% 45.4% 0.0% 14.9% 6.2% 27 -20 -31 0.00 136.87 N/A N/A 0 0 6 5 2023-06-09 $16.45 $18.00 70.4% 9.1% 21.1% 36.6% 0.0% 10.7% -9.7% -4 378 -29 0.00 136.62 N/A N/A 0 0 6 5 2023-06-12 $16.38 $18.00 110.5% 9.9% 20.5% 67.8% 0.0% 28.2% -1.9% 1 374 -29 0.00 128.27 N/A N/A 0 0 6 5 2023-06-13 $16.52 $18.00 122.7% 12.2% 21.1% 77.3% 0.0% 19.1% -6.0% 26 22 -29 0.00 136.21 N/A N/A 0 0 6 5 2023-06-14 $16.74 $18.00 35.7% 10.2% 21.9% 9.6% 0.0% 9.2% 6.4% 43 -313 -28 0.00 133.03 N/A N/A 0 0 6 5 2023-06-15 $17.12 $18.00 37.0% 10.6% 23.8% 10.7% 0.0% 10.5% 3.4% 71 -1.4K -29 0.00 131.74 N/A N/A 0 0 6 5 2023-06-16 $17.12 $18.00 44.2% 12.7% 23.5% 16.2% 0.0% 6.9% -9.7% 65 -1.4K -29 0.00 137.06 N/A N/A 0 0 6 5 2023-06-20 $16.88 $18.00 33.8% 9.7% 23.9% 8.1% 0.0% 13.7% -3.0% 44 -602 -27 0.00 127.92 N/A N/A 1 0 6 5 2023-06-21 $16.93 $18.00 27.7% 7.9% 22.1% 3.4% 0.0% 14.3% -1.8% 83 -2.6K -27 0.00 130.36 N/A N/A 0 0 7 5 2023-06-22 $17.10 $18.00 43.7% 12.5% 21.8% 15.9% 0.0% 36.9% -6.5% 86 -3.2K -28 0.00 135.21 N/A N/A 0 0 7 5 2023-06-23 $16.96 $18.00 45.4% 13.0% 21.6% 17.2% 0.0% 35.4% -8.5% 74 -2.8K -28 0.00 134.86 N/A N/A 0 0 7 5 2023-06-26 $16.91 $18.00 28.2% 8.1% 20.6% 3.8% 0.0% 8.1% 13.6% 71 -2.6K -27 0.00 133.29 N/A N/A 0 0 7 5 2023-06-27 $17.04 $18.00 33.0% 9.5% 20.7% 7.5% 0.0% 16.7% -4.2% 101 -2.9K -25 0.00 126.20 N/A N/A 0 0 7 5 2023-06-28 $16.79 $18.00 48.8% 14.0% 19.0% 19.8% 0.0% 39.4% -11.5% 50 -2.4K -26 0.00 135.37 N/A N/A 0 0 7 5 2023-06-29 $16.75 $18.00 33.2% 9.5% 18.6% 7.7% 0.0% 15.0% -5.2% 29 -2.0K -24 0.00 125.28 N/A N/A 0 0 7 5 2023-06-30 $17.09 $18.00 32.1% 9.2% 18.9% 6.8% 0.0% 21.0% 5.2% 95 -3.2K -25 0.00 126.71 N/A N/A 0 0 7 5
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