UGE Options History — July 2023 In July 2023, UGE traded between $16.66 and $17.84. ATM implied volatility averaged 42.2%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 24.9% (HV 20d: 17.3%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-12 : Highest Volume — 30 contracts2023-07-21 : Largest IV spike — 160.0% change2023-07-21 : Highest IV Rank — 48.5%2023-07-21 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $17.28 $16.66 $17.84 $17.29 $17.59 Max Pain $16.20 $16.00 $18.00 $18.00 $16.00 ATM IV 42.2% 28.6% 85.7% 35.8% 39.4% Expected Move 11.1% 6.6% 24.6% 10.3% 11.3% HV 20d 17.3% 16.2% 18.6% 16.9% 17.2% HV 60d 19.0% 18.6% 19.3% 18.8% 19.0% IV Rank 14.6% 4.1% 48.5% 9.7% 12.5% IV Percentile 20.8% 1.9% 85.1% 8.7% 17.3% Term Structure -2.3% -20.1% 48.5% -2.1% -7.6% VWIV 20.4% 20.0% 20.7% 20.0% 20.7% Skew 25d -2.8% -95.0% 25.5% 25.5% 6.8% Skew 10d -0.3% -91.0% 16.1% 15.1% 2.5% Call IV 25d 43.9% 18.4% 128.0% 18.4% 33.9% Put IV 25d 41.2% 27.5% 61.4% 43.8% 40.6% Bid-Ask Spread % 130.19 122.27 140.03 131.90 130.47 Gamma HHI 0.44 0.39 0.48 0.44 0.47 Net GEX 1.3K 5 2.7K 141 2.3K Net DEX -18.7K -35.9K -1.7K -3.7K -30.1K Net VEX -84 -130 -19 -24 -111 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 2 0 30 0 0 Total OI 34.7 12 52 12 51
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 2023-07-03 $17.29 $18.00 35.8% 10.3% 16.9% 9.7% 0.0% 25.5% -2.1% 141 -3.7K -24 0.00 131.90 N/A N/A 0 0 7 5 2023-07-05 $17.27 $18.00 35.6% 10.2% 16.6% 9.5% 0.0% 21.6% -12.4% 123 -3.9K -23 0.00 126.37 N/A N/A 0 0 7 5 2023-07-06 $17.17 $16.00 55.2% 11.5% 16.2% 24.8% 0.0% 4.3% -9.4% 86 -3.3K -24 0.00 137.25 N/A N/A 0 0 7 5 2023-07-07 $16.79 $16.00 57.8% 11.5% 18.4% 26.8% 0.0% 3.2% -10.1% 48 -2.4K -24 0.00 136.20 N/A N/A 0 0 7 5 2023-07-10 $16.69 $16.00 32.8% 8.0% 18.3% 7.4% 0.0% -0.3% 5.3% 26 -1.8K -22 0.00 128.05 N/A N/A 0 0 7 5 2023-07-11 $16.66 $16.00 53.7% 6.6% 18.4% 23.6% 0.0% -0.0% 10.6% 5 -1.7K -22 0.00 125.98 N/A N/A 0 0 7 5 2023-07-12 $16.83 $16.00 34.8% 10.0% 18.6% 8.9% 20.0% 6.0% -13.9% 35 -2.2K -19 0.00 123.84 N/A N/A 30 0 7 5 2023-07-13 $16.99 $16.00 43.0% 12.3% 18.6% 15.3% 0.0% 2.9% -13.0% 1.2K -20.6K -116 0.00 135.35 N/A N/A 0 0 37 5 2023-07-14 $17.06 $16.00 34.3% 9.8% 18.1% 8.5% 0.0% 3.6% -1.3% 1.4K -20.9K -111 0.00 122.27 N/A N/A 0 0 37 5 2023-07-17 $16.99 $16.00 32.6% 9.3% 16.3% 7.2% 0.0% 2.2% -4.4% 1.5K -19.5K -106 0.00 124.66 N/A N/A 0 0 37 5 2023-07-18 $16.98 $16.00 37.4% 10.7% 16.3% 11.0% 0.0% -0.5% -5.0% 1.3K -19.0K -106 0.00 127.93 N/A N/A 0 0 37 5 2023-07-19 $17.24 $16.00 28.6% 8.2% 16.4% 4.1% 0.0% 0.3% 3.4% 1.6K -21.9K -109 0.00 125.11 N/A N/A 0 0 37 5 2023-07-20 $17.54 $16.00 33.0% 9.4% 17.3% 7.5% 20.7% -95.0% 12.5% 1.9K -22.1K -105 0.00 129.62 N/A N/A 10 0 37 5 2023-07-21 $17.66 $16.00 85.7% 24.6% 17.2% 48.5% 0.0% -42.8% 48.5% 1.9K -32.4K -130 0.00 140.03 N/A N/A 0 0 47 5 2023-07-24 $17.82 $16.00 44.8% 12.9% 17.0% 16.7% 0.0% 3.0% -20.1% 2.4K -34.0K -126 0.00 136.68 N/A N/A 0 0 46 5 2023-07-25 $17.77 $16.00 30.0% 8.6% 16.9% 5.2% 0.0% -0.1% -4.2% 2.7K -33.9K -124 0.00 123.30 N/A N/A 0 0 46 5 2023-07-26 $17.80 $16.00 33.4% 9.6% 16.8% 7.9% 0.0% -0.2% 0.4% 2.5K -35.9K -127 0.00 126.67 N/A N/A 0 0 46 5 2023-07-27 $17.55 $16.00 45.8% 13.1% 16.8% 17.5% 0.0% 1.3% -10.2% 2.1K -30.8K -120 0.00 134.64 N/A N/A 0 0 46 5 2023-07-28 $17.84 $16.00 49.6% 14.2% 17.4% 20.5% 0.0% 3.3% -14.0% 2.3K -34.8K -124 0.00 137.50 N/A N/A 0 0 46 5 2023-07-31 $17.59 $16.00 39.4% 11.3% 17.2% 12.5% 0.0% 6.8% -7.6% 2.3K -30.1K -111 0.00 130.47 N/A N/A 0 0 46 5
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