UGE Options History — September 2023 In September 2023, UGE traded between $14.53 and $16.11. ATM implied volatility averaged 57.1%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 38.1% (HV 20d: 19.0%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days.
Notable Days 2023-09-13 : Largest IV drop — 57.8% change2023-09-12 : Highest IV Rank — 64.5%2023-09-26 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $15.49 $14.53 $16.11 $15.94 $14.55 ATM IV 57.1% 24.9% 106.3% 46.1% 59.2% Expected Move 12.5% 7.0% 22.2% 13.2% 17.0% HV 20d 19.0% 17.3% 20.3% 18.1% 20.3% HV 60d 18.2% 17.7% 18.8% 17.8% 18.7% IV Rank 26.3% 1.3% 64.5% 17.7% 27.9% IV Percentile 48.5% 0.4% 96.3% 31.5% 59.5% Term Structure -2.6% -21.3% 14.3% -21.3% -13.7% Skew 25d -0.6% -32.9% 9.6% 9.6% 1.9% Skew 10d 5.5% 1.0% 17.9% 17.9% 8.1% Call IV 25d 50.1% 28.9% 135.3% 40.0% 72.2% Put IV 25d 49.5% 28.0% 102.4% 49.7% 74.0% Bid-Ask Spread % 139.33 135.06 144.87 136.83 139.63 Gamma HHI 0.99 0.97 1.00 1.00 0.97 Net GEX 432 257 545 512 289 Net DEX -6.4K -8.1K -3.6K -6.9K -4.5K Net VEX -31 -40 -16 -36 -20 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 22 22 22 22 22
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 2023-09-01 $15.94 $0.00 46.1% 13.2% 18.1% 17.7% 0.0% 9.6% -21.3% 512 -6.9K -36 0.00 136.83 N/A N/A 0 0 22 0 2023-09-05 $15.71 $0.00 71.5% 12.0% 17.4% 37.5% 0.0% 4.2% -5.2% 470 -7.5K -38 0.00 140.08 N/A N/A 0 0 22 0 2023-09-06 $15.57 $0.00 66.5% 9.7% 17.4% 33.6% 0.0% 2.6% -1.9% 439 -6.5K -34 0.00 137.62 N/A N/A 0 0 22 0 2023-09-07 $15.65 $0.00 70.6% 10.3% 17.3% 36.7% 0.0% 1.4% 1.6% 456 -6.8K -34 0.00 144.87 N/A N/A 0 0 22 0 2023-09-08 $15.67 $0.00 74.0% 7.0% 17.4% 39.4% 0.0% -0.9% 10.8% 451 -6.2K -34 0.00 136.94 N/A N/A 0 0 22 0 2023-09-11 $15.97 $0.00 82.4% 11.1% 19.0% 45.9% 0.0% -0.1% -0.4% 509 -6.6K -33 0.00 135.06 N/A N/A 0 0 22 0 2023-09-12 $15.72 $0.00 106.3% 7.7% 19.4% 64.5% 0.0% 0.1% 12.2% 459 -6.2K -33 0.00 138.19 N/A N/A 0 0 22 0 2023-09-13 $15.78 $0.00 44.9% 12.9% 18.4% 16.7% 0.0% 5.0% -6.9% 480 -7.4K -36 0.00 141.42 N/A N/A 0 0 22 0 2023-09-14 $16.11 $0.00 24.9% 7.2% 20.2% 1.3% 0.0% -0.3% 13.8% 545 -8.1K -40 0.00 137.74 N/A N/A 0 0 22 0 2023-09-15 $15.90 $0.00 33.2% 9.5% 19.6% 7.6% 0.0% -0.2% 14.3% 499 -7.2K -35 0.00 136.81 N/A N/A 0 0 22 0 2023-09-18 $15.82 $0.00 46.8% 13.4% 19.3% 18.3% 0.0% -1.2% -9.2% 485 -7.4K -35 0.00 141.23 N/A N/A 0 0 22 0 2023-09-19 $15.74 $0.00 45.6% 13.1% 19.1% 17.3% 0.0% 3.4% -7.8% 469 -7.1K -34 0.00 141.98 N/A N/A 0 0 22 0 2023-09-20 $15.80 $0.00 45.4% 13.0% 18.2% 17.2% 0.0% -10.4% -8.1% 483 -6.0K -29 0.00 139.69 N/A N/A 0 0 22 0 2023-09-21 $15.42 $0.00 54.0% 15.5% 19.5% 23.9% 0.0% 2.1% -11.1% 428 -6.5K -31 0.00 140.84 N/A N/A 0 0 22 0 2023-09-22 $15.28 $0.00 53.8% 15.4% 19.4% 23.7% 0.0% 1.8% -8.1% 400 -5.9K -27 0.00 140.53 N/A N/A 0 0 22 0 2023-09-25 $15.03 $0.00 55.2% 15.8% 19.6% 24.8% 0.0% 3.5% -12.2% 365 -5.7K -26 0.00 141.35 N/A N/A 0 0 22 0 2023-09-26 $14.86 $0.00 77.5% 22.2% 19.5% 42.2% 0.0% -32.9% -13.4% 357 -8.1K -35 0.00 143.54 N/A N/A 0 0 22 0 2023-09-27 $14.53 $0.00 43.6% 12.5% 19.8% 15.8% 0.0% -0.6% 11.4% 287 -4.5K -20 0.00 136.35 N/A N/A 0 0 22 0 2023-09-28 $14.66 $0.00 40.3% 11.5% 20.3% 13.2% 0.0% -0.7% 4.1% 257 -3.6K -16 0.00 135.83 N/A N/A 0 0 22 0 2023-09-29 $14.55 $0.00 59.2% 17.0% 20.3% 27.9% 0.0% 1.9% -13.7% 289 -4.5K -20 0.00 139.63 N/A N/A 0 0 22 0
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