UGE Options History — November 2023 In November 2023, UGE traded between $14.09 and $15.12. ATM implied volatility averaged 48.3%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 24.2% (HV 20d: 24.1%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-14 : Highest Volume — 6 contracts2023-11-30 : Largest IV spike — 103.0% change2023-11-07 : Highest IV Rank — 36.3%2023-11-01 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $14.69 $14.09 $15.12 $14.09 $15.03 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 48.3% 25.7% 70.0% 67.2% 62.9% Expected Move 12.5% 7.4% 19.3% 19.3% 18.0% HV 20d 24.1% 17.2% 29.9% 29.9% 19.3% HV 60d 23.6% 23.0% 24.0% 23.0% 23.8% IV Rank 19.4% 1.8% 36.3% 34.1% 30.8% IV Percentile 41.0% 0.8% 82.5% 78.2% 77.8% Term Structure -4.0% -20.1% 78.7% -9.4% -20.1% Skew 25d -0.7% -26.2% 3.4% -1.4% 3.3% Skew 10d 6.0% 2.1% 26.7% 3.9% 7.7% Call IV 25d 49.3% 34.4% 80.1% 58.4% 80.1% Put IV 25d 48.5% 34.3% 83.5% 57.0% 83.5% Bid-Ask Spread % 134.90 114.13 141.40 138.25 138.14 Gamma HHI 0.71 0.49 1.00 0.49 0.97 Net GEX 210 123 376 267 125 Net DEX -8.7K -9.3K -8.0K -8.1K -8.6K Net VEX -15 -21 -11 -21 -12 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 6 0 0 Total OI 20 7 28 28 7
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 2023-11-01 $14.09 $19.00 67.2% 19.3% 29.9% 34.1% 0.0% -1.4% -9.4% 267 -8.1K -21 0.00 138.25 N/A N/A 0 0 28 0 2023-11-02 $14.37 $0.00 67.3% 10.8% 27.5% 34.2% 0.0% 0.4% -12.4% 286 -8.7K -20 0.00 138.17 N/A N/A 0 0 28 0 2023-11-03 $14.46 $0.00 41.8% 11.8% 26.9% 14.3% 0.0% -0.6% -13.0% 200 -8.1K -17 0.00 134.20 N/A N/A 0 0 28 0 2023-11-06 $14.47 $0.00 69.1% 10.7% 26.8% 35.6% 0.0% -0.5% -3.1% 260 -8.5K -19 0.00 135.21 N/A N/A 0 0 28 0 2023-11-07 $14.56 $0.00 70.0% 10.3% 25.7% 36.3% 0.0% -0.4% 19.6% 283 -8.9K -18 0.00 137.27 N/A N/A 0 0 28 0 2023-11-08 $14.43 $0.00 53.3% 15.3% 25.4% 23.3% 0.0% 3.4% -8.5% 376 -9.3K -21 0.00 140.86 N/A N/A 0 0 28 0 2023-11-09 $14.30 $0.00 46.5% 13.3% 23.8% 18.0% 0.0% 2.5% -14.0% 239 -8.4K -17 0.00 135.03 N/A N/A 0 0 28 0 2023-11-10 $14.47 $0.00 38.7% 11.1% 23.8% 12.0% 0.0% -0.4% -5.9% 263 -8.0K -17 0.00 135.48 N/A N/A 0 0 28 0 2023-11-13 $14.61 $0.00 44.3% 12.7% 22.5% 16.3% 0.0% 0.0% 0.1% 289 -8.9K -17 0.00 141.40 N/A N/A 0 0 28 0 2023-11-14 $14.91 $0.00 38.2% 10.9% 23.4% 11.5% 0.0% -0.6% -8.1% 257 -9.1K -15 0.00 134.74 N/A N/A 6 0 28 0 2023-11-15 $15.12 $0.00 37.7% 10.8% 23.7% 11.2% 0.0% -0.9% -8.6% 203 -9.0K -13 0.00 134.34 N/A N/A 0 0 28 0 2023-11-16 $14.71 $0.00 31.3% 9.0% 25.5% 6.2% 0.0% -0.3% 78.7% 284 -9.1K -14 0.00 136.08 N/A N/A 0 0 28 0 2023-11-17 $14.71 $0.00 25.7% 7.4% 25.3% 1.8% 0.0% -0.1% 1.0% 145 -8.7K -12 0.00 116.21 N/A N/A 0 0 28 0 2023-11-20 $14.70 $0.00 27.2% 7.8% 25.2% 3.0% 0.0% -0.2% -1.3% 149 -8.7K -11 0.00 114.13 N/A N/A 0 0 7 0 2023-11-21 $14.72 $0.00 41.9% 12.0% 24.8% 14.4% 0.0% -26.2% -6.7% 146 -8.6K -12 0.00 133.39 N/A N/A 0 0 7 0 2023-11-22 $14.94 $0.00 54.4% 15.6% 25.2% 24.1% 0.0% 2.9% -14.1% 126 -8.5K -13 0.00 140.28 N/A N/A 0 0 7 0 2023-11-24 $15.01 $0.00 42.6% 12.2% 24.7% 15.0% 0.0% 0.5% -11.7% 123 -8.6K -13 0.00 134.74 N/A N/A 0 0 7 0 2023-11-27 $15.01 $0.00 61.3% 17.6% 20.5% 29.6% 0.0% 1.2% -19.6% 125 -8.6K -13 0.00 139.74 N/A N/A 0 0 7 0 2023-11-28 $15.09 $0.00 60.9% 17.5% 17.2% 29.2% 0.0% 1.6% -18.0% 123 -8.7K -12 0.00 140.50 N/A N/A 0 0 7 0 2023-11-29 $14.82 $0.00 31.0% 8.9% 18.9% 6.0% 0.0% 0.4% -9.4% 141 -8.6K -11 0.00 134.73 N/A N/A 0 0 7 0 2023-11-30 $15.03 $0.00 62.9% 18.0% 19.3% 30.8% 0.0% 3.3% -20.1% 125 -8.6K -12 0.00 138.14 N/A N/A 0 0 7 0
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