UGE Options History — December 2023 In December 2023, UGE traded between $14.92 and $15.78. ATM implied volatility averaged 137.0%, placing in the 54.2% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 114.3% (HV 20d: 22.8%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-14 : Highest Volume — 30 contracts2023-12-13 : Largest IV drop — 74.1% change2023-12-04 : Highest IV Rank — 100.0%2023-12-01 : Largest Expected Move — 41.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.35 $14.92 $15.78 $15.22 $15.73 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 137.0% 80.6% 311.0% 143.2% 114.7% Expected Move 27.5% 23.1% 41.1% 41.1% 32.9% HV 20d 22.8% 18.6% 26.8% 18.7% 25.4% HV 60d 24.6% 23.4% 25.7% 24.0% 25.0% IV Rank 54.2% 19.9% 100.0% 93.3% 31.8% IV Percentile 96.1% 91.3% 100.0% 99.6% 95.6% Term Structure -11.2% -37.4% 3.5% -21.7% -37.4% VWIV 26.8% 26.8% 26.8% 26.8% 26.8% Skew 25d 124.3% 87.6% 180.9% 180.9% 125.1% Skew 10d 152.3% 84.4% 245.0% 245.0% 114.5% Call IV 25d 58.4% 37.3% 110.6% 110.6% 72.0% Put IV 25d 182.7% 148.9% 291.5% 291.5% 197.1% Bid-Ask Spread % 157.63 153.22 161.11 155.25 156.56 Gamma HHI 0.87 0.77 0.92 0.90 0.87 Net GEX 753 64 2.2K 89 1.3K Net DEX -17.7K -31.2K -7.6K -8.1K -28.4K Net VEX -36 -70 -13 -14 -52 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 1.5 0 30 0 0 Total OI 22 7 37 7 37
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 2023-12-01 $15.22 $0.00 143.2% 41.1% 18.7% 93.3% 0.0% 180.9% -21.7% 89 -8.1K -14 0.00 155.25 N/A N/A 0 0 7 0 2023-12-04 $15.28 $0.00 167.2% 24.1% 18.6% 100.0% 0.0% 115.5% -9.7% 94 -8.3K -14 0.00 158.27 N/A N/A 0 0 7 0 2023-12-05 $15.05 $0.00 170.4% 24.2% 19.7% 100.0% 0.0% 114.5% -8.2% 66 -7.7K -15 0.00 157.90 N/A N/A 0 0 7 0 2023-12-06 $14.96 $0.00 157.3% 25.2% 19.8% 91.1% 0.0% 119.5% -7.5% 64 -7.6K -15 0.00 155.91 N/A N/A 0 0 7 0 2023-12-07 $15.11 $0.00 190.0% 26.3% 19.6% 100.0% 0.0% 118.4% -8.6% 65 -7.7K -15 0.00 158.30 N/A N/A 0 0 7 0 2023-12-08 $14.92 $0.00 178.4% 24.6% 20.0% 93.0% 0.0% 124.7% -5.7% 98 -7.9K -14 0.00 158.27 N/A N/A 0 0 7 0 2023-12-11 $15.13 $0.00 262.4% 25.3% 20.1% 100.0% 0.0% 112.8% -6.8% 65 -7.8K -15 0.00 161.11 N/A N/A 0 0 7 0 2023-12-12 $15.23 $0.00 311.0% 25.6% 20.0% 100.0% 0.0% 127.0% -5.8% 68 -7.9K -14 0.00 158.87 N/A N/A 0 0 7 0 2023-12-13 $15.78 $0.00 80.6% 23.1% 22.4% 19.9% 0.0% 109.9% -5.7% 88 -8.8K -13 0.00 158.88 N/A N/A 0 0 7 0 2023-12-14 $15.35 $0.00 94.7% 27.1% 24.4% 24.8% 26.8% 129.1% -6.6% 94 -8.3K -13 0.00 158.18 N/A N/A 30 0 7 0 2023-12-15 $15.31 $16.00 96.1% 27.6% 22.1% 25.3% 0.0% 116.6% -9.2% 684 -31.2K -70 0.00 160.10 N/A N/A 0 0 37 0 2023-12-18 $15.64 $16.00 87.9% 25.2% 23.1% 22.5% 0.0% 87.6% -23.9% 1.5K -25.4K -58 0.00 156.29 N/A N/A 0 0 37 0 2023-12-19 $15.63 $16.00 93.2% 26.7% 23.1% 24.3% 0.0% 91.4% -31.4% 1.3K -26.2K -58 0.00 157.10 N/A N/A 0 0 37 0 2023-12-20 $15.11 $16.00 100.5% 28.8% 26.6% 26.8% 0.0% 141.1% -8.9% 721 -30.2K -65 0.00 158.14 N/A N/A 0 0 37 0 2023-12-21 $15.19 $16.00 101.2% 29.0% 26.1% 27.1% 0.0% 142.6% -8.6% 714 -30.8K -64 0.00 157.01 N/A N/A 0 0 37 0 2023-12-22 $15.41 $16.00 106.7% 30.6% 26.6% 29.0% 0.0% 134.7% -16.0% 1.9K -26.3K -61 0.00 159.78 N/A N/A 0 0 37 0 2023-12-26 $15.59 $16.00 91.0% 26.1% 26.8% 23.5% 0.0% 131.2% 3.5% 2.2K -23.4K -52 0.00 155.73 N/A N/A 0 0 37 0 2023-12-27 $15.62 $16.00 96.9% 27.8% 26.8% 25.6% 0.0% 124.6% -7.1% 1.9K -24.9K -52 0.00 153.22 N/A N/A 0 0 37 0 2023-12-28 $15.71 $16.00 97.6% 28.0% 25.8% 25.8% 0.0% 137.9% 0.5% 2.2K -26.6K -54 0.00 157.70 N/A N/A 0 0 37 0 2023-12-29 $15.73 $16.00 114.7% 32.9% 25.4% 31.8% 0.0% 125.1% -37.4% 1.3K -28.4K -52 0.00 156.56 N/A N/A 0 0 37 0
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