UGE Options History — January 2024 In January 2024, UGE traded between $15.56 and $16.27. ATM implied volatility averaged 50.0%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 28.4% (HV 20d: 21.6%). Max pain ranged from $9.00 to $16.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2024-01-29 : Largest IV spike — 119.2% change2024-01-30 : Highest IV Rank — 32.7%2024-01-30 : Largest Expected Move — 33.6%Monthly Statistics Metric Avg Min Max Open Close Price $15.89 $15.56 $16.27 $16.07 $16.07 Max Pain $9.67 $9.00 $16.00 $16.00 $9.00 ATM IV 50.0% 24.5% 117.3% 110.1% 46.7% Expected Move 14.1% 7.0% 33.6% 31.6% 13.4% HV 20d 21.6% 15.2% 26.6% 26.1% 18.2% HV 60d 22.6% 21.0% 24.0% 24.0% 21.0% IV Rank 9.3% 0.4% 32.7% 30.2% 8.1% IV Percentile 39.2% 0.4% 95.6% 94.8% 46.8% Term Structure -10.4% -69.4% 19.0% -0.4% -23.6% Skew 25d 15.2% -5.3% 156.0% 156.0% -1.0% Skew 10d 33.5% 1.8% 203.1% 156.5% 1.8% Call IV 25d 50.0% 33.1% 95.4% 43.7% 48.0% Put IV 25d 65.2% 33.0% 247.3% 199.7% 47.0% Bid-Ask Spread % 137.69 131.10 155.34 155.34 133.78 Gamma HHI 0.96 0.88 1.00 0.94 1.00 Net GEX 1.7K 23 4.7K 3.0K 52 Net DEX -23.1K -35.8K -9.6K -32.3K -11.0K Net VEX -20 -48 0 -48 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 25.571 7 37 37 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 2024-01-02 $16.07 $16.00 110.1% 31.6% 26.1% 30.2% 0.0% 156.0% -0.4% 3.0K -32.3K -48 0.00 155.34 N/A N/A 0 0 37 0 2024-01-03 $15.88 $16.00 44.3% 12.7% 26.6% 7.3% 0.0% 0.1% 3.1% 2.7K -29.6K -43 0.00 137.67 N/A N/A 0 0 37 0 2024-01-04 $15.88 $9.00 41.4% 11.9% 25.8% 6.3% 0.0% 2.9% -11.9% 3.4K -29.2K -42 0.00 138.85 N/A N/A 0 0 37 0 2024-01-05 $15.70 $9.00 45.2% 11.5% 26.1% 7.6% 0.0% 2.4% -10.6% 1.6K -32.2K -43 0.00 137.96 N/A N/A 0 0 37 0 2024-01-08 $15.95 $9.00 45.3% 11.7% 26.4% 7.6% 0.0% -0.1% -13.6% 4.4K -29.2K -33 0.00 135.19 N/A N/A 0 0 37 0 2024-01-09 $15.96 $9.00 52.3% 11.7% 25.8% 10.1% 0.0% -5.3% -10.6% 3.8K -34.6K -36 0.00 138.18 N/A N/A 0 0 37 0 2024-01-10 $15.95 $9.00 42.0% 12.0% 25.5% 6.5% 0.0% 3.1% -12.4% 4.7K -33.8K -35 0.00 138.94 N/A N/A 0 0 37 0 2024-01-11 $15.90 $9.00 42.7% 12.2% 25.6% 6.7% 0.0% 3.0% -12.6% 1.8K -34.3K -33 0.00 137.96 N/A N/A 0 0 37 0 2024-01-12 $16.02 $9.00 42.5% 12.2% 22.5% 6.7% 0.0% 2.3% -12.2% 3.8K -35.8K -31 0.00 139.26 N/A N/A 0 0 37 0 2024-01-16 $15.81 $9.00 45.4% 13.0% 20.6% 7.7% 0.0% -0.7% -14.5% 1.9K -33.0K -21 0.00 136.25 N/A N/A 0 0 37 0 2024-01-17 $15.84 $9.00 46.8% 13.4% 20.5% 8.2% 0.0% 2.6% -16.3% 1.8K -33.3K -19 0.00 139.35 N/A N/A 0 0 37 0 2024-01-18 $15.80 $9.00 31.4% 9.0% 19.2% 2.8% 0.0% -0.3% 19.0% 2.0K -33.0K -12 0.00 132.85 N/A N/A 0 0 37 0 2024-01-19 $15.73 $9.00 46.4% 13.3% 19.3% 8.0% 0.0% 2.5% -9.9% 101 -10.1K -4 0.00 138.03 N/A N/A 0 0 37 0 2024-01-22 $15.56 $9.00 40.8% 11.7% 15.2% 6.1% 0.0% -0.7% -9.4% 96 -10.2K -3 0.00 138.22 N/A N/A 0 0 7 0 2024-01-23 $15.91 $9.00 36.0% 10.3% 16.8% 4.4% 0.0% -0.5% 11.8% 58 -10.8K -2 0.00 134.61 N/A N/A 0 0 7 0 2024-01-24 $15.57 $9.00 52.9% 15.2% 18.2% 10.3% 0.0% 0.1% -12.7% 110 -9.9K -4 0.00 139.80 N/A N/A 0 0 7 0 2024-01-25 $15.73 $9.00 42.6% 12.2% 18.1% 6.7% 0.0% -0.5% -9.9% 79 -10.5K -2 0.00 136.26 N/A N/A 0 0 7 0 2024-01-26 $15.92 $9.00 24.5% 7.0% 18.5% 0.4% 0.0% 0.0% 12.9% 23 -11.1K 0 0.00 131.10 N/A N/A 0 0 7 0 2024-01-29 $16.08 $9.00 53.7% 15.4% 18.8% 10.6% 0.0% 1.5% -15.9% 80 -10.7K -3 0.00 136.60 N/A N/A 0 0 7 0 2024-01-30 $16.27 $9.00 117.3% 33.6% 19.1% 32.7% 0.0% 151.8% -69.4% 88 -9.6K -6 0.00 135.29 N/A N/A 0 0 7 0 2024-01-31 $16.07 $9.00 46.7% 13.4% 18.2% 8.1% 0.0% -1.0% -23.6% 52 -11.0K -1 0.00 133.78 N/A N/A 0 0 7 0
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