UGE Options History — February 2024 In February 2024, UGE traded between $15.88 and $16.84. ATM implied volatility averaged 44.7%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 22.7% (HV 20d: 21.9%). Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-16 : Highest Volume — 1 contracts2024-02-05 : Largest IV spike — 49.0% change2024-02-05 : Highest IV Rank — 16.9%2024-02-23 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $16.41 $15.88 $16.84 $16.57 $16.73 ATM IV 44.7% 31.6% 71.9% 49.4% 43.0% Expected Move 11.4% 8.0% 14.0% 9.0% 12.3% HV 20d 21.9% 20.4% 24.3% 20.7% 20.8% HV 60d 22.0% 21.7% 22.6% 21.8% 21.7% IV Rank 7.4% 2.9% 16.9% 9.1% 6.8% IV Percentile 37.4% 6.7% 85.3% 50.0% 34.1% Term Structure -1.1% -16.7% 49.9% 8.1% -12.2% Skew 25d -0.4% -11.4% 10.2% 10.2% -0.1% Skew 10d 1.0% -14.4% 5.9% 4.5% 3.0% Call IV 25d 39.8% 25.9% 55.3% 25.9% 47.0% Put IV 25d 39.5% 28.8% 58.6% 36.1% 46.9% Bid-Ask Spread % 139.14 135.63 141.82 137.26 135.63 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 24 0 69 35 0 Net DEX -6.7K -11.6K 0 -11.4K 0 Net VEX -0 -2 0 -1 0 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 0.05 0 1 0 0 Total OI 4.2 0 7 7 0
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 2024-02-01 $16.57 $0.00 49.4% 9.0% 20.7% 9.1% 0.0% 10.2% 8.1% 35 -11.4K -1 0.00 137.26 N/A N/A 0 0 7 0 2024-02-02 $16.68 $0.00 48.3% 8.0% 20.7% 8.7% 0.0% -0.2% 10.4% 25 -11.6K -1 0.00 137.18 N/A N/A 0 0 7 0 2024-02-05 $16.46 $0.00 71.9% 12.3% 20.9% 16.9% 0.0% 2.1% -11.9% 61 -11.1K -2 0.00 139.63 N/A N/A 0 0 7 0 2024-02-06 $16.40 $0.00 61.5% 9.4% 20.4% 13.3% 0.0% -0.3% -9.0% 39 -11.3K -1 0.00 136.30 N/A N/A 0 0 7 0 2024-02-07 $16.41 $0.00 35.0% 10.0% 20.4% 4.0% 0.0% -0.4% -11.5% 38 -11.3K -1 0.00 141.21 N/A N/A 0 0 7 0 2024-02-08 $16.34 $0.00 35.0% 10.0% 20.4% 4.1% 0.0% -0.4% -12.6% 65 -11.0K -1 0.00 140.36 N/A N/A 0 0 7 0 2024-02-09 $16.04 $0.00 31.6% 9.1% 21.6% 2.9% 0.0% -0.6% -11.3% 1 -11.2K 0 0.00 137.06 N/A N/A 0 0 7 0 2024-02-12 $16.30 $0.00 43.2% 12.4% 22.2% 6.9% 0.0% -0.4% -11.2% 35 -11.3K 0 0.00 139.54 N/A N/A 0 0 7 0 2024-02-13 $15.88 $0.00 43.3% 12.4% 23.7% 6.9% 0.0% -0.5% -12.9% 47 -10.9K 0 0.00 136.21 N/A N/A 0 0 7 0 2024-02-14 $15.89 $0.00 44.0% 12.6% 23.7% 7.2% 0.0% -0.7% -12.6% 64 -10.8K -1 0.00 141.18 N/A N/A 0 0 7 0 2024-02-15 $16.08 $0.00 45.9% 13.1% 24.0% 7.8% 0.0% 3.4% 49.8% 69 -10.8K 0 0.00 141.82 N/A N/A 0 0 7 0 2024-02-16 $16.12 $0.00 34.5% 9.9% 23.9% 3.9% 0.0% -4.3% 49.9% 0 -11.3K 0 0.00 139.49 N/A N/A 1 0 7 0 2024-02-20 $16.43 $0.00 43.4% 12.4% 24.3% 7.0% 0.0% -1.7% -16.7% 0 0 0 0.00 140.55 N/A N/A 0 0 0 0 2024-02-21 $16.48 $0.00 41.9% 12.0% 23.1% 6.4% 0.0% -0.4% -12.5% 0 0 0 0.00 141.63 N/A N/A 0 0 0 0 2024-02-22 $16.68 $0.00 40.1% 11.5% 21.7% 5.8% 0.0% -0.4% 8.2% 0 0 0 0.00 137.90 N/A N/A 0 0 0 0 2024-02-23 $16.84 $0.00 48.7% 14.0% 21.6% 8.8% 0.0% -11.4% -14.3% 0 0 0 0.00 141.38 N/A N/A 0 0 0 0 2024-02-26 $16.71 $0.00 40.9% 11.7% 21.7% 6.1% 0.0% -0.3% 5.8% 0 0 0 0.00 139.70 N/A N/A 0 0 0 0 2024-02-27 $16.62 $0.00 45.6% 13.1% 21.7% 7.8% 0.0% -0.4% -9.1% 0 0 0 0.00 137.42 N/A N/A 0 0 0 0 2024-02-28 $16.63 $0.00 46.1% 13.2% 21.4% 7.9% 0.0% -0.4% 4.1% 0 0 0 0.00 141.43 N/A N/A 0 0 0 0 2024-02-29 $16.73 $0.00 43.0% 12.3% 20.8% 6.8% 0.0% -0.1% -12.2% 0 0 0 0.00 135.63 N/A N/A 0 0 0 0
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