UGE Options History — March 2024 In March 2024, UGE traded between $16.61 and $17.61. ATM implied volatility averaged 51.0%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 34.4% (HV 20d: 16.6%). Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-07 : Highest Volume — 1 contracts2024-03-12 : Largest IV spike — 87.2% change2024-03-12 : Highest IV Rank — 26.0%2024-03-01 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.15 $16.61 $17.61 $16.62 $17.61 ATM IV 51.0% 29.8% 98.3% 59.9% 46.5% Expected Move 11.4% 6.0% 17.2% 17.2% 13.3% HV 20d 16.6% 14.0% 19.5% 18.1% 16.3% HV 60d 19.9% 18.3% 21.7% 21.7% 18.3% IV Rank 9.6% 2.3% 26.0% 12.7% 8.1% IV Percentile 48.6% 4.8% 92.1% 74.6% 52.8% Term Structure -10.0% -37.4% -0.1% -37.4% -10.9% Skew 25d 0.7% -21.1% 14.4% -21.1% 0.1% Skew 10d 3.1% -18.0% 10.6% -18.0% 3.8% Call IV 25d 42.6% 23.7% 72.9% 72.9% 57.2% Put IV 25d 43.3% 25.3% 57.3% 51.9% 57.3% Bid-Ask Spread % 140.33 132.45 142.19 140.79 141.17 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 19 0 28 0 28 Net DEX -207 -409 0 0 -409 Net VEX -2 -3 0 0 -3 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 0.75 0 1 0 1
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 2024-03-01 $16.62 $0.00 59.9% 17.2% 18.1% 12.7% 0.0% -21.1% -37.4% 0 0 0 0.00 140.79 N/A N/A 0 0 0 0 2024-03-04 $16.61 $0.00 67.6% 10.7% 17.9% 15.4% 0.0% 2.6% -5.9% 0 0 0 0.00 141.97 N/A N/A 0 0 0 0 2024-03-05 $16.66 $0.00 72.0% 10.8% 17.2% 16.9% 0.0% 1.9% -5.2% 0 0 0 0.00 142.19 N/A N/A 0 0 0 0 2024-03-06 $16.96 $0.00 67.2% 10.7% 18.2% 15.3% 0.0% 1.8% -5.4% 0 0 0 0.00 141.10 N/A N/A 0 0 0 0 2024-03-07 $17.19 $0.00 56.9% 6.0% 18.7% 11.7% 0.0% 1.7% -0.1% 0 0 0 0.00 132.45 N/A N/A 1 0 0 0 2024-03-08 $16.94 $0.00 58.8% 10.8% 19.5% 12.3% 0.0% 3.2% -5.6% 22 -254 -3 0.00 140.66 N/A N/A 0 0 1 0 2024-03-11 $17.10 $0.00 52.5% 11.2% 18.1% 10.1% 0.0% 0.2% -7.0% 23 -264 -3 0.00 140.55 N/A N/A 0 0 1 0 2024-03-12 $17.28 $0.00 98.3% 11.1% 17.7% 26.0% 0.0% 14.4% -6.4% 25 -272 -3 0.00 140.64 N/A N/A 0 0 1 0 2024-03-13 $17.30 $0.00 29.8% 8.6% 14.0% 2.3% 0.0% 0.1% -7.5% 25 -263 -3 0.00 140.58 N/A N/A 0 0 1 0 2024-03-14 $17.00 $0.00 40.2% 11.5% 16.0% 5.9% 0.0% 1.9% -7.3% 22 -270 -3 0.00 141.79 N/A N/A 0 0 1 0 2024-03-15 $17.02 $0.00 41.3% 11.8% 15.7% 6.3% 0.0% 3.1% -7.6% 22 -268 -3 0.00 141.60 N/A N/A 0 0 1 0 2024-03-18 $17.27 $0.00 40.9% 11.7% 16.2% 6.1% 0.0% -0.3% -6.8% 24 -249 -2 0.00 140.25 N/A N/A 0 0 1 0 2024-03-19 $17.34 $0.00 34.4% 9.9% 15.1% 3.9% 0.0% -0.2% -13.3% 24 -223 -2 0.00 139.18 N/A N/A 0 0 1 0 2024-03-20 $17.39 $0.00 44.4% 12.7% 15.1% 7.3% 0.0% 2.6% -13.2% 27 -291 -3 0.00 141.73 N/A N/A 0 0 1 0 2024-03-21 $17.54 $0.00 43.1% 12.4% 14.9% 6.9% 0.0% 1.6% -8.7% 28 -351 -3 0.00 141.82 N/A N/A 0 0 1 0 2024-03-22 $17.31 $0.00 45.4% 13.0% 15.7% 7.7% 0.0% 0.9% -10.8% 26 -291 -3 0.00 142.07 N/A N/A 0 0 1 0 2024-03-25 $17.14 $0.00 44.2% 12.7% 15.8% 7.3% 0.0% 1.1% -9.8% 24 -282 -3 0.00 141.11 N/A N/A 0 0 1 0 2024-03-26 $17.23 $0.00 37.0% 10.6% 15.7% 4.8% 0.0% -0.6% -13.3% 25 -233 -2 0.00 136.75 N/A N/A 0 0 1 0 2024-03-27 $17.47 $0.00 39.4% 11.3% 16.2% 5.6% 0.0% -0.4% -17.2% 26 -217 -2 0.00 138.20 N/A N/A 0 0 1 0 2024-03-28 $17.61 $0.00 46.5% 13.3% 16.3% 8.1% 0.0% 0.1% -10.9% 28 -409 -3 0.00 141.17 N/A N/A 0 0 1 0
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