UGE Options History — April 2024 In April 2024, UGE traded between $16.05 and $17.36. ATM implied volatility averaged 44.6%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 26.6% (HV 20d: 18.1%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days.
Notable Days 2024-04-05 : Largest IV spike — 45.0% change2024-04-05 : Highest IV Rank — 13.0%2024-04-01 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $16.74 $16.05 $17.36 $17.36 $17.07 ATM IV 44.6% 30.2% 60.8% 54.9% 52.9% Expected Move 11.7% 8.4% 15.7% 15.7% 15.2% HV 20d 18.1% 16.6% 19.8% 17.1% 17.9% HV 60d 18.8% 17.7% 19.5% 18.4% 17.7% IV Rank 7.3% 2.4% 13.0% 11.0% 9.9% IV Percentile 40.9% 5.2% 76.6% 65.9% 62.3% Term Structure -7.0% -17.5% 41.0% -17.0% -17.5% Skew 25d 0.8% -15.3% 14.0% 1.2% 1.4% Skew 10d 0.8% -12.4% 6.5% 5.4% 5.5% Call IV 25d 44.1% 30.2% 66.3% 64.4% 66.3% Put IV 25d 44.8% 30.2% 67.7% 65.7% 67.7% Bid-Ask Spread % 139.32 136.15 142.08 142.08 140.79 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 20 14 26 26 23 Net DEX -202 -308 -123 -308 -248 Net VEX -2 -3 -1 -3 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (22 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 2024-04-01 $17.36 $0.00 54.9% 15.7% 17.1% 11.0% 0.0% 1.2% -17.0% 26 -308 -3 0.00 142.08 N/A N/A 0 0 1 0 2024-04-02 $17.12 $0.00 51.9% 14.9% 18.0% 9.9% 0.0% 1.6% -16.0% 23 -219 -2 0.00 140.06 N/A N/A 0 0 1 0 2024-04-03 $16.77 $0.00 42.5% 12.2% 19.6% 6.7% 0.0% 12.2% 6.9% 20 -178 -2 0.00 138.94 N/A N/A 0 0 1 0 2024-04-04 $16.56 $0.00 41.9% 10.6% 19.0% 6.5% 0.0% 14.0% -11.8% 19 -194 -2 0.00 139.03 N/A N/A 0 0 1 0 2024-04-05 $16.61 $0.00 60.8% 11.0% 18.3% 13.0% 0.0% 9.9% -12.6% 19 -183 -2 0.00 138.73 N/A N/A 0 0 1 0 2024-04-08 $16.59 $0.00 56.6% 9.0% 17.6% 11.6% 0.0% 0.0% 7.1% 17 -141 -2 0.00 136.20 N/A N/A 0 0 1 0 2024-04-09 $16.69 $0.00 58.2% 8.4% 17.4% 12.1% 0.0% -0.0% -3.7% 18 -148 -2 0.00 138.83 N/A N/A 0 0 1 0 2024-04-10 $16.63 $0.00 39.2% 11.2% 16.9% 5.5% 0.0% 5.2% -12.3% 20 -214 -2 0.00 139.86 N/A N/A 0 0 1 0 2024-04-11 $16.59 $0.00 30.2% 8.6% 16.8% 2.4% 0.0% -0.4% 5.9% 18 -183 -2 0.00 138.11 N/A N/A 0 0 1 0 2024-04-12 $16.22 $0.00 33.2% 9.5% 17.5% 3.4% 0.0% -15.0% -13.7% 14 -123 -1 0.00 139.01 N/A N/A 0 0 1 0 2024-04-15 $16.05 $0.00 43.7% 12.5% 17.7% 7.1% 0.0% 1.3% -14.0% 16 -175 -2 0.00 137.57 N/A N/A 0 0 1 0 2024-04-16 $16.10 $0.00 45.6% 13.1% 16.6% 7.8% 0.0% 2.2% -14.9% 16 -194 -2 0.00 140.73 N/A N/A 0 0 1 0 2024-04-17 $16.18 $0.00 45.5% 13.1% 16.7% 7.7% 0.0% -15.3% -13.6% 17 -198 -2 0.00 140.09 N/A N/A 0 0 1 0 2024-04-18 $16.36 $0.00 37.5% 10.8% 17.3% 4.9% 0.0% -1.0% 41.0% 18 -216 -2 0.00 141.20 N/A N/A 0 0 1 0 2024-04-19 $16.58 $0.00 36.9% 10.6% 17.8% 4.3% 0.0% -0.6% 10.2% 20 -237 -2 0.00 141.78 N/A N/A 0 0 1 0 2024-04-22 $16.92 $0.00 45.3% 13.0% 19.2% 7.2% 0.0% -0.6% -13.2% 21 -213 -2 0.00 137.41 N/A N/A 0 0 1 0 2024-04-23 $17.02 $0.00 46.1% 13.2% 19.0% 7.5% 0.0% -0.8% -10.5% 23 -242 -2 0.00 141.38 N/A N/A 0 0 1 0 2024-04-24 $17.29 $0.00 45.0% 12.9% 19.8% 7.2% 0.0% 2.4% -9.6% 25 -239 -2 0.00 136.15 N/A N/A 0 0 1 0 2024-04-25 $17.15 $0.00 37.3% 10.7% 19.3% 4.5% 0.0% -0.7% -14.8% 23 -232 -2 0.00 138.30 N/A N/A 0 0 1 0 2024-04-26 $17.18 $0.00 37.4% 10.7% 19.1% 4.5% 0.0% 0.4% -13.9% 23 -225 -2 0.00 140.13 N/A N/A 0 0 1 0 2024-04-29 $17.17 $0.00 38.7% 11.1% 18.4% 5.0% 0.0% -0.7% -15.5% 18 -132 -1 0.00 138.67 N/A N/A 0 0 1 0 2024-04-30 $17.07 $0.00 52.9% 15.2% 17.9% 9.9% 0.0% 1.4% -17.5% 23 -248 -2 0.00 140.79 N/A N/A 0 0 1 0
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