UGE Options History — May 2024 In May 2024, UGE traded between $16.98 and $18.36. ATM implied volatility averaged 46.7%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 28.7% (HV 20d: 18.0%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 78.6% change2024-05-14 : Highest IV Rank — 21.0%2024-05-01 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.65 $16.98 $18.36 $16.98 $17.58 ATM IV 46.7% 18.1% 84.6% 54.7% 49.1% Expected Move 10.7% 5.2% 15.7% 15.7% 14.1% HV 20d 18.0% 15.1% 22.3% 16.3% 22.3% HV 60d 17.7% 16.5% 19.0% 17.5% 19.0% IV Rank 8.9% 0.0% 21.0% 10.5% 10.6% IV Percentile 43.7% 0.0% 89.7% 67.1% 56.0% Term Structure -5.5% -23.9% 44.5% -20.7% -12.8% Skew 25d -0.8% -16.1% 3.2% -0.8% -3.8% Skew 10d 2.2% -10.2% 18.4% 3.0% 4.2% Call IV 25d 39.1% 26.9% 69.3% 47.8% 56.3% Put IV 25d 38.3% 26.7% 71.1% 47.0% 52.5% Bid-Ask Spread % 138.59 133.71 140.91 139.95 137.13 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 28 18 37 22 27 Net DEX -290 -433 -135 -209 -278 Net VEX -2 -3 -1 -2 -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 2024-05-01 $16.98 $0.00 54.7% 15.7% 16.3% 10.5% 0.0% -0.8% -20.7% 22 -209 -2 0.00 139.95 N/A N/A 0 0 1 0 2024-05-02 $17.13 $0.00 52.5% 15.1% 15.7% 9.8% 0.0% 1.8% -18.0% 24 -266 -2 0.00 138.76 N/A N/A 0 0 1 0 2024-05-03 $17.26 $0.00 42.7% 12.3% 15.9% 6.4% 0.0% -0.6% -20.2% 18 -135 -1 0.00 139.32 N/A N/A 0 0 1 0 2024-05-06 $17.13 $0.00 47.5% 10.4% 16.2% 8.0% 0.0% -0.8% -5.7% 23 -221 -2 0.00 140.04 N/A N/A 0 0 1 0 2024-05-07 $17.52 $0.00 56.0% 7.9% 17.8% 11.0% 0.0% -0.4% 8.9% 27 -272 -2 0.00 140.91 N/A N/A 0 0 1 0 2024-05-08 $17.54 $0.00 56.7% 7.7% 17.6% 11.2% 0.0% -0.4% 8.9% 27 -270 -2 0.00 139.41 N/A N/A 0 0 1 0 2024-05-09 $17.76 $0.00 73.3% 10.0% 17.9% 17.0% 0.0% 3.2% -7.8% 30 -355 -3 0.00 140.31 N/A N/A 0 0 1 0 2024-05-10 $18.02 $0.00 52.8% 9.9% 15.4% 9.9% 0.0% -0.6% -8.2% 33 -330 -3 0.00 138.88 N/A N/A 0 0 1 0 2024-05-13 $17.87 $0.00 69.9% 10.4% 15.1% 15.9% 0.0% -0.6% -9.4% 30 -232 -2 0.00 138.42 N/A N/A 0 0 1 0 2024-05-14 $17.80 $0.00 84.6% 10.3% 15.4% 21.0% 0.0% -0.6% -8.1% 30 -302 -2 0.00 139.45 N/A N/A 0 0 1 0 2024-05-15 $17.80 $0.00 18.1% 5.2% 15.6% 0.0% 0.0% -0.2% 10.3% 29 -217 -2 0.00 134.41 N/A N/A 0 0 1 0 2024-05-16 $18.36 $0.00 28.3% 8.1% 18.0% 3.5% 0.0% -0.3% 44.5% 37 -433 -3 0.00 138.19 N/A N/A 0 0 1 0 2024-05-17 $18.25 $0.00 30.6% 8.8% 18.3% 4.3% 0.0% -0.5% -10.6% 36 -333 -2 0.00 137.38 N/A N/A 0 0 1 0 2024-05-20 $17.98 $0.00 37.7% 10.8% 18.6% 6.7% 0.0% 1.3% -6.2% 32 -376 -3 0.00 139.92 N/A N/A 0 0 1 0 2024-05-21 $18.13 $0.00 28.5% 8.2% 18.6% 3.6% 0.0% -0.7% -8.7% 33 -419 -3 0.00 133.71 N/A N/A 0 0 1 0 2024-05-22 $18.04 $0.00 38.3% 11.0% 18.2% 6.9% 0.0% 2.2% -7.6% 33 -381 -3 0.00 140.05 N/A N/A 0 0 1 0 2024-05-23 $17.63 $0.00 29.2% 8.4% 20.0% 3.8% 0.0% -0.2% 11.4% 28 -283 -2 0.00 138.24 N/A N/A 0 0 1 0 2024-05-24 $17.71 $0.00 39.9% 11.4% 20.0% 7.5% 0.0% 1.4% -23.9% 29 -320 -2 0.00 137.81 N/A N/A 0 0 1 0 2024-05-28 $17.39 $0.00 38.8% 11.1% 21.2% 7.1% 0.0% -0.3% -11.5% 25 -274 -2 0.00 136.76 N/A N/A 0 0 1 0 2024-05-29 $17.24 $0.00 47.3% 13.6% 21.4% 10.0% 0.0% -16.1% -10.6% 24 -263 -2 0.00 140.32 N/A N/A 0 0 1 0 2024-05-30 $17.21 $0.00 50.7% 14.5% 21.3% 11.1% 0.0% -0.2% -16.0% 23 -208 -2 0.00 139.62 N/A N/A 0 0 1 0 2024-05-31 $17.58 $0.00 49.1% 14.1% 22.3% 10.6% 0.0% -3.8% -12.8% 27 -278 -2 0.00 137.13 N/A N/A 0 0 1 0
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