UGE Options History — June 2024 In June 2024, UGE traded between $17.45 and $18.20. ATM implied volatility averaged 45.1%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 23.9% (HV 20d: 21.2%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-24 : Highest Volume — 1 contracts2024-06-21 : Largest IV spike — 40.0% change2024-06-10 : Highest IV Rank — 13.8%2024-06-28 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $17.80 $17.45 $18.20 $17.73 $17.50 ATM IV 45.1% 29.8% 58.4% 47.3% 50.4% Expected Move 11.9% 8.0% 14.5% 13.6% 14.5% HV 20d 21.2% 19.4% 22.8% 22.4% 20.0% HV 60d 19.2% 18.8% 19.7% 18.9% 19.0% IV Rank 9.2% 4.0% 13.8% 10.0% 11.0% IV Percentile 42.7% 4.8% 73.8% 54.0% 58.3% Term Structure -7.6% -15.1% 12.2% -14.7% -11.5% Skew 25d 2.6% -5.5% 15.3% 2.4% 1.1% Skew 10d 4.6% 1.2% 18.2% 4.5% 3.8% Call IV 25d 42.2% 28.7% 61.7% 61.7% 56.1% Put IV 25d 44.8% 30.0% 64.1% 64.1% 57.2% Bid-Ask Spread % 139.14 133.49 141.92 138.88 138.48 Gamma HHI 0.90 0.50 1.00 1.00 0.51 Net GEX 33 19 56 29 41 Net DEX -337 -753 -109 -311 -417 Net VEX -2 -6 -1 -2 -4 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 0.053 0 1 0 0 Total OI 1.211 1 2 1 2
Daily Data (19 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 2024-06-03 $17.73 $0.00 47.3% 13.6% 22.4% 10.0% 0.0% 2.4% -14.7% 29 -311 -2 0.00 138.88 N/A N/A 0 0 1 0 2024-06-04 $18.03 $0.00 50.0% 14.3% 22.8% 10.9% 0.0% -0.7% -15.1% 27 -174 -1 0.00 137.04 N/A N/A 0 0 1 0 2024-06-05 $17.87 $0.00 50.1% 14.4% 21.8% 10.9% 0.0% -0.6% -15.0% 30 -282 -2 0.00 139.67 N/A N/A 0 0 1 0 2024-06-06 $18.11 $0.00 41.0% 10.0% 22.3% 7.8% 0.0% 11.2% -4.0% 34 -313 -2 0.00 139.66 N/A N/A 0 0 1 0 2024-06-07 $17.89 $0.00 52.6% 10.2% 22.4% 11.8% 0.0% 2.1% -5.6% 31 -333 -2 0.00 140.32 N/A N/A 0 0 1 0 2024-06-10 $17.88 $0.00 58.4% 8.0% 21.7% 13.8% 0.0% 12.2% 10.6% 30 -302 -2 0.00 138.47 N/A N/A 0 0 1 0 2024-06-11 $17.81 $0.00 52.8% 10.6% 21.6% 11.9% 0.0% -0.5% -6.0% 29 -275 -2 0.00 139.24 N/A N/A 0 0 1 0 2024-06-12 $17.45 $0.00 41.1% 11.8% 22.7% 7.9% 0.0% 1.1% -6.9% 25 -253 -2 0.00 139.32 N/A N/A 0 0 1 0 2024-06-13 $17.48 $0.00 41.0% 11.8% 22.8% 7.8% 0.0% 3.6% -10.7% 25 -206 -1 0.00 140.96 N/A N/A 0 0 1 0 2024-06-14 $17.48 $0.00 41.6% 11.9% 19.4% 8.0% 0.0% 3.6% -11.0% 19 -109 -1 0.00 139.04 N/A N/A 0 0 1 0 2024-06-17 $17.88 $0.00 37.9% 10.9% 21.3% 6.8% 0.0% 3.1% -6.9% 30 -289 -2 0.00 138.59 N/A N/A 0 0 1 0 2024-06-18 $17.86 $0.00 40.9% 11.7% 20.6% 7.8% 0.0% 15.3% -9.2% 30 -285 -2 0.00 140.85 N/A N/A 0 0 1 0 2024-06-20 $17.77 $0.00 29.8% 8.6% 20.4% 4.0% 0.0% -0.2% 12.2% 28 -232 -1 0.00 133.49 N/A N/A 0 0 1 0 2024-06-21 $17.84 $0.00 41.8% 12.0% 20.5% 8.1% 0.0% -5.5% -8.4% 29 -239 -1 0.00 137.48 N/A N/A 0 0 1 0 2024-06-24 $18.20 $0.00 42.4% 12.2% 19.9% 8.3% 0.0% -0.6% -10.2% 34 -282 -2 0.00 138.98 N/A N/A 1 0 1 0 2024-06-25 $17.93 $0.00 45.1% 12.9% 20.7% 9.2% 0.0% -0.5% -11.1% 56 -659 -6 0.00 139.70 N/A N/A 0 0 2 0 2024-06-26 $17.84 $0.00 45.3% 13.0% 19.6% 9.3% 0.0% 2.1% -11.0% 54 -753 -6 0.00 141.92 N/A N/A 0 0 2 0 2024-06-27 $17.66 $0.00 47.9% 13.7% 19.7% 10.2% 0.0% 0.5% -9.7% 51 -681 -6 0.00 141.59 N/A N/A 0 0 2 0 2024-06-28 $17.50 $0.00 50.4% 14.5% 20.0% 11.0% 0.0% 1.1% -11.5% 41 -417 -4 0.00 138.48 N/A N/A 0 0 2 0
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