UGE Options History — July 2024 In July 2024, UGE traded between $17.30 and $18.47. ATM implied volatility averaged 42.5%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 23.8% (HV 20d: 18.7%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-07-18 : Largest IV spike — 49.2% change2024-07-01 : Highest IV Rank — 12.3%2024-07-01 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $17.93 $17.30 $18.47 $17.30 $18.04 Max Pain $21.00 $21.00 $21.00 $21.00 $21.00 ATM IV 42.5% 29.5% 54.2% 54.2% 51.6% Expected Move 11.6% 8.0% 15.5% 15.5% 14.8% HV 20d 18.7% 17.6% 20.2% 18.9% 18.0% HV 60d 19.3% 18.8% 19.8% 18.9% 19.6% IV Rank 8.4% 3.9% 12.3% 12.3% 11.4% IV Percentile 35.7% 4.0% 67.9% 67.1% 59.9% Term Structure -12.7% -20.0% 6.1% -18.4% -18.0% Skew 25d 0.2% -14.6% 16.6% -0.1% 15.6% Skew 10d 3.6% -14.8% 17.8% 4.9% 2.5% Call IV 25d 42.9% 28.6% 65.5% 62.7% 45.7% Put IV 25d 43.1% 27.9% 63.0% 62.6% 61.3% Bid-Ask Spread % 138.35 134.33 141.43 137.37 136.20 Gamma HHI 0.51 0.50 0.55 0.50 0.51 Net GEX 52 34 66 44 54 Net DEX -631 -773 -391 -513 -628 Net VEX -5 -6 -4 -5 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
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 2024-07-01 $17.30 $0.00 54.2% 15.5% 18.9% 12.3% 0.0% -0.1% -18.4% 44 -513 -5 0.00 137.37 N/A N/A 0 0 2 0 2024-07-02 $17.45 $0.00 44.2% 12.7% 18.9% 8.9% 0.0% -0.7% -20.0% 36 -391 -4 0.00 140.50 N/A N/A 0 0 2 0 2024-07-03 $17.43 $0.00 47.2% 13.5% 17.8% 10.0% 0.0% -2.5% -19.5% 47 -608 -5 0.00 141.43 N/A N/A 0 0 2 0 2024-07-05 $17.84 $21.00 41.9% 10.4% 19.6% 8.1% 0.0% -0.7% -10.6% 53 -563 -5 0.00 136.94 N/A N/A 0 0 2 0 2024-07-08 $17.77 $21.00 47.3% 8.0% 19.0% 10.0% 0.0% -0.6% -3.5% 48 -607 -6 0.00 135.44 N/A N/A 0 0 2 0 2024-07-09 $17.73 $21.00 49.6% 8.4% 18.5% 10.8% 0.0% -0.6% 6.1% 48 -619 -6 0.00 136.83 N/A N/A 0 0 2 0 2024-07-10 $17.79 $21.00 38.0% 10.9% 18.6% 6.8% 0.0% -2.8% -11.0% 51 -679 -6 0.00 140.57 N/A N/A 0 0 2 0 2024-07-11 $17.68 $21.00 38.0% 10.9% 18.7% 6.8% 0.0% 1.1% -13.2% 51 -648 -6 0.00 139.89 N/A N/A 0 0 2 0 2024-07-12 $17.93 $21.00 38.4% 11.0% 17.7% 6.9% 0.0% 1.1% -12.8% 56 -714 -6 0.00 140.08 N/A N/A 0 0 2 0 2024-07-15 $17.73 $21.00 40.3% 11.6% 18.3% 7.6% 0.0% -0.8% -16.9% 49 -644 -5 0.00 138.75 N/A N/A 0 0 2 0 2024-07-16 $17.96 $21.00 29.9% 8.6% 18.8% 4.0% 0.0% 3.0% -8.1% 53 -612 -5 0.00 138.31 N/A N/A 0 0 2 0 2024-07-17 $18.47 $21.00 29.5% 8.5% 19.7% 3.9% 0.0% -0.3% -15.5% 66 -722 -6 0.00 137.10 N/A N/A 0 0 2 0 2024-07-18 $18.30 $21.00 44.0% 12.6% 20.0% 8.9% 0.0% 14.9% -12.3% 63 -773 -6 0.00 137.99 N/A N/A 0 0 2 0 2024-07-19 $18.15 $21.00 31.9% 9.1% 20.2% 4.7% 0.0% -11.7% -9.8% 57 -639 -5 0.00 138.64 N/A N/A 0 0 2 0 2024-07-22 $18.15 $21.00 44.4% 12.7% 20.2% 9.0% 0.0% 1.2% -11.9% 59 -758 -6 0.00 139.78 N/A N/A 0 0 2 0 2024-07-23 $18.02 $21.00 44.2% 12.7% 19.0% 8.9% 0.0% 16.6% -11.8% 57 -688 -5 0.00 139.53 N/A N/A 0 0 2 0 2024-07-24 $18.00 $21.00 44.5% 12.8% 18.2% 9.0% 0.0% -0.7% -11.6% 53 -573 -5 0.00 138.77 N/A N/A 0 0 2 0 2024-07-25 $18.06 $21.00 37.5% 10.8% 18.2% 6.6% 0.0% 1.9% -13.1% 34 -506 -5 0.00 134.33 N/A N/A 0 0 2 0 2024-07-26 $18.23 $21.00 46.8% 13.4% 18.0% 9.8% 0.0% -14.6% -12.8% 61 -690 -5 0.00 138.98 N/A N/A 0 0 2 0 2024-07-29 $18.35 $21.00 38.5% 11.0% 17.6% 7.0% 0.0% -14.4% -16.3% 58 -672 -5 0.00 138.16 N/A N/A 0 0 2 0 2024-07-30 $18.05 $21.00 54.1% 15.5% 18.2% 12.3% 0.0% -0.8% -18.1% 56 -625 -5 0.00 138.13 N/A N/A 0 0 2 0 2024-07-31 $18.04 $21.00 51.6% 14.8% 18.0% 11.4% 0.0% 15.6% -18.0% 54 -628 -5 0.00 136.20 N/A N/A 0 0 2 0
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