UGE Options History — August 2024 In August 2024, UGE traded between $17.79 and $20.06. ATM implied volatility averaged 52.8%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 29.3% (HV 20d: 23.5%). 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 5 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 113.1% change2024-08-12 : Highest IV Rank — 29.2%2024-08-05 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.06 $17.79 $20.06 $18.37 $19.98 Max Pain $21.00 $21.00 $21.00 $21.00 $21.00 ATM IV 52.8% 28.5% 103.7% 51.6% 41.2% Expected Move 11.2% 8.2% 14.9% 14.8% 11.8% HV 20d 23.5% 17.4% 25.4% 18.9% 23.1% HV 60d 20.9% 19.4% 21.9% 19.9% 20.0% IV Rank 11.8% 3.6% 29.2% 11.5% 7.9% IV Percentile 41.5% 2.4% 94.8% 60.3% 28.6% Term Structure -4.2% -18.5% 43.0% -16.5% -9.5% Skew 25d 2.2% -13.6% 22.5% 1.6% -0.5% Skew 10d 2.7% -8.1% 12.4% 5.1% 1.9% Call IV 25d 38.1% 24.5% 71.9% 65.5% 35.6% Put IV 25d 40.3% 26.0% 72.3% 67.1% 35.1% Bid-Ask Spread % 139.47 134.13 150.91 137.87 139.11 Gamma HHI 0.74 0.50 1.00 0.51 1.00 Net GEX 50 34 70 64 42 Net DEX -744 -1.2K -511 -747 -711 Net VEX -5 -6 -3 -5 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.545 1 2 2 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 2024-08-01 $18.37 $21.00 51.6% 14.8% 18.9% 11.5% 0.0% 1.6% -16.5% 64 -747 -5 0.00 137.87 N/A N/A 0 0 2 0 2024-08-02 $18.53 $21.00 42.2% 12.1% 17.4% 8.2% 0.0% 10.0% 0.8% 66 -701 -5 0.00 134.13 N/A N/A 0 0 2 0 2024-08-05 $17.79 $0.00 90.0% 14.9% 23.1% 24.5% 0.0% 1.7% -11.7% 49 -909 -5 0.00 149.99 N/A N/A 0 0 2 0 2024-08-06 $18.33 $0.00 83.3% 14.1% 25.4% 22.3% 0.0% 0.4% -18.5% 53 -1.2K -6 0.00 150.91 N/A N/A 0 0 2 0 2024-08-07 $18.30 $0.00 71.3% 11.1% 25.4% 18.2% 0.0% 13.8% -6.9% 61 -658 -5 0.00 137.42 N/A N/A 0 0 2 0 2024-08-08 $18.45 $0.00 92.7% 11.5% 25.3% 25.5% 0.0% 22.5% 1.5% 56 -911 -5 0.00 146.77 N/A N/A 0 0 2 0 2024-08-09 $18.50 $0.00 64.9% 11.1% 24.9% 16.0% 0.0% 10.3% -3.3% 57 -853 -5 0.00 135.63 N/A N/A 0 0 2 0 2024-08-12 $18.26 $0.00 103.7% 12.1% 25.1% 29.2% 0.0% 1.6% -13.0% 54 -801 -5 0.00 139.41 N/A N/A 0 0 2 0 2024-08-13 $18.41 $0.00 95.9% 11.1% 24.8% 26.6% 0.0% 2.4% -5.1% 56 -714 -5 0.00 137.82 N/A N/A 0 0 2 0 2024-08-14 $18.71 $0.00 37.6% 10.8% 23.4% 6.7% 0.0% 2.0% -8.2% 64 -511 -3 0.00 138.72 N/A N/A 0 0 2 0 2024-08-15 $19.09 $0.00 29.6% 8.5% 24.1% 3.9% 0.0% 1.5% 43.0% 70 -1.1K -6 0.00 135.77 N/A N/A 0 0 2 0 2024-08-16 $19.13 $0.00 37.4% 10.7% 23.8% 6.6% 0.0% -0.3% -5.2% 54 -694 -5 0.00 136.02 N/A N/A 0 0 2 0 2024-08-19 $19.27 $0.00 38.6% 11.1% 23.8% 7.0% 0.0% -0.6% -10.9% 37 -545 -5 0.00 141.12 N/A N/A 0 0 1 0 2024-08-20 $19.44 $0.00 30.4% 8.7% 23.6% 4.2% 0.0% -0.3% -9.0% 34 -607 -5 0.00 136.77 N/A N/A 0 0 1 0 2024-08-21 $19.64 $0.00 35.8% 10.3% 23.6% 6.1% 0.0% -13.5% -7.6% 39 -634 -5 0.00 138.93 N/A N/A 0 0 1 0 2024-08-22 $19.64 $0.00 28.5% 8.2% 23.7% 3.6% 0.0% -0.4% 12.1% 40 -616 -5 0.00 138.58 N/A N/A 0 0 1 0 2024-08-23 $19.72 $0.00 38.7% 11.1% 23.6% 7.0% 0.0% -0.6% -7.7% 41 -653 -5 0.00 139.93 N/A N/A 0 0 1 0 2024-08-26 $20.05 $0.00 32.9% 9.4% 24.0% 5.0% 0.0% 1.5% -10.3% 45 -706 -5 0.00 134.60 N/A N/A 0 0 1 0 2024-08-27 $20.06 $0.00 41.5% 11.9% 22.8% 8.0% 0.0% -13.6% -8.4% 38 -791 -5 0.00 140.44 N/A N/A 0 0 1 0 2024-08-28 $19.91 $0.00 40.7% 11.7% 23.1% 7.7% 0.0% 9.0% -8.7% 41 -710 -5 0.00 139.14 N/A N/A 0 0 1 0 2024-08-29 $19.75 $0.00 32.7% 9.4% 23.0% 5.0% 0.0% -0.4% 10.3% 38 -686 -5 0.00 139.19 N/A N/A 0 0 1 0 2024-08-30 $19.98 $0.00 41.2% 11.8% 23.1% 7.9% 0.0% -0.5% -9.5% 42 -711 -5 0.00 139.11 N/A N/A 0 0 1 0
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