UGE Options History — September 2024 In September 2024, UGE traded between $20.07 and $20.82. ATM implied volatility averaged 42.4%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 25.8% (HV 20d: 16.6%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-06 : Highest Volume — 10 contracts2024-09-26 : Largest IV spike — 77.0% change2024-09-26 : Highest IV Rank — 14.9%2024-09-26 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $20.36 $20.07 $20.82 $20.27 $20.34 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 42.4% 31.8% 61.6% 46.8% 46.0% Expected Move 11.4% 8.9% 17.7% 13.4% 13.2% HV 20d 16.6% 13.6% 18.8% 16.4% 17.4% HV 60d 19.9% 19.3% 20.4% 20.0% 19.3% IV Rank 8.3% 4.7% 14.9% 9.8% 9.5% IV Percentile 34.1% 7.9% 81.0% 52.8% 53.2% Term Structure -9.0% -20.5% -1.7% -11.8% -10.3% Skew 25d 2.9% -8.1% 32.5% 0.1% -0.6% Skew 10d 6.1% -8.3% 88.1% 1.4% 1.9% Call IV 25d 37.3% 26.4% 73.1% 38.8% 38.9% Put IV 25d 40.2% 25.8% 75.1% 39.0% 38.4% Bid-Ask Spread % 139.67 135.92 151.22 138.97 138.98 Gamma HHI 0.57 0.45 1.00 1.00 0.46 Net GEX -420 -1.2K 243 40 178 Net DEX 307 -12.5K 9.2K -817 -12.0K Net VEX -30 -58 -5 -5 -54 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 1.2 0 10 4 0 Total OI 13.15 1 16 1 15
Daily Data (20 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 2024-09-03 $20.27 $0.00 46.8% 13.4% 16.4% 9.8% 0.0% 0.1% -11.8% 40 -817 -5 0.00 138.97 N/A N/A 0 4 1 0 2024-09-04 $20.45 $0.00 40.3% 11.5% 13.9% 7.6% 0.0% -0.7% -20.5% -213 2.4K -16 0.00 139.34 N/A N/A 0 0 1 4 2024-09-05 $20.33 $20.00 38.8% 10.4% 14.3% 7.1% 0.0% -0.6% -5.8% -215 2.5K -16 0.00 138.49 N/A N/A 0 0 1 4 2024-09-06 $20.24 $20.00 43.5% 10.2% 14.6% 8.7% 0.0% -0.7% -1.7% -191 2.7K -16 0.00 136.83 N/A N/A 0 10 1 4 2024-09-09 $20.54 $20.00 46.5% 8.9% 15.0% 9.7% 0.0% 32.5% -14.5% -1.2K 6.6K -24 0.00 135.92 N/A N/A 0 0 1 14 2024-09-10 $20.53 $20.00 60.8% 10.2% 13.6% 14.6% 0.0% 2.2% -5.1% -722 7.1K -26 0.00 139.38 N/A N/A 0 0 1 14 2024-09-11 $20.10 $20.00 36.5% 10.5% 16.6% 6.3% 0.0% 9.8% -4.9% -848 8.5K -26 0.00 137.93 N/A N/A 0 0 1 14 2024-09-12 $20.44 $20.00 36.0% 10.3% 16.6% 6.1% 0.0% -8.1% -3.8% -917 6.7K -24 0.00 138.22 N/A N/A 0 0 1 15 2024-09-13 $20.65 $20.00 35.5% 10.2% 15.7% 6.0% 0.0% 2.7% -3.4% -840 5.9K -23 0.00 139.78 N/A N/A 0 0 1 15 2024-09-16 $20.82 $20.00 36.5% 10.5% 15.8% 6.3% 0.0% -3.9% -5.8% -784 4.9K -20 0.00 138.82 N/A N/A 0 0 1 15 2024-09-17 $20.45 $20.00 42.0% 12.0% 17.6% 8.2% 0.0% -0.1% -8.0% -917 6.7K -20 0.00 138.30 N/A N/A 0 0 1 15 2024-09-18 $20.25 $20.00 40.8% 11.7% 18.0% 7.8% 0.0% 15.6% -4.9% -735 9.2K -20 0.00 148.10 N/A N/A 0 0 1 15 2024-09-19 $20.07 $20.00 40.1% 11.5% 18.1% 7.5% 0.0% 2.4% -7.3% -942 9.0K -18 0.00 139.84 N/A N/A 0 0 1 15 2024-09-20 $20.12 $20.00 39.6% 11.4% 18.1% 7.3% 0.0% -0.4% -8.8% -1.1K 5.3K -14 0.00 139.47 N/A N/A 10 0 1 15 2024-09-23 $20.44 $20.00 31.8% 9.1% 18.8% 4.7% 0.0% 0.1% -8.1% 162 -12.5K -57 0.00 136.46 N/A N/A 0 0 11 4 2024-09-24 $20.37 $20.00 43.6% 12.5% 18.1% 8.7% 0.0% 0.5% -14.7% 190 -12.1K -56 0.00 139.13 N/A N/A 0 0 11 4 2024-09-25 $20.24 $20.00 34.8% 10.0% 18.3% 5.7% 0.0% 2.0% -10.2% 224 -10.8K -55 0.00 137.78 N/A N/A 0 0 11 4 2024-09-26 $20.26 $20.00 61.6% 17.7% 18.0% 14.9% 0.0% 2.0% -19.3% 243 -11.4K -58 0.00 151.22 N/A N/A 0 0 11 4 2024-09-27 $20.37 $20.00 46.5% 13.3% 17.8% 9.7% 0.0% 2.3% -11.0% 198 -12.0K -55 0.00 140.51 N/A N/A 0 0 11 4 2024-09-30 $20.34 $20.00 46.0% 13.2% 17.4% 9.5% 0.0% -0.6% -10.3% 178 -12.0K -54 0.00 138.98 N/A N/A 0 0 11 4
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