UGE Options History — October 2024

Name: UGE Options Analytics - October 2024
Creator: Options Analysis Suite

In October 2024, UGE traded between $18.87 and $20.25. ATM implied volatility averaged 44.6%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 26.7% (HV 20d: 17.9%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 2 of 23 days.

Notable Days

2024-10-07: Highest Volume — 4 contracts
2024-10-25: Largest IV spike — 65.5% change
2024-10-08: Highest IV Rank — 15.3%
2024-10-25: Largest Expected Move — 16.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.53	$18.87	$20.25	$20.25	$18.90
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	44.6%	34.6%	63.0%	38.9%	41.5%
Expected Move	11.9%	9.9%	16.4%	11.1%	11.9%
HV 20d	17.9%	16.3%	19.6%	16.7%	16.3%
HV 60d	19.7%	17.2%	20.6%	19.3%	17.2%
IV Rank	9.1%	5.6%	15.3%	7.1%	8.0%
IV Percentile	42.3%	10.7%	82.9%	24.2%	36.5%
Term Structure	-12.6%	-28.1%	9.0%	-15.4%	-19.1%
Skew 25d	2.2%	-1.3%	6.3%	1.9%	4.7%
Skew 10d	3.7%	-3.6%	17.7%	2.0%	17.7%
Call IV 25d	36.3%	26.8%	64.9%	33.0%	64.9%
Put IV 25d	38.6%	27.4%	69.6%	34.9%	69.6%
Bid-Ask Spread %	142.38	133.94	152.06	135.95	151.34
Gamma HHI	0.52	0.46	0.71	0.46	0.61
Net GEX	190	-4	541	-3	318
Net DEX	-6.4K	-10.5K	-2.0K	-10.5K	-6.1K
Net VEX	-52	-62	-38	-56	-41
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.261	0	4	2	0
Total OI	15.348	13	17	15	13

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2024-10-01	$20.25	$20.00	38.9%	11.1%	16.7%	7.1%	0.0%	1.9%	-15.4%	-3	-10.5K	-56	135.95	N/A	N/A	2	11	4
2024-10-02	$19.78	$20.00	39.1%	11.2%	18.3%	7.2%	0.0%	-0.4%	5.9%	112	-6.1K	-61	139.10	N/A	N/A	0	11	6
2024-10-03	$19.43	$20.00	57.7%	12.0%	19.1%	13.5%	0.0%	-1.1%	-23.2%	-2	-5.3K	-62	138.28	N/A	N/A	0	11	6
2024-10-04	$19.52	$20.00	55.6%	10.7%	19.3%	12.8%	0.0%	3.4%	-10.2%	108	-6.5K	-62	139.87	N/A	N/A	0	11	6
2024-10-07	$19.16	$20.00	49.5%	11.4%	19.1%	10.7%	0.0%	-0.6%	-17.0%	14	-2.2K	-58	134.86	N/A	N/A	4	11	6
2024-10-08	$19.33	$20.00	63.0%	11.2%	19.6%	15.3%	0.0%	0.1%	-21.5%	82	-5.3K	-59	138.15	N/A	N/A	0	11	6
2024-10-09	$19.55	$20.00	37.3%	10.7%	19.0%	6.6%	0.0%	4.0%	-10.6%	24	-6.3K	-59	135.92	N/A	N/A	0	11	6
2024-10-10	$19.38	$20.00	43.6%	12.5%	17.9%	8.7%	0.0%	-1.1%	-28.1%	-4	-5.7K	-58	135.77	N/A	N/A	0	11	6
2024-10-11	$19.57	$20.00	40.7%	11.7%	17.8%	7.7%	0.0%	3.2%	-5.7%	248	-4.8K	-55	137.35	N/A	N/A	0	11	6
2024-10-14	$19.73	$20.00	38.9%	11.1%	17.8%	7.1%	0.0%	4.8%	-10.8%	137	-5.5K	-54	137.83	N/A	N/A	0	11	6
2024-10-15	$19.98	$20.00	37.8%	10.8%	17.7%	6.7%	0.0%	2.4%	-4.4%	44	-6.8K	-54	136.11	N/A	N/A	0	11	6
2024-10-16	$20.01	$20.00	39.4%	11.3%	17.4%	7.3%	0.0%	6.3%	-7.4%	44	-7.0K	-52	138.27	N/A	N/A	0	11	6
2024-10-17	$19.79	$20.00	39.7%	11.4%	17.5%	7.4%	0.0%	5.4%	-8.5%	70	-5.7K	-51	139.03	N/A	N/A	0	11	6
2024-10-18	$19.79	$20.00	39.2%	11.2%	17.5%	7.2%	0.0%	5.5%	-7.8%	358	-2.0K	-50	133.94	N/A	N/A	0	11	6
2024-10-21	$19.54	$20.00	40.4%	11.6%	16.8%	7.6%	0.0%	1.8%	-21.1%	439	-8.5K	-47	146.58	N/A	N/A	0	11	2
2024-10-22	$19.77	$20.00	42.4%	12.1%	17.5%	8.3%	0.0%	5.0%	-10.1%	113	-10.0K	-51	151.01	N/A	N/A	0	11	2
2024-10-23	$19.66	$20.00	44.0%	12.6%	17.5%	8.8%	0.0%	3.9%	-12.0%	263	-8.6K	-46	150.88	N/A	N/A	0	11	2
2024-10-24	$19.58	$20.00	34.6%	9.9%	17.5%	5.6%	0.0%	3.9%	9.0%	430	-8.3K	-44	151.36	N/A	N/A	0	11	2
2024-10-25	$19.31	$20.00	57.3%	16.4%	17.8%	13.4%	0.0%	1.3%	-21.7%	363	-7.6K	-45	151.65	N/A	N/A	0	11	2
2024-10-28	$19.37	$20.00	49.8%	14.3%	17.9%	10.8%	0.0%	-1.3%	-24.5%	374	-7.5K	-42	152.06	N/A	N/A	0	11	2
2024-10-29	$19.03	$20.00	41.6%	11.9%	18.7%	8.0%	0.0%	-0.7%	-7.1%	306	-6.4K	-41	149.86	N/A	N/A	0	11	2
2024-10-30	$18.87	$20.00	53.7%	15.4%	17.2%	12.2%	0.0%	-1.1%	-19.5%	541	-5.2K	-38	149.47	N/A	N/A	0	11	2
2024-10-31	$18.90	$20.00	41.5%	11.9%	16.3%	8.0%	0.0%	4.7%	-19.1%	318	-6.1K	-41	151.34	N/A	N/A	0	11	2