UGE Options History — November 2024 In November 2024, UGE traded between $18.57 and $20.16. ATM implied volatility averaged 71.3%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 52.6% (HV 20d: 18.7%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days.
Notable Days 2024-11-04 : Largest IV spike — 46.1% change2024-11-29 : Highest IV Rank — 23.4%2024-11-29 : Largest Expected Move — 24.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.16 $18.57 $20.16 $18.81 $20.16 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 71.3% 43.0% 86.7% 43.0% 86.7% Expected Move 20.7% 12.3% 24.9% 12.3% 24.9% HV 20d 18.7% 15.0% 21.8% 16.1% 20.8% HV 60d 18.1% 17.1% 19.0% 17.2% 18.9% IV Rank 18.2% 8.5% 23.4% 8.5% 23.4% IV Percentile 83.8% 44.8% 89.7% 44.8% 89.7% Term Structure 0.5% -10.8% 20.9% 7.4% -9.0% Skew 25d 95.1% 3.8% 119.1% 3.8% 119.1% Skew 10d 123.5% -16.9% 148.1% -16.9% 144.8% Call IV 25d 48.2% 20.0% 63.2% 54.1% 50.8% Put IV 25d 143.3% 58.0% 169.9% 58.0% 169.9% Bid-Ask Spread % 157.26 149.46 158.68 149.46 158.05 Gamma HHI 0.76 0.58 0.94 0.58 0.82 Net GEX 454 225 714 264 225 Net DEX -7.7K -13.4K -3.2K -6.0K -13.4K Net VEX -36 -42 -31 -42 -40 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 12.1 11 13 13 11
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 2024-11-01 $18.81 $20.00 43.0% 12.3% 16.1% 8.5% 0.0% 3.8% 7.4% 264 -6.0K -42 0.00 149.46 N/A N/A 0 0 11 2 2024-11-04 $18.91 $0.00 62.9% 21.2% 15.0% 15.3% 0.0% 85.2% 2.8% 325 -6.1K -40 0.00 157.12 N/A N/A 0 0 11 2 2024-11-05 $19.10 $0.00 64.6% 19.1% 15.1% 15.9% 0.0% 89.4% 5.2% 347 -6.5K -39 0.00 158.06 N/A N/A 0 0 11 2 2024-11-06 $18.57 $0.00 83.8% 18.7% 17.3% 22.4% 0.0% 82.2% -0.9% 349 -4.9K -38 0.00 157.03 N/A N/A 0 0 11 2 2024-11-07 $18.77 $0.00 53.6% 21.0% 17.8% 12.1% 0.0% 92.2% 1.6% 364 -5.1K -37 0.00 157.40 N/A N/A 0 0 11 2 2024-11-08 $19.13 $0.00 67.6% 20.6% 18.8% 16.9% 0.0% 79.5% 2.1% 450 -6.5K -38 0.00 157.70 N/A N/A 0 0 11 2 2024-11-11 $18.99 $0.00 70.9% 20.3% 18.6% 18.0% 0.0% 96.7% 0.3% 378 -5.8K -36 0.00 157.87 N/A N/A 0 0 11 2 2024-11-12 $19.09 $0.00 77.8% 21.1% 18.1% 20.4% 0.0% 96.5% -1.4% 402 -6.3K -37 0.00 157.85 N/A N/A 0 0 11 2 2024-11-13 $19.13 $0.00 66.5% 19.1% 18.1% 16.5% 0.0% 97.7% 18.2% 422 -6.3K -36 0.00 157.78 N/A N/A 0 0 11 2 2024-11-14 $19.06 $0.00 73.0% 20.9% 17.8% 18.7% 0.0% 100.5% -5.3% 515 -5.5K -34 0.00 158.06 N/A N/A 0 0 11 2 2024-11-15 $18.69 $0.00 72.9% 20.9% 18.8% 18.7% 0.0% 104.1% -6.6% 599 -3.2K -31 0.00 158.34 N/A N/A 0 0 11 2 2024-11-18 $18.93 $0.00 68.1% 19.5% 19.2% 17.1% 0.0% 107.1% 10.5% 678 -7.8K -32 0.00 158.06 N/A N/A 0 0 11 0 2024-11-19 $18.95 $0.00 67.9% 19.5% 18.6% 17.0% 0.0% 105.2% 8.8% 714 -7.8K -31 0.00 156.77 N/A N/A 0 0 11 0 2024-11-20 $18.71 $0.00 64.6% 18.5% 19.0% 15.9% 0.0% 105.5% 20.9% 607 -7.4K -34 0.00 155.46 N/A N/A 0 0 11 0 2024-11-21 $19.13 $0.00 81.1% 23.2% 20.9% 21.5% 0.0% 108.0% -10.8% 677 -8.7K -33 0.00 157.77 N/A N/A 0 0 11 0 2024-11-22 $19.52 $0.00 76.4% 21.9% 21.6% 19.9% 0.0% 102.0% -8.0% 346 -11.8K -41 0.00 157.71 N/A N/A 0 0 11 0 2024-11-25 $19.69 $0.00 78.7% 22.6% 21.8% 20.7% 0.0% 98.6% -7.6% 691 -11.0K -34 0.00 158.68 N/A N/A 0 0 11 0 2024-11-26 $19.91 $0.00 81.9% 23.5% 20.9% 21.8% 0.0% 113.4% -9.2% 448 -11.4K -35 0.00 158.05 N/A N/A 0 0 11 0 2024-11-27 $19.93 $0.00 84.9% 24.3% 20.5% 22.8% 0.0% 115.8% -9.7% 283 -12.1K -39 0.00 158.05 N/A N/A 0 0 11 0 2024-11-29 $20.16 $0.00 86.7% 24.9% 20.8% 23.4% 0.0% 119.1% -9.0% 225 -13.4K -40 0.00 158.05 N/A N/A 0 0 11 0
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