UGE Options History — December 2024 In December 2024, UGE traded between $17.96 and $20.09. ATM implied volatility averaged 67.1%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 48.8% (HV 20d: 18.3%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2024-12-19 : Largest IV spike — 148.5% change2024-12-19 : Highest IV Rank — 63.4%2024-12-04 : Largest Expected Move — 27.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.16 $17.96 $20.09 $20.09 $17.96 ATM IV 67.1% 28.7% 108.7% 83.6% 37.2% Expected Move 17.3% 8.2% 27.9% 24.0% 10.7% HV 20d 18.3% 16.0% 21.3% 20.7% 16.0% HV 60d 18.4% 17.7% 18.9% 18.9% 18.4% IV Rank 28.6% 10.7% 63.4% 22.4% 19.2% IV Percentile 66.0% 2.0% 97.6% 88.1% 15.1% Term Structure -5.2% -19.2% 18.0% -3.8% -15.6% Skew 25d 71.8% -1.3% 140.2% 138.9% -0.7% Skew 10d 91.5% 2.1% 185.9% 185.9% 2.8% Call IV 25d 44.4% 25.2% 75.8% 51.9% 43.7% Put IV 25d 116.2% 37.2% 200.1% 190.8% 43.0% Bid-Ask Spread % 155.70 149.76 158.22 157.52 152.36 Gamma HHI 0.88 0.80 0.94 0.80 0.92 Net GEX 448 219 768 219 502 Net DEX -10.1K -13.7K -6.8K -13.7K -7.2K Net VEX -33 -39 -27 -39 -28 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 11 11 11 11 11
Daily Data (21 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 2024-12-02 $20.09 $0.00 83.6% 24.0% 20.7% 22.4% 0.0% 138.9% -3.8% 219 -13.7K -39 0.00 157.52 N/A N/A 0 0 11 0 2024-12-03 $19.96 $0.00 96.4% 27.6% 21.0% 26.7% 0.0% 118.1% -13.9% 223 -13.1K -39 0.00 157.00 N/A N/A 0 0 11 0 2024-12-04 $19.74 $0.00 97.5% 27.9% 21.3% 27.1% 0.0% 140.2% -14.6% 356 -12.1K -38 0.00 158.22 N/A N/A 0 0 11 0 2024-12-05 $19.99 $0.00 88.6% 17.7% 18.5% 24.1% 0.0% 86.2% 10.5% 462 -11.6K -33 0.00 157.74 N/A N/A 0 0 11 0 2024-12-06 $19.80 $0.00 104.1% 18.1% 18.9% 29.4% 0.0% 95.3% -2.1% 250 -12.3K -37 0.00 158.12 N/A N/A 0 0 11 0 2024-12-09 $19.70 $0.00 105.8% 19.0% 18.0% 29.9% 0.0% 91.6% -5.6% 222 -12.8K -37 0.00 157.86 N/A N/A 0 0 11 0 2024-12-10 $19.88 $0.00 108.7% 20.6% 17.9% 30.9% 0.0% 91.6% 2.5% 325 -11.7K -35 0.00 157.45 N/A N/A 0 0 11 0 2024-12-11 $19.59 $0.00 65.9% 18.9% 18.8% 16.3% 0.0% 96.9% -3.7% 356 -11.8K -36 0.00 157.97 N/A N/A 0 0 11 0 2024-12-12 $19.69 $0.00 68.3% 19.6% 18.9% 17.1% 0.0% 102.6% -4.4% 230 -12.5K -36 0.00 157.55 N/A N/A 0 0 11 0 2024-12-13 $19.60 $0.00 68.3% 19.6% 18.9% 50.7% 0.0% 97.2% -5.3% 356 -12.1K -36 0.00 158.12 N/A N/A 0 0 11 0 2024-12-16 $19.39 $0.00 48.4% 13.9% 17.9% 30.5% 0.0% 98.4% -13.5% 568 -9.8K -30 0.00 153.55 N/A N/A 0 0 11 0 2024-12-17 $19.27 $0.00 28.7% 8.2% 17.6% 10.7% 0.0% 35.1% -0.5% 768 -9.3K -28 0.00 154.86 N/A N/A 0 0 11 0 2024-12-18 $18.84 $0.00 32.6% 9.3% 19.5% 14.6% 0.0% 76.1% -0.3% 637 -7.6K -27 0.00 154.00 N/A N/A 0 0 11 0 2024-12-19 $18.61 $0.00 81.0% 23.2% 19.4% 63.4% 0.0% 111.9% -3.3% 598 -6.8K -27 0.00 157.67 N/A N/A 0 0 11 0 2024-12-20 $18.61 $0.00 68.9% 19.7% 17.5% 51.2% 0.0% 113.6% 18.0% 436 -7.6K -28 0.00 158.11 N/A N/A 0 0 11 0 2024-12-23 $18.25 $0.00 43.5% 12.5% 16.7% 25.7% 0.0% -1.2% -9.1% 510 -8.3K -31 0.00 151.26 N/A N/A 0 0 11 0 2024-12-24 $18.45 $0.00 36.4% 10.4% 16.9% 18.5% 0.0% 15.1% -1.0% 630 -8.5K -31 0.00 149.76 N/A N/A 0 0 11 0 2024-12-26 $18.56 $0.00 53.0% 15.2% 16.4% 35.2% 0.0% 0.5% -10.8% 605 -8.0K -30 0.00 153.29 N/A N/A 0 0 11 0 2024-12-27 $18.34 $0.00 42.2% 12.1% 16.6% 24.3% 0.0% 0.7% -19.2% 647 -7.9K -29 0.00 153.80 N/A N/A 0 0 11 0 2024-12-30 $18.04 $0.00 49.4% 14.2% 16.1% 31.6% 0.0% -1.3% -13.7% 509 -7.5K -28 0.00 153.57 N/A N/A 0 0 11 0 2024-12-31 $17.96 $0.00 37.2% 10.7% 16.0% 19.2% 0.0% -0.7% -15.6% 502 -7.2K -28 0.00 152.36 N/A N/A 0 0 11 0
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