UYG Options History — October 2019

In October 2019, UYG traded between $43.92 and $48.84. ATM implied volatility averaged 25.7%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 2.1% (HV 20d: 27.7%). Max pain ranged from $44.00 to $47.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 30.20.

Notable Days

  • 2019-10-23: Highest Volume — 1,044 contracts
  • 2019-10-03: Largest IV drop — 25.6% change
  • 2019-10-08: Highest IV Rank — 29.2%
  • 2019-10-02: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.68$43.92$48.84$45.47$48.24
Max Pain$44.61$44.00$47.00$45.00$45.00
ATM IV25.7%20.0%34.7%32.6%20.3%
Expected Move7.4%5.7%9.8%9.3%5.8%
HV 20d27.7%22.7%30.8%22.8%23.5%
HV 60d32.2%29.5%33.5%30.6%29.6%
IV Rank15.3%6.7%29.2%26.0%7.2%
IV Percentile26.4%4.0%69.4%64.3%4.8%
Term Structure0.9%-2.6%3.3%-2.6%2.9%
VWIV25.7%18.4%32.1%32.0%18.4%
Skew 25d7.8%2.7%18.9%9.4%5.8%
Skew 10d16.5%10.9%25.2%22.7%11.3%
Call IV 25d23.5%17.4%45.4%26.7%17.4%
Put IV 25d31.3%23.1%64.2%36.1%23.2%
Bid-Ask Spread %80.8647.89113.2585.5497.13
Gamma HHI0.170.140.270.140.14
Net GEX288.2K84.4K762.0K182.5K294.6K
Net DEX-4.7M-7.0M-1.5M-3.1M-6.3M
Net VEX-23.9K-25.7K-22.0K-25.7K-23.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio30.200.00347.006.000.04
Total Volume200.21741,0444258
Total OI4,689.5223,6286,3223,9605,424

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$45.47$45.0032.6%9.3%22.8%26.0%32.0%9.4%-2.6%182.5K-3.1M-25.7K0.0085.54N/AN/A042,7391,221
2019-10-02$43.92$45.0034.0%9.8%25.0%28.2%32.1%10.0%-1.4%111.5K-1.5M-24.2K6.0075.63N/AN/A3182,7391,225
2019-10-03$44.11$47.0025.3%8.8%22.7%14.8%0.0%18.9%1.5%84.4K-2.2M-24.4K0.16113.25N/AN/A2542,7361,229
2019-10-04$45.57$47.0025.0%7.8%25.9%14.3%29.8%8.7%0.6%163.3K-3.0M-24.9K0.1567.63N/AN/A3452,7121,233
2019-10-07$45.45$44.0029.4%8.5%25.4%21.1%0.0%7.9%-0.9%153.3K-2.9M-24.3K0.0047.89N/AN/A1002,7321,237
2019-10-08$44.00$44.0034.7%9.5%27.5%29.2%27.6%2.7%-0.5%102.1K-1.6M-23.1K0.7176.61N/AN/A21152,7421,237
2019-10-09$44.61$44.0030.7%8.8%27.9%23.0%25.1%12.0%-0.7%108.6K-2.1M-23.3K0.0673.53N/AN/A10562,7611,234
2019-10-10$45.19$44.0031.5%9.0%27.3%24.3%26.0%10.0%-0.9%200.2K-2.9M-23.9K0.0764.27N/AN/A282202,8661,238
2019-10-11$46.38$44.0028.3%8.1%29.1%19.3%25.4%10.0%0.9%282.0K-4.7M-25.3K0.0678.86N/AN/A927513,1521,258
2019-10-14$46.07$44.0027.9%8.0%29.1%18.8%27.5%8.7%0.5%416.7K-4.3M-24.9K72.8672.53N/AN/A75104,0631,299
2019-10-15$47.08$44.0024.3%7.0%30.2%13.3%27.0%7.4%1.1%762.0K-6.2M-25.5K2.5168.40N/AN/A922314,0671,809
2019-10-16$46.83$44.0024.0%6.9%30.1%12.8%0.0%7.1%1.8%525.9K-5.4M-24.7K180.0083.47N/AN/A11804,1381,992
2019-10-17$47.08$44.0023.4%6.7%30.2%11.9%0.0%6.6%1.3%589.1K-5.7M-23.8K1.4374.52N/AN/A7104,1392,172
2019-10-18$47.32$44.0024.0%6.9%30.0%12.8%23.5%6.3%1.0%333.8K-6.1M-23.1K0.3379.16N/AN/A1244,1402,182
2019-10-21$48.26$44.0024.0%6.9%30.8%12.9%26.1%5.9%0.7%355.7K-6.2M-22.2K1.0078.53N/AN/A12122,5841,044
2019-10-22$47.66$44.0022.8%6.5%30.4%11.0%19.3%6.9%1.5%341.4K-5.8M-22.0K0.0080.40N/AN/A5402,5961,055
2019-10-23$47.73$44.0022.6%6.5%30.1%10.7%29.2%7.0%2.0%354.5K-5.8M-22.1K347.0072.16N/AN/A31,0412,6501,055
2019-10-24$48.08$45.0022.1%6.3%30.2%9.9%28.0%5.9%1.9%218.7K-5.5M-24.8K51.7592.44N/AN/A42072,7012,116
2019-10-25$48.30$45.0021.7%6.2%30.0%9.3%19.3%6.2%2.3%200.8K-5.8M-24.9K0.1087.25N/AN/A2932,7042,323
2019-10-28$48.63$45.0020.0%5.7%30.0%6.7%0.0%6.7%3.3%271.4K-6.5M-22.9K0.1693.41N/AN/A61102,7332,325
2019-10-29$48.74$45.0021.0%6.0%26.8%8.3%20.8%5.5%1.6%272.5K-6.6M-23.3K0.0093.27N/AN/A1502,7942,335
2019-10-30$48.84$45.0020.1%5.8%22.7%6.9%25.0%4.5%3.1%304.1K-7.0M-22.2K0.09103.92N/AN/A285272,7932,335
2019-10-31$48.24$45.0020.3%5.8%23.5%7.2%18.4%5.8%2.9%294.6K-6.3M-23.3K0.0497.13N/AN/A247113,0762,348