UYG Options History — June 2021

In June 2021, UYG traded between $58.56 and $65.53. ATM implied volatility averaged 31.7%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 6.0% (HV 20d: 25.8%). Max pain ranged from $44.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.17.

Notable Days

  • 2021-06-02: Highest Volume — 4,451 contracts
  • 2021-06-09: Largest IV spike — 15.6% change
  • 2021-06-18: Highest IV Rank — 14.9%
  • 2021-06-18: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.95$58.56$65.53$64.50$61.73
Max Pain$53.23$44.00$55.00$44.00$55.00
ATM IV31.7%28.3%38.1%30.0%29.5%
Expected Move9.3%8.5%10.9%8.6%8.5%
HV 20d25.8%19.5%30.3%30.3%27.1%
HV 60d25.7%24.3%26.9%26.4%26.6%
IV Rank6.2%1.6%14.9%3.8%3.2%
IV Percentile10.2%1.2%27.8%4.0%4.4%
Term Structure1.3%-0.8%3.5%3.3%2.0%
VWIV34.3%25.4%39.3%32.7%25.4%
Skew 25d4.0%2.6%5.8%3.8%3.3%
Skew 10d8.0%1.5%12.4%1.5%8.6%
Call IV 25d31.5%28.6%37.4%29.8%29.2%
Put IV 25d35.5%32.5%42.2%33.6%32.5%
Bid-Ask Spread %35.0321.8093.9061.3745.39
Gamma HHI0.220.170.260.180.20
Net GEX579.7K134.8K817.8K134.8K534.3K
Net DEX-25.6M-36.6M-13.3M-29.8M-14.0M
Net VEX-26.5K-33.3K-10.6K-10.6K-19.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.010.660.080.66
Total Volume699.6361064,451184106
Total OI6,135.7734,2617,6065,5044,437

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$64.50$44.0030.0%8.6%30.3%3.8%32.7%3.8%3.3%134.8K-29.8M-10.6K0.0861.37N/AN/A171135,016488
2021-06-02$65.05$44.0029.9%8.6%30.3%3.7%31.1%4.9%3.5%134.8K-29.9M-11.3K0.0293.90N/AN/A4,3461054,989494
2021-06-03$65.23$53.0030.5%9.6%30.2%4.6%38.9%5.6%1.2%473.0K-32.0M-28.0K0.0421.80N/AN/A1,859665,952570
2021-06-04$65.53$53.0028.3%9.1%29.7%1.6%36.9%5.8%2.4%607.1K-36.0M-33.1K0.0123.74N/AN/A41456,705610
2021-06-07$65.16$53.0029.2%9.2%29.4%2.8%35.4%4.7%1.7%641.6K-35.9M-32.5K0.1523.94N/AN/A236366,789613
2021-06-08$65.38$53.0029.3%9.2%29.4%2.9%35.9%4.7%1.2%669.8K-36.6M-33.3K0.1222.54N/AN/A272326,892630
2021-06-09$64.48$53.0033.9%9.7%26.0%9.2%35.6%4.0%0.2%682.0K-35.2M-33.3K0.1422.39N/AN/A118166,879646
2021-06-10$63.77$53.0032.0%9.2%23.9%6.6%33.6%3.3%0.9%716.4K-34.2M-32.9K0.0927.11N/AN/A277266,876651
2021-06-11$63.92$53.0030.5%8.7%20.2%4.5%33.1%3.3%1.1%745.8K-34.7M-30.9K0.0432.51N/AN/A289116,911669
2021-06-14$63.08$53.0032.9%9.4%19.5%7.8%34.6%4.4%0.3%817.8K-32.5M-32.9K0.3132.15N/AN/A238746,932674
2021-06-15$63.56$55.0032.2%9.2%19.7%6.8%35.5%2.9%0.3%766.4K-33.2M-30.1K0.0525.44N/AN/A19596,821732
2021-06-16$63.15$55.0032.9%9.4%19.5%7.8%35.3%2.6%-0.6%776.8K-32.3M-30.8K0.2844.68N/AN/A169486,820737
2021-06-17$60.72$54.0034.1%9.8%21.7%9.4%35.8%4.4%1.5%808.5K-27.4M-32.7K0.0651.40N/AN/A473296,803699
2021-06-18$58.56$55.0038.1%10.9%23.8%14.9%39.3%4.8%-0.8%734.3K-20.9M-32.8K0.0931.80N/AN/A2,7992516,535719
2021-06-21$60.47$55.0033.5%9.6%26.6%8.6%35.9%3.4%2.0%509.6K-13.3M-24.6K0.1031.93N/AN/A402393,790583
2021-06-22$60.92$55.0033.1%9.5%26.0%8.0%34.7%3.2%1.8%481.2K-13.3M-24.1K0.1530.67N/AN/A285423,663598
2021-06-23$61.12$55.0032.5%9.3%25.6%7.2%33.8%3.9%1.8%496.2K-13.6M-23.3K0.5634.92N/AN/A4292423,704634
2021-06-24$61.80$55.0032.1%9.2%26.0%6.7%32.9%4.2%1.3%491.3K-14.2M-23.3K0.0734.95N/AN/A10673,707659
2021-06-25$63.14$55.0029.8%8.5%26.9%3.5%29.5%4.5%2.0%478.0K-16.0M-21.5K0.1829.31N/AN/A145263,720663
2021-06-28$61.80$55.0031.8%9.1%27.7%6.3%34.4%3.5%0.4%523.2K-14.8M-21.0K0.0222.83N/AN/A13433,819652
2021-06-29$61.74$55.0031.8%9.1%27.3%6.2%34.3%2.7%1.2%530.1K-14.4M-21.0K0.4725.85N/AN/A5792703,831675
2021-06-30$61.73$55.0029.5%8.5%27.1%3.2%25.4%3.3%2.0%534.3K-14.0M-19.3K0.6645.39N/AN/A64423,753684