UYG Options History — October 2021

In October 2021, UYG traded between $64.54 and $74.17. ATM implied volatility averaged 33.1%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 1.8% (HV 20d: 31.3%). Max pain ranged from $60.00 to $66.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.06.

Notable Days

  • 2021-10-27: Highest Volume — 1,190 contracts
  • 2021-10-13: Largest IV drop — 24.7% change
  • 2021-10-12: Highest IV Rank — 45.6%
  • 2021-10-04: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.21$64.54$74.17$65.61$71.61
Max Pain$64.67$60.00$66.00$65.00$60.00
ATM IV33.1%27.6%45.3%37.8%28.9%
Expected Move9.3%7.9%11.3%10.8%8.3%
HV 20d31.3%25.6%34.7%33.1%27.6%
HV 60d27.6%24.9%31.8%31.8%27.3%
IV Rank17.2%4.6%45.6%28.1%7.5%
IV Percentile27.5%1.6%88.5%50.0%4.8%
Term Structure1.5%-1.0%6.4%-0.2%3.7%
VWIV33.9%29.5%44.4%38.7%31.0%
Skew 25d6.9%3.3%12.0%6.8%5.6%
Skew 10d16.2%6.4%28.1%15.1%8.4%
Call IV 25d30.4%26.3%35.7%35.3%27.2%
Put IV 25d37.3%30.6%47.7%42.1%32.7%
Bid-Ask Spread %32.4212.9170.5027.0638.79
Gamma HHI0.260.100.680.290.17
Net GEX394.3K97.5K991.2K416.5K218.9K
Net DEX-10.0M-16.8M-5.9M-7.8M-12.7M
Net VEX-21.2K-25.2K-17.4K-24.2K-18.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.0613.220.580.78
Total Volume481.524301,19030626
Total OI3,990.3812,8575,0003,8414,003

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$65.61$65.0037.8%10.8%33.1%28.1%38.7%6.8%-0.2%416.5K-7.8M-24.2K0.5827.06N/AN/A19112,7521,089
2021-10-04$64.54$65.0041.3%11.3%33.5%36.2%44.4%12.0%-1.0%388.0K-5.9M-22.6K13.2215.18N/AN/A324232,7471,105
2021-10-05$66.06$65.0036.4%10.6%34.3%24.8%38.7%10.6%-0.0%512.2K-8.3M-22.0K1.0912.91N/AN/A1311432,7581,116
2021-10-06$66.05$65.0041.0%11.0%34.3%35.5%38.5%11.9%-0.7%422.5K-7.3M-25.1K0.1815.02N/AN/A189342,7671,537
2021-10-07$67.06$65.0035.7%10.5%34.7%23.2%35.3%8.3%6.4%457.0K-9.7M-25.2K0.6430.32N/AN/A70452,8801,656
2021-10-08$67.56$65.0033.4%10.0%33.8%17.8%34.2%9.3%-0.1%538.4K-10.8M-25.1K0.0723.53N/AN/A8462,9701,686
2021-10-11$66.41$65.0039.6%10.4%34.2%32.4%35.7%9.5%0.2%646.2K-9.0M-23.5K0.7122.65N/AN/A87622,9911,682
2021-10-12$66.14$65.0045.3%10.6%33.3%45.6%37.6%9.1%-0.3%661.8K-9.0M-23.1K0.1523.53N/AN/A192283,0521,683
2021-10-13$65.94$65.0034.1%9.8%32.5%19.6%34.4%9.6%0.2%855.5K-8.2M-22.4K0.1620.17N/AN/A199323,1051,728
2021-10-14$67.87$65.0031.1%8.9%34.0%12.6%32.3%7.0%0.2%600.5K-13.8M-20.5K0.0626.92N/AN/A994613,1841,746
2021-10-15$69.87$65.0030.2%8.7%34.6%10.5%30.0%5.5%1.6%991.2K-16.8M-19.3K0.1732.33N/AN/A286483,2391,761
2021-10-18$69.92$65.0029.7%8.5%29.6%9.5%30.5%5.6%1.9%97.5K-7.5M-18.8K0.5523.38N/AN/A2421331,7641,093
2021-10-19$70.86$65.0029.0%8.3%29.6%7.9%30.1%5.0%2.9%134.5K-8.7M-18.4K0.4439.20N/AN/A54241,8921,094
2021-10-20$71.97$65.0029.6%8.5%29.1%9.1%33.5%4.2%2.7%167.2K-9.7M-20.7K0.7031.48N/AN/A3562482,1191,224
2021-10-21$71.77$65.0028.5%8.2%27.3%6.7%30.6%4.0%3.7%177.9K-9.8M-21.0K0.4449.68N/AN/A5802572,1741,257
2021-10-22$73.61$65.0027.6%7.9%28.3%4.6%30.1%4.8%2.0%192.4K-11.2M-19.9K0.4547.80N/AN/A5832632,2151,280
2021-10-25$73.74$66.0028.1%8.1%28.3%5.7%30.7%3.7%1.2%202.7K-11.3M-19.1K0.4536.57N/AN/A5842612,2191,292
2021-10-26$74.17$66.0028.0%8.0%25.6%5.4%29.8%3.3%1.7%208.9K-11.4M-17.4K0.4559.67N/AN/A6112752,1681,304
2021-10-27$71.05$66.0029.6%8.5%31.0%9.3%35.5%4.5%1.6%174.4K-8.8M-19.7K0.3034.15N/AN/A9172732,2031,321
2021-10-28$71.62$60.0029.7%8.5%28.8%9.3%29.5%4.8%3.1%216.4K-12.4M-18.9K0.7070.50N/AN/A3822672,6381,304
2021-10-29$71.61$60.0028.9%8.3%27.6%7.5%31.0%5.6%3.7%218.9K-12.7M-18.8K0.7838.79N/AN/A3522742,6971,306