UYG Options History — April 2022

In April 2022, UYG traded between $53.76 and $63.12. ATM implied volatility averaged 44.1%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 9.8% (HV 20d: 34.3%). Max pain ranged from $56.00 to $60.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.49.

Notable Days

  • 2022-04-26: Highest Volume — 680 contracts
  • 2022-04-11: Largest IV spike — 39.1% change
  • 2022-04-12: Highest IV Rank — 76.2%
  • 2022-04-29: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.00$53.76$63.12$63.05$53.76
Max Pain$57.60$56.00$60.00$56.00$59.00
ATM IV44.1%34.8%63.7%37.9%51.6%
Expected Move12.0%10.0%14.8%11.1%14.8%
HV 20d34.3%28.1%45.5%45.5%40.4%
HV 60d43.8%43.0%45.8%44.1%45.8%
IV Rank36.9%18.3%76.2%24.5%51.8%
IV Percentile81.4%54.0%98.8%72.6%94.0%
Term Structure0.0%-3.1%3.9%0.8%-3.1%
VWIV40.0%26.3%50.7%35.1%45.0%
Skew 25d11.9%8.7%14.7%8.7%13.1%
Skew 10d24.0%11.7%41.7%15.5%11.7%
Call IV 25d36.0%30.0%44.8%34.0%44.8%
Put IV 25d47.9%40.3%57.9%42.7%57.9%
Bid-Ask Spread %52.2822.3774.7822.3768.98
Gamma HHI0.150.070.350.080.35
Net GEX50.7K-37.0K130.0K130.0K-37.0K
Net DEX-159.3K-1.3M1.4M-1.3M1.4M
Net VEX-5.4K-7.4K-3.9K-5.6K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.000.900.200.24
Total Volume533.9580680424557
Total OI1,257.658591,4731,1041,473

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$63.05$56.0037.9%11.1%45.5%24.5%35.1%8.7%0.8%130.0K-1.3M-5.6K0.2022.37N/AN/A35470952152
2022-04-04$63.12$56.0036.9%10.8%40.2%22.4%34.0%10.8%0.6%129.8K-1.2M-5.2K0.2027.72N/AN/A35170964154
2022-04-05$62.26$56.0043.6%11.0%40.5%35.8%32.5%10.4%1.0%114.8K-1.1M-4.8K0.2034.47N/AN/A35270963154
2022-04-06$61.58$56.0043.9%11.4%34.7%36.6%36.2%11.5%1.2%105.7K-841.6K-4.4K0.2357.07N/AN/A33075967154
2022-04-07$61.48$56.0043.2%11.7%32.8%35.1%26.3%9.3%-1.6%100.0K-717.5K-4.2K0.2370.95N/AN/A33175985159
2022-04-08$62.25$56.0039.9%11.2%32.7%28.5%32.7%10.7%3.9%115.9K-851.7K-3.9K0.2252.27N/AN/A33675984161
2022-04-11$61.27$56.0055.5%11.9%33.5%59.6%33.1%11.6%-0.4%102.7K-818.6K-4.0K0.2062.16N/AN/A38376989161
2022-04-12$59.77$56.0063.7%12.3%33.7%76.2%45.6%9.2%1.1%62.2K-234.6K-5.0K0.7963.67N/AN/A3742961,004362
2022-04-13$60.45$56.0040.8%11.7%30.9%30.3%44.3%12.6%0.0%54.9K-97.6K-4.9K0.9060.74N/AN/A3393041,013384
2022-04-14$59.87$60.0039.8%11.4%28.8%28.3%42.4%12.4%1.7%31.4K10.4K-4.9K0.8966.87N/AN/A3403041,015393
2022-04-18$59.39$58.0040.8%11.7%28.1%30.3%41.0%12.3%3.0%10.9K181.2K-4.5K0.6954.47N/AN/A385267524335
2022-04-19$61.78$58.0035.6%10.2%31.5%19.9%39.7%11.3%0.4%30.9K-218.5K-6.5K0.6637.66N/AN/A406269656547
2022-04-20$63.12$59.0034.8%10.0%30.2%18.3%39.7%10.3%1.3%65.4K-776.6K-7.4K0.7344.80N/AN/A368269762549
2022-04-21$61.39$59.0039.3%11.3%30.4%27.4%42.9%11.6%-0.2%43.8K-318.7K-7.3K0.7652.68N/AN/A368279784549
2022-04-22$58.64$59.0043.6%12.5%34.3%35.9%45.6%13.8%0.1%10.1K376.2K-6.8K0.7248.17N/AN/A374271784559
2022-04-25$58.13$59.0044.9%12.9%33.1%38.5%47.7%14.3%-1.2%-1.3K575.6K-6.3K0.8145.12N/AN/A362293782565
2022-04-26$55.53$59.0050.6%14.5%35.9%50.0%50.7%14.4%-3.1%-29.7K1.2M-5.5K0.8149.62N/AN/A375305772587
2022-04-27$55.78$59.0049.8%14.3%33.1%48.2%42.2%14.1%-3.1%-27.4K1.1M-5.7K0.0050.96N/AN/A800787603
2022-04-28$57.34$59.0045.6%13.1%34.8%39.9%44.2%14.7%-1.7%471530.4K-6.6K0.2574.78N/AN/A437109862603
2022-04-29$53.76$59.0051.6%14.8%40.4%51.8%45.0%13.1%-3.1%-37.0K1.4M-5.4K0.2468.98N/AN/A448109864609