UYG Options History — June 2022

In June 2022, UYG traded between $40.52 and $53.68. ATM implied volatility averaged 48.3%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 10.1% (HV 20d: 58.4%). Max pain ranged from $43.00 to $51.90. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.37.

Notable Days

  • 2022-06-14: Highest Volume — 983 contracts
  • 2022-06-13: Largest IV spike — 15.8% change
  • 2022-06-13: Highest IV Rank — 64.5%
  • 2022-06-13: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.34$40.52$53.68$52.96$43.10
Max Pain$45.85$43.00$51.90$51.90$43.00
ATM IV48.3%42.4%57.9%45.8%49.1%
Expected Move13.7%11.5%16.6%13.1%14.1%
HV 20d58.4%48.4%64.1%61.7%60.2%
HV 60d51.6%47.3%55.0%49.2%55.0%
IV Rank45.2%33.5%64.5%40.2%47.0%
IV Percentile82.1%71.0%95.2%81.0%81.7%
Term Structure-1.5%-4.2%1.1%-4.2%-0.8%
VWIV46.2%39.6%54.3%43.6%45.6%
Skew 25d10.3%5.7%12.9%8.7%12.3%
Skew 10d18.3%3.2%23.6%15.5%21.7%
Call IV 25d43.3%35.5%51.0%41.1%44.1%
Put IV 25d53.6%47.0%63.5%49.8%56.4%
Bid-Ask Spread %40.6618.2878.3078.3053.95
Gamma HHI0.190.100.380.360.14
Net GEX88.2K-20.1K301.7K215.3K31.7K
Net DEX-411.3K-2.3M1.1M-1.7M-189.0K
Net VEX-3.8K-6.9K-1.6K-6.6K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.170.630.290.20
Total Volume687.333468983752486
Total OI1,798.9051,0282,3961,9061,231

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$52.96$51.9045.8%13.1%61.7%40.2%43.6%8.7%-4.2%215.3K-1.7M-6.6K0.2978.30N/AN/A5811711,587319
2022-06-02$53.68$50.0042.4%11.5%58.6%33.5%39.6%11.4%-0.5%260.2K-2.3M-6.9K0.3818.28N/AN/A4561711,636298
2022-06-03$52.54$50.0043.2%11.8%53.7%35.1%40.0%11.5%-2.0%232.3K-1.7M-6.3K0.3718.32N/AN/A4651711,683298
2022-06-06$52.70$50.0046.6%12.2%53.6%42.0%44.5%11.8%-2.3%252.2K-1.9M-6.3K0.5323.36N/AN/A5372851,696298
2022-06-07$53.59$48.0044.2%11.6%48.4%37.1%45.4%11.5%-1.0%301.7K-2.3M-6.9K0.6122.10N/AN/A4752911,781412
2022-06-08$51.89$48.0042.4%12.2%48.8%33.6%46.0%11.1%1.1%218.2K-1.3M-5.8K0.6019.71N/AN/A4822911,786403
2022-06-09$49.57$48.0045.4%13.0%51.8%39.4%48.9%10.7%-2.1%107.4K-341.6K-4.3K0.6321.24N/AN/A4592871,794403
2022-06-10$46.26$48.0050.0%14.3%57.1%48.7%50.6%10.4%0.4%2.0K551.7K-2.8K0.5931.05N/AN/A5042951,790403
2022-06-13$42.40$48.0057.9%16.6%61.3%64.5%54.3%12.9%-2.3%-20.1K1.0M-2.0K0.4746.41N/AN/A6312951,777403
2022-06-14$41.94$44.0053.3%15.3%61.2%55.3%48.6%12.5%-0.2%-13.4K980.5K-2.0K0.4329.33N/AN/A6882951,890392
2022-06-15$43.35$44.0050.4%14.4%59.6%49.4%47.9%5.7%-4.0%-6.5K754.5K-2.4K0.5154.70N/AN/A5832951,997392
2022-06-16$40.52$44.0054.8%15.7%60.8%58.3%52.1%10.5%-4.2%-6.2K1.1M-1.6K0.5458.58N/AN/A5492952,013383
2022-06-17$41.15$44.0052.3%15.0%61.4%53.4%48.9%11.3%-1.3%3.0K1.1M-1.7K0.3856.10N/AN/A6232392,013382
2022-06-21$42.69$44.0049.5%14.2%63.3%47.6%45.3%10.0%-0.9%9.6K121.8K-2.2K0.1854.72N/AN/A43981816212
2022-06-22$42.74$43.0049.4%14.2%58.6%47.6%45.3%9.4%-1.4%23.2K-33.1K-2.8K0.1725.77N/AN/A48581947212
2022-06-23$42.74$43.0049.6%14.2%58.6%48.0%46.3%10.5%-1.0%31.7K-179.0K-3.0K0.1942.38N/AN/A430811,019199
2022-06-24$45.76$43.0045.5%13.0%64.1%39.7%43.9%10.1%-1.4%61.4K-769.3K-3.7K0.2040.59N/AN/A402811,021199
2022-06-27$45.32$43.0046.5%13.3%61.9%41.6%45.3%6.4%-1.6%61.1K-718.9K-3.4K0.1960.59N/AN/A431811,029199
2022-06-28$44.37$43.0047.4%13.6%60.5%43.6%44.5%8.5%-0.7%47.8K-473.9K-3.1K0.2137.17N/AN/A387811,032199
2022-06-29$43.85$43.0047.6%13.7%60.3%44.0%44.2%8.1%-0.9%40.2K-333.4K-2.9K0.2161.17N/AN/A393811,034199
2022-06-30$43.10$43.0049.1%14.1%60.2%47.0%45.6%12.3%-0.8%31.7K-189.0K-2.6K0.2053.95N/AN/A405811,032199