UYG Options History — July 2022

In July 2022, UYG traded between $41.87 and $50.29. ATM implied volatility averaged 44.8%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 4.6% (HV 20d: 49.4%). Max pain ranged from $32.00 to $44.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.26.

Notable Days

  • 2022-07-15: Highest Volume — 563 contracts
  • 2022-07-11: Largest IV spike — 28.2% change
  • 2022-07-12: Highest IV Rank — 64.4%
  • 2022-07-14: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.58$41.87$50.29$44.61$50.29
Max Pain$38.35$32.00$44.00$43.00$44.00
ATM IV44.8%30.9%57.8%44.4%30.9%
Expected Move12.5%8.8%14.7%12.7%8.8%
HV 20d49.4%39.3%61.9%61.7%39.7%
HV 60d56.0%55.0%57.7%55.6%55.1%
IV Rank38.3%10.5%64.4%37.4%10.5%
IV Percentile66.4%10.7%94.8%70.2%10.7%
Term Structure-2.2%-8.4%1.7%1.7%-4.1%
VWIV42.3%33.5%47.4%41.8%33.5%
Skew 25d11.8%6.4%17.2%15.3%6.4%
Skew 10d21.4%13.4%28.7%17.6%13.4%
Call IV 25d38.5%29.8%44.8%34.5%29.8%
Put IV 25d50.3%36.2%59.8%49.8%36.2%
Bid-Ask Spread %44.4727.6392.2050.4492.20
Gamma HHI0.190.140.580.140.17
Net GEX44.3K-16.9K76.1K46.5K76.1K
Net DEX-524.2K-1.3M338.7K-419.2K-1.3M
Net VEX-2.1K-2.6K-1.2K-2.6K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.210.310.210.30
Total Volume408.4325563487342
Total OI906.14071,2891,230593

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$44.61$43.0044.4%12.7%61.7%37.4%41.8%15.3%1.7%46.5K-419.2K-2.6K0.2150.44N/AN/A404831,031199
2022-07-05$43.95$32.0051.6%13.8%61.6%51.9%47.4%13.0%-3.1%37.1K-283.0K-2.3K0.2528.00N/AN/A381951,032201
2022-07-06$44.50$32.0049.5%13.7%61.9%47.7%46.6%12.3%-3.4%43.8K-406.5K-2.4K0.2627.63N/AN/A367951,040213
2022-07-07$45.21$32.0045.8%13.0%61.9%40.3%44.6%11.8%-6.4%55.6K-572.7K-2.4K0.2643.73N/AN/A362951,043213
2022-07-08$45.04$32.0043.0%12.4%61.2%34.8%42.7%10.6%0.2%57.2K-556.3K-2.2K0.2528.72N/AN/A373951,050213
2022-07-11$44.30$32.0055.2%13.2%59.7%59.0%45.0%11.2%-1.2%37.2K-311.5K-1.9K0.2538.71N/AN/A373951,058213
2022-07-12$43.59$32.0057.8%13.8%55.0%64.4%46.4%11.4%-3.1%26.6K-195.6K-1.7K0.2530.92N/AN/A377951,058213
2022-07-13$43.21$32.0049.2%14.1%45.2%47.2%46.8%11.3%-3.8%16.0K-77.1K-1.5K0.2732.10N/AN/A3771011,063213
2022-07-14$41.87$32.0051.2%14.7%46.5%51.1%46.9%15.0%0.4%-16.9K338.7K-1.2K0.2650.55N/AN/A3871021,063212
2022-07-15$44.15$41.0043.8%12.6%48.9%36.3%41.4%11.1%-8.4%69.7K-324.7K-1.2K0.2253.78N/AN/A4611021,076213
2022-07-18$43.61$41.0045.1%12.9%42.1%38.9%41.7%10.9%-6.1%19.8K-262.6K-1.5K0.2538.12N/AN/A2756834958
2022-07-19$46.48$41.0043.1%12.4%47.1%35.0%40.3%11.9%-2.8%44.5K-648.0K-2.3K0.2656.85N/AN/A2636846958
2022-07-20$46.82$41.0041.3%11.8%45.7%31.2%39.5%11.7%-0.4%49.5K-736.8K-2.5K0.2739.40N/AN/A2637149158
2022-07-21$47.03$43.0040.0%11.5%45.7%28.8%38.6%10.3%-0.0%51.8K-757.9K-2.5K0.2739.09N/AN/A2607149461
2022-07-22$46.69$43.0039.8%11.4%45.8%28.3%38.9%10.6%0.2%51.6K-711.4K-2.5K0.2845.27N/AN/A2547150761
2022-07-25$47.17$43.0042.1%12.1%39.3%33.0%40.7%10.1%-1.3%52.9K-791.0K-2.4K0.2837.75N/AN/A2557150861
2022-07-26$46.46$43.0044.8%12.8%39.5%38.3%41.9%10.2%-1.5%49.9K-675.2K-2.3K0.2836.02N/AN/A2567250561
2022-07-27$47.84$44.0039.0%11.2%39.8%26.8%42.0%17.2%0.1%55.8K-803.5K-2.4K0.3170.22N/AN/A2628250672
2022-07-28$48.78$44.0038.3%11.0%39.7%25.4%39.7%12.6%-0.4%60.6K-1.0M-2.4K0.3149.81N/AN/A2628252172
2022-07-29$50.29$44.0030.9%8.8%39.7%10.5%33.5%6.4%-4.1%76.1K-1.3M-2.2K0.3092.20N/AN/A2647852172