UYG Options History — August 2022

In August 2022, UYG traded between $46.89 and $55.13. ATM implied volatility averaged 37.9%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 1.5% (HV 20d: 36.3%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.59.

Notable Days

  • 2022-08-31: Highest Volume — 385 contracts
  • 2022-08-26: Largest IV spike — 15.9% change
  • 2022-08-31: Highest IV Rank — 38.6%
  • 2022-08-31: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.76$46.89$55.13$49.31$46.89
Max Pain$49.35$45.00$50.00$45.00$50.00
ATM IV37.9%32.6%46.2%40.1%46.2%
Expected Move10.8%9.3%13.2%11.5%13.2%
HV 20d36.3%27.2%40.2%39.5%37.7%
HV 60d49.0%46.3%54.1%54.1%47.8%
IV Rank24.2%13.9%38.6%28.9%38.6%
IV Percentile41.6%17.9%73.8%52.4%73.8%
Term Structure0.9%-4.9%3.9%0.3%-2.4%
VWIV37.1%30.7%41.9%40.6%39.9%
Skew 25d8.6%3.0%11.9%9.1%9.0%
Skew 10d16.6%9.4%29.6%15.2%9.4%
Call IV 25d34.0%28.9%42.3%35.4%40.9%
Put IV 25d42.6%37.9%49.9%44.5%49.9%
Bid-Ask Spread %63.1123.5297.1487.1977.35
Gamma HHI0.220.130.430.170.13
Net GEX64.0K27.7K84.3K63.8K27.7K
Net DEX-1.4M-3.0M-135.7K-1.1M-135.7K
Net VEX-2.7K-3.9K-1.4K-2.3K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.004.670.320.48
Total Volume144.8266385349385
Total OI762.217598987598850

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$49.31$45.0040.1%11.5%39.5%28.9%40.6%9.1%0.3%63.8K-1.1M-2.3K0.3287.19N/AN/A2648552375
2022-08-02$48.41$45.0040.6%11.6%39.8%29.9%39.2%3.0%-1.4%65.1K-998.2K-2.3K0.3281.70N/AN/A2658552385
2022-08-03$49.41$45.0037.1%10.6%40.1%22.9%36.2%9.3%0.2%76.5K-1.1M-2.1K0.3290.13N/AN/A2628552585
2022-08-04$49.24$50.0035.4%10.8%40.0%19.6%35.4%11.9%-0.4%72.1K-1.1M-2.2K0.4565.24N/AN/A1888552785
2022-08-05$49.57$50.0038.3%10.4%39.9%25.3%33.8%10.9%2.7%80.8K-1.2M-2.1K0.4570.91N/AN/A1888552985
2022-08-08$49.76$50.0038.5%10.8%39.1%25.7%35.0%8.5%0.8%74.5K-1.3M-1.9K0.4545.59N/AN/A1888552985
2022-08-09$49.78$50.0037.4%10.7%38.3%23.5%0.0%9.4%0.0%76.7K-1.3M-1.8K0.0087.79N/AN/A60052985
2022-08-10$52.08$50.0032.6%9.3%40.2%13.9%30.7%8.2%3.9%76.7K-1.9M-1.6K0.0170.52N/AN/A92158685
2022-08-11$52.52$50.0033.5%9.6%37.2%15.7%38.6%10.8%2.8%55.9K-2.0M-1.6K0.0066.21N/AN/A14057485
2022-08-12$54.12$50.0034.1%9.8%34.5%17.0%33.6%7.9%2.4%33.7K-2.2M-1.4K0.1574.17N/AN/A2203457285
2022-08-15$54.66$50.0033.3%9.6%33.5%15.4%38.7%7.5%-4.9%62.3K-2.8M-2.8K0.0168.12N/AN/A1261777119
2022-08-16$55.13$50.0034.4%9.9%27.2%17.5%38.7%7.7%3.7%67.4K-3.0M-3.0K0.0175.18N/AN/A1531826120
2022-08-17$54.34$50.0035.0%10.0%28.4%18.7%34.4%7.8%3.5%81.1K-2.9M-3.4K0.0062.14N/AN/A300852120
2022-08-18$54.38$50.0033.1%9.5%28.5%14.9%34.2%7.9%3.1%84.3K-2.9M-3.5K0.1432.08N/AN/A142863120
2022-08-19$52.47$50.0035.8%10.3%32.0%20.3%36.5%8.6%1.9%79.5K-2.4M-3.3K0.1762.65N/AN/A18130866121
2022-08-22$50.10$50.0040.0%11.5%36.8%28.7%41.8%8.4%1.0%67.2K-826.7K-3.5K4.6723.52N/AN/A62866979
2022-08-23$49.70$50.0038.4%11.0%36.5%25.5%41.5%8.5%2.1%60.9K-672.5K-3.5K4.3332.08N/AN/A626669107
2022-08-24$50.23$50.0038.3%11.0%35.3%25.4%34.0%9.4%1.6%63.4K-702.2K-3.6K0.0036.08N/AN/A60670133
2022-08-25$51.36$50.0036.3%10.4%35.5%21.4%0.0%8.8%1.7%77.2K-956.6K-3.9K0.0066.75N/AN/A120676133
2022-08-26$48.73$50.0042.1%12.1%38.9%33.0%0.0%8.0%0.1%49.6K-497.4K-3.4K0.0052.90N/AN/A016688133
2022-08-29$47.98$50.0044.0%12.6%38.7%36.7%0.0%10.3%0.1%41.4K-325.6K-3.1K0.0026.04N/AN/A010688149
2022-08-30$47.34$50.0046.1%13.2%38.4%38.4%41.9%6.3%-1.3%34.3K-225.0K-3.0K0.0997.14N/AN/A111688158
2022-08-31$46.89$50.0046.2%13.2%37.7%38.6%39.9%9.0%-2.4%27.7K-135.7K-2.8K0.4877.35N/AN/A260125691159