UYG Options History — October 2022

In October 2022, UYG traded between $37.42 and $46.45. ATM implied volatility averaged 53.6%, placing in the 53.9% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 2.3% (HV 20d: 56.0%). Max pain ranged from $40.00 to $47.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2022-10-14: Highest Volume — 468 contracts
  • 2022-10-11: Largest IV spike — 20.7% change
  • 2022-10-11: Highest IV Rank — 86.9%
  • 2022-10-12: Largest Expected Move — 16.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.08$37.42$46.45$40.03$46.14
Max Pain$41.24$40.00$47.00$47.00$42.00
ATM IV53.6%46.9%69.4%54.4%47.3%
Expected Move15.1%13.4%16.4%15.6%13.6%
HV 20d56.0%48.6%59.8%52.7%55.3%
HV 60d46.7%43.2%49.3%43.9%49.3%
IV Rank53.9%38.4%86.9%55.7%39.3%
IV Percentile83.3%62.3%99.2%90.1%63.1%
Term Structure-2.8%-7.3%1.2%-3.5%-1.8%
VWIV51.0%46.5%54.7%46.5%48.9%
Skew 25d9.9%5.4%14.0%11.3%5.4%
Skew 10d17.6%10.3%23.8%23.3%10.3%
Call IV 25d48.3%43.0%52.4%49.4%44.9%
Put IV 25d58.2%49.8%64.4%60.7%50.3%
Bid-Ask Spread %46.7828.4579.6775.9628.95
Gamma HHI0.140.090.370.120.09
Net GEX12.1K17229.4K17227.9K
Net DEX-80.5K-934.1K291.8K195.6K-872.0K
Net VEX-1.9K-2.8K-1.4K-1.6K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.230.570.500.25
Total Volume422.238343468424403
Total OI934.2864271,1491,016583

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$40.03$47.0054.4%15.6%52.7%55.7%46.5%11.3%-3.5%172195.6K-1.6K0.5075.96N/AN/A282142854162
2022-10-04$42.35$47.0049.2%14.1%57.2%44.9%48.2%11.9%-1.7%6.6K23.5K-2.0K0.5465.39N/AN/A261140870167
2022-10-05$42.10$46.0051.5%14.8%54.9%49.7%47.9%10.0%-2.1%6.1K59.7K-2.0K0.5379.67N/AN/A275145883171
2022-10-06$40.60$40.0056.6%14.9%55.1%60.3%48.6%11.7%-1.0%6.2K119.8K-1.8K0.5655.81N/AN/A275155898171
2022-10-07$38.59$40.0055.1%15.7%54.8%57.2%51.0%12.1%-3.8%1.6K266.3K-1.6K0.5751.57N/AN/A271155898181
2022-10-10$38.26$40.0057.5%15.9%54.1%62.1%51.1%14.0%-5.0%745291.8K-1.4K0.5228.54N/AN/A301155899181
2022-10-11$37.42$40.0069.4%16.3%48.6%86.9%53.7%13.1%1.2%2.8K284.7K-1.4K0.5042.93N/AN/A308155900181
2022-10-12$37.67$40.0057.3%16.4%48.9%61.8%54.4%12.3%-6.4%5.0K274.9K-1.4K0.5228.45N/AN/A300155926181
2022-10-13$39.99$40.0056.8%16.3%54.9%60.7%54.7%10.8%-6.7%7.8K166.4K-1.7K0.5135.97N/AN/A305156927181
2022-10-14$38.47$41.0056.0%16.0%55.9%59.0%54.1%11.2%-3.6%6.9K248.2K-1.5K0.5048.58N/AN/A313155932186
2022-10-17$40.30$40.0054.6%15.7%58.9%56.2%53.5%11.2%-3.1%12.2K119.7K-1.6K0.5353.35N/AN/A294156943186
2022-10-18$41.46$40.0054.5%15.6%59.8%56.0%53.6%9.9%-1.4%14.4K-11.3K-1.9K0.5342.85N/AN/A294157960187
2022-10-19$40.15$41.0054.7%15.7%59.0%56.3%53.4%8.9%-1.9%18.3K115.9K-1.7K0.5448.64N/AN/A296159960189
2022-10-20$38.94$41.0055.8%16.0%59.4%58.7%51.8%7.6%-7.3%17.4K162.1K-1.6K0.5650.02N/AN/A282159962179
2022-10-21$40.71$41.0050.6%14.5%59.3%47.8%50.9%8.4%0.2%5.8K-167.1K-1.6K0.4446.78N/AN/A324143963138
2022-10-24$41.74$40.0052.9%15.2%58.8%52.6%52.3%8.8%-2.7%10.9K-217.8K-1.8K0.2552.47N/AN/A27568327100
2022-10-25$43.25$40.0047.8%13.7%59.1%41.7%48.4%8.1%-3.0%22.4K-496.8K-2.2K0.2434.96N/AN/A27968420101
2022-10-26$43.68$40.0048.5%13.9%57.4%43.1%50.5%8.0%-1.4%25.7K-626.1K-2.4K0.2330.37N/AN/A29268443101
2022-10-27$44.37$40.0049.1%14.1%54.8%43.2%49.8%7.0%-2.5%26.4K-693.5K-2.6K0.2430.24N/AN/A30271454105
2022-10-28$46.45$40.0046.9%13.4%56.5%38.4%48.2%6.8%-1.6%29.4K-934.1K-2.8K0.2350.78N/AN/A30370465105
2022-10-31$46.14$42.0047.3%13.6%55.3%39.3%48.9%5.4%-1.8%27.9K-872.0K-2.7K0.2528.95N/AN/A32380466117