UYG Options History — February 2023 In February 2023, UYG traded between $49.12 and $54.23. ATM implied volatility averaged 33.5%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 7.0% (HV 20d: 26.5%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 2.31.
Notable Days 2023-02-21 : Highest Volume — 267 contracts2023-02-02 : Largest IV drop — 37.8% change2023-02-01 : Highest IV Rank — 41.2%2023-02-01 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $51.98 $49.12 $54.23 $53.94 $49.67 Max Pain $48.95 $45.00 $50.00 $50.00 $50.00 ATM IV 33.5% 29.1% 49.1% 49.1% 31.4% Expected Move 9.5% 8.3% 14.1% 14.1% 9.0% HV 20d 26.5% 22.6% 31.7% 31.7% 25.0% HV 60d 34.3% 31.2% 40.0% 40.0% 31.2% IV Rank 8.0% 0.0% 41.2% 41.2% 4.9% IV Percentile 9.6% 0.0% 67.1% 67.1% 4.0% Term Structure -0.3% -17.8% 3.3% -17.8% 1.3% VWIV 31.0% 22.4% 38.2% 31.7% 28.7% Skew 25d 7.5% -4.9% 10.3% -4.9% 6.3% Skew 10d 17.5% 12.5% 25.6% 25.6% 12.5% Call IV 25d 30.3% 26.4% 55.8% 55.8% 29.7% Put IV 25d 37.7% 33.1% 50.9% 50.9% 36.0% Bid-Ask Spread % 44.58 19.51 99.77 99.77 34.38 Gamma HHI 0.34 0.25 0.48 0.39 0.48 Net GEX 72.0K -69.3K 168.1K 130.0K -69.3K Net DEX -2.0M -4.1M 640.9K -3.2M 531.5K Net VEX -5.9K -8.2K -4.0K -8.2K -4.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.31 0.00 25.25 1.43 0.00 Total Volume 43.368 0 267 51 2 Total OI 1,853.105 1,139 2,197 1,886 1,393
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $53.94 $50.00 49.1% 14.1% 31.7% 41.2% 31.7% -4.9% -17.8% 130.0K -3.2M -8.2K 1.43 99.77 N/A N/A 21 30 1,202 684 2023-02-02 $53.63 $45.00 30.5% 8.8% 31.3% 0.0% 33.6% 8.9% 1.0% 140.9K -3.4M -7.7K 0.11 34.81 N/A N/A 45 5 1,223 714 2023-02-03 $53.05 $45.00 31.1% 8.8% 31.1% 1.3% 30.5% 8.3% 0.2% 145.5K -3.2M -7.7K 0.00 65.44 N/A N/A 6 0 1,244 718 2023-02-06 $53.15 $45.00 33.3% 9.1% 25.8% 6.1% 0.0% 8.4% 0.2% 146.1K -3.1M -7.1K 0.00 34.67 N/A N/A 0 7 1,249 718 2023-02-07 $54.23 $45.00 32.2% 8.6% 26.1% 3.7% 33.4% 6.0% 1.8% 168.1K -4.1M -5.5K 25.25 42.68 N/A N/A 8 202 1,249 711 2023-02-08 $53.52 $50.00 31.0% 8.9% 26.9% 1.2% 0.0% 7.4% 1.2% 128.8K -3.4M -7.6K 0.00 37.99 N/A N/A 16 0 1,257 911 2023-02-09 $52.39 $50.00 33.9% 9.7% 26.9% 7.4% 31.0% 9.6% 0.3% 99.7K -2.4M -7.9K 0.00 30.87 N/A N/A 4 0 1,256 911 2023-02-10 $52.50 $50.00 34.2% 9.8% 26.7% 8.2% 0.0% 8.8% 0.3% 104.9K -2.4M -7.6K 0.00 35.68 N/A N/A 0 0 1,258 913 2023-02-13 $53.51 $50.00 33.7% 9.6% 27.2% 6.9% 38.2% 9.2% 0.9% 129.5K -3.3M -6.6K 0.00 35.07 N/A N/A 2 0 1,258 913 2023-02-14 $53.26 $50.00 31.3% 9.0% 27.0% 1.7% 27.3% 7.6% 1.6% 133.1K -3.5M -5.5K 0.00 61.55 N/A N/A 5 0 1,258 913 2023-02-15 $53.09 $50.00 29.1% 8.3% 23.3% 0.0% 22.4% 7.1% 3.3% 120.4K -3.5M -5.2K 0.00 36.21 N/A N/A 14 0 1,263 913 2023-02-16 $52.20 $50.00 30.7% 8.8% 23.4% 3.4% 30.0% 8.0% 0.4% 84.7K -3.1M -4.7K 0.48 38.87 N/A N/A 50 24 1,265 913 2023-02-17 $51.88 $50.00 30.3% 8.7% 22.6% 2.5% 30.1% 8.3% 1.4% 95.0K -2.9M -4.5K 0.29 34.89 N/A N/A 72 21 1,285 912 2023-02-21 $50.03 $50.00 36.5% 10.5% 25.3% 15.9% 36.7% 10.3% -1.3% 12.3K -94.5K -4.0K 7.09 19.51 N/A N/A 33 234 655 484 2023-02-22 $49.12 $50.00 36.5% 10.5% 26.0% 15.9% 29.2% 9.0% -1.7% -42.5K 588.1K -4.8K 0.06 39.63 N/A N/A 17 1 685 704 2023-02-23 $49.79 $50.00 33.2% 9.5% 26.2% 8.8% 0.0% 8.2% 0.2% -43.4K 399.0K -5.0K 0.00 66.47 N/A N/A 0 0 687 705 2023-02-24 $49.19 $50.00 34.1% 9.8% 26.2% 10.8% 28.7% 8.1% 1.5% -51.6K 602.5K -4.6K 0.00 27.12 N/A N/A 5 0 687 705 2023-02-27 $49.38 $50.00 34.4% 9.8% 25.2% 11.3% 0.0% 7.1% -0.5% -63.6K 640.9K -4.2K 0.00 71.32 N/A N/A 0 0 688 705 2023-02-28 $49.67 $50.00 31.4% 9.0% 25.0% 4.9% 0.0% 6.3% 1.3% -69.3K 531.5K -4.1K 0.00 34.38 N/A N/A 2 0 688 705
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