UYG Options History — April 2023 In April 2023, UYG traded between $41.27 and $45.50. ATM implied volatility averaged 39.3%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 0.6% (HV 20d: 38.6%). Max pain ranged from $35.00 to $44.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 2.14.
Notable Days 2023-04-17 : Highest Volume — 60 contracts2023-04-25 : Largest IV spike — 21.9% change2023-04-11 : Highest IV Rank — 24.6%2023-04-04 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $43.37 $41.27 $45.50 $42.39 $44.46 Max Pain $36.79 $35.00 $44.00 $36.00 $44.00 ATM IV 39.3% 32.2% 46.2% 42.5% 33.7% Expected Move 11.1% 9.2% 13.2% 12.2% 9.7% HV 20d 38.6% 24.8% 57.1% 57.1% 29.1% HV 60d 39.2% 38.5% 40.8% 40.8% 39.6% IV Rank 14.7% 4.5% 24.6% 19.3% 6.6% IV Percentile 31.7% 6.7% 59.1% 42.9% 13.1% Term Structure -0.6% -3.9% 1.0% 0.5% 0.6% VWIV 38.1% 31.5% 50.3% 50.3% 35.9% Skew 25d 10.0% 7.0% 21.5% 9.0% 7.2% Skew 10d 21.6% 10.2% 54.2% 16.6% 16.9% Call IV 25d 33.8% 20.9% 42.1% 37.4% 34.3% Put IV 25d 43.7% 36.2% 50.3% 46.4% 41.5% Bid-Ask Spread % 59.85 33.58 106.19 56.30 104.61 Gamma HHI 0.25 0.19 0.37 0.20 0.27 Net GEX 81.6K 45.0K 132.6K 55.0K 95.1K Net DEX -1.7M -2.6M -1.0M -1.5M -1.4M Net VEX -6.5K -7.4K -5.5K -7.4K -5.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.14 0.00 40.00 0.00 0.00 Total Volume 20.632 1 60 7 3 Total OI 1,421.368 1,161 1,563 1,463 1,209
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 2023-04-03 $42.39 $36.00 42.5% 12.2% 57.1% 19.3% 50.3% 9.0% 0.5% 55.0K -1.5M -7.4K 0.00 56.30 N/A N/A 7 0 1,050 413 2023-04-04 $41.27 $36.00 46.0% 13.2% 55.8% 24.3% 0.0% 9.4% -0.9% 45.0K -1.2M -7.0K 0.00 44.27 N/A N/A 6 0 1,055 413 2023-04-05 $41.38 $36.00 45.9% 13.2% 56.0% 24.2% 0.0% 7.0% -1.5% 46.0K -1.2M -7.1K 0.00 74.82 N/A N/A 2 0 1,061 413 2023-04-06 $41.62 $35.00 45.3% 12.4% 50.7% 23.3% 46.5% 11.7% -2.0% 48.7K -1.3M -7.0K 0.00 36.30 N/A N/A 21 0 1,060 413 2023-04-10 $41.76 $35.00 45.6% 12.5% 46.9% 23.7% 45.2% 11.3% -3.0% 52.7K -1.3M -6.8K 0.00 36.72 N/A N/A 12 0 1,078 413 2023-04-11 $42.76 $35.00 46.2% 12.1% 45.3% 24.6% 41.8% 10.6% -1.1% 62.1K -1.6M -7.0K 0.45 35.62 N/A N/A 22 10 1,075 413 2023-04-12 $42.45 $35.00 43.5% 12.5% 44.9% 20.7% 39.4% 10.8% -0.7% 60.5K -1.5M -6.8K 0.10 42.49 N/A N/A 21 2 1,085 411 2023-04-13 $43.14 $35.00 42.5% 12.2% 42.6% 19.2% 37.0% 10.5% -1.6% 65.3K -1.7M -6.9K 0.00 33.58 N/A N/A 34 0 1,074 409 2023-04-14 $44.05 $35.00 37.8% 10.8% 41.6% 12.5% 42.2% 8.5% -0.0% 89.6K -2.0M -6.7K 0.00 53.29 N/A N/A 31 0 1,104 409 2023-04-17 $44.64 $35.00 34.4% 9.9% 36.0% 7.7% 32.2% 9.8% 0.5% 103.6K -2.2M -6.4K 0.00 51.97 N/A N/A 60 0 1,100 409 2023-04-18 $45.44 $35.00 33.2% 9.5% 36.0% 5.8% 34.9% 8.8% 0.5% 116.2K -2.6M -6.6K 0.00 54.99 N/A N/A 31 0 1,151 409 2023-04-19 $45.50 $35.00 32.6% 9.3% 31.3% 5.0% 32.5% 8.8% 0.8% 119.3K -2.6M -6.4K 0.00 63.03 N/A N/A 21 0 1,141 409 2023-04-20 $45.02 $35.00 33.8% 9.7% 27.6% 6.8% 33.6% 8.2% -0.0% 127.6K -2.5M -6.4K 0.00 58.27 N/A N/A 19 0 1,154 409 2023-04-21 $44.74 $35.00 32.7% 9.4% 24.9% 5.1% 31.5% 8.6% 1.0% 132.6K -2.3M -6.1K 0.06 73.73 N/A N/A 31 2 1,130 408 2023-04-24 $44.65 $37.00 32.2% 9.2% 24.8% 4.5% 31.5% 7.9% 0.6% 93.0K -1.6M -6.0K 0.00 60.94 N/A N/A 3 0 873 288 2023-04-25 $43.13 $37.00 39.3% 11.3% 26.9% 14.7% 37.0% 9.2% -1.9% 84.5K -1.3M -5.8K 40.00 64.56 N/A N/A 1 40 876 288 2023-04-26 $42.02 $44.00 42.3% 12.1% 28.4% 19.0% 0.0% 10.7% -3.9% 73.0K -1.0M -6.0K 0.00 85.47 N/A N/A 1 0 876 328 2023-04-27 $43.53 $44.00 37.3% 10.7% 28.6% 11.8% 35.9% 21.5% 0.4% 79.6K -1.1M -5.5K 0.00 106.19 N/A N/A 12 0 875 324 2023-04-28 $44.46 $44.00 33.7% 9.7% 29.1% 6.6% 0.0% 7.2% 0.6% 95.1K -1.4M -5.6K 0.00 104.61 N/A N/A 3 0 886 323
« Mar 2023 | All History | May 2023 » Home UYG History April 2023