UYG Options History — July 2023 In July 2023, UYG traded between $45.03 and $50.65. ATM implied volatility averaged 25.6%, placing in the 2.8% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 1.4% (HV 20d: 24.2%). Max pain ranged from $44.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 2.04.
Notable Days 2023-07-31 : Highest Volume — 206 contracts2023-07-06 : Largest IV spike — 12.6% change2023-07-11 : Highest IV Rank — 5.9%2023-07-06 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $48.09 $45.03 $50.65 $46.22 $49.47 Max Pain $44.20 $44.00 $45.00 $44.00 $45.00 ATM IV 25.6% 23.9% 28.0% 24.1% 25.5% Expected Move 7.4% 6.8% 8.3% 6.9% 7.3% HV 20d 24.2% 22.1% 25.9% 23.8% 22.1% HV 60d 30.5% 27.5% 31.4% 31.0% 27.5% IV Rank 2.8% 0.5% 5.9% 0.7% 2.6% IV Percentile 2.4% 0.4% 6.0% 0.4% 5.2% Term Structure -0.2% -4.3% 2.4% 2.4% 0.4% VWIV 25.8% 13.0% 32.0% 19.8% 13.0% Skew 25d 5.1% 2.9% 7.6% 3.8% 4.0% Skew 10d 10.7% -0.9% 17.6% 7.6% 11.0% Call IV 25d 23.9% 22.0% 26.1% 22.9% 23.5% Put IV 25d 29.0% 26.7% 33.4% 26.7% 27.5% Bid-Ask Spread % 49.81 18.27 84.09 84.09 40.52 Gamma HHI 0.18 0.09 0.23 0.22 0.18 Net GEX 50.8K 36.1K 71.1K 51.2K 48.1K Net DEX -1.5M -2.1M -758.0K -911.8K -1.8M Net VEX -3.7K -5.4K -2.5K -3.3K -5.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.04 0.00 33.33 0.00 33.33 Total Volume 43.3 0 206 14 206 Total OI 807.55 682 955 682 955
Daily Data (20 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 2023-07-03 $46.22 $44.00 24.1% 6.9% 23.8% 0.7% 19.8% 3.8% 2.4% 51.2K -911.8K -3.3K 0.00 84.09 N/A N/A 14 0 433 249 2023-07-05 $46.02 $44.00 24.6% 7.0% 23.3% 1.4% 24.6% 2.9% 1.9% 53.8K -894.8K -3.4K 0.00 18.27 N/A N/A 47 0 445 249 2023-07-06 $45.03 $44.00 27.7% 8.3% 23.9% 5.5% 27.3% 7.6% 0.1% 52.3K -758.0K -3.5K 1.00 31.03 N/A N/A 4 4 487 249 2023-07-07 $45.43 $44.00 26.4% 8.0% 23.8% 3.8% 28.2% 6.2% 0.7% 58.8K -849.5K -3.4K 0.17 34.68 N/A N/A 12 2 487 249 2023-07-10 $45.53 $44.00 27.5% 8.0% 23.8% 5.3% 26.3% 6.8% 0.0% 61.7K -943.4K -3.4K 0.00 31.45 N/A N/A 17 0 506 249 2023-07-11 $46.66 $44.00 28.0% 7.8% 25.1% 5.9% 0.0% 6.2% 0.6% 62.5K -1.3M -3.3K 0.00 39.14 N/A N/A 0 0 521 249 2023-07-12 $47.25 $44.00 26.5% 7.6% 25.2% 4.0% 32.0% 6.7% -3.6% 63.1K -1.5M -3.0K 0.50 51.56 N/A N/A 4 2 521 249 2023-07-13 $47.70 $44.00 26.4% 7.6% 25.2% 3.8% 29.8% 5.0% -3.8% 57.0K -1.5M -2.8K 0.06 51.19 N/A N/A 36 2 524 251 2023-07-14 $46.96 $44.00 25.5% 7.3% 25.9% 2.7% 23.5% 5.5% -2.6% 71.1K -1.5M -2.5K 0.00 65.94 N/A N/A 12 0 528 253 2023-07-17 $48.01 $44.00 25.5% 7.3% 25.3% 2.6% 24.8% 5.1% 0.4% 56.3K -1.6M -2.8K 0.50 51.60 N/A N/A 8 4 536 253 2023-07-18 $48.91 $44.00 24.9% 7.1% 25.8% 1.9% 25.0% 5.8% -4.3% 39.2K -1.8M -2.9K 0.00 63.40 N/A N/A 89 0 544 257 2023-07-19 $49.53 $44.00 24.4% 7.0% 24.9% 1.2% 26.1% 4.3% 0.3% 37.3K -1.9M -3.2K 0.03 53.17 N/A N/A 61 2 562 257 2023-07-20 $49.86 $44.00 25.1% 7.2% 24.7% 2.0% 28.4% 3.9% 1.2% 38.2K -2.1M -3.3K 0.02 50.19 N/A N/A 62 1 586 259 2023-07-21 $49.77 $44.00 24.6% 7.1% 22.9% 1.4% 26.7% 4.3% 0.1% 40.2K -2.1M -3.3K 0.18 42.91 N/A N/A 39 7 587 260 2023-07-24 $50.65 $44.00 23.9% 6.8% 22.6% 0.5% 24.9% 4.8% 0.5% 36.1K -1.6M -3.4K 0.27 59.51 N/A N/A 130 35 490 236 2023-07-25 $49.95 $44.00 26.7% 7.7% 23.7% 4.3% 29.0% 5.1% -0.3% 48.0K -1.8M -5.1K 0.00 54.75 N/A N/A 0 10 625 269 2023-07-26 $50.38 $45.00 24.6% 7.0% 23.6% 1.4% 24.2% 4.8% 0.7% 47.3K -1.9M -4.9K 0.00 60.69 N/A N/A 22 0 625 279 2023-07-27 $49.17 $45.00 26.4% 7.6% 25.5% 3.9% 25.5% 5.6% 0.6% 46.6K -1.7M -5.3K 0.60 55.86 N/A N/A 15 9 648 279 2023-07-28 $49.23 $45.00 24.3% 7.0% 23.6% 1.1% 30.5% 4.2% 1.3% 46.5K -1.8M -5.4K 0.11 56.29 N/A N/A 9 1 658 287 2023-07-31 $49.47 $45.00 25.5% 7.3% 22.1% 2.6% 13.0% 4.0% 0.4% 48.1K -1.8M -5.3K 33.33 40.52 N/A N/A 6 200 665 290
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