UYG Options History — December 2023 In December 2023, UYG traded between $49.77 and $55.59. ATM implied volatility averaged 24.2%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 4.2% (HV 20d: 20.0%). Max pain ranged from $41.00 to $54.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.96.
Notable Days 2023-12-20 : Highest Volume — 251 contracts2023-12-11 : Largest IV spike — 25.2% change2023-12-11 : Highest IV Rank — 12.1%2023-12-20 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $53.00 $49.77 $55.59 $50.88 $55.22 Max Pain $48.10 $41.00 $54.00 $41.00 $54.00 ATM IV 24.2% 21.7% 28.7% 23.8% 23.6% Expected Move 6.7% 6.2% 7.3% 6.8% 6.8% HV 20d 20.0% 16.0% 22.2% 21.7% 21.8% HV 60d 29.2% 27.4% 30.0% 29.6% 27.4% IV Rank 6.4% 3.2% 12.1% 5.9% 5.7% IV Percentile 10.5% 0.8% 32.1% 5.6% 7.9% Term Structure 2.0% -0.6% 2.9% -0.6% 2.4% VWIV 24.3% 22.5% 30.4% 24.0% 23.0% Skew 25d 4.0% 2.5% 5.0% 3.3% 2.5% Skew 10d 9.2% 6.8% 11.0% 8.0% 7.0% Call IV 25d 22.0% 20.4% 24.1% 23.1% 22.6% Put IV 25d 26.1% 24.9% 28.2% 26.5% 25.1% Bid-Ask Spread % 43.27 23.01 59.27 51.41 23.01 Gamma HHI 0.26 0.08 0.54 0.23 0.27 Net GEX 51.9K -22.8K 155.0K 80.0K -7.2K Net DEX -2.2M -3.8M -1.3M -2.3M -1.8M Net VEX -3.8K -5.6K -2.4K -3.3K -5.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.00 4.02 0.14 0.00 Total Volume 60.15 0 251 40 213 Total OI 1,090.15 671 1,331 1,081 1,214
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 2023-12-01 $50.88 $41.00 23.8% 6.8% 21.7% 5.9% 24.0% 3.3% -0.6% 80.0K -2.3M -3.3K 0.14 51.41 N/A N/A 35 5 679 402 2023-12-04 $50.79 $45.00 25.4% 6.8% 20.0% 7.9% 24.1% 4.9% 2.0% 94.5K -2.4M -3.4K 3.33 37.51 N/A N/A 15 50 714 407 2023-12-05 $50.28 $45.00 24.7% 6.9% 19.5% 7.1% 22.5% 4.5% 2.7% 71.9K -2.1M -3.3K 0.00 38.95 N/A N/A 26 0 716 457 2023-12-06 $49.77 $45.00 25.0% 6.9% 20.4% 7.5% 0.0% 4.6% 2.3% 78.9K -2.0M -3.5K 0.25 38.07 N/A N/A 8 2 740 457 2023-12-07 $50.20 $45.00 25.9% 6.9% 20.3% 8.6% 0.0% 4.5% 1.1% 79.8K -2.2M -3.3K 0.00 37.65 N/A N/A 0 0 748 459 2023-12-08 $50.83 $45.00 22.9% 6.5% 19.4% 4.8% 0.0% 4.8% 2.8% 78.3K -2.4M -3.0K 1.67 43.80 N/A N/A 6 10 748 459 2023-12-11 $51.36 $45.00 28.7% 6.7% 18.6% 12.1% 23.5% 4.2% 2.6% 72.2K -2.6M -3.0K 0.50 48.97 N/A N/A 6 3 752 469 2023-12-12 $52.00 $45.00 25.1% 6.5% 18.4% 7.6% 23.4% 4.4% 2.9% 63.8K -2.8M -2.9K 0.24 48.20 N/A N/A 49 12 757 468 2023-12-13 $53.60 $45.00 21.7% 6.2% 16.0% 3.2% 22.7% 4.5% 2.7% 102.2K -3.3M -2.4K 0.07 55.54 N/A N/A 76 5 760 472 2023-12-14 $54.55 $45.00 22.6% 6.5% 16.5% 4.5% 25.1% 4.2% 2.0% 137.2K -3.8M -2.6K 0.17 59.27 N/A N/A 94 16 825 472 2023-12-15 $53.70 $47.00 23.0% 6.6% 18.4% 5.0% 30.4% 3.6% 1.4% 155.0K -3.4M -3.2K 3.00 56.23 N/A N/A 2 6 843 488 2023-12-18 $54.49 $45.00 24.0% 6.9% 18.6% 6.1% 27.0% 5.0% 1.4% 33.2K -1.6M -3.1K 0.25 58.21 N/A N/A 51 13 400 271 2023-12-19 $55.20 $50.00 22.6% 6.5% 18.6% 4.4% 23.3% 4.2% 2.3% 36.1K -1.8M -3.3K 0.36 59.24 N/A N/A 11 4 441 284 2023-12-20 $53.63 $50.00 25.4% 7.3% 22.2% 8.0% 25.4% 3.9% 1.4% 43.0K -1.6M -4.0K 4.02 43.04 N/A N/A 50 201 456 288 2023-12-21 $53.91 $54.00 25.4% 7.3% 22.2% 7.9% 0.0% 4.7% 1.8% -17.0K -1.3M -5.5K 0.00 54.66 N/A N/A 0 0 493 489 2023-12-22 $54.31 $54.00 24.7% 7.1% 22.2% 7.0% 23.6% 3.4% 2.6% -19.7K -1.4M -5.3K 0.17 26.46 N/A N/A 6 1 493 490 2023-12-26 $54.80 $54.00 23.4% 6.7% 21.9% 5.4% 0.0% 3.1% 2.3% -22.8K -1.5M -5.1K 0.00 32.14 N/A N/A 2 0 499 490 2023-12-27 $54.84 $54.00 23.0% 6.6% 21.8% 4.9% 23.2% 3.3% 2.5% -22.5K -1.6M -4.9K 0.05 27.71 N/A N/A 207 10 505 490 2023-12-28 $55.59 $54.00 22.9% 6.6% 21.8% 4.8% 23.3% 2.7% 2.0% 340 -1.9M -5.4K 3.00 25.33 N/A N/A 2 6 708 500 2023-12-29 $55.22 $54.00 23.6% 6.8% 21.8% 5.7% 23.0% 2.5% 2.4% -7.2K -1.8M -5.6K 0.00 23.01 N/A N/A 213 0 708 506
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