UYG Options History — June 2024 In June 2024, UYG traded between $62.45 and $66.03. ATM implied volatility averaged 24.9%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.1% (HV 20d: 20.8%). Max pain ranged from $37.00 to $63.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.69.
Notable Days 2024-06-26 : Highest Volume — 117 contracts2024-06-20 : Largest IV drop — 30.2% change2024-06-13 : Highest IV Rank — 57.7%2024-06-13 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $64.07 $62.45 $66.03 $64.64 $63.76 Max Pain $57.16 $37.00 $63.00 $37.00 $59.00 ATM IV 24.9% 20.0% 31.6% 24.7% 24.0% Expected Move 7.0% 5.7% 9.1% 7.1% 6.9% HV 20d 20.8% 19.9% 22.0% 22.0% 19.9% HV 60d 22.4% 21.8% 23.0% 22.8% 22.2% IV Rank 26.9% 4.4% 57.7% 26.2% 22.9% IV Percentile 40.0% 1.6% 87.7% 38.1% 30.2% Term Structure 0.4% -11.3% 9.7% -8.8% 0.3% VWIV 30.3% 19.3% 57.6% 26.2% 57.6% Skew 25d 7.9% -1.1% 18.8% 6.8% 17.4% Skew 10d 12.2% -3.5% 39.2% 13.1% 20.2% Call IV 25d 23.7% 20.1% 31.1% 23.8% 22.9% Put IV 25d 31.6% 24.3% 42.4% 30.7% 40.3% Bid-Ask Spread % 83.75 52.65 113.94 93.88 93.27 Gamma HHI 0.31 0.14 0.53 0.26 0.14 Net GEX 91.1K 62.5K 138.3K 84.4K 82.6K Net DEX -2.3M -2.9M -1.6M -2.6M -2.0M Net VEX -6.0K -6.5K -5.4K -6.4K -6.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.00 7.33 1.00 0.00 Total Volume 21.842 0 117 8 20 Total OI 1,412.947 710 1,694 1,591 888
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 2024-06-03 $64.64 $37.00 24.7% 7.1% 22.0% 26.2% 0.0% 6.8% -8.8% 84.4K -2.6M -6.4K 1.00 93.88 N/A N/A 4 4 1,258 333 2024-06-04 $64.32 $37.00 26.6% 7.6% 21.4% 34.6% 26.2% 6.7% 1.4% 86.9K -2.6M -6.3K 0.00 95.79 N/A N/A 3 0 1,262 335 2024-06-05 $64.43 $37.00 28.1% 8.0% 21.0% 41.4% 56.8% 4.8% -11.3% 77.3K -2.6M -5.9K 0.00 98.36 N/A N/A 1 0 1,264 335 2024-06-06 $64.52 $61.00 25.5% 7.0% 20.7% 29.9% 0.0% 9.6% -0.6% 88.9K -2.6M -5.7K 0.00 52.91 N/A N/A 0 0 1,264 335 2024-06-07 $65.12 $61.00 23.8% 5.8% 20.6% 21.8% 0.0% 8.7% 6.3% 84.1K -2.8M -5.5K 1.67 52.65 N/A N/A 3 5 1,264 335 2024-06-10 $64.44 $61.00 25.0% 6.6% 20.4% 27.3% 23.5% 4.7% 3.5% 88.9K -2.7M -5.4K 0.00 56.27 N/A N/A 32 0 1,267 335 2024-06-11 $62.99 $61.00 26.2% 7.7% 21.7% 32.9% 0.0% 6.7% 3.4% 90.5K -2.3M -5.7K 0.00 64.45 N/A N/A 19 0 1,287 335 2024-06-12 $63.00 $61.00 28.8% 8.2% 21.4% 44.7% 0.0% 11.3% 3.4% 90.6K -2.4M -6.5K 1.00 113.94 N/A N/A 1 1 1,305 335 2024-06-13 $62.87 $61.00 31.6% 9.1% 20.7% 57.7% 19.6% 17.8% -2.4% 89.7K -2.2M -5.9K 0.88 101.82 N/A N/A 8 7 1,306 336 2024-06-14 $62.45 $61.00 26.2% 7.5% 20.4% 33.1% 0.0% 8.2% 1.7% 81.7K -2.2M -6.0K 0.00 100.29 N/A N/A 6 0 1,312 341 2024-06-17 $63.46 $61.00 24.0% 6.9% 21.3% 22.7% 0.0% -0.1% 1.6% 94.7K -2.4M -5.6K 0.00 88.80 N/A N/A 5 0 1,316 341 2024-06-18 $64.09 $61.00 28.6% 8.2% 20.8% 43.9% 0.0% 4.6% -1.1% 118.9K -2.6M -6.1K 0.00 85.28 N/A N/A 21 0 1,325 341 2024-06-20 $64.84 $61.00 20.0% 5.7% 21.0% 4.4% 19.3% -1.1% 9.7% 132.4K -2.9M -6.3K 0.13 85.81 N/A N/A 52 7 1,343 341 2024-06-21 $64.39 $60.00 24.8% 7.1% 20.8% 26.6% 22.7% 18.8% -4.0% 138.3K -2.5M -6.0K 7.33 87.97 N/A N/A 3 22 1,352 342 2024-06-24 $66.03 $63.00 22.0% 6.3% 20.1% 13.6% 21.4% 1.4% -0.0% 62.5K -1.8M -5.6K 0.12 81.55 N/A N/A 52 6 608 102 2024-06-25 $64.61 $62.00 21.6% 6.2% 21.2% 12.2% 0.0% 17.4% 7.6% 75.1K -1.7M -6.0K 0.00 104.76 N/A N/A 2 0 657 108 2024-06-26 $63.79 $62.00 20.4% 5.9% 20.3% 6.6% 25.5% -0.0% 3.6% 77.8K -1.6M -5.7K 0.29 61.72 N/A N/A 91 26 655 108 2024-06-27 $63.52 $59.00 21.0% 6.0% 20.0% 9.0% 57.6% 6.5% -6.3% 85.1K -1.8M -6.2K 0.00 71.64 N/A N/A 14 0 741 134 2024-06-28 $63.76 $59.00 24.0% 6.9% 19.9% 22.9% 0.0% 17.4% 0.3% 82.6K -2.0M -6.4K 0.00 93.27 N/A N/A 20 0 754 134
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