UYG Options History — October 2024

In October 2024, UYG traded between $74.86 and $84.20. ATM implied volatility averaged 34.3%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 7.5% (HV 20d: 26.8%). Max pain ranged from $66.00 to $79.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 3.18.

Notable Days

  • 2024-10-17: Highest Volume — 147 contracts
  • 2024-10-07: Largest IV spike — 19.1% change
  • 2024-10-31: Highest IV Rank — 56.4%
  • 2024-10-31: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.19$74.86$84.20$75.97$80.67
Max Pain$76.74$66.00$79.00$70.00$79.00
ATM IV34.3%27.2%46.3%29.9%46.3%
Expected Move10.0%8.4%13.3%8.6%13.3%
HV 20d26.8%23.7%29.9%25.9%29.9%
HV 60d31.0%25.3%32.6%31.3%25.7%
IV Rank32.8%19.0%56.4%24.2%56.4%
IV Percentile88.7%65.1%99.2%78.6%99.2%
Term Structure-4.7%-13.4%3.1%2.7%-11.5%
VWIV38.8%30.3%67.6%44.2%46.4%
Skew 25d7.8%4.9%20.7%4.9%6.0%
Skew 10d15.7%1.9%32.7%18.3%14.6%
Call IV 25d31.5%15.9%43.6%28.0%43.6%
Put IV 25d39.3%32.6%49.7%32.9%49.7%
Bid-Ask Spread %38.3525.0864.8953.2040.04
Gamma HHI0.110.100.130.110.10
Net GEX110.1K83.0K151.3K87.0K107.9K
Net DEX-3.1M-4.5M-2.1M-2.3M-2.8M
Net VEX-8.7K-10.1K-7.4K-8.0K-9.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.180.0023.005.330.50
Total Volume32.348014703
Total OI1,043.7839261,2149261,140

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$75.97$70.0029.9%8.6%25.9%24.2%0.0%4.9%2.7%87.0K-2.3M-8.0K0.0053.20N/AN/A00794132
2024-10-02$75.56$70.0029.3%8.4%25.8%23.1%44.2%5.0%3.1%85.8K-2.2M-7.8K0.0064.89N/AN/A02794132
2024-10-03$74.86$77.0031.2%9.6%25.2%26.9%42.2%8.7%-1.8%83.0K-2.1M-7.8K5.3329.16N/AN/A316794134
2024-10-04$77.58$66.0027.2%9.2%25.1%19.0%0.0%9.2%-2.3%92.7K-2.6M-7.8K0.0025.64N/AN/A150796150
2024-10-07$75.52$66.0032.4%10.0%25.0%29.2%32.3%9.6%-3.1%90.8K-2.3M-7.5K4.5052.52N/AN/A29807150
2024-10-08$76.78$79.0030.6%9.8%24.0%25.7%0.0%9.5%-3.6%96.2K-2.5M-7.7K0.0028.86N/AN/A10808159
2024-10-09$77.88$79.0034.5%9.9%23.7%33.2%0.0%9.3%-3.2%100.0K-2.7M-7.5K0.0025.08N/AN/A40808159
2024-10-10$77.19$79.0034.5%9.9%24.1%33.3%0.0%9.1%-3.0%100.2K-2.6M-7.4K0.0026.59N/AN/A00812159
2024-10-11$80.47$79.0030.3%8.7%27.8%25.1%34.2%20.7%-4.7%115.4K-3.5M-8.3K0.0538.84N/AN/A1246812159
2024-10-14$81.31$79.0031.7%9.1%27.2%27.8%30.3%6.5%-0.7%107.8K-3.5M-8.2K0.0429.73N/AN/A542851165
2024-10-15$81.72$79.0033.4%9.6%27.1%31.0%33.6%9.6%-3.2%140.6K-3.9M-9.0K0.0241.23N/AN/A1303900167
2024-10-16$83.71$79.0033.2%9.5%28.0%30.8%36.3%10.7%-7.3%117.6K-4.0M-8.7K0.0339.16N/AN/A301938168
2024-10-17$84.20$79.0033.4%9.6%27.2%31.1%33.2%5.6%-7.7%115.6K-4.5M-9.1K0.0542.61N/AN/A1407956169
2024-10-18$84.15$77.0031.7%9.1%27.0%27.9%34.2%5.4%-5.1%151.3K-4.5M-10.1K0.3334.61N/AN/A46151,038176
2024-10-21$82.63$77.0032.4%9.3%28.1%29.2%38.3%5.3%-3.2%130.8K-3.3M-9.8K23.0034.82N/AN/A123928113
2024-10-22$82.58$77.0035.9%10.3%26.8%36.0%36.6%5.9%-4.3%123.1K-3.2M-9.5K8.0038.01N/AN/A432929131
2024-10-23$82.44$79.0037.1%10.6%26.2%38.3%38.9%5.7%-5.4%109.3K-3.0M-9.4K18.0035.44N/AN/A118933162
2024-10-24$82.34$79.0035.3%10.1%26.2%34.9%33.5%5.7%-3.8%117.1K-3.1M-9.4K0.0038.81N/AN/A140934159
2024-10-25$80.55$79.0039.2%11.2%27.8%42.4%34.3%8.1%-9.1%102.3K-2.7M-9.2K0.2540.39N/AN/A123948159
2024-10-28$82.60$79.0038.9%11.1%28.9%41.8%42.9%6.2%-8.7%129.6K-3.3M-9.9K1.1734.79N/AN/A67958161
2024-10-29$81.56$79.0038.7%11.1%29.4%41.5%67.6%6.5%-13.4%107.8K-2.9M-8.6K0.4036.39N/AN/A52962167
2024-10-30$82.13$79.0040.7%11.7%29.2%45.5%0.0%5.2%-8.6%120.0K-3.1M-9.1K2.0051.14N/AN/A12967169
2024-10-31$80.67$79.0046.3%13.3%29.9%56.4%46.4%6.0%-11.5%107.9K-2.8M-9.2K0.5040.04N/AN/A21969171