UYG Options History — December 2024

In December 2024, UYG traded between $82.91 and $94.82. ATM implied volatility averaged 31.2%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 2.3% (HV 20d: 28.9%). Max pain ranged from $64.00 to $92.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2024-12-23: Highest Volume — 167 contracts
  • 2024-12-04: Largest IV drop — 30.4% change
  • 2024-12-10: Highest IV Rank — 41.9%
  • 2024-12-03: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.01$82.91$94.82$94.82$85.21
Max Pain$84.05$64.00$92.00$64.00$80.00
ATM IV31.2%24.8%38.9%35.0%24.8%
Expected Move8.9%7.1%10.8%10.0%7.1%
HV 20d28.9%20.6%49.0%48.9%28.6%
HV 60d35.7%34.4%37.5%35.2%36.8%
IV Rank26.9%14.3%41.9%34.3%14.3%
IV Percentile73.3%32.9%94.8%92.1%32.9%
Term Structure-0.3%-6.2%5.8%-5.7%2.3%
VWIV34.7%22.2%68.5%68.5%29.5%
Skew 25d3.4%-7.9%13.8%-2.1%0.4%
Skew 10d8.1%-4.6%16.9%2.5%12.9%
Call IV 25d29.3%23.4%38.3%30.3%28.5%
Put IV 25d32.8%24.3%42.6%28.3%28.9%
Bid-Ask Spread %97.2479.18107.64104.52105.35
Gamma HHI0.200.090.290.290.12
Net GEX123.6K28.9K214.4K203.6K61.9K
Net DEX-4.6M-7.4M-1.7M-7.4M-1.9M
Net VEX-7.0K-9.7K-5.7K-9.1K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.003.600.000.00
Total Volume26.905016765
Total OI1,103.9055441,2831,280741

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$94.82$64.0035.0%10.0%48.9%34.3%68.5%-2.1%-5.7%203.6K-7.4M-9.1K0.00104.52N/AN/A601,131149
2024-12-03$93.42$64.0037.6%10.8%48.8%39.4%0.0%-4.4%-6.2%214.4K-7.0M-9.7K0.00105.65N/AN/A6201,131149
2024-12-04$92.87$64.0026.2%7.5%49.0%17.0%27.4%8.3%3.7%198.3K-6.2M-7.8K1.00103.69N/AN/A441,109149
2024-12-05$93.56$91.0031.3%8.4%24.1%27.1%0.0%6.3%-0.3%212.5K-6.5M-8.0K0.0091.30N/AN/A101,111153
2024-12-06$92.92$91.0030.8%8.9%21.6%25.9%0.0%5.1%-1.5%213.6K-6.6M-8.0K0.0093.45N/AN/A401,111153
2024-12-09$90.90$91.0031.4%9.9%22.9%27.2%0.0%1.6%-2.5%184.8K-6.0M-7.2K2.0091.23N/AN/A121,113153
2024-12-10$90.46$91.0038.9%10.0%20.9%41.9%0.0%3.4%-4.2%167.9K-5.6M-7.7K1.0086.62N/AN/A221,114154
2024-12-11$90.65$91.0031.9%9.2%20.8%28.2%0.0%4.3%0.3%162.0K-5.7M-6.8K0.00101.16N/AN/A201,114154
2024-12-12$90.32$91.0030.3%8.7%20.7%25.0%0.0%3.6%5.8%145.1K-5.5M-6.6K0.0693.59N/AN/A3521,114154
2024-12-13$89.49$91.0032.4%9.3%20.8%29.2%0.0%0.6%-1.1%142.0K-5.4M-6.8K0.0098.16N/AN/A001,113155
2024-12-16$89.38$91.0033.8%9.7%20.6%31.9%0.0%4.0%-1.0%102.7K-5.2M-6.0K0.0094.84N/AN/A201,113155
2024-12-17$88.08$91.0032.6%9.3%21.0%29.6%30.8%0.3%-6.1%72.1K-4.9M-5.7K0.12104.97N/AN/A4251,113155
2024-12-18$82.91$91.0036.0%10.3%29.4%36.2%33.3%-7.9%-0.9%104.4K-4.2M-6.4K0.63102.57N/AN/A19121,122143
2024-12-19$83.96$91.0035.8%10.3%30.0%35.9%29.7%1.2%-2.1%107.0K-4.1M-6.3K3.6088.91N/AN/A5181,118153
2024-12-20$86.30$92.0034.7%10.0%30.0%33.7%35.8%13.8%-1.9%28.9K-4.6M-5.8K0.1387.48N/AN/A110141,119164
2024-12-23$85.84$80.0027.2%7.8%29.2%19.0%22.2%13.8%2.2%43.6K-1.7M-6.5K0.0179.18N/AN/A1652431113
2024-12-24$87.66$80.0025.8%7.4%29.9%16.2%0.0%9.4%4.2%59.9K-2.0M-6.4K0.00103.08N/AN/A50592115
2024-12-26$88.18$80.0025.0%7.2%29.8%14.7%0.0%6.5%4.5%53.6K-2.2M-6.6K0.75104.48N/AN/A43597115
2024-12-27$86.45$80.0027.9%8.0%30.2%20.3%0.0%-4.0%5.3%57.7K-2.0M-6.7K0.25107.64N/AN/A41600118
2024-12-30$85.81$80.0026.2%7.5%29.7%17.0%29.5%7.7%-1.8%60.0K-1.9M-6.8K0.0094.15N/AN/A220604117
2024-12-31$85.21$80.0024.8%7.1%28.6%14.3%0.0%0.4%2.3%61.9K-1.9M-6.7K0.00105.35N/AN/A05624117