UCYB Options History — August 2023

In August 2023, UCYB traded between $27.34 and $31.45. ATM implied volatility averaged 39.4%. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 4.0% (HV 20d: 35.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days.

Notable Days

  • 2023-08-17: Largest IV spike — 14.8% change
  • 2023-08-17: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.05$27.34$31.45$28.90$31.45
ATM IV39.4%32.4%45.1%41.1%32.4%
Expected Move11.1%9.3%12.9%10.8%9.3%
HV 20d35.3%34.3%36.7%36.7%34.9%
Term Structure0.6%-5.9%6.4%2.1%0.5%
Skew 25d13.1%-3.8%127.8%3.2%2.6%
Skew 10d9.1%-3.3%106.9%9.4%2.4%
Call IV 25d31.5%25.4%44.0%31.4%29.3%
Put IV 25d44.6%28.5%160.1%34.6%31.9%
Bid-Ask Spread %121.91113.80132.22116.63129.93
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-04$28.90$0.0041.1%10.8%0.0%0.0%0.0%3.2%2.1%0000.00116.63N/AN/A0000
2023-08-07$29.21$0.0042.8%11.0%0.0%0.0%0.0%127.8%0.7%0000.00119.96N/AN/A0000
2023-08-08$28.55$0.0043.8%11.1%0.0%0.0%0.0%3.4%2.5%0000.00115.69N/AN/A0000
2023-08-09$28.69$0.0039.1%11.2%0.0%0.0%0.0%23.0%1.7%0000.00116.73N/AN/A0000
2023-08-10$28.91$0.0038.8%11.1%0.0%0.0%0.0%-3.8%-0.2%0000.00116.40N/AN/A0000
2023-08-11$29.05$0.0039.3%11.3%0.0%0.0%0.0%10.4%-1.8%0000.00121.44N/AN/A0000
2023-08-14$29.30$0.0038.7%11.1%0.0%0.0%0.0%5.0%2.0%0000.00118.99N/AN/A0000
2023-08-15$28.66$0.0043.1%12.3%0.0%0.0%0.0%8.1%0.2%0000.00113.80N/AN/A0000
2023-08-16$28.27$0.0039.3%11.3%0.0%0.0%0.0%2.8%-1.2%0000.00122.53N/AN/A0000
2023-08-17$27.34$0.0045.1%12.9%0.0%0.0%0.0%13.7%0.3%0000.00116.67N/AN/A0000
2023-08-18$27.53$0.0041.8%12.0%0.0%0.0%0.0%5.0%0.5%0000.00118.97N/AN/A0000
2023-08-21$28.88$0.0039.1%11.2%0.0%0.0%0.0%5.8%0.3%0000.00122.05N/AN/A0000
2023-08-22$28.54$0.0036.4%10.5%0.0%0.0%0.0%3.3%3.5%0000.00129.44N/AN/A0000
2023-08-23$29.51$0.0040.6%11.7%0.0%0.0%0.0%8.8%-4.7%0000.00125.92N/AN/A0000
2023-08-24$28.69$0.0039.4%11.3%0.0%0.0%0.0%-3.0%-5.9%0000.00126.14N/AN/A0000
2023-08-25$29.35$0.0036.9%10.6%36.7%0.0%0.0%13.1%6.4%0000.00128.02N/AN/A0000
2023-08-28$29.54$0.0037.7%10.8%35.6%0.0%0.0%6.4%-2.1%0000.00119.32N/AN/A0000
2023-08-29$30.13$0.0036.0%10.3%35.2%0.0%0.0%13.2%4.7%0000.00127.36N/AN/A0000
2023-08-30$30.48$0.0035.9%10.3%34.3%0.0%0.0%14.0%2.7%0000.00132.22N/AN/A0000
2023-08-31$31.45$0.0032.4%9.3%34.9%0.0%0.0%2.6%0.5%0000.00129.93N/AN/A0000