UCYB Options History — September 2023 In September 2023, UCYB traded between $27.93 and $31.79. ATM implied volatility averaged 38.0%. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 7.0% (HV 20d: 31.0%). Max pain ranged from $27.00 to $31.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.33.
Notable Days 2023-09-06 : Highest Volume — 2 contracts2023-09-13 : Largest IV drop — 48.4% change2023-09-29 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.09 $27.93 $31.79 $31.51 $28.77 Max Pain $30.76 $27.00 $31.00 $31.00 $31.00 ATM IV 38.0% 28.0% 63.2% 34.1% 41.4% Expected Move 9.9% 7.9% 11.9% 9.8% 11.9% HV 20d 31.0% 24.3% 34.9% 34.0% 24.3% Term Structure 2.4% -3.6% 8.5% -3.3% 1.5% VWIV 31.1% 27.0% 38.3% 38.3% 27.0% Skew 25d 9.4% 3.0% 21.9% 4.8% 4.9% Skew 10d 4.3% 0.8% 15.0% 2.1% 1.6% Call IV 25d 27.8% 21.7% 36.4% 25.8% 27.9% Put IV 25d 37.1% 30.7% 47.0% 30.7% 32.7% Bid-Ask Spread % 131.32 113.65 144.06 131.18 130.57 Gamma HHI 0.50 0.36 0.51 0.50 0.51 Net GEX -7 -25 45 0 -22 Net DEX 649 -1.8K 1.9K 0 1.7K Net VEX -5 -8 0 0 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 1.00 1.00 0.00 Total Volume 0.2 0 2 0 0 Total OI 1.75 0 3 0 2
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 2023-09-01 $31.51 $0.00 34.1% 9.8% 34.0% 0.0% 0.0% 4.8% -3.3% 0 0 0 0.00 131.18 N/A N/A 0 0 0 0 2023-09-05 $31.67 $0.00 39.7% 9.5% 33.9% 0.0% 0.0% 4.5% 7.9% 0 0 0 0.00 127.56 N/A N/A 0 0 0 0 2023-09-06 $31.38 $0.00 40.1% 10.0% 32.8% 0.0% 38.3% 7.9% 3.8% 0 0 0 1.00 122.88 N/A N/A 1 1 0 0 2023-09-07 $31.06 $31.00 44.3% 10.2% 33.2% 0.0% 0.0% 4.1% 2.4% 1 104 -8 0.00 135.44 N/A N/A 0 0 1 1 2023-09-08 $31.10 $31.00 37.8% 9.7% 33.2% 0.0% 0.0% 10.9% 2.6% 2 24 -8 0.00 128.05 N/A N/A 0 0 1 1 2023-09-11 $31.79 $31.00 43.0% 7.9% 33.8% 0.0% 0.0% 9.6% 6.0% 11 -441 -8 0.00 113.65 N/A N/A 0 0 1 1 2023-09-12 $31.13 $31.00 63.2% 9.9% 34.9% 0.0% 0.0% 21.9% 0.8% 0 87 -8 0.00 133.63 N/A N/A 0 0 1 1 2023-09-13 $30.83 $31.00 32.6% 9.4% 34.0% 0.0% 0.0% 3.6% 3.5% -3 258 -8 0.00 134.73 N/A N/A 0 0 1 1 2023-09-14 $31.16 $31.00 32.4% 9.3% 33.5% 0.0% 0.0% 13.3% 1.3% -5 267 -8 0.00 132.36 N/A N/A 0 0 1 1 2023-09-15 $30.09 $31.00 36.1% 10.4% 33.7% 0.0% 28.1% 10.8% -0.3% -8 773 -7 0.00 125.77 N/A N/A 1 0 1 1 2023-09-18 $30.11 $27.00 32.8% 9.4% 33.7% 0.0% 27.0% 3.5% 1.5% 45 -1.8K -8 0.00 138.69 N/A N/A 1 0 2 1 2023-09-19 $29.83 $31.00 29.9% 8.6% 29.9% 0.0% 0.0% 14.2% 6.4% -18 1.1K -6 0.00 137.27 N/A N/A 0 0 1 1 2023-09-20 $29.81 $31.00 36.0% 10.3% 29.5% 0.0% 0.0% 6.2% -3.6% -9 620 -7 0.00 124.27 N/A N/A 0 0 1 1 2023-09-21 $28.87 $31.00 38.9% 11.1% 29.4% 0.0% 0.0% 20.3% -2.1% -16 1.5K -5 0.00 129.82 N/A N/A 0 0 1 1 2023-09-22 $28.97 $31.00 28.0% 8.0% 27.6% 0.0% 0.0% 16.3% 8.5% -25 1.6K -5 0.00 126.83 N/A N/A 0 0 1 1 2023-09-25 $28.60 $31.00 36.1% 10.4% 26.7% 0.0% 0.0% 3.8% 0.3% -19 1.7K -4 0.00 144.06 N/A N/A 0 0 1 1 2023-09-26 $27.93 $31.00 37.6% 10.8% 27.7% 0.0% 0.0% 9.1% 2.5% -22 1.9K -3 0.00 141.29 N/A N/A 0 0 1 1 2023-09-27 $28.38 $31.00 39.7% 11.4% 27.3% 0.0% 0.0% 3.0% 1.0% -22 1.9K -3 0.00 134.44 N/A N/A 0 0 1 1 2023-09-28 $28.76 $31.00 36.3% 10.4% 27.4% 0.0% 0.0% 14.4% 6.8% -21 1.7K -4 0.00 133.88 N/A N/A 0 0 1 1 2023-09-29 $28.77 $31.00 41.4% 11.9% 24.3% 0.0% 0.0% 4.9% 1.5% -22 1.7K -4 0.00 130.57 N/A N/A 0 0 1 1
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