UCYB Options History — October 2023 In October 2023, UCYB traded between $26.26 and $30.48. ATM implied volatility averaged 41.6%. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 7.5% (HV 20d: 34.1%). Max pain ranged from $29.00 to $31.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.09.
Notable Days 2023-10-05 : Highest Volume — 30 contracts2023-10-11 : Largest IV drop — 32.0% change2023-10-27 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $28.57 $26.26 $30.48 $28.89 $27.43 Max Pain $29.38 $29.00 $31.00 $31.00 $29.00 ATM IV 41.6% 30.8% 54.6% 42.5% 39.9% Expected Move 11.9% 8.8% 15.7% 12.2% 11.4% HV 20d 34.1% 24.4% 40.6% 24.4% 40.1% HV 60d 32.7% 31.6% 34.2% 32.2% 34.2% Term Structure 0.4% -7.5% 10.5% -1.4% -0.1% VWIV 30.5% 30.5% 30.5% 30.5% 30.5% Skew 25d 7.8% -3.1% 26.9% -3.1% 7.0% Skew 10d 5.2% -1.6% 28.2% 5.5% 3.0% Call IV 25d 32.6% 23.5% 42.8% 38.3% 31.4% Put IV 25d 40.4% 28.9% 58.1% 35.3% 38.4% Bid-Ask Spread % 121.53 115.97 140.59 129.24 123.57 Gamma HHI 0.67 0.51 0.95 0.51 0.56 Net GEX 1.1K -160 4.3K -22 -150 Net DEX -11.6K -57.6K 4.4K 1.4K 3.8K Net VEX -17 -71 -2 -4 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.00 0.60 0.00 0.00 Total Volume 2.773 0 30 0 0 Total OI 9.364 2 32 2 2
Daily Data (22 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 2023-10-02 $28.89 $31.00 42.5% 12.2% 24.4% 0.0% 0.0% -3.1% -1.4% -22 1.4K -4 0.00 129.24 N/A N/A 0 0 1 1 2023-10-03 $27.81 $31.00 46.1% 13.2% 26.9% 0.0% 0.0% 0.7% -6.9% -22 2.1K -2 0.00 135.41 N/A N/A 0 0 1 1 2023-10-04 $28.08 $31.00 41.1% 11.8% 27.5% 0.0% 0.0% 10.4% 2.2% -26 2.2K -2 0.00 140.59 N/A N/A 0 0 1 1 2023-10-05 $27.95 $0.00 37.6% 11.9% 27.4% 0.0% 0.0% 15.0% -0.6% -26 2.3K -2 0.00 120.77 N/A N/A 30 0 1 1 2023-10-06 $29.35 $0.00 32.1% 10.1% 33.5% 0.0% 0.0% 16.2% 0.9% 4.3K -49.9K -71 0.00 117.94 N/A N/A 0 0 31 1 2023-10-09 $29.85 $0.00 42.0% 11.4% 33.0% 0.0% 0.0% -2.6% -0.6% 3.9K -57.6K -61 0.00 119.30 N/A N/A 10 0 31 1 2023-10-10 $30.25 $0.00 45.4% 11.1% 32.8% 0.0% 0.0% -0.3% 0.3% 2.5K -42.5K -37 0.00 121.37 N/A N/A 0 0 21 1 2023-10-11 $30.42 $0.00 30.8% 8.8% 32.7% 0.0% 0.0% 11.6% 6.4% 2.8K -47.4K -31 0.00 117.72 N/A N/A 5 0 21 1 2023-10-12 $29.74 $0.00 37.4% 10.7% 33.3% 0.0% 30.5% 22.6% -0.5% 2.3K -29.8K -26 0.60 117.03 N/A N/A 5 3 16 1 2023-10-13 $29.41 $29.00 43.5% 12.5% 31.2% 0.0% 0.0% 14.3% -3.1% 3.1K -14.9K -24 0.00 115.97 N/A N/A 0 0 11 2 2023-10-16 $30.48 $29.00 36.9% 10.6% 33.9% 0.0% 0.0% 6.4% 1.8% 1.4K -23.2K -19 0.00 117.96 N/A N/A 6 0 11 2 2023-10-17 $30.38 $29.00 33.4% 9.6% 33.7% 0.0% 0.0% -2.9% 10.5% 863 -12.6K -14 0.00 117.15 N/A N/A 0 0 7 2 2023-10-18 $29.76 $29.00 38.4% 11.0% 34.6% 0.0% 0.0% 13.1% 2.8% 1.0K -10.0K -14 0.00 119.83 N/A N/A 1 0 7 2 2023-10-19 $29.02 $29.00 40.0% 11.5% 33.8% 0.0% 0.0% 3.6% 2.4% 2.2K -4.8K -12 0.00 120.96 N/A N/A 1 0 6 2 2023-10-20 $27.91 $29.00 46.9% 13.4% 36.5% 0.0% 0.0% 26.9% -7.5% -139 3.3K -8 0.00 116.32 N/A N/A 0 0 5 2 2023-10-23 $27.56 $29.00 42.8% 12.3% 36.5% 0.0% 0.0% -0.8% -0.2% -148 3.6K -8 0.00 119.74 N/A N/A 0 0 0 2 2023-10-24 $28.23 $29.00 41.0% 11.8% 36.7% 0.0% 0.0% 4.1% -0.4% -160 3.3K -8 0.00 120.90 N/A N/A 0 0 0 2 2023-10-25 $26.87 $29.00 44.2% 12.7% 40.2% 0.0% 0.0% 3.4% -1.8% -135 3.8K -7 0.00 122.84 N/A N/A 0 0 0 2 2023-10-26 $26.35 $29.00 53.8% 15.4% 40.1% 0.0% 0.0% 14.1% 1.2% -108 4.0K -6 0.00 117.43 N/A N/A 0 0 0 2 2023-10-27 $26.26 $29.00 54.6% 15.7% 40.1% 0.0% 0.0% 4.9% -0.4% -106 4.1K -6 0.00 120.67 N/A N/A 0 0 0 2 2023-10-30 $26.65 $29.00 44.5% 12.8% 40.6% 0.0% 0.0% 6.9% 3.7% -112 4.4K -5 0.00 120.84 N/A N/A 0 0 0 2 2023-10-31 $27.43 $29.00 39.9% 11.4% 40.1% 0.0% 0.0% 7.0% -0.1% -150 3.8K -7 0.00 123.57 N/A N/A 0 0 0 2
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