UCYB Options History — November 2023

Name: UCYB Options Analytics - November 2023
Creator: Options Analysis Suite

In November 2023, UCYB traded between $27.50 and $33.87. ATM implied volatility averaged 34.5%. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 2.6% (HV 20d: 37.1%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2023-11-02: Highest Volume — 1 contracts
2023-11-02: Largest IV drop — 39.7% change
2023-11-01: Largest Expected Move — 13.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.80	$27.50	$33.87	$27.50	$33.77
Max Pain	$28.05	$28.00	$29.00	$29.00	$28.00
ATM IV	34.5%	27.1%	48.2%	48.2%	30.0%
Expected Move	9.7%	7.8%	13.8%	13.8%	8.6%
HV 20d	37.1%	30.6%	42.8%	39.9%	31.6%
HV 60d	34.6%	33.9%	35.3%	33.9%	34.5%
Term Structure	-0.6%	-9.3%	6.3%	-4.2%	0.6%
VWIV	36.1%	36.1%	36.1%	36.1%	36.1%
Skew 25d	7.9%	0.4%	16.8%	14.5%	6.1%
Skew 10d	1.5%	-6.7%	10.2%	-6.7%	1.2%
Call IV 25d	25.5%	21.4%	34.8%	33.9%	24.9%
Put IV 25d	33.3%	25.5%	48.5%	48.5%	31.0%
Bid-Ask Spread %	120.91	102.12	131.75	121.59	127.52
Gamma HHI	0.53	0.34	1.00	0.54	0.94
Net GEX	-107	-217	-38	-142	-98
Net DEX	-267	-2.7K	4.4K	4.2K	-2.7K
Net VEX	-7	-11	-3	-6	-3
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.048	0	1	0	0
Total OI	2.524	2	3	2	2

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-11-01	$27.50	$29.00	48.2%	13.8%	39.9%	0.0%	0.0%	14.5%	-4.2%	-142	4.2K	-6	121.59	N/A	N/A	0	0	2
2023-11-02	$27.98	$0.00	29.0%	8.9%	40.4%	0.0%	36.1%	14.1%	-2.8%	-205	4.4K	-6	114.10	N/A	N/A	1	0	2
2023-11-03	$28.64	$28.00	38.1%	10.3%	37.2%	0.0%	0.0%	7.5%	-0.1%	-120	1.9K	-11	122.51	N/A	N/A	0	1	2
2023-11-06	$28.23	$28.00	46.5%	11.6%	36.8%	0.0%	0.0%	16.8%	-3.7%	-117	2.2K	-10	120.51	N/A	N/A	0	1	2
2023-11-07	$29.08	$28.00	48.1%	10.8%	38.2%	0.0%	0.0%	3.6%	0.3%	-125	1.3K	-10	118.65	N/A	N/A	0	1	2
2023-11-08	$28.96	$28.00	35.2%	10.1%	38.1%	0.0%	0.0%	1.0%	1.0%	-149	1.7K	-10	118.59	N/A	N/A	0	1	2
2023-11-09	$28.75	$28.00	32.1%	9.2%	37.4%	0.0%	0.0%	14.1%	6.3%	-137	1.5K	-10	118.53	N/A	N/A	0	1	2
2023-11-10	$29.84	$28.00	39.5%	11.3%	39.7%	0.0%	0.0%	1.8%	-0.5%	-217	297	-9	117.10	N/A	N/A	0	1	2
2023-11-13	$30.04	$28.00	31.8%	9.1%	37.6%	0.0%	0.0%	14.1%	1.7%	-150	-7	-8	122.70	N/A	N/A	0	1	2
2023-11-14	$31.82	$28.00	31.3%	9.0%	42.8%	0.0%	0.0%	3.9%	1.8%	-91	-1.5K	-7	126.05	N/A	N/A	0	1	2
2023-11-15	$31.60	$28.00	34.8%	10.0%	42.1%	0.0%	0.0%	15.9%	-3.0%	-85	-1.3K	-7	120.78	N/A	N/A	0	1	2
2023-11-16	$30.84	$28.00	27.1%	7.8%	42.1%	0.0%	0.0%	8.6%	5.7%	-102	-954	-6	126.74	N/A	N/A	0	1	2
2023-11-17	$31.36	$28.00	31.8%	9.1%	39.2%	0.0%	0.0%	4.0%	2.3%	-54	-1.4K	-7	102.12	N/A	N/A	0	1	2
2023-11-20	$32.17	$28.00	31.4%	9.0%	39.2%	0.0%	0.0%	8.0%	0.6%	-59	-1.9K	-6	110.69	N/A	N/A	0	1	1
2023-11-21	$32.11	$28.00	30.3%	8.7%	38.8%	0.0%	0.0%	10.6%	0.6%	-57	-1.8K	-6	108.69	N/A	N/A	0	1	1
2023-11-22	$32.23	$28.00	30.8%	8.8%	32.8%	0.0%	0.0%	4.8%	-2.3%	-38	-2.0K	-5	131.75	N/A	N/A	0	1	1
2023-11-24	$32.44	$28.00	32.1%	9.2%	31.1%	0.0%	0.0%	11.6%	2.0%	-61	-2.1K	-5	126.23	N/A	N/A	0	1	1
2023-11-27	$32.77	$28.00	30.8%	8.8%	30.6%	0.0%	0.0%	0.4%	-9.3%	-101	-2.4K	-4	125.77	N/A	N/A	0	1	1
2023-11-28	$32.74	$28.00	34.4%	9.9%	30.9%	0.0%	0.0%	2.3%	-7.5%	-72	-2.2K	-5	126.87	N/A	N/A	0	1	1
2023-11-29	$33.87	$28.00	30.4%	8.7%	31.4%	0.0%	0.0%	1.3%	-2.3%	-77	-2.7K	-4	131.52	N/A	N/A	0	1	1
2023-11-30	$33.77	$28.00	30.0%	8.6%	31.6%	0.0%	0.0%	6.1%	0.6%	-98	-2.7K	-3	127.52	N/A	N/A	0	1	1