UCYB Options History — December 2023 In December 2023, UCYB traded between $34.69 and $40.17. ATM implied volatility averaged 60.5%. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 35.0% (HV 20d: 25.5%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days.
Notable Days 2023-12-28 : Highest Volume — 1 contracts2023-12-13 : Largest IV drop — 61.4% change2023-12-01 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $37.77 $34.69 $40.17 $34.69 $39.08 Max Pain $30.84 $28.00 $31.00 $28.00 $31.00 ATM IV 60.5% 27.2% 122.8% 61.2% 31.7% Expected Move 12.8% 7.8% 17.6% 17.6% 9.1% HV 20d 25.5% 18.6% 32.1% 32.1% 23.2% HV 60d 33.9% 32.4% 34.9% 34.8% 32.7% Term Structure 1.8% -28.0% 14.0% -8.0% 2.3% VWIV 41.6% 41.6% 41.6% 41.6% 41.6% Skew 25d 51.5% 2.1% 78.8% 78.8% 3.0% Skew 10d 73.8% 5.9% 109.6% 97.2% 7.8% Call IV 25d 26.6% 18.3% 44.6% 44.6% 30.4% Put IV 25d 78.1% 32.8% 123.3% 123.3% 33.4% Bid-Ask Spread % 149.17 118.81 158.96 156.53 129.79 Gamma HHI 0.79 0.51 1.00 0.53 1.00 Net GEX -24 -54 0 -20 0 Net DEX -1.3K -3.4K 636 -2.3K 0 Net VEX -3 -6 0 -5 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 1.5 0 2 2 0
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 2023-12-01 $34.69 $28.00 61.2% 17.6% 32.1% 0.0% 0.0% 78.8% -8.0% -20 -2.3K -5 0.00 156.53 N/A N/A 0 0 1 1 2023-12-04 $35.13 $31.00 80.0% 13.3% 31.7% 0.0% 0.0% 64.4% 9.0% -13 -2.0K -6 0.00 157.87 N/A N/A 0 0 1 1 2023-12-05 $34.80 $31.00 81.8% 12.0% 31.3% 0.0% 0.0% 51.2% 2.4% -23 -1.9K -5 0.00 158.96 N/A N/A 0 0 1 1 2023-12-06 $34.95 $31.00 78.8% 13.5% 30.5% 0.0% 0.0% 57.5% -3.2% -11 -2.2K -5 0.00 155.27 N/A N/A 0 0 1 1 2023-12-07 $34.89 $31.00 85.9% 11.5% 30.4% 0.0% 0.0% 61.4% 8.1% -17 -1.9K -5 0.00 156.13 N/A N/A 0 0 1 1 2023-12-08 $35.59 $31.00 74.0% 13.5% 29.9% 0.0% 0.0% 76.8% 14.0% -22 -2.5K -4 0.00 156.61 N/A N/A 0 0 1 1 2023-12-11 $36.45 $31.00 109.9% 14.9% 28.7% 0.0% 0.0% 55.4% 10.6% -28 -2.8K -4 0.00 157.52 N/A N/A 0 0 1 1 2023-12-12 $37.33 $31.00 122.8% 13.0% 29.1% 0.0% 0.0% 46.4% 3.2% -54 -3.1K -3 0.00 149.03 N/A N/A 0 0 1 1 2023-12-13 $38.06 $31.00 47.4% 13.6% 23.6% 0.0% 0.0% 59.4% 8.5% -33 -3.2K -3 0.00 152.80 N/A N/A 0 0 1 1 2023-12-14 $38.38 $31.00 45.0% 12.9% 22.8% 0.0% 0.0% 55.4% 1.5% -32 -3.2K -3 0.00 152.87 N/A N/A 0 0 1 1 2023-12-15 $39.25 $31.00 43.8% 12.5% 19.3% 0.0% 0.0% 55.2% -0.6% -35 -3.4K -3 0.00 152.47 N/A N/A 0 0 1 1 2023-12-18 $39.70 $31.00 52.1% 14.9% 19.3% 0.0% 0.0% 49.0% -28.0% 0 0 0 0.00 145.46 N/A N/A 0 0 0 1 2023-12-19 $40.17 $31.00 43.8% 12.6% 18.6% 0.0% 0.0% 65.2% 12.0% -32 521 -3 0.00 149.60 N/A N/A 0 0 0 1 2023-12-20 $38.93 $31.00 46.9% 13.5% 23.6% 0.0% 0.0% 55.7% -1.0% -36 581 -3 0.00 151.44 N/A N/A 0 0 0 1 2023-12-21 $39.23 $31.00 50.0% 14.3% 23.5% 0.0% 0.0% 67.3% 1.7% -34 636 -3 0.00 150.25 N/A N/A 0 0 0 1 2023-12-22 $39.66 $31.00 47.5% 13.6% 23.5% 0.0% 0.0% 66.5% -0.9% -34 536 -2 0.00 150.88 N/A N/A 0 0 0 1 2023-12-26 $39.74 $31.00 45.2% 12.9% 23.6% 0.0% 0.0% 52.9% -2.1% -26 213 -1 0.00 158.60 N/A N/A 0 0 0 1 2023-12-27 $39.72 $31.00 34.3% 9.8% 23.6% 0.0% 0.0% 6.2% 2.0% -19 115 -1 0.00 122.42 N/A N/A 0 0 0 1 2023-12-28 $39.66 $31.00 27.2% 7.8% 22.1% 0.0% 41.6% 2.1% 4.2% -9 6 0 0.00 118.81 N/A N/A 0 1 0 1 2023-12-29 $39.08 $0.00 31.7% 9.1% 23.2% 0.0% 0.0% 3.0% 2.3% 0 0 0 0.00 129.79 N/A N/A 0 0 0 0
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