UCYB Options History — January 2024 In January 2024, UCYB traded between $35.73 and $43.85. ATM implied volatility averaged 35.2%. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 0.8% (HV 20d: 36.0%). Max pain ranged from $40.00 to $41.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-22 : Highest Volume — 10 contracts2024-01-03 : Largest IV spike — 26.2% change2024-01-03 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $40.38 $35.73 $43.85 $36.95 $41.98 Max Pain $40.42 $40.00 $41.00 $41.00 $40.00 ATM IV 35.2% 31.4% 41.7% 33.0% 35.1% Expected Move 10.1% 9.0% 11.9% 9.5% 10.1% HV 20d 36.0% 31.2% 38.9% 31.2% 35.0% HV 60d 33.4% 31.1% 35.1% 35.0% 32.6% Term Structure 1.0% -6.4% 7.5% 1.0% 4.2% VWIV 29.5% 28.0% 32.4% 28.2% 32.4% Skew 25d 8.5% -4.7% 20.2% 3.3% 12.1% Skew 10d 6.6% 0.8% 12.6% 6.4% 4.8% Call IV 25d 29.2% 21.1% 35.2% 32.2% 34.8% Put IV 25d 37.7% 29.2% 48.6% 35.5% 46.9% Bid-Ask Spread % 118.13 106.80 130.16 130.16 125.06 Gamma HHI 0.84 0.51 1.00 1.00 1.00 Net GEX 877 0 2.6K 0 1.5K Net DEX -18.0K -54.3K 0 0 -30.9K Net VEX -20 -57 0 0 -28 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 1.048 0 10 0 0 Total OI 5.905 0 16 0 10
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $36.95 $0.00 33.0% 9.5% 31.2% 0.0% 0.0% 3.3% 1.0% 0 0 0 0.00 130.16 N/A N/A 0 0 0 0 2024-01-03 $36.26 $0.00 41.7% 11.9% 31.9% 0.0% 0.0% 6.8% 3.1% 0 0 0 0.00 121.36 N/A N/A 0 0 0 0 2024-01-04 $36.01 $0.00 37.4% 10.6% 31.8% 0.0% 0.0% 20.1% -0.6% 0 0 0 0.00 115.34 N/A N/A 0 0 0 0 2024-01-05 $35.73 $0.00 38.8% 10.5% 32.0% 0.0% 0.0% 17.2% -3.5% 0 0 0 0.00 106.80 N/A N/A 0 0 0 0 2024-01-08 $37.19 $0.00 34.9% 10.5% 34.8% 0.0% 0.0% -4.7% 1.9% 0 0 0 0.00 117.27 N/A N/A 0 0 0 0 2024-01-09 $38.39 $0.00 32.5% 9.6% 35.8% 0.0% 0.0% -4.7% 2.4% 0 0 0 0.00 117.18 N/A N/A 0 0 0 0 2024-01-10 $39.51 $0.00 31.4% 9.0% 36.2% 0.0% 0.0% 2.6% 3.5% 0 0 0 0.00 122.36 N/A N/A 0 0 0 0 2024-01-11 $40.40 $0.00 32.5% 9.3% 36.1% 0.0% 0.0% 4.6% 3.8% 0 0 0 0.00 115.89 N/A N/A 0 0 0 0 2024-01-12 $41.08 $0.00 32.8% 9.4% 36.0% 0.0% 28.2% 5.7% 7.5% 0 0 0 0.00 109.74 N/A N/A 6 0 0 0 2024-01-16 $40.63 $41.00 33.0% 9.5% 36.3% 0.0% 0.0% 3.3% 3.6% 1.0K -12.1K -28 0.00 127.08 N/A N/A 0 0 6 0 2024-01-17 $39.72 $41.00 33.9% 9.7% 36.6% 0.0% 0.0% 12.5% 4.3% 951 -9.0K -26 0.00 115.24 N/A N/A 0 0 6 0 2024-01-18 $40.87 $41.00 31.6% 9.0% 37.8% 0.0% 0.0% 3.2% 3.4% 1.1K -11.8K -27 0.00 119.43 N/A N/A 0 0 6 0 2024-01-19 $41.50 $41.00 39.6% 11.4% 37.9% 0.0% 0.0% 16.2% -2.8% 839 -14.4K -27 0.00 114.91 N/A N/A 0 0 6 0 2024-01-22 $43.00 $41.00 34.9% 10.0% 37.6% 0.0% 28.0% 2.5% -1.6% 973 -18.5K -23 0.00 115.23 N/A N/A 10 0 6 0 2024-01-23 $42.78 $40.00 34.2% 9.8% 37.8% 0.0% 0.0% 12.6% -1.4% 2.3K -50.7K -57 0.00 120.70 N/A N/A 0 0 16 0 2024-01-24 $43.13 $40.00 37.9% 10.9% 37.7% 0.0% 0.0% 20.2% -6.4% 2.2K -54.3K -50 0.00 112.84 N/A N/A 0 0 16 0 2024-01-25 $42.74 $40.00 34.0% 9.8% 38.0% 0.0% 0.0% 11.2% 0.5% 2.5K -50.8K -53 0.00 124.47 N/A N/A 0 0 16 0 2024-01-26 $42.67 $40.00 34.2% 9.8% 38.0% 0.0% 32.4% 18.2% 3.2% 2.6K -50.0K -52 0.00 116.20 N/A N/A 6 0 16 0 2024-01-29 $43.85 $40.00 36.5% 10.5% 38.9% 0.0% 0.0% 2.3% -1.8% 1.2K -38.0K -21 0.00 114.50 N/A N/A 0 0 10 0 2024-01-30 $43.63 $40.00 38.5% 11.0% 38.4% 0.0% 0.0% 13.8% -3.4% 1.2K -36.6K -23 0.00 118.90 N/A N/A 0 0 10 0 2024-01-31 $41.98 $40.00 35.1% 10.1% 35.0% 0.0% 0.0% 12.1% 4.2% 1.5K -30.9K -28 0.00 125.06 N/A N/A 0 0 10 0
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