UCYB Options History — February 2024

In February 2024, UCYB traded between $39.16 and $46.95. ATM implied volatility averaged 38.1%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 5.9% (HV 20d: 44.1%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2024-02-07: Highest Volume — 11 contracts
2024-02-07: Largest IV drop — 17.2% change
2024-02-28: Highest IV Rank — 16.6%
2024-02-28: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.59	$39.16	$46.95	$42.89	$44.12
Max Pain	$45.00	$45.00	$45.00	$45.00	$45.00
ATM IV	38.1%	33.3%	42.9%	39.2%	41.5%
Expected Move	10.8%	9.5%	12.3%	10.2%	11.9%
HV 20d	44.1%	32.9%	59.6%	34.1%	57.9%
HV 60d	36.3%	32.1%	42.8%	32.6%	42.4%
IV Rank	11.5%	6.5%	16.6%	11.4%	15.1%
IV Percentile	49.1%	21.6%	76.1%	47.6%	68.5%
Term Structure	-0.7%	-8.4%	3.1%	0.5%	-3.9%
VWIV	31.3%	31.3%	31.3%	31.3%	31.3%
Skew 25d	6.9%	-12.5%	23.4%	0.3%	22.3%
Skew 10d	4.8%	-5.6%	10.7%	7.9%	4.6%
Call IV 25d	30.2%	25.8%	40.8%	34.1%	29.7%
Put IV 25d	37.1%	27.7%	52.0%	34.4%	52.0%
Bid-Ask Spread %	116.18	110.28	123.74	112.73	118.43
Gamma HHI	0.72	0.34	1.00	1.00	0.35
Net GEX	275	-451	2.1K	1.4K	-274
Net DEX	-9.2K	-43.5K	3.1K	-34.3K	2.1K
Net VEX	-13	-30	-5	-24	-13
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.10	0.00	0.10
Total Volume	0.75	0	11	0	0
Total OI	4.15	1	11	10	3

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
2024-02-01	$42.89	$0.00	39.2%	10.2%	34.1%	0.0%	0.0%	0.3%	0.5%	1.4K	-34.3K	-24	0.00	112.73	N/A	N/A	0	0	10	0
2024-02-02	$42.84	$0.00	38.2%	10.0%	33.8%	0.0%	0.0%	9.8%	-0.5%	1.5K	-34.9K	-22	0.00	117.78	N/A	N/A	1	0	10	0
2024-02-05	$41.94	$0.00	38.0%	10.7%	35.0%	11.4%	0.0%	15.4%	0.1%	2.1K	-33.4K	-30	0.00	111.67	N/A	N/A	0	0	11	0
2024-02-06	$42.25	$0.00	41.8%	10.5%	32.9%	15.4%	0.0%	17.0%	0.5%	1.8K	-34.9K	-28	0.00	112.62	N/A	N/A	0	0	11	0
2024-02-07	$43.90	$0.00	34.6%	9.9%	33.6%	7.8%	0.0%	17.1%	1.4%	946	-43.5K	-16	0.10	110.28	N/A	N/A	10	1	11	0
2024-02-08	$44.73	$0.00	35.5%	10.2%	32.9%	8.8%	0.0%	2.5%	0.1%	-183	-298	-10	0.00	118.65	N/A	N/A	0	0	1	1
2024-02-09	$46.95	$0.00	37.1%	10.6%	35.8%	10.4%	0.0%	-2.8%	1.5%	-117	-2.1K	-9	0.00	115.24	N/A	N/A	0	0	1	1
2024-02-12	$46.35	$0.00	35.3%	10.1%	36.3%	8.5%	0.0%	0.3%	-0.1%	-188	-1.9K	-9	0.00	115.19	N/A	N/A	0	0	1	1
2024-02-13	$44.40	$0.00	40.0%	11.5%	39.9%	13.5%	0.0%	2.0%	0.1%	-240	155	-9	0.00	111.25	N/A	N/A	0	0	1	1
2024-02-14	$45.94	$0.00	41.9%	12.0%	39.9%	15.4%	0.0%	5.1%	-7.4%	-232	-1.5K	-8	0.00	116.44	N/A	N/A	0	0	1	1
2024-02-15	$45.73	$0.00	35.6%	10.2%	39.3%	8.9%	0.0%	3.7%	0.4%	-258	-1.3K	-8	0.00	119.05	N/A	N/A	0	0	1	1
2024-02-16	$44.81	$0.00	33.9%	9.7%	40.1%	7.1%	0.0%	4.0%	0.1%	-451	-226	-7	0.00	115.07	N/A	N/A	0	1	1	1
2024-02-20	$43.59	$0.00	37.2%	10.7%	39.8%	10.6%	0.0%	4.5%	-0.6%	117	-2.2K	-7	0.00	122.81	N/A	N/A	0	0	1	0
2024-02-21	$39.16	$0.00	41.9%	12.0%	55.2%	15.4%	0.0%	23.4%	-8.4%	87	-959	-5	0.00	112.53	N/A	N/A	0	0	1	0
2024-02-22	$41.24	$0.00	37.4%	10.7%	58.6%	10.7%	0.0%	0.0%	0.5%	119	-1.4K	-6	0.00	120.32	N/A	N/A	0	0	1	0
2024-02-23	$41.92	$0.00	33.3%	9.5%	58.9%	6.5%	31.3%	-12.5%	3.1%	120	-1.7K	-6	0.00	116.38	N/A	N/A	0	2	1	0
2024-02-26	$42.97	$45.00	36.2%	10.4%	59.6%	9.5%	0.0%	5.7%	-1.3%	-260	3.0K	-14	0.00	119.88	N/A	N/A	0	0	1	2
2024-02-27	$43.23	$45.00	41.5%	11.9%	58.8%	15.1%	0.0%	5.5%	0.6%	-229	2.6K	-14	0.00	113.54	N/A	N/A	0	0	1	2
2024-02-28	$42.91	$45.00	42.9%	12.3%	58.8%	16.6%	0.0%	14.8%	-0.4%	-248	3.1K	-13	0.00	123.74	N/A	N/A	0	0	1	2
2024-02-29	$44.12	$45.00	41.5%	11.9%	57.9%	15.1%	0.0%	22.3%	-3.9%	-274	2.1K	-13	0.00	118.43	N/A	N/A	0	0	1	2