UCYB Options History — April 2024

In April 2024, UCYB traded between $35.88 and $41.36. ATM implied volatility averaged 46.2%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 15.6% (HV 20d: 30.5%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-04-30: Highest Volume — 8 contracts
2024-04-04: Largest IV spike — 12.4% change
2024-04-16: Highest IV Rank — 25.1%
2024-04-16: Largest Expected Move — 14.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.01	$35.88	$41.36	$41.36	$38.08
Max Pain	$42.00	$42.00	$42.00	$42.00	$42.00
ATM IV	46.2%	40.7%	51.2%	42.2%	45.3%
Expected Move	13.1%	11.7%	14.7%	12.1%	13.0%
HV 20d	30.5%	23.5%	38.3%	31.5%	38.3%
HV 60d	42.6%	41.4%	43.9%	42.6%	43.3%
IV Rank	19.9%	14.2%	25.1%	15.8%	19.0%
IV Percentile	82.2%	61.2%	92.0%	71.3%	77.8%
Term Structure	-1.0%	-3.8%	2.9%	-1.1%	-1.0%
Skew 25d	4.0%	-10.5%	16.4%	2.2%	0.7%
Skew 10d	7.7%	-7.0%	21.5%	4.1%	4.3%
Call IV 25d	37.3%	24.7%	53.0%	36.4%	40.0%
Put IV 25d	41.4%	27.2%	56.8%	38.5%	40.8%
Bid-Ask Spread %	112.36	103.41	121.80	118.64	121.48
Gamma HHI	0.42	0.30	0.59	0.35	0.55
Net GEX	-616	-1.3K	-154	-848	-187
Net DEX	16.0K	6.6K	28.7K	12.8K	6.9K
Net VEX	-26	-43	-15	-35	-17
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	0.5	0	8	0	8
Total OI	8.682	3	12	10	3

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-04-01	$41.36	$42.00	42.2%	12.1%	31.5%	15.8%	0.0%	2.2%	-1.1%	-848	12.8K	-35	118.64	N/A	N/A	0	0	3	7
2024-04-02	$40.69	$42.00	40.7%	11.7%	31.8%	14.2%	0.0%	12.2%	1.1%	-906	15.2K	-32	118.44	N/A	N/A	0	0	3	7
2024-04-03	$40.90	$42.00	42.6%	12.2%	26.0%	16.2%	0.0%	0.6%	1.6%	-926	13.9K	-32	118.10	N/A	N/A	0	0	3	7
2024-04-04	$39.87	$0.00	47.9%	13.1%	25.2%	21.7%	0.0%	-5.0%	-2.2%	-906	16.0K	-29	105.19	N/A	N/A	0	1	3	7
2024-04-05	$40.56	$0.00	42.5%	12.4%	24.0%	16.1%	0.0%	-3.1%	0.2%	-1.0K	17.5K	-38	106.70	N/A	N/A	1	0	3	8
2024-04-08	$40.59	$0.00	45.7%	12.6%	23.5%	19.4%	0.0%	4.2%	-0.7%	-1.1K	16.9K	-43	107.58	N/A	N/A	0	0	4	8
2024-04-09	$40.98	$0.00	46.5%	12.4%	23.9%	20.3%	0.0%	6.5%	-1.8%	-1.1K	16.2K	-42	109.82	N/A	N/A	0	0	4	8
2024-04-10	$40.20	$0.00	44.1%	12.6%	23.8%	17.8%	0.0%	10.2%	-1.7%	-1.1K	19.0K	-37	112.26	N/A	N/A	0	0	4	8
2024-04-11	$41.05	$0.00	45.4%	13.0%	25.4%	19.1%	0.0%	2.5%	-2.8%	-1.3K	16.0K	-40	103.41	N/A	N/A	0	0	4	8
2024-04-12	$39.37	$0.00	44.6%	12.8%	27.0%	18.3%	0.0%	6.8%	0.7%	-1.0K	20.8K	-33	108.76	N/A	N/A	0	0	4	8
2024-04-15	$37.34	$0.00	49.3%	14.1%	31.4%	23.2%	0.0%	0.5%	-2.3%	-564	26.3K	-15	111.32	N/A	N/A	0	1	3	8
2024-04-16	$37.48	$0.00	51.2%	14.7%	31.5%	25.1%	0.0%	4.7%	-3.7%	-657	27.5K	-22	108.21	N/A	N/A	0	0	3	9
2024-04-17	$36.69	$0.00	47.6%	13.7%	31.9%	21.4%	0.0%	10.6%	-0.4%	-370	28.5K	-19	107.86	N/A	N/A	0	0	3	9
2024-04-18	$36.44	$0.00	48.1%	13.8%	30.1%	22.0%	0.0%	-10.5%	2.9%	-273	28.6K	-18	108.33	N/A	N/A	0	0	3	9
2024-04-19	$35.88	$0.00	49.3%	14.1%	29.6%	23.2%	0.0%	12.3%	-0.9%	-154	28.7K	-17	110.39	N/A	N/A	0	0	3	9
2024-04-22	$37.08	$0.00	50.8%	14.6%	32.9%	24.8%	0.0%	16.4%	-3.7%	-165	7.2K	-17	114.00	N/A	N/A	0	0	0	3
2024-04-23	$38.47	$0.00	46.9%	13.5%	36.2%	20.7%	0.0%	3.0%	-0.7%	-186	6.9K	-18	119.63	N/A	N/A	0	0	0	3
2024-04-24	$38.77	$0.00	45.3%	13.0%	36.4%	19.0%	0.0%	3.7%	-1.2%	-187	6.7K	-19	115.97	N/A	N/A	0	0	0	3
2024-04-25	$38.17	$0.00	46.8%	13.4%	36.6%	20.6%	0.0%	5.2%	-0.0%	-180	6.7K	-19	116.69	N/A	N/A	0	0	0	3
2024-04-26	$39.14	$0.00	45.8%	13.1%	37.6%	19.5%	0.0%	2.8%	-1.5%	-195	6.6K	-18	121.80	N/A	N/A	0	0	0	3
2024-04-29	$39.13	$0.00	46.6%	13.4%	37.6%	20.4%	0.0%	1.7%	-3.8%	-197	6.6K	-18	107.44	N/A	N/A	0	0	0	3
2024-04-30	$38.08	$0.00	45.3%	13.0%	38.3%	19.0%	0.0%	0.7%	-1.0%	-187	6.9K	-17	121.48	N/A	N/A	8	0	0	3