UCYB Options History — May 2024 In May 2024, UCYB traded between $36.27 and $40.64. ATM implied volatility averaged 40.2%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 9.5% (HV 20d: 30.7%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-31 : Highest Volume — 8 contracts2024-05-15 : Largest IV drop — 39.6% change2024-05-14 : Highest IV Rank — 30.4%2024-05-01 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $38.93 $36.27 $40.64 $38.39 $36.28 Max Pain $42.47 $42.00 $43.00 $43.00 $42.00 ATM IV 40.2% 33.6% 56.2% 46.8% 39.2% Expected Move 10.9% 9.6% 13.4% 13.4% 11.3% HV 20d 30.7% 23.0% 38.4% 38.4% 31.3% HV 60d 36.4% 30.9% 43.2% 43.2% 31.2% IV Rank 13.7% 6.8% 30.4% 20.6% 12.7% IV Percentile 47.7% 16.1% 95.4% 83.3% 45.4% Term Structure 0.8% -1.7% 4.1% -0.1% 1.8% VWIV 33.3% 32.6% 34.1% 34.1% 32.6% Skew 25d 4.4% 1.3% 12.4% 4.3% 12.4% Skew 10d 3.7% -4.1% 14.2% 14.2% -2.2% Call IV 25d 31.1% 19.9% 42.6% 42.6% 35.1% Put IV 25d 35.5% 23.7% 47.4% 46.9% 47.4% Bid-Ask Spread % 118.84 95.13 126.85 116.84 124.26 Gamma HHI 0.59 0.34 0.69 0.64 0.34 Net GEX 656 83 1.0K 492 83 Net DEX -598 -4.9K 7.2K -2.3K 7.2K Net VEX -45 -56 -14 -56 -14 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 0.409 0 8 0 8 Total OI 11.455 11 12 11 12
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-05-01 $38.39 $0.00 46.8% 13.4% 38.4% 20.6% 0.0% 4.3% -0.1% 492 -2.3K -56 0.00 116.84 N/A N/A 0 0 8 3 2024-05-02 $38.30 $0.00 45.3% 13.0% 37.5% 19.0% 0.0% 6.7% -1.7% 467 -1.2K -54 0.00 124.11 N/A N/A 0 0 8 3 2024-05-03 $37.94 $0.00 43.0% 12.3% 36.9% 16.6% 0.0% 3.2% -0.9% 447 75 -51 0.00 126.85 N/A N/A 0 0 8 3 2024-05-06 $38.87 $43.00 41.6% 11.8% 38.1% 15.2% 0.0% 6.9% -0.2% 539 -1.6K -53 0.00 95.13 N/A N/A 0 0 8 3 2024-05-07 $39.03 $43.00 40.2% 11.4% 38.0% 13.7% 0.0% 3.2% 0.7% 571 -1.6K -52 0.00 117.61 N/A N/A 0 0 8 3 2024-05-08 $38.28 $43.00 40.2% 11.1% 38.0% 13.6% 0.0% 4.7% 1.2% 489 339 -48 0.00 116.22 N/A N/A 0 0 8 3 2024-05-09 $38.37 $43.00 39.2% 9.8% 37.0% 12.6% 0.0% 1.3% 4.1% 488 -93 -47 0.00 98.55 N/A N/A 0 0 8 3 2024-05-10 $38.42 $43.00 43.6% 10.6% 34.1% 17.2% 0.0% 8.6% 1.1% 583 483 -46 0.00 114.47 N/A N/A 0 0 8 3 2024-05-13 $38.74 $43.00 52.2% 10.6% 28.2% 26.2% 0.0% 2.9% 1.2% 596 1.4K -41 0.00 117.89 N/A N/A 0 0 8 3 2024-05-14 $39.31 $43.00 56.2% 10.9% 28.6% 30.4% 0.0% 3.7% -0.4% 657 -891 -48 0.00 115.57 N/A N/A 0 0 8 3 2024-05-15 $40.64 $43.00 33.9% 9.7% 29.2% 7.2% 0.0% 2.4% 3.9% 891 -3.8K -52 0.00 120.44 N/A N/A 0 0 8 3 2024-05-16 $40.48 $43.00 35.9% 10.3% 29.0% 9.2% 34.1% 2.2% 1.7% 831 -4.2K -52 0.00 123.58 N/A N/A 1 0 8 3 2024-05-17 $40.24 $42.00 34.8% 10.0% 28.3% 8.1% 0.0% 3.2% 3.6% 992 -4.1K -55 0.00 120.42 N/A N/A 0 0 9 3 2024-05-20 $40.58 $42.00 33.6% 9.6% 26.5% 6.8% 0.0% 3.3% 1.9% 1.0K -4.9K -54 0.00 120.74 N/A N/A 0 0 9 3 2024-05-21 $40.08 $42.00 35.7% 10.2% 24.2% 9.0% 0.0% 10.9% -0.6% 964 -3.1K -48 0.00 121.49 N/A N/A 0 0 9 3 2024-05-22 $39.88 $42.00 35.7% 10.2% 24.2% 9.0% 0.0% 1.3% 0.4% 941 -2.7K -47 0.00 121.16 N/A N/A 0 0 9 3 2024-05-23 $39.33 $42.00 36.1% 10.3% 24.0% 9.4% 0.0% 3.7% 0.2% 804 -73 -40 0.00 124.09 N/A N/A 0 0 9 3 2024-05-24 $39.96 $42.00 34.4% 9.9% 23.0% 7.6% 0.0% 2.0% 2.2% 1.0K -2.3K -46 0.00 125.24 N/A N/A 0 0 9 3 2024-05-28 $38.75 $42.00 37.2% 10.7% 25.7% 10.5% 0.0% 1.6% -1.4% 763 1.5K -35 0.00 120.28 N/A N/A 0 0 9 3 2024-05-29 $38.42 $42.00 38.4% 11.0% 23.9% 11.8% 0.0% 2.4% 0.3% 594 2.8K -29 0.00 125.39 N/A N/A 0 0 9 3 2024-05-30 $36.27 $42.00 41.3% 11.8% 31.3% 14.8% 0.0% 5.0% -1.2% 218 5.9K -19 0.00 124.18 N/A N/A 0 0 9 3 2024-05-31 $36.28 $42.00 39.2% 11.3% 31.3% 12.7% 32.6% 12.4% 1.8% 83 7.2K -14 0.00 124.26 N/A N/A 8 0 9 3
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