UCYB Options History — June 2024 In June 2024, UCYB traded between $35.55 and $40.41. ATM implied volatility averaged 31.9%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 0.3% (HV 20d: 32.2%). Max pain ranged from $42.00 to $45.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-10 : Highest Volume — 4 contracts2024-06-11 : Largest IV spike — 44.3% change2024-06-03 : Highest IV Rank — 16.3%2024-06-03 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $38.30 $35.55 $40.41 $35.81 $40.41 Max Pain $44.53 $42.00 $45.00 $42.00 $45.00 ATM IV 31.9% 24.3% 42.7% 42.7% 30.1% Expected Move 9.0% 6.5% 12.3% 12.3% 8.6% HV 20d 32.2% 26.2% 34.5% 31.5% 26.2% HV 60d 31.3% 30.6% 32.4% 30.7% 32.4% IV Rank 6.7% 0.0% 16.3% 16.3% 5.9% IV Percentile 15.2% 0.0% 66.8% 66.8% 6.2% Term Structure -0.4% -4.9% 5.9% -0.9% -2.6% Skew 25d 2.5% -15.3% 13.0% 2.9% 0.7% Skew 10d 4.8% -5.0% 9.0% 4.5% 2.2% Call IV 25d 30.8% 21.1% 46.1% 38.2% 31.6% Put IV 25d 33.4% 24.9% 41.0% 41.0% 32.3% Bid-Ask Spread % 144.95 115.74 162.77 128.42 152.62 Gamma HHI 0.39 0.32 0.51 0.37 0.50 Net GEX 93 -132 362 -120 144 Net DEX 3.6K 377 8.2K 8.0K 377 Net VEX -29 -43 -5 -9 -39 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 0.211 0 4 0 0 Total OI 6.474 4 8 4 7
Daily Data (19 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 2024-06-03 $35.81 $42.00 42.7% 12.3% 31.5% 16.3% 0.0% 2.9% -0.9% -120 8.0K -9 0.00 128.42 N/A N/A 0 0 1 3 2024-06-04 $35.55 $42.00 35.5% 10.2% 29.8% 8.8% 0.0% -15.3% 0.8% -123 8.2K -7 0.00 125.68 N/A N/A 0 0 1 3 2024-06-05 $36.88 $42.00 35.5% 10.2% 33.1% 8.8% 0.0% 13.0% 3.3% -132 7.9K -9 0.00 127.69 N/A N/A 0 0 1 3 2024-06-06 $37.05 $45.00 38.2% 11.5% 32.6% 11.6% 0.0% -5.1% 4.7% -113 7.9K -8 0.00 115.74 N/A N/A 0 0 1 3 2024-06-07 $37.20 $45.00 36.1% 11.2% 32.6% 9.5% 0.0% 5.6% 5.6% -121 7.8K -9 0.00 117.64 N/A N/A 0 0 1 3 2024-06-10 $38.26 $45.00 26.4% 6.5% 34.3% 0.0% 0.0% 3.9% 5.2% -82 7.7K -5 0.00 149.46 N/A N/A 4 0 1 3 2024-06-11 $38.31 $45.00 38.0% 8.3% 34.2% 12.1% 0.0% 4.4% -3.0% 183 1.9K -41 0.00 150.42 N/A N/A 0 0 5 3 2024-06-12 $38.93 $45.00 28.6% 8.2% 34.2% 2.3% 0.0% 2.0% -3.6% 227 1.2K -43 0.00 151.11 N/A N/A 0 0 5 3 2024-06-13 $38.91 $45.00 24.3% 7.0% 31.8% 0.0% 0.0% 1.8% 5.9% 362 1.5K -36 0.00 154.00 N/A N/A 0 0 5 3 2024-06-14 $38.56 $45.00 28.7% 8.2% 31.9% 4.5% 0.0% 4.5% -3.2% 203 1.8K -40 0.00 156.94 N/A N/A 0 0 5 3 2024-06-17 $39.28 $45.00 27.5% 7.9% 32.7% 3.3% 0.0% 6.9% 1.1% 246 883 -41 0.00 151.95 N/A N/A 0 0 5 3 2024-06-18 $38.85 $45.00 29.6% 8.5% 32.7% 5.4% 0.0% 2.9% -3.7% 214 1.5K -39 0.00 151.08 N/A N/A 0 0 5 3 2024-06-20 $38.64 $45.00 29.8% 8.5% 32.5% 5.6% 0.0% 3.8% -1.4% 199 1.9K -38 0.00 151.05 N/A N/A 0 0 5 3 2024-06-21 $38.68 $45.00 29.7% 8.5% 32.5% 5.5% 0.0% 4.8% -2.1% 164 2.0K -37 0.00 151.81 N/A N/A 0 0 5 3 2024-06-24 $38.80 $45.00 31.1% 8.9% 32.2% 6.9% 0.0% 2.9% -4.9% 125 2.1K -37 0.00 151.76 N/A N/A 0 0 4 3 2024-06-25 $38.96 $45.00 32.0% 9.2% 31.7% 7.9% 0.0% 4.5% -2.8% 118 1.9K -37 0.00 151.79 N/A N/A 0 0 4 3 2024-06-26 $38.34 $45.00 31.3% 9.0% 30.3% 7.1% 0.0% 2.0% -3.5% 165 3.2K -34 0.00 162.77 N/A N/A 0 0 4 3 2024-06-27 $40.19 $45.00 30.8% 8.8% 34.5% 6.7% 0.0% 2.1% -2.2% 113 401 -40 0.00 152.22 N/A N/A 0 0 4 3 2024-06-28 $40.41 $45.00 30.1% 8.6% 26.2% 5.9% 0.0% 0.7% -2.6% 144 377 -39 0.00 152.62 N/A N/A 0 0 4 3
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