UCYB Options History — July 2024 In July 2024, UCYB traded between $38.11 and $42.84. ATM implied volatility averaged 32.1%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 5.4% (HV 20d: 26.8%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-19 : Highest Volume — 3 contracts2024-07-10 : Largest IV drop — 22.0% change2024-07-31 : Highest IV Rank — 16.2%2024-07-31 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $40.55 $38.11 $42.84 $40.80 $39.42 Max Pain $41.36 $40.00 $45.00 $45.00 $40.00 ATM IV 32.1% 26.9% 40.2% 30.3% 40.2% Expected Move 9.0% 7.7% 11.5% 8.7% 11.5% HV 20d 26.8% 22.3% 34.2% 26.2% 32.1% HV 60d 29.8% 28.3% 32.1% 32.1% 30.1% IV Rank 8.0% 2.7% 16.2% 6.2% 16.2% IV Percentile 18.4% 0.8% 59.3% 7.0% 59.3% Term Structure -2.0% -6.9% 10.3% -3.5% 0.6% VWIV 30.2% 30.2% 30.2% 30.2% 30.2% Skew 25d 3.0% -2.2% 9.1% 4.7% 6.4% Skew 10d 5.2% -3.3% 11.4% -3.3% 5.3% Call IV 25d 31.2% 25.9% 38.4% 30.5% 34.8% Put IV 25d 34.3% 29.4% 44.4% 35.1% 41.1% Bid-Ask Spread % 157.49 115.55 166.74 152.75 156.88 Gamma HHI 0.54 0.49 0.89 0.50 0.52 Net GEX 371 -4 923 130 923 Net DEX -4.2K -13.3K 1.7K -82 -10.7K Net VEX -37 -43 -30 -39 -36 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 0.136 0 3 0 0 Total OI 7 7 7 7 7
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 2024-07-01 $40.80 $45.00 30.3% 8.7% 26.2% 6.2% 0.0% 4.7% -3.5% 130 -82 -39 0.00 152.75 N/A N/A 0 0 4 3 2024-07-02 $41.23 $45.00 30.6% 8.8% 25.3% 6.5% 0.0% 4.1% -1.5% 104 -695 -40 0.00 151.36 N/A N/A 0 0 4 3 2024-07-03 $41.76 $45.00 31.6% 9.1% 24.7% 7.5% 0.0% 3.0% -4.3% 64 -1.5K -41 0.00 151.03 N/A N/A 0 0 4 3 2024-07-05 $41.91 $0.00 34.3% 8.3% 22.3% 10.2% 0.0% 2.5% -3.5% 55 -1.7K -40 0.00 161.77 N/A N/A 0 0 4 3 2024-07-08 $41.80 $0.00 35.7% 7.9% 22.5% 11.6% 0.0% 3.1% -0.9% 69 -1.5K -39 0.00 162.59 N/A N/A 0 0 4 3 2024-07-09 $40.95 $0.00 35.1% 8.1% 24.4% 11.0% 0.0% 3.7% -4.2% 167 46 -37 0.00 163.54 N/A N/A 0 0 4 3 2024-07-10 $41.03 $0.00 27.4% 7.8% 22.8% 3.2% 0.0% 3.9% -2.4% 151 -114 -36 0.00 163.72 N/A N/A 0 0 4 3 2024-07-11 $41.16 $0.00 29.1% 8.4% 22.8% 4.9% 0.0% 0.6% -2.8% 143 -291 -36 0.00 163.03 N/A N/A 0 0 4 3 2024-07-12 $42.17 $0.00 26.9% 7.7% 23.6% 2.7% 0.0% 3.9% -2.3% 52 -1.6K -37 0.00 164.16 N/A N/A 0 0 4 3 2024-07-15 $42.63 $0.00 29.1% 8.4% 23.7% 5.0% 0.0% 1.8% 4.5% -4 -1.5K -37 0.00 162.45 N/A N/A 0 0 4 3 2024-07-16 $42.84 $0.00 30.8% 8.8% 23.1% 6.6% 0.0% 9.1% 10.3% -1 -1.2K -36 0.00 117.27 N/A N/A 0 0 4 3 2024-07-17 $41.41 $0.00 30.1% 8.6% 26.4% 6.0% 0.0% 2.5% -5.8% 165 -257 -34 0.00 164.18 N/A N/A 0 0 4 3 2024-07-18 $40.86 $0.00 26.9% 7.7% 26.6% 2.7% 0.0% 3.2% 2.9% 276 635 -33 0.00 166.74 N/A N/A 0 0 4 3 2024-07-19 $39.66 $0.00 29.3% 8.4% 28.8% 5.1% 30.2% 0.9% -3.7% 314 1.7K -30 0.00 164.53 N/A N/A 3 0 4 3 2024-07-22 $39.61 $40.00 30.6% 8.8% 28.9% 6.4% 0.0% 2.7% -4.9% 871 -12.0K -42 0.00 163.68 N/A N/A 0 0 7 0 2024-07-23 $40.18 $40.00 32.0% 9.2% 29.2% 7.8% 0.0% 2.8% -6.9% 917 -13.3K -43 0.00 166.07 N/A N/A 0 0 7 0 2024-07-24 $38.28 $40.00 35.6% 10.2% 34.2% 11.5% 0.0% -2.2% -3.7% 694 -9.3K -37 0.00 163.19 N/A N/A 0 0 7 0 2024-07-25 $38.49 $40.00 33.9% 9.7% 33.8% 9.8% 0.0% 0.8% -4.3% 743 -9.5K -39 0.00 161.57 N/A N/A 0 0 7 0 2024-07-26 $38.81 $40.00 32.9% 9.4% 29.1% 8.8% 0.0% 4.8% -2.3% 823 -10.1K -38 0.00 164.09 N/A N/A 0 0 7 0 2024-07-29 $38.95 $40.00 39.9% 11.4% 29.1% 15.8% 0.0% 6.2% -0.6% 768 -10.2K -37 0.00 115.55 N/A N/A 0 0 7 0 2024-07-30 $38.11 $40.00 34.7% 9.9% 29.6% 10.6% 0.0% -1.2% -5.4% 741 -8.4K -34 0.00 164.65 N/A N/A 0 0 7 0 2024-07-31 $39.42 $40.00 40.2% 11.5% 32.1% 16.2% 0.0% 6.4% 0.6% 923 -10.7K -36 0.00 156.88 N/A N/A 0 0 7 0
« Jun 2024 | All History | Aug 2024 » Home UCYB History July 2024