UCYB Options History — August 2024 In August 2024, UCYB traded between $33.77 and $43.51. ATM implied volatility averaged 39.8%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 8.4% (HV 20d: 48.2%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-16 : Highest Volume — 3 contracts2024-08-05 : Largest IV spike — 47.1% change2024-08-05 : Highest IV Rank — 41.4%2024-08-06 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $40.11 $33.77 $43.51 $36.73 $43.51 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 39.8% 23.9% 65.0% 33.1% 30.4% Expected Move 9.7% 6.9% 14.0% 9.5% 8.7% HV 20d 48.2% 36.9% 53.8% 39.7% 36.9% HV 60d 37.1% 33.1% 39.1% 33.1% 35.9% IV Rank 15.8% 0.0% 41.4% 8.9% 6.5% IV Percentile 41.6% 0.0% 97.2% 22.9% 12.3% Term Structure 0.2% -9.3% 11.0% -6.3% -0.5% Skew 25d 3.2% -5.6% 10.6% -0.9% 9.2% Skew 10d 4.0% -5.7% 11.5% -5.7% 11.5% Call IV 25d 33.6% 23.2% 50.6% 39.0% 24.2% Put IV 25d 36.8% 25.8% 51.2% 38.0% 33.4% Bid-Ask Spread % 159.85 142.13 169.72 165.32 162.60 Gamma HHI 0.74 0.50 1.00 0.51 1.00 Net GEX 627 314 1.2K 592 532 Net DEX -8.7K -18.1K -4.1K -4.2K -9.3K Net VEX -26 -29 -21 -23 -25 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 5.636 4 7 7 4
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 2024-08-01 $36.73 $40.00 33.1% 9.5% 39.7% 8.9% 0.0% -0.9% -6.3% 592 -4.2K -23 0.00 165.32 N/A N/A 0 0 7 0 2024-08-02 $35.53 $40.00 44.2% 12.7% 40.6% 20.2% 0.0% 0.3% -8.3% 436 -5.0K -25 0.00 163.67 N/A N/A 0 0 7 0 2024-08-05 $33.77 $0.00 65.0% 12.8% 43.2% 41.4% 0.0% -1.6% -4.2% 314 -4.8K -22 0.00 169.72 N/A N/A 0 0 7 0 2024-08-06 $35.06 $0.00 62.7% 14.0% 46.2% 39.1% 0.0% 3.5% -9.2% 380 -4.1K -21 0.00 142.13 N/A N/A 0 0 7 0 2024-08-07 $35.50 $0.00 47.3% 9.8% 46.7% 23.4% 0.0% 1.4% -3.2% 429 -5.1K -24 0.00 155.40 N/A N/A 0 0 7 0 2024-08-08 $37.02 $0.00 56.1% 11.4% 49.8% 32.3% 0.0% 8.7% 0.7% 609 -6.3K -27 0.00 150.02 N/A N/A 0 0 7 0 2024-08-09 $38.22 $0.00 49.8% 10.2% 50.4% 25.9% 0.0% 5.0% 0.2% 792 -8.4K -29 0.00 156.84 N/A N/A 0 0 7 0 2024-08-12 $37.58 $0.00 63.6% 10.5% 50.2% 40.0% 0.0% 1.9% -5.0% 711 -6.6K -25 0.00 155.47 N/A N/A 0 0 7 0 2024-08-13 $39.13 $0.00 60.0% 9.8% 52.8% 36.3% 0.0% 4.5% -3.0% 1.0K -10.0K -28 0.00 157.78 N/A N/A 0 0 7 0 2024-08-14 $39.93 $0.00 33.1% 9.5% 52.3% 8.9% 0.0% 8.6% -0.9% 1.2K -12.2K -29 0.00 160.26 N/A N/A 0 0 7 0 2024-08-15 $41.42 $0.00 29.4% 8.4% 53.8% 5.3% 0.0% 10.6% -3.6% 1.2K -17.5K -29 0.00 161.09 N/A N/A 0 0 7 0 2024-08-16 $41.52 $0.00 31.5% 9.0% 52.6% 7.3% 0.0% 5.0% -9.3% 1.2K -18.1K -28 0.00 156.34 N/A N/A 3 0 7 0 2024-08-19 $42.39 $0.00 31.3% 9.0% 53.0% 7.1% 0.0% 2.3% -4.6% 450 -8.7K -28 0.00 160.57 N/A N/A 0 0 4 0 2024-08-20 $43.23 $0.00 30.4% 8.7% 53.2% 6.2% 0.0% 1.7% 7.7% 452 -9.1K -27 0.00 160.45 N/A N/A 0 0 4 0 2024-08-21 $43.38 $0.00 30.0% 8.6% 49.5% 5.9% 0.0% 2.5% 8.7% 467 -9.2K -27 0.00 160.69 N/A N/A 0 0 4 0 2024-08-22 $42.70 $0.00 30.3% 8.7% 50.1% 6.2% 0.0% -1.8% 6.8% 457 -8.5K -27 0.00 161.65 N/A N/A 0 0 4 0 2024-08-23 $43.27 $0.00 29.3% 8.4% 50.2% 5.1% 0.0% 7.7% 9.2% 483 -9.0K -27 0.00 161.52 N/A N/A 0 0 4 0 2024-08-26 $43.07 $0.00 32.8% 9.4% 50.3% 8.7% 0.0% 1.4% 2.1% 515 -8.9K -26 0.00 160.19 N/A N/A 0 0 4 0 2024-08-27 $43.45 $0.00 29.3% 8.4% 49.3% 5.1% 0.0% 3.9% 9.6% 487 -9.4K -26 0.00 169.16 N/A N/A 0 0 4 0 2024-08-28 $42.81 $0.00 32.0% 9.2% 48.8% 7.9% 0.0% 2.6% 6.8% 476 -8.5K -25 0.00 162.53 N/A N/A 0 0 4 0 2024-08-29 $43.17 $0.00 23.9% 6.9% 40.0% 0.0% 0.0% -5.6% 11.0% 548 -9.2K -25 0.00 163.38 N/A N/A 0 0 4 0 2024-08-30 $43.51 $0.00 30.4% 8.7% 36.9% 6.5% 0.0% 9.2% -0.5% 532 -9.3K -25 0.00 162.60 N/A N/A 0 0 4 0
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