UCYB Options History — September 2024 In September 2024, UCYB traded between $38.23 and $43.97. ATM implied volatility averaged 34.3%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 1.8% (HV 20d: 36.1%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-30 : Highest Volume — 42 contracts2024-09-11 : Largest IV drop — 41.4% change2024-09-10 : Highest IV Rank — 20.9%2024-09-18 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $41.51 $38.23 $43.97 $41.56 $42.73 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 34.3% 26.1% 44.6% 35.0% 35.0% Expected Move 9.3% 7.5% 12.7% 10.0% 10.0% HV 20d 36.1% 33.2% 39.3% 35.8% 36.9% HV 60d 39.0% 37.2% 40.2% 37.3% 39.4% IV Rank 10.5% 2.2% 20.9% 11.2% 11.2% IV Percentile 32.8% 0.8% 78.2% 36.5% 38.5% Term Structure -5.6% -18.2% 3.0% -6.6% -6.4% VWIV 34.1% 34.1% 34.1% 34.1% 34.1% Skew 25d 1.3% -9.1% 15.5% -2.2% 2.5% Skew 10d 4.8% -2.8% 25.0% 8.9% 1.7% Call IV 25d 32.8% 24.3% 42.4% 35.2% 31.0% Put IV 25d 34.1% 21.0% 48.8% 33.0% 33.4% Bid-Ask Spread % 154.36 149.16 163.81 163.07 155.86 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 911 465 1.4K 469 1.2K Net DEX -16.3K -24.1K -6.3K -7.5K -19.3K Net VEX -73 -83 -22 -23 -77 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 2.45 0 42 0 42 Total OI 8.5 4 9 4 9
Daily Data (20 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 2024-09-03 $41.56 $0.00 35.0% 10.0% 35.8% 11.2% 0.0% -2.2% -6.6% 469 -7.5K -23 0.00 163.07 N/A N/A 0 0 4 0 2024-09-04 $40.75 $0.00 33.3% 9.5% 35.8% 9.5% 0.0% 1.6% -5.9% 465 -6.3K -22 0.00 163.81 N/A N/A 5 0 4 0 2024-09-05 $40.25 $43.00 35.0% 7.6% 36.4% 11.2% 0.0% 3.2% -0.7% 786 -14.1K -82 0.00 151.42 N/A N/A 0 0 9 0 2024-09-06 $38.23 $43.00 35.2% 9.3% 39.3% 11.4% 0.0% -7.9% -5.8% 668 -9.7K -68 0.00 152.27 N/A N/A 0 0 9 0 2024-09-09 $38.48 $43.00 43.2% 9.3% 37.7% 19.5% 0.0% -6.9% -6.0% 657 -10.9K -73 0.00 158.92 N/A N/A 0 0 9 0 2024-09-10 $39.08 $43.00 44.6% 9.6% 37.5% 20.9% 0.0% -0.5% -7.2% 710 -11.9K -73 0.00 152.94 N/A N/A 0 0 9 0 2024-09-11 $39.78 $43.00 26.1% 7.5% 35.2% 2.2% 0.0% -4.6% -1.3% 813 -11.8K -73 0.00 153.19 N/A N/A 0 0 9 0 2024-09-12 $41.03 $43.00 30.9% 8.9% 36.2% 7.1% 0.0% 5.3% -4.4% 822 -17.1K -83 0.00 151.26 N/A N/A 0 0 9 0 2024-09-13 $41.51 $43.00 28.1% 8.1% 34.0% 4.2% 0.0% 4.6% -5.7% 946 -16.6K -83 0.00 151.31 N/A N/A 0 0 9 0 2024-09-16 $42.05 $43.00 31.8% 9.1% 34.3% 7.9% 0.0% 4.0% -5.0% 865 -18.2K -83 0.00 150.84 N/A N/A 0 0 9 0 2024-09-17 $41.36 $43.00 31.8% 9.1% 33.9% 8.0% 0.0% 2.7% -7.3% 888 -17.5K -82 0.00 151.46 N/A N/A 0 0 9 0 2024-09-18 $40.86 $43.00 44.4% 12.7% 33.2% 20.8% 0.0% 15.5% -18.2% 769 -16.2K -80 0.00 149.16 N/A N/A 0 0 9 0 2024-09-19 $42.34 $43.00 32.1% 9.2% 35.8% 8.3% 0.0% 1.7% -1.9% 992 -18.8K -82 0.00 153.76 N/A N/A 0 0 9 0 2024-09-20 $43.31 $43.00 36.2% 10.4% 36.4% 12.4% 0.0% 6.5% -9.2% 1.1K -21.4K -83 0.00 153.60 N/A N/A 0 0 9 0 2024-09-23 $43.77 $43.00 29.8% 8.5% 36.2% 5.9% 0.0% 2.6% 3.0% 1.1K -23.3K -81 0.00 152.74 N/A N/A 0 0 9 0 2024-09-24 $43.97 $43.00 29.5% 8.4% 36.2% 5.6% 0.0% 8.3% -4.3% 1.0K -24.1K -80 0.00 155.71 N/A N/A 0 0 9 0 2024-09-25 $42.90 $43.00 34.1% 9.8% 37.2% 10.3% 34.1% -1.0% -7.4% 1.3K -19.5K -80 0.00 157.49 N/A N/A 2 0 9 0 2024-09-26 $43.29 $43.00 37.8% 10.8% 37.0% 14.1% 0.0% -0.3% -7.0% 1.2K -21.8K -79 0.00 153.38 N/A N/A 0 0 9 0 2024-09-27 $42.89 $43.00 31.3% 9.0% 37.0% 7.4% 0.0% -9.1% -5.8% 1.4K -19.1K -78 0.00 154.96 N/A N/A 0 0 9 0 2024-09-30 $42.73 $43.00 35.0% 10.0% 36.9% 11.2% 0.0% 2.5% -6.4% 1.2K -19.3K -77 0.00 155.86 N/A N/A 0 42 9 0
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