UCYB Options History — October 2024 In October 2024, UCYB traded between $41.72 and $47.83. ATM implied volatility averaged 28.4%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 4.2% (HV 20d: 32.6%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days.
Notable Days 2024-10-07 : Largest IV spike — 40.3% change2024-10-29 : Highest IV Rank — 12.6%2024-10-29 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.45 $41.72 $47.83 $41.72 $44.20 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 28.4% 21.7% 36.0% 29.4% 33.9% Expected Move 7.9% 6.2% 9.9% 8.4% 9.7% HV 20d 32.6% 28.5% 35.3% 34.0% 35.3% HV 60d 39.0% 33.8% 41.5% 39.7% 34.5% IV Rank 5.5% 0.0% 12.6% 5.6% 12.0% IV Percentile 14.1% 0.0% 46.4% 7.5% 37.7% Term Structure -3.8% -15.1% 5.9% -4.3% -7.0% Skew 25d 2.5% -3.2% 9.3% 1.4% 0.8% Skew 10d 4.6% -4.7% 14.2% 1.9% 0.4% Call IV 25d 27.9% 19.4% 34.8% 31.9% 34.8% Put IV 25d 30.4% 22.2% 38.4% 33.2% 35.5% Bid-Ask Spread % 156.94 125.02 167.52 156.18 167.52 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 724 312 1.4K 1.2K 410 Net DEX -23.1K -38.0K -12.5K -17.2K -12.5K Net VEX -61 -75 -51 -74 -57 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7.435 5 9 9 5
Daily Data (23 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 2024-10-01 $41.72 $43.00 29.4% 8.4% 34.0% 5.6% 0.0% 1.4% -4.3% 1.2K -17.2K -74 0.00 156.18 N/A N/A 0 0 9 0 2024-10-02 $42.31 $43.00 31.1% 8.9% 33.5% 7.3% 0.0% 2.7% -6.1% 1.2K -18.2K -75 0.00 155.83 N/A N/A 0 0 9 0 2024-10-03 $42.09 $0.00 31.6% 7.7% 33.2% 7.7% 0.0% 1.8% -3.4% 1.3K -17.4K -74 0.00 162.24 N/A N/A 0 0 9 0 2024-10-04 $43.59 $0.00 25.7% 8.9% 28.5% 1.8% 0.0% 7.3% -15.1% 1.4K -21.9K -75 0.00 125.02 N/A N/A 0 0 9 0 2024-10-07 $42.63 $0.00 36.0% 7.6% 30.3% 12.3% 0.0% 0.5% -5.3% 1.4K -19.8K -72 0.00 161.95 N/A N/A 0 0 9 0 2024-10-08 $44.33 $0.00 35.4% 7.9% 32.5% 11.6% 0.0% 3.5% -3.5% 1.3K -25.2K -71 0.00 162.00 N/A N/A 0 0 9 0 2024-10-09 $45.94 $0.00 25.7% 7.4% 33.9% 1.8% 0.0% 2.8% -0.5% 950 -30.9K -63 0.00 160.08 N/A N/A 0 0 9 0 2024-10-10 $47.05 $0.00 24.2% 6.9% 33.3% 0.2% 0.0% -3.2% -1.2% 664 -35.1K -58 0.00 158.26 N/A N/A 0 0 9 0 2024-10-11 $47.83 $0.00 23.8% 6.8% 33.5% 0.0% 0.0% 3.7% 0.8% 466 -38.0K -51 0.00 151.92 N/A N/A 0 0 9 0 2024-10-14 $47.72 $0.00 23.4% 6.7% 33.6% 0.0% 0.0% 3.2% -3.1% 548 -36.2K -54 0.00 154.63 N/A N/A 0 0 9 0 2024-10-15 $46.78 $0.00 24.7% 7.1% 33.9% 1.3% 0.0% -3.1% -1.9% 640 -34.4K -57 0.00 157.06 N/A N/A 0 0 9 0 2024-10-16 $47.08 $0.00 27.2% 7.8% 33.2% 3.8% 0.0% 3.7% -2.3% 570 -35.4K -57 0.00 154.13 N/A N/A 0 0 9 0 2024-10-17 $47.19 $0.00 28.3% 8.1% 31.4% 4.9% 0.0% -1.0% -3.8% 549 -35.6K -56 0.00 139.87 N/A N/A 0 0 9 0 2024-10-18 $47.29 $0.00 21.7% 6.2% 30.8% 0.0% 0.0% 8.7% 0.3% 399 -36.3K -54 0.00 156.76 N/A N/A 0 0 9 0 2024-10-21 $46.81 $0.00 25.7% 7.4% 31.1% 4.0% 0.0% -2.8% -7.5% 548 -15.9K -53 0.00 159.85 N/A N/A 0 0 5 0 2024-10-22 $46.64 $0.00 28.4% 8.1% 31.2% 6.6% 0.0% 5.2% -2.8% 312 -16.3K -56 0.00 161.29 N/A N/A 0 0 5 0 2024-10-23 $44.92 $0.00 23.5% 6.8% 33.0% 1.8% 0.0% 6.1% 1.7% 439 -13.3K -58 0.00 161.87 N/A N/A 0 0 5 0 2024-10-24 $45.27 $0.00 25.1% 7.2% 33.0% 3.3% 0.0% 2.0% 5.9% 437 -13.6K -57 0.00 158.48 N/A N/A 0 0 5 0 2024-10-25 $45.56 $0.00 27.6% 7.9% 32.7% 5.8% 0.0% 1.9% -3.3% 469 -14.3K -57 0.00 162.93 N/A N/A 0 0 5 0 2024-10-28 $45.87 $0.00 32.2% 9.2% 32.7% 10.4% 0.0% 2.2% -4.4% 509 -14.4K -54 0.00 161.84 N/A N/A 0 0 5 0 2024-10-29 $46.78 $0.00 34.5% 9.9% 31.4% 12.6% 0.0% 9.3% -12.4% 401 -15.0K -55 0.00 158.15 N/A N/A 0 0 5 0 2024-10-30 $45.66 $0.00 33.9% 9.7% 33.0% 12.0% 0.0% 1.4% -9.1% 466 -14.2K -56 0.00 161.87 N/A N/A 0 0 5 0 2024-10-31 $44.20 $0.00 33.9% 9.7% 35.3% 12.0% 0.0% 0.8% -7.0% 410 -12.5K -57 0.00 167.52 N/A N/A 0 0 5 0
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