UCYB Options History — November 2024 In November 2024, UCYB traded between $44.11 and $50.57. ATM implied volatility averaged 35.0%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 6.4% (HV 20d: 41.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days.
Notable Days 2024-11-21 : Largest IV drop — 24.8% change2024-11-27 : Highest IV Rank — 19.5%2024-11-27 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $47.78 $44.11 $50.57 $44.11 $48.31 ATM IV 35.0% 29.3% 41.4% 32.6% 38.4% Expected Move 9.9% 8.2% 11.9% 9.3% 11.0% HV 20d 41.4% 30.0% 48.7% 33.2% 45.7% HV 60d 36.4% 33.1% 39.3% 33.6% 37.8% IV Rank 13.1% 7.5% 19.5% 10.8% 16.5% IV Percentile 44.0% 11.5% 70.6% 32.9% 59.5% Term Structure -1.6% -8.1% 12.6% -7.7% 1.3% Skew 25d 32.0% 1.5% 48.1% 1.5% 48.1% Skew 10d 43.9% 5.1% 62.1% 5.1% 53.8% Call IV 25d 25.3% 19.8% 34.8% 34.8% 21.2% Put IV 25d 57.3% 36.4% 72.9% 36.4% 69.3% Bid-Ask Spread % 158.24 147.97 163.79 163.79 159.73 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 459 306 1.1K 483 370 Net DEX -17.7K -21.9K -12.1K -12.6K -19.0K Net VEX -46 -57 -30 -57 -42 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5 5 5 5 5
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 2024-11-01 $44.11 $0.00 32.6% 9.3% 33.2% 10.8% 0.0% 1.5% -7.7% 483 -12.6K -57 0.00 163.79 N/A N/A 0 0 5 0 2024-11-04 $44.12 $0.00 36.4% 9.8% 32.0% 14.5% 0.0% 28.1% -6.1% 501 -12.1K -56 0.00 157.37 N/A N/A 0 0 5 0 2024-11-05 $45.13 $0.00 31.9% 10.8% 30.0% 10.0% 0.0% 26.5% -3.6% 524 -13.6K -55 0.00 154.97 N/A N/A 0 0 5 0 2024-11-06 $48.03 $0.00 29.5% 8.3% 35.1% 7.7% 0.0% 27.1% 3.0% 349 -18.3K -49 0.00 158.68 N/A N/A 0 0 5 0 2024-11-07 $49.59 $0.00 31.8% 8.8% 35.9% 9.9% 0.0% 34.6% 7.5% 316 -19.9K -46 0.00 155.21 N/A N/A 0 0 5 0 2024-11-08 $48.97 $0.00 34.6% 9.2% 35.9% 12.8% 0.0% 28.5% -2.7% 327 -19.2K -49 0.00 158.45 N/A N/A 0 0 5 0 2024-11-11 $50.42 $0.00 40.2% 10.8% 37.2% 18.3% 0.0% 36.6% 12.6% 311 -21.3K -39 0.00 153.54 N/A N/A 0 0 5 0 2024-11-12 $50.52 $0.00 37.0% 8.2% 36.2% 15.1% 0.0% 28.9% 0.5% 419 -20.5K -41 0.00 162.29 N/A N/A 0 0 5 0 2024-11-13 $50.57 $0.00 30.4% 8.7% 36.2% 8.6% 0.0% 28.4% -2.3% 308 -21.9K -34 0.00 159.11 N/A N/A 0 0 5 0 2024-11-14 $47.80 $0.00 32.8% 9.4% 42.0% 10.9% 0.0% 31.6% -2.3% 459 -17.9K -47 0.00 163.62 N/A N/A 0 0 5 0 2024-11-15 $45.45 $0.00 36.7% 10.5% 45.7% 14.8% 0.0% 33.9% -4.4% 543 -13.9K -52 0.00 159.09 N/A N/A 0 0 5 0 2024-11-18 $47.15 $0.00 31.9% 9.2% 47.6% 10.1% 0.0% 35.9% -1.3% 1.1K -19.0K -30 0.00 161.84 N/A N/A 0 0 5 0 2024-11-19 $45.83 $0.00 36.1% 10.4% 48.7% 14.3% 0.0% 34.5% -8.1% 486 -15.3K -52 0.00 152.33 N/A N/A 0 0 5 0 2024-11-20 $46.20 $0.00 38.9% 11.2% 46.8% 17.0% 0.0% 36.3% -3.1% 471 -15.3K -52 0.00 159.89 N/A N/A 0 0 5 0 2024-11-21 $47.59 $0.00 29.3% 8.4% 47.8% 7.5% 0.0% 22.3% -5.0% 372 -18.0K -46 0.00 147.97 N/A N/A 0 0 5 0 2024-11-22 $48.72 $0.00 33.1% 9.5% 48.4% 11.3% 0.0% 36.9% 0.1% 306 -18.4K -48 0.00 158.17 N/A N/A 0 0 5 0 2024-11-25 $48.88 $0.00 37.5% 10.7% 48.4% 15.6% 0.0% 36.3% -3.2% 660 -20.2K -34 0.00 159.76 N/A N/A 0 0 5 0 2024-11-26 $49.36 $0.00 39.3% 11.3% 48.0% 17.3% 0.0% 36.8% -3.9% 316 -19.4K -44 0.00 160.00 N/A N/A 0 0 5 0 2024-11-27 $48.78 $0.00 41.4% 11.9% 47.3% 19.5% 0.0% 46.7% -4.4% 581 -17.9K -40 0.00 158.95 N/A N/A 0 0 5 0 2024-11-29 $48.31 $0.00 38.4% 11.0% 45.7% 16.5% 0.0% 48.1% 1.3% 370 -19.0K -42 0.00 159.73 N/A N/A 0 0 5 0
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