UCYB Options History — December 2024

In December 2024, UCYB traded between $47.62 and $54.01. ATM implied volatility averaged 35.3%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 11.5% (HV 20d: 46.8%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-12-09: Highest Volume — 7 contracts
  • 2024-12-11: Largest IV drop — 41.0% change
  • 2024-12-19: Highest IV Rank — 37.4%
  • 2024-12-04: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.06$47.62$54.01$49.02$47.76
Max Pain$52.00$52.00$52.00$52.00$52.00
ATM IV35.3%22.6%58.7%38.6%29.7%
Expected Move9.2%6.5%12.3%11.1%8.5%
HV 20d46.8%37.2%53.5%45.8%53.5%
HV 60d40.3%36.2%44.7%36.2%44.4%
IV Rank19.8%2.0%37.4%16.7%18.4%
IV Percentile41.1%0.4%97.2%60.3%16.3%
Term Structure0.0%-4.9%7.5%1.3%-4.9%
VWIV22.3%22.3%22.3%22.3%22.3%
Skew 25d26.7%1.1%58.3%54.3%1.1%
Skew 10d37.5%-5.0%113.1%65.4%-5.0%
Call IV 25d24.9%17.6%32.4%20.5%30.5%
Put IV 25d51.7%24.9%90.7%74.8%31.7%
Bid-Ask Spread %150.73141.59162.54162.54161.97
Gamma HHI0.770.521.001.000.57
Net GEX1.3K1642.3K3431.4K
Net DEX-30.2K-52.4K-19.5K-19.5K-22.9K
Net VEX-56-800-42-52
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3330700
Total OI10512512

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$49.02$0.0038.6%11.1%45.8%16.7%0.0%54.3%1.3%343-19.5K-420.00162.54N/AN/A0050
2024-12-03$50.47$0.0038.6%11.1%46.5%16.7%0.0%45.8%-0.5%296-20.4K-430.00160.41N/AN/A0050
2024-12-04$51.06$0.0042.9%12.3%46.1%20.9%0.0%46.5%-4.3%299-22.1K-330.00158.71N/AN/A0050
2024-12-05$52.14$0.0039.2%8.0%41.6%17.3%0.0%31.6%7.2%164-26.1K00.00144.47N/AN/A0050
2024-12-06$51.61$0.0041.7%9.0%40.5%19.7%0.0%28.6%-3.6%284-22.2K-360.00142.00N/AN/A0050
2024-12-09$50.20$0.0051.2%9.0%41.6%29.1%22.3%27.6%2.9%328-21.6K-320.00147.08N/AN/A7050
2024-12-10$48.14$52.0058.7%9.7%42.9%36.6%0.0%28.0%0.9%1.5K-27.8K-800.00148.03N/AN/A00120
2024-12-11$48.98$52.0034.6%9.9%43.4%12.8%0.0%28.6%-4.8%1.5K-32.1K-740.00148.01N/AN/A00120
2024-12-12$50.48$52.0032.5%9.3%44.9%10.7%0.0%29.2%7.5%1.8K-36.4K-740.00157.14N/AN/A00120
2024-12-13$51.69$52.0029.3%8.4%40.3%17.5%0.0%30.8%3.0%1.7K-41.4K-740.00143.46N/AN/A00120
2024-12-16$54.01$52.0029.0%8.3%37.2%16.9%0.0%35.4%5.3%1.3K-52.4K-410.00151.31N/AN/A00120
2024-12-17$52.78$52.0031.3%9.0%37.3%22.2%0.0%26.8%-3.7%2.3K-46.4K-700.00141.59N/AN/A00120
2024-12-18$47.62$52.0034.1%9.8%52.6%28.6%0.0%58.3%5.5%845-34.4K-790.00147.69N/AN/A00120
2024-12-19$48.22$52.0037.9%10.9%52.7%37.4%0.0%33.1%-2.5%1.8K-28.0K-640.00147.50N/AN/A00120
2024-12-20$49.47$52.0037.2%10.7%52.4%35.7%0.0%33.6%-2.0%1.6K-32.5K-730.00146.81N/AN/A00120
2024-12-23$49.25$52.0022.6%6.5%51.8%2.0%0.0%7.8%3.5%2.0K-28.6K-600.00147.12N/AN/A00120
2024-12-24$50.09$52.0029.7%8.5%52.1%18.4%0.0%3.1%-4.6%2.0K-32.7K-700.00151.39N/AN/A00120
2024-12-26$50.73$52.0027.3%7.8%52.2%12.9%0.0%4.1%-3.6%2.2K-35.2K-670.00149.73N/AN/A00120
2024-12-27$49.10$52.0023.1%6.6%53.4%3.3%0.0%3.8%2.8%1.9K-25.6K-620.00157.08N/AN/A00120
2024-12-30$48.54$52.0031.2%8.9%53.5%21.8%0.0%2.7%-4.6%1.7K-25.9K-580.00151.32N/AN/A00120
2024-12-31$47.76$52.0029.7%8.5%53.5%18.4%0.0%1.1%-4.9%1.4K-22.9K-520.00161.97N/AN/A00120