OUSA Options History — August 2015

Name: OUSA Options Analytics - August 2015
Creator: Options Analysis Suite

In August 2015, OUSA traded between $22.80 and $24.99. ATM implied volatility averaged 17.1%. The 30-day expected move averaged 4.9%. Net GEX was positive for 0 of 14 trading days. Term structure was in contango for 4 of 14 days. Put/call ratio averaged 3.57.

Notable Days

2015-08-25: Highest Volume — 64 contracts
2015-08-26: Largest IV spike — 904.0% change
2015-08-24: Largest Expected Move — 8.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.14	$22.80	$24.99	$24.87	$23.65
ATM IV	17.1%	2.7%	31.1%	14.2%	23.6%
Expected Move	4.9%	0.8%	8.9%	4.1%	6.8%
Term Structure	19.8%	-6.2%	153.3%	-0.0%	-3.9%
Skew 25d	6.0%	1.1%	17.3%	3.2%	7.0%
Skew 10d	6.3%	1.2%	17.3%	4.0%	7.7%
Call IV 25d	41.1%	14.6%	179.6%	14.6%	24.4%
Put IV 25d	47.1%	16.7%	193.2%	17.8%	31.4%
Bid-Ask Spread %	132.55	118.75	178.28	127.97	122.85
Gamma HHI	0.74	0.60	1.00	1.00	0.60
Net GEX	-848	-2.9K	0	0	-2.8K
Net DEX	28.2K	0	79.8K	0	79.3K
Net VEX	-78	-239	0	0	-192
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.57	3.57	3.57	3.57	3.57
Total Volume	29.286	0	64	0	64
Total OI	24.714	0	64	0	64

Daily Data (14 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
2015-08-12	$24.87	$0.00	14.2%	4.1%	0.0%	0.0%	0.0%	3.2%	-0.0%	0	0	0	0.00	127.97	N/A	N/A	0	0	0	0
2015-08-13	$24.85	$0.00	14.6%	4.2%	0.0%	0.0%	0.0%	2.0%	0.7%	0	0	0	0.00	127.27	N/A	N/A	0	0	0	0
2015-08-14	$24.91	$0.00	14.8%	4.3%	0.0%	0.0%	0.0%	2.0%	-0.1%	0	0	0	0.00	126.80	N/A	N/A	0	0	0	0
2015-08-17	$24.99	$0.00	14.4%	4.1%	0.0%	0.0%	0.0%	2.4%	0.4%	0	0	0	0.00	128.23	N/A	N/A	0	0	0	0
2015-08-18	$24.95	$0.00	16.1%	4.6%	0.0%	0.0%	0.0%	1.1%	-1.3%	0	0	0	0.00	125.50	N/A	N/A	0	0	0	0
2015-08-19	$24.83	$0.00	14.9%	4.3%	0.0%	0.0%	0.0%	2.8%	-2.0%	0	0	0	0.00	129.25	N/A	N/A	0	0	0	0
2015-08-20	$24.46	$0.00	18.5%	5.3%	0.0%	0.0%	0.0%	3.1%	-2.5%	0	0	0	0.00	126.07	N/A	N/A	0	0	0	0
2015-08-21	$23.85	$0.00	20.9%	6.0%	0.0%	0.0%	0.0%	4.6%	-3.3%	0	0	0	0.00	123.70	N/A	N/A	0	40	0	0
2015-08-24	$23.09	$0.00	31.1%	8.9%	0.0%	0.0%	0.0%	13.0%	-5.7%	-2.6K	77.9K	-84	0.00	118.75	N/A	N/A	0	50	0	40
2015-08-25	$22.80	$0.00	2.7%	0.8%	0.0%	0.0%	0.0%	7.5%	153.3%	-667	48.2K	-189	3.57	178.28	N/A	N/A	14	50	0	50
2015-08-26	$23.27	$0.00	27.4%	7.9%	0.0%	0.0%	0.0%	15.1%	-6.2%	-2.4K	79.2K	-193	3.57	120.31	N/A	N/A	14	50	14	50
2015-08-27	$23.74	$0.00	5.5%	1.6%	0.0%	0.0%	0.0%	17.3%	152.9%	-522	30.1K	-239	3.57	175.01	N/A	N/A	14	50	14	50
2015-08-28	$23.65	$0.00	21.1%	6.1%	0.0%	0.0%	0.0%	3.2%	-4.5%	-2.9K	79.8K	-192	3.57	125.63	N/A	N/A	14	50	14	50
2015-08-31	$23.65	$0.00	23.6%	6.8%	0.0%	0.0%	0.0%	7.0%	-3.9%	-2.8K	79.3K	-192	3.57	122.85	N/A	N/A	14	50	14	50