OUSA Options History — October 2015

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

In October 2015, OUSA traded between $23.20 and $25.36. ATM implied volatility averaged 23.6%. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 8.1% (HV 20d: 15.5%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 4.34.

Notable Days

2015-10-01: Highest Volume — 64 contracts
2015-10-14: Largest IV drop — 60.0% change
2015-10-30: Largest Expected Move — 7.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.66	$23.20	$25.36	$23.20	$25.36
Max Pain	$24.13	$24.00	$25.00	$25.00	$24.00
ATM IV	23.6%	16.1%	40.2%	22.5%	24.7%
Expected Move	5.6%	4.1%	7.1%	6.5%	7.1%
HV 20d	15.5%	11.8%	18.5%	16.5%	11.8%
HV 60d	19.9%	19.2%	20.7%	20.7%	19.2%
Term Structure	-3.5%	-17.0%	2.5%	-2.2%	-17.0%
VWIV	32.2%	14.7%	43.6%	27.8%	42.3%
Skew 25d	4.2%	2.6%	6.6%	6.6%	5.4%
Skew 10d	8.3%	2.7%	13.5%	7.2%	12.6%
Call IV 25d	16.6%	14.7%	22.3%	21.9%	16.9%
Put IV 25d	20.9%	17.8%	28.4%	28.4%	22.3%
Bid-Ask Spread %	162.93	124.55	189.13	125.71	181.75
Gamma HHI	0.65	0.50	0.71	0.50	0.69
Net GEX	-3.2K	-8.5K	-458	-458	-777
Net DEX	41.8K	4.6K	99.5K	99.5K	4.6K
Net VEX	-77	-117	-54	-72	-54
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.34	3.33	7.14	3.57	3.33
Total Volume	36.091	0	64	64	13
Total OI	40.409	13	64	64	13

Daily Data (22 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
2015-10-01	$23.20	$25.00	22.5%	6.5%	16.5%	0.0%	27.8%	6.6%	-2.2%	-458	99.5K	-72	3.57	125.71	N/A	N/A	14	50	14	50
2015-10-02	$23.63	$25.00	21.8%	6.2%	17.6%	0.0%	26.0%	4.7%	2.5%	-1.8K	92.0K	-93	3.57	124.55	N/A	N/A	14	50	14	50
2015-10-05	$24.17	$0.00	22.4%	4.4%	18.5%	0.0%	0.0%	2.6%	1.1%	-5.0K	74.9K	-113	0.00	140.93	N/A	N/A	0	0	14	50
2015-10-06	$24.18	$0.00	23.4%	4.7%	17.5%	0.0%	0.0%	2.9%	-1.7%	-5.1K	75.4K	-109	3.57	140.59	N/A	N/A	14	50	14	50
2015-10-07	$24.31	$0.00	24.4%	4.7%	16.4%	0.0%	0.0%	3.2%	-1.1%	-6.1K	69.9K	-112	3.57	140.07	N/A	N/A	14	50	14	50
2015-10-08	$24.58	$0.00	26.7%	4.1%	16.7%	0.0%	0.0%	3.1%	-2.4%	-8.1K	56.9K	-117	5.00	138.31	N/A	N/A	10	50	14	50
2015-10-09	$24.56	$0.00	27.5%	4.3%	16.8%	0.0%	0.0%	3.8%	-0.7%	-8.4K	60.1K	-111	5.00	140.75	N/A	N/A	10	50	13	50
2015-10-12	$24.55	$0.00	35.1%	4.3%	16.7%	0.0%	0.0%	3.9%	-1.0%	-8.5K	61.0K	-93	5.00	142.26	N/A	N/A	10	50	13	50
2015-10-13	$24.43	$0.00	40.2%	4.5%	16.7%	0.0%	14.8%	4.0%	-0.8%	-7.6K	68.0K	-82	7.14	143.36	N/A	N/A	7	50	13	50
2015-10-14	$24.41	$24.00	16.1%	4.6%	16.5%	0.0%	14.7%	4.0%	-0.3%	-8.2K	72.4K	-80	7.14	143.61	N/A	N/A	7	50	12	50
2015-10-15	$24.60	$24.00	21.1%	6.1%	16.7%	0.0%	29.1%	4.0%	-0.7%	-3.6K	48.2K	-86	7.14	179.12	N/A	N/A	7	50	12	50
2015-10-16	$24.73	$24.00	20.3%	5.8%	15.5%	0.0%	30.1%	4.2%	-1.4%	-678	84.2K	-60	7.14	187.68	N/A	N/A	7	50	12	50
2015-10-19	$24.72	$24.00	21.2%	6.1%	15.5%	0.0%	29.8%	3.4%	-0.7%	-686	7.6K	-59	3.33	187.68	N/A	N/A	3	10	3	10
2015-10-20	$24.65	$24.00	21.5%	6.2%	14.0%	0.0%	31.0%	3.1%	-0.9%	-686	7.9K	-58	3.33	187.68	N/A	N/A	3	10	3	10
2015-10-21	$24.65	$24.00	22.3%	6.4%	14.1%	0.0%	31.6%	2.7%	-2.0%	-683	7.9K	-58	3.33	189.13	N/A	N/A	3	10	3	10
2015-10-22	$25.16	$24.00	16.8%	4.8%	14.9%	0.0%	35.6%	3.7%	-2.8%	-977	5.2K	-56	3.33	182.94	N/A	N/A	3	10	3	10
2015-10-23	$25.36	$24.00	21.9%	6.3%	14.9%	0.0%	38.6%	5.8%	-5.4%	-754	4.7K	-56	3.33	181.54	N/A	N/A	3	10	3	10
2015-10-26	$25.28	$24.00	22.8%	6.5%	13.3%	0.0%	39.8%	5.3%	-14.2%	-765	5.0K	-55	3.33	181.94	N/A	N/A	3	10	3	10
2015-10-27	$25.23	$24.00	16.9%	4.9%	13.5%	0.0%	39.3%	4.4%	-1.9%	-763	5.1K	-55	3.33	182.63	N/A	N/A	3	10	3	10
2015-10-28	$25.36	$24.00	24.6%	7.1%	13.3%	0.0%	41.5%	6.3%	-8.9%	-781	4.6K	-54	3.33	181.00	N/A	N/A	3	10	3	10
2015-10-29	$25.35	$24.00	24.2%	6.9%	12.9%	0.0%	43.6%	5.3%	-15.5%	-788	4.6K	-54	3.33	181.21	N/A	N/A	3	10	3	10
2015-10-30	$25.36	$24.00	24.7%	7.1%	11.8%	0.0%	42.3%	5.4%	-17.0%	-777	4.6K	-54	3.33	181.75	N/A	N/A	3	10	3	10