OUSA Options History — December 2015

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

In December 2015, OUSA traded between $24.59 and $25.43. ATM implied volatility averaged 14.6%. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 0.4% (HV 20d: 14.2%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 2.29.

Notable Days

2015-12-04: Highest Volume — 15 contracts
2015-12-09: Largest IV spike — 827.3% change
2015-12-08: Largest Expected Move — 46.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.09	$24.59	$25.43	$25.38	$25.10
Max Pain	$24.91	$24.00	$25.00	$24.00	$25.00
ATM IV	14.6%	1.5%	26.6%	17.1%	12.7%
Expected Move	6.1%	3.2%	46.8%	4.9%	3.6%
HV 20d	14.2%	10.9%	16.7%	10.9%	16.4%
HV 60d	13.6%	12.7%	14.1%	13.5%	12.8%
Term Structure	-2.3%	-67.7%	3.4%	-3.6%	1.5%
VWIV	23.8%	11.6%	161.0%	28.5%	12.9%
Skew 25d	4.3%	0.3%	10.3%	5.3%	1.6%
Skew 10d	7.0%	1.4%	20.6%	3.5%	3.0%
Call IV 25d	17.5%	9.8%	98.7%	11.4%	13.8%
Put IV 25d	21.8%	13.3%	107.6%	16.7%	15.4%
Bid-Ask Spread %	123.66	108.41	197.23	147.97	115.01
Gamma HHI	0.82	0.43	1.00	0.92	0.91
Net GEX	-2.9K	-8.0K	24	-2.2K	-3.7K
Net DEX	5.2K	-2.1K	21.3K	3.2K	2.4K
Net VEX	-41	-62	-28	-35	-28
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.29	2.00	3.33	3.33	2.50
Total Volume	13.136	0	15	0	14
Total OI	16.545	13	24	13	14

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
2015-12-01	$25.38	$24.00	17.1%	4.9%	10.9%	0.0%	0.0%	5.3%	-3.6%	-2.2K	3.2K	-35	0.00	147.97	N/A	N/A	0	0	3	10
2015-12-02	$25.13	$24.00	14.0%	4.0%	11.3%	0.0%	28.5%	1.8%	0.1%	-1.9K	4.5K	-37	3.33	139.59	N/A	N/A	3	10	3	10
2015-12-03	$24.84	$25.00	15.7%	4.0%	11.9%	0.0%	14.6%	4.4%	1.0%	-1.7K	7.5K	-35	2.50	121.09	N/A	N/A	4	10	3	10
2015-12-04	$25.28	$25.00	20.7%	3.7%	13.6%	0.0%	13.1%	5.6%	1.1%	-2.2K	1.4K	-35	2.00	127.69	N/A	N/A	5	10	4	10
2015-12-07	$25.19	$25.00	15.9%	4.0%	13.3%	0.0%	0.0%	3.0%	0.5%	-2.1K	2.7K	-41	0.00	127.65	N/A	N/A	0	0	4	10
2015-12-08	$25.04	$25.00	1.5%	46.8%	13.1%	0.0%	161.0%	8.8%	-67.7%	24	1.2K	-48	2.00	197.23	N/A	N/A	5	10	5	10
2015-12-09	$24.91	$25.00	13.9%	4.0%	13.2%	0.0%	14.4%	4.2%	0.7%	-1.9K	3.5K	-40	2.00	125.09	N/A	N/A	5	10	5	10
2015-12-10	$24.98	$25.00	14.9%	4.3%	13.1%	0.0%	14.7%	5.6%	-0.7%	-1.9K	2.6K	-41	2.00	109.65	N/A	N/A	5	10	5	10
2015-12-11	$24.59	$25.00	16.4%	4.7%	12.9%	0.0%	17.3%	3.0%	-0.6%	-1.2K	6.5K	-43	2.00	108.41	N/A	N/A	5	10	5	10
2015-12-14	$24.79	$25.00	15.3%	4.4%	13.0%	0.0%	15.5%	4.4%	0.3%	-1.8K	5.1K	-37	2.00	108.43	N/A	N/A	5	10	5	10
2015-12-15	$25.04	$25.00	15.9%	4.6%	12.9%	0.0%	15.8%	6.2%	-0.3%	-1.9K	1.8K	-38	2.00	109.00	N/A	N/A	5	10	5	10
2015-12-16	$25.43	$25.00	14.1%	4.0%	14.0%	0.0%	16.0%	4.0%	3.0%	-2.4K	-2.1K	-34	2.00	108.61	N/A	N/A	5	10	5	10
2015-12-17	$25.15	$25.00	15.3%	4.4%	14.1%	0.0%	15.3%	2.9%	0.0%	-2.2K	177	-36	2.00	111.36	N/A	N/A	5	10	5	10
2015-12-18	$24.75	$25.00	14.0%	4.0%	15.2%	0.0%	13.0%	0.3%	-0.1%	-2.1K	4.3K	-35	2.00	113.48	N/A	N/A	5	10	5	10
2015-12-21	$24.73	$25.00	14.7%	4.2%	15.2%	0.0%	17.0%	2.8%	2.5%	-4.0K	21.3K	-62	2.50	111.83	N/A	N/A	4	10	4	20
2015-12-22	$25.06	$25.00	11.1%	3.2%	16.0%	0.0%	11.6%	2.0%	3.4%	-6.6K	16.7K	-57	2.50	114.26	N/A	N/A	4	10	4	20
2015-12-23	$25.35	$25.00	12.5%	3.6%	16.5%	0.0%	13.7%	9.3%	2.1%	-8.0K	8.4K	-50	2.50	110.86	N/A	N/A	4	10	4	20
2015-12-24	$25.30	$25.00	12.3%	3.5%	16.5%	0.0%	13.0%	10.3%	2.0%	-7.3K	10.1K	-52	2.50	113.48	N/A	N/A	4	10	4	20
2015-12-28	$25.22	$25.00	14.0%	4.0%	16.5%	0.0%	15.3%	3.4%	1.6%	-5.8K	11.9K	-51	2.50	115.51	N/A	N/A	4	10	4	20
2015-12-29	$25.42	$25.00	12.6%	3.6%	16.7%	0.0%	13.8%	3.9%	2.2%	-2.5K	-1.2K	-28	2.50	114.72	N/A	N/A	4	10	4	10
2015-12-30	$25.30	$25.00	26.6%	7.6%	16.5%	0.0%	40.3%	2.9%	0.2%	-1.0K	2.8K	-32	2.50	169.51	N/A	N/A	4	10	4	10
2015-12-31	$25.10	$25.00	12.7%	3.6%	16.4%	0.0%	12.9%	1.6%	1.5%	-3.7K	2.4K	-28	2.50	115.01	N/A	N/A	4	10	4	10