OUSA Options History — May 2018 In May 2018, OUSA traded between $29.73 and $30.76. ATM implied volatility averaged 18.9%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 7.6% (HV 20d: 11.3%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.21.
Notable Days 2018-05-30 : Highest Volume — 55 contracts2018-05-23 : Largest IV spike — 44.9% change2018-05-03 : Highest IV Rank — 72.9%2018-05-29 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.39 $29.73 $30.76 $29.98 $30.55 Max Pain $30.17 $30.00 $31.00 $31.00 $30.00 ATM IV 18.9% 12.8% 28.8% 20.8% 20.8% Expected Move 5.1% 3.7% 6.1% 6.0% 6.0% HV 20d 11.3% 9.3% 14.4% 14.4% 9.6% HV 60d 15.3% 14.1% 18.0% 18.0% 14.3% IV Rank 38.3% 17.2% 72.9% 44.8% 44.8% IV Percentile 78.8% 55.6% 98.4% 88.5% 86.5% Term Structure -1.8% -7.8% 5.7% -4.2% -6.5% VWIV 17.6% 9.1% 23.2% 15.8% 23.2% Skew 25d 2.3% 0.1% 8.5% 8.5% 2.3% Skew 10d -0.6% -5.1% 2.5% -1.9% 0.6% Call IV 25d 19.4% 14.7% 24.8% 16.2% 24.8% Put IV 25d 21.7% 15.8% 27.1% 24.7% 27.1% Bid-Ask Spread % 156.38 136.94 167.71 155.67 158.39 Gamma HHI 0.31 0.23 0.38 0.32 0.23 Net GEX 4.4K 2.7K 7.5K 3.0K 7.5K Net DEX -42.8K -75.1K -25.6K -26.9K -75.1K Net VEX -129 -266 -71 -127 -266 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.12 0.25 0.25 0.15 Total Volume 36.182 30 55 30 45 Total OI 33.045 28 52 28 52
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 2018-05-01 $29.98 $31.00 20.8% 6.0% 14.4% 44.8% 15.8% 8.5% -4.2% 3.0K -26.9K -127 0.25 155.67 N/A N/A 24 6 26 2 2018-05-02 $29.76 $31.00 20.3% 5.8% 13.6% 43.3% 17.8% 4.7% -3.7% 3.0K -28.0K -124 0.25 156.33 N/A N/A 24 6 26 2 2018-05-03 $29.73 $0.00 28.8% 5.9% 13.4% 72.9% 0.0% 0.1% -1.8% 2.7K -25.6K -127 0.25 154.94 N/A N/A 24 6 26 2 2018-05-04 $30.11 $0.00 28.7% 6.0% 12.6% 72.5% 0.0% 0.7% 0.6% 3.0K -27.0K -121 0.25 167.71 N/A N/A 24 6 26 2 2018-05-07 $30.04 $0.00 24.0% 4.7% 12.3% 56.1% 0.0% 0.8% -1.4% 3.2K -28.9K -122 0.25 158.04 N/A N/A 24 6 26 2 2018-05-08 $30.04 $0.00 20.1% 4.8% 11.8% 42.6% 0.0% 1.2% -3.3% 3.4K -29.4K -114 0.25 136.94 N/A N/A 24 6 26 2 2018-05-09 $30.21 $0.00 16.3% 4.7% 12.0% 29.3% 0.0% 2.2% -0.2% 3.3K -29.5K -120 0.25 157.38 N/A N/A 24 6 26 2 2018-05-10 $30.49 $0.00 16.3% 4.7% 12.3% 29.3% 0.0% 1.6% -1.7% 3.4K -36.1K -125 0.25 159.50 N/A N/A 24 6 26 2 2018-05-11 $30.67 $0.00 15.6% 4.5% 12.3% 26.9% 0.0% 2.3% 1.5% 3.5K -38.2K -128 0.25 161.81 N/A N/A 24 6 26 2 2018-05-14 $30.68 $0.00 15.3% 4.4% 11.6% 25.8% 0.0% 1.8% -0.5% 3.5K -35.7K -120 0.24 165.00 N/A N/A 25 6 26 2 2018-05-15 $30.39 $0.00 15.4% 4.4% 11.7% 26.2% 0.0% 1.5% -4.4% 4.0K -35.4K -110 0.24 157.87 N/A N/A 25 6 27 2 2018-05-16 $30.54 $0.00 16.5% 4.7% 11.9% 29.9% 16.1% 1.9% -1.2% 3.9K -33.8K -112 0.17 149.01 N/A N/A 35 6 27 2 2018-05-17 $30.45 $30.00 17.4% 5.0% 10.9% 33.0% 16.7% 1.8% 3.7% 5.9K -51.9K -148 0.17 164.94 N/A N/A 35 6 37 2 2018-05-18 $30.47 $30.00 13.4% 3.8% 10.1% 19.2% 9.1% 1.8% 5.7% 5.8K -50.5K -128 0.17 144.99 N/A N/A 36 6 37 2 2018-05-21 $30.66 $30.00 17.0% 4.9% 10.3% 31.5% 18.3% 2.1% -1.7% 5.6K -55.9K -138 0.18 157.60 N/A N/A 34 6 35 2 2018-05-22 $30.62 $30.00 12.8% 3.7% 9.8% 17.2% 19.1% 0.8% -2.1% 5.8K -58.0K -140 0.18 156.50 N/A N/A 34 6 35 2 2018-05-23 $30.67 $30.00 18.6% 5.3% 9.7% 37.2% 18.1% 3.7% -1.4% 5.4K -53.8K -129 0.18 153.68 N/A N/A 34 6 35 2 2018-05-24 $30.69 $30.00 17.7% 5.1% 9.3% 34.0% 18.4% 2.7% -1.7% 5.9K -54.6K -117 0.18 155.57 N/A N/A 34 6 35 2 2018-05-25 $30.66 $30.00 17.6% 5.1% 9.3% 33.9% 20.0% 2.7% -2.1% 5.4K -56.6K -137 0.18 161.17 N/A N/A 34 6 35 2 2018-05-29 $30.41 $30.00 21.3% 6.1% 9.6% 46.8% 20.6% 2.5% -4.3% 5.5K -49.2K -120 0.18 158.22 N/A N/A 34 6 35 2 2018-05-30 $30.76 $30.00 21.2% 6.1% 9.7% 46.4% 16.2% 3.3% -7.8% 4.5K -62.3K -71 0.12 149.19 N/A N/A 49 6 35 2 2018-05-31 $30.55 $30.00 20.8% 6.0% 9.6% 44.8% 23.2% 2.3% -6.5% 7.5K -75.1K -266 0.15 158.39 N/A N/A 39 6 50 2
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