OUSA Options History — July 2018 In July 2018, OUSA traded between $30.59 and $31.81. ATM implied volatility averaged 17.8%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 9.6% (HV 20d: 8.2%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.05.
Notable Days 2018-07-02 : Highest Volume — 34 contracts2018-07-11 : Largest IV drop — 38.2% change2018-07-10 : Highest IV Rank — 57.3%2018-07-30 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $31.34 $30.59 $31.81 $30.59 $31.78 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 17.8% 15.2% 24.6% 16.5% 18.5% Expected Move 4.7% 4.2% 5.5% 4.7% 5.3% HV 20d 8.2% 7.0% 9.2% 7.9% 7.6% HV 60d 9.1% 8.2% 9.9% 9.9% 8.2% IV Rank 34.0% 24.9% 57.3% 29.4% 36.6% IV Percentile 68.0% 54.8% 93.3% 63.9% 74.6% Term Structure -3.6% -8.1% -0.5% -0.5% -5.3% VWIV 29.5% 29.0% 30.0% 29.0% 30.0% Skew 25d 2.0% -0.2% 7.5% 7.5% 2.0% Skew 10d 3.8% -0.8% 7.8% -0.5% 7.8% Call IV 25d 18.7% 15.6% 26.6% 25.9% 21.6% Put IV 25d 20.8% 17.2% 33.4% 33.4% 23.7% Bid-Ask Spread % 162.18 154.05 167.55 154.36 163.44 Gamma HHI 0.46 0.29 0.68 0.29 0.67 Net GEX 5.5K 3.4K 7.9K 5.1K 4.3K Net DEX -53.7K -80.8K -25.0K -49.6K -30.8K Net VEX -188 -215 -157 -202 -171 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.21 0.21 0.00 Total Volume 24.714 11 34 34 11 Total OI 40 25 49 46 26
Daily Data (21 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 2018-07-02 $30.59 $29.00 16.5% 4.7% 7.9% 29.4% 29.0% 7.5% -0.5% 5.1K -49.6K -202 0.21 154.36 N/A N/A 28 6 44 2 2018-07-03 $30.68 $29.00 18.3% 5.3% 8.0% 35.9% 30.0% 5.3% -8.1% 5.4K -50.8K -206 0.07 154.05 N/A N/A 28 2 44 2 2018-07-05 $30.92 $0.00 20.9% 4.4% 8.1% 44.8% 0.0% 2.5% -1.9% 6.3K -64.0K -215 0.07 158.20 N/A N/A 28 2 44 2 2018-07-06 $31.10 $0.00 20.6% 4.2% 8.3% 43.6% 0.0% 1.4% -1.5% 6.0K -61.2K -201 0.07 159.53 N/A N/A 28 2 44 2 2018-07-09 $31.17 $0.00 23.2% 4.4% 8.3% 52.6% 0.0% 1.5% -2.6% 6.3K -61.0K -194 0.07 165.21 N/A N/A 28 2 44 2 2018-07-10 $31.43 $0.00 24.6% 4.4% 8.7% 57.3% 0.0% 1.8% -2.3% 7.2K -62.9K -179 0.07 163.57 N/A N/A 28 2 44 2 2018-07-11 $31.21 $0.00 15.2% 4.3% 9.1% 24.9% 0.0% 1.2% -1.8% 6.0K -62.7K -191 0.07 164.98 N/A N/A 28 2 44 2 2018-07-12 $31.36 $0.00 15.3% 4.4% 9.1% 25.4% 0.0% 1.3% -2.8% 6.2K -66.1K -199 0.07 165.01 N/A N/A 28 2 44 2 2018-07-13 $31.44 $0.00 15.8% 4.5% 9.2% 27.1% 0.0% 1.2% -3.7% 6.9K -73.0K -213 0.06 161.68 N/A N/A 31 2 44 2 2018-07-16 $31.36 $0.00 16.5% 4.7% 9.2% 29.6% 0.0% 1.7% -3.7% 7.2K -69.7K -174 0.06 167.55 N/A N/A 31 2 47 2 2018-07-17 $31.52 $0.00 15.3% 4.4% 8.8% 25.4% 0.0% 1.5% -3.0% 7.9K -72.6K -175 0.06 166.72 N/A N/A 31 2 47 2 2018-07-18 $31.43 $0.00 16.3% 4.7% 8.8% 28.8% 0.0% 1.1% -3.4% 7.8K -70.5K -172 0.06 166.72 N/A N/A 31 2 47 2 2018-07-19 $31.48 $0.00 16.8% 4.8% 8.8% 30.8% 0.0% 1.6% -3.8% 7.6K -80.8K -212 0.06 154.16 N/A N/A 31 2 47 2 2018-07-20 $31.39 $0.00 17.3% 4.9% 8.4% 32.2% 0.0% 1.2% -4.4% 3.5K -63.1K -159 0.06 166.97 N/A N/A 31 2 47 2 2018-07-23 $31.34 $0.00 17.5% 5.0% 7.7% 33.2% 0.0% 1.9% -3.7% 3.4K -25.0K -157 0.00 166.35 N/A N/A 11 0 25 0 2018-07-24 $31.50 $0.00 16.5% 4.7% 7.1% 29.7% 0.0% -0.2% -3.6% 3.7K -36.9K -201 0.00 157.45 N/A N/A 11 0 26 0 2018-07-25 $31.62 $0.00 16.6% 4.8% 7.1% 30.0% 0.0% 3.0% -5.0% 3.7K -37.6K -209 0.00 158.99 N/A N/A 11 0 26 0 2018-07-26 $31.81 $0.00 16.3% 4.7% 7.0% 28.9% 0.0% 1.5% -3.9% 4.2K -31.8K -172 0.00 162.72 N/A N/A 11 0 26 0 2018-07-27 $31.58 $0.00 16.5% 4.7% 7.7% 29.7% 0.0% 2.1% -4.2% 3.9K -29.1K -174 0.00 162.80 N/A N/A 11 0 26 0 2018-07-30 $31.53 $0.00 19.2% 5.5% 7.7% 38.8% 0.0% 2.1% -5.9% 3.8K -28.6K -162 0.00 165.33 N/A N/A 11 0 26 0 2018-07-31 $31.78 $0.00 18.5% 5.3% 7.6% 36.6% 0.0% 2.0% -5.3% 4.3K -30.8K -171 0.00 163.44 N/A N/A 11 0 26 0
« Jun 2018 | All History | Aug 2018 » Home OUSA History July 2018