OUSA Options History — September 2018 In September 2018, OUSA traded between $32.23 and $33.25. ATM implied volatility averaged 18.7%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 11.3% (HV 20d: 7.4%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2018-09-21 : Highest Volume — 25 contracts2018-09-21 : Largest IV spike — 46.3% change2018-09-12 : Highest IV Rank — 60.3%2018-09-12 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $32.74 $32.23 $33.25 $32.23 $32.79 Max Pain $30.32 $30.00 $33.00 $33.00 $30.00 ATM IV 18.7% 14.4% 25.4% 21.2% 16.6% Expected Move 5.0% 4.1% 7.3% 6.1% 4.8% HV 20d 7.4% 6.5% 8.7% 8.0% 7.1% HV 60d 7.7% 7.2% 8.1% 7.9% 7.5% IV Rank 37.2% 22.4% 60.3% 45.7% 29.9% IV Percentile 62.5% 32.5% 93.7% 82.1% 50.8% Term Structure -1.6% -15.8% 86.3% -7.0% -3.2% VWIV 24.2% 19.8% 32.9% 24.8% 24.8% Skew 25d 2.3% 0.9% 5.2% 1.1% 2.0% Skew 10d 7.3% 3.6% 13.2% 3.6% 6.7% Call IV 25d 19.7% 16.4% 27.5% 23.4% 20.4% Put IV 25d 22.0% 18.3% 32.6% 24.4% 22.4% Bid-Ask Spread % 165.90 160.51 177.14 166.54 164.45 Gamma HHI 0.73 0.51 0.91 0.78 0.61 Net GEX 7.3K 5.0K 10.8K 5.6K 9.5K Net DEX -65.4K -95.1K -46.2K -46.2K -75.7K Net VEX -269 -362 -200 -205 -338 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 15.632 9 25 9 22 Total OI 39.526 32 49 32 47
Daily Data (19 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 2018-09-04 $32.23 $33.00 21.2% 6.1% 8.0% 45.7% 24.8% 1.1% -7.0% 5.6K -46.2K -205 0.00 166.54 N/A N/A 9 0 32 0 2018-09-05 $32.49 $33.00 20.6% 5.9% 8.4% 43.6% 22.0% 1.4% -6.4% 5.3K -53.4K -226 0.00 163.18 N/A N/A 9 0 33 0 2018-09-06 $32.58 $30.00 21.8% 4.3% 8.4% 48.0% 19.8% 1.9% -4.7% 6.6K -53.4K -222 0.00 166.42 N/A N/A 9 0 33 0 2018-09-07 $32.42 $30.00 23.6% 4.7% 8.7% 54.1% 20.2% 1.9% -2.4% 5.0K -49.9K -222 0.00 164.69 N/A N/A 9 0 33 0 2018-09-10 $32.53 $30.00 20.4% 4.6% 7.9% 43.0% 21.7% 1.9% -5.2% 5.9K -53.9K -221 0.00 160.51 N/A N/A 9 0 34 0 2018-09-11 $32.59 $30.00 21.5% 4.4% 7.9% 46.7% 20.9% 2.9% -4.7% 6.4K -53.2K -209 0.00 165.38 N/A N/A 9 0 34 0 2018-09-12 $32.66 $30.00 25.4% 7.3% 7.8% 60.3% 32.9% 5.1% -15.2% 7.0K -55.9K -218 0.00 177.14 N/A N/A 9 0 34 0 2018-09-13 $32.72 $30.00 15.4% 4.4% 7.8% 25.7% 21.0% 2.0% -5.3% 7.2K -57.4K -214 0.00 166.95 N/A N/A 9 0 34 0 2018-09-14 $32.73 $30.00 15.0% 4.3% 6.7% 24.3% 20.8% 1.4% -4.9% 5.9K -54.3K -207 0.00 161.73 N/A N/A 9 0 34 0 2018-09-17 $32.75 $30.00 19.9% 5.7% 6.5% 41.3% 28.4% 3.0% -12.6% 8.6K -58.4K -207 0.00 173.88 N/A N/A 9 0 34 0 2018-09-18 $32.91 $30.00 20.2% 5.8% 6.6% 42.3% 27.1% 4.1% -9.9% 6.0K -55.8K -200 0.00 169.51 N/A N/A 24 0 34 0 2018-09-19 $32.85 $30.00 14.9% 4.3% 6.7% 24.0% 22.0% 1.6% -5.7% 8.3K -77.4K -347 0.00 163.21 N/A N/A 24 0 49 0 2018-09-20 $33.10 $30.00 14.4% 4.1% 6.7% 22.4% 21.1% 2.8% -7.2% 8.0K -90.2K -362 0.00 163.11 N/A N/A 24 0 49 0 2018-09-21 $33.25 $30.00 21.1% 6.0% 6.5% 45.4% 31.3% 5.2% -15.8% 6.0K -95.1K -362 0.00 171.06 N/A N/A 25 0 49 0 2018-09-24 $33.01 $30.00 15.6% 4.5% 7.0% 26.4% 23.9% 1.6% 86.3% 10.6K -83.1K -341 0.00 163.02 N/A N/A 22 0 47 0 2018-09-25 $32.88 $30.00 15.9% 4.6% 7.2% 27.5% 25.5% 0.9% -2.3% 10.8K -78.2K -341 0.00 163.63 N/A N/A 22 0 47 0 2018-09-26 $32.93 $30.00 16.2% 4.7% 7.2% 28.7% 24.2% 1.8% -2.3% 7.7K -78.0K -331 0.00 164.75 N/A N/A 22 0 47 0 2018-09-27 $32.65 $30.00 16.1% 4.6% 7.8% 28.3% 26.5% 1.0% -2.7% 8.6K -72.4K -332 0.00 162.97 N/A N/A 22 0 47 0 2018-09-28 $32.79 $30.00 16.6% 4.8% 7.1% 29.9% 24.8% 2.0% -3.2% 9.5K -75.7K -338 0.00 164.45 N/A N/A 22 0 47 0
« Aug 2018 | All History | Oct 2018 » Home OUSA History September 2018