OUSA Options History — October 2018 In October 2018, OUSA traded between $30.94 and $33.06. ATM implied volatility averaged 25.0%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 13.4% (HV 20d: 11.6%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.22.
Notable Days 2018-10-15 : Highest Volume — 42 contracts2018-10-05 : Largest IV spike — 474.5% change2018-10-05 : Highest IV Rank — 100.0%2018-10-29 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $32.00 $30.94 $33.06 $32.90 $31.58 Max Pain $32.47 $30.00 $33.00 $30.00 $33.00 ATM IV 25.0% 17.1% 107.2% 17.1% 23.7% Expected Move 5.8% 4.1% 9.3% 4.9% 6.8% HV 20d 11.6% 6.9% 15.7% 7.1% 15.7% HV 60d 9.3% 7.3% 11.1% 7.5% 11.1% IV Rank 21.3% 9.3% 100.0% 31.6% 15.9% IV Percentile 74.8% 51.6% 100.0% 55.2% 86.9% Term Structure -4.6% -11.7% -1.3% -4.1% -7.0% VWIV 27.7% 20.4% 46.3% 27.8% 31.0% Skew 25d -3.0% -103.0% 4.3% 0.9% 3.2% Skew 10d -5.4% -103.0% 7.4% 6.8% -0.3% Call IV 25d 26.8% 16.6% 122.8% 21.5% 26.8% Put IV 25d 23.8% 18.0% 32.7% 22.4% 30.0% Bid-Ask Spread % 165.00 154.94 185.06 165.20 174.41 Gamma HHI 0.41 0.29 0.65 0.55 0.31 Net GEX 6.4K 3.0K 11.7K 7.9K 5.0K Net DEX -54.4K -84.2K -27.3K -77.8K -38.7K Net VEX -364 -436 -307 -333 -377 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.00 0.45 0.00 0.33 Total Volume 33.478 22 42 22 40 Total OI 57.609 47 67 47 65
Daily Data (23 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 2018-10-01 $32.90 $30.00 17.1% 4.9% 7.1% 31.6% 27.8% 0.9% -4.1% 7.9K -77.8K -333 0.00 165.20 N/A N/A 22 0 47 0 2018-10-02 $33.06 $30.00 17.1% 4.9% 7.2% 31.7% 30.2% 1.7% -3.4% 10.6K -84.2K -330 0.00 162.95 N/A N/A 22 0 47 0 2018-10-03 $32.96 $30.00 17.6% 5.1% 6.9% 33.6% 30.7% 1.1% -3.6% 10.9K -80.6K -328 0.00 160.56 N/A N/A 22 0 47 0 2018-10-04 $32.77 $0.00 18.7% 4.1% 7.2% 37.0% 0.0% 1.5% -5.4% 9.1K -75.0K -332 0.00 174.32 N/A N/A 22 0 47 0 2018-10-05 $32.71 $0.00 107.2% 5.1% 7.0% 100.0% 0.0% -103.0% -11.7% 8.4K -73.4K -326 0.00 185.06 N/A N/A 22 0 47 0 2018-10-08 $32.92 $0.00 21.8% 4.4% 7.2% 14.0% 0.0% 3.4% -1.9% 7.0K -79.9K -331 0.00 173.97 N/A N/A 22 0 47 0 2018-10-09 $32.89 $0.00 22.9% 4.5% 7.2% 15.1% 0.0% 3.0% -2.3% 6.9K -79.4K -330 0.00 174.36 N/A N/A 22 0 47 0 2018-10-10 $32.27 $0.00 18.0% 5.2% 10.0% 10.2% 0.0% 1.1% -3.5% 6.2K -66.4K -320 0.00 166.12 N/A N/A 22 0 47 0 2018-10-11 $31.49 $0.00 22.9% 6.6% 13.0% 15.1% 32.7% -4.2% -3.4% 4.5K -57.0K -307 0.45 167.60 N/A N/A 22 10 47 0 2018-10-12 $31.53 $33.00 29.5% 8.5% 13.0% 21.8% 33.5% -2.9% -5.8% 3.0K -42.0K -370 0.45 169.09 N/A N/A 22 10 47 10 2018-10-15 $31.61 $33.00 18.5% 5.3% 13.1% 10.6% 22.4% 2.9% -3.4% 4.5K -29.9K -325 0.31 162.54 N/A N/A 32 10 47 10 2018-10-16 $31.94 $33.00 17.1% 4.9% 13.6% 9.3% 20.6% 2.7% -2.8% 6.0K -53.6K -422 0.31 161.70 N/A N/A 32 10 57 10 2018-10-17 $31.95 $33.00 18.4% 5.3% 13.6% 10.6% 20.4% 2.3% -1.3% 5.4K -57.5K -436 0.31 163.00 N/A N/A 32 10 57 10 2018-10-18 $31.74 $33.00 17.7% 5.1% 13.3% 9.8% 22.5% 2.6% -2.6% 5.7K -49.6K -419 0.31 159.45 N/A N/A 32 10 57 10 2018-10-19 $31.96 $33.00 19.1% 5.5% 13.5% 11.2% 21.1% 2.4% -3.9% 11.7K -53.3K -430 0.31 161.57 N/A N/A 32 10 57 10 2018-10-22 $31.76 $33.00 19.4% 5.6% 13.5% 11.6% 24.3% 2.6% -2.4% 5.7K -41.6K -399 0.33 162.47 N/A N/A 30 10 55 10 2018-10-23 $31.75 $33.00 19.5% 5.6% 13.4% 11.6% 24.7% 4.3% -2.9% 4.7K -43.6K -406 0.33 154.94 N/A N/A 30 10 55 10 2018-10-24 $31.43 $33.00 22.6% 6.5% 13.7% 14.8% 24.4% 2.3% -5.0% 5.0K -35.9K -384 0.33 161.05 N/A N/A 30 10 55 10 2018-10-25 $31.50 $33.00 22.2% 6.4% 13.6% 14.4% 26.6% 4.1% -4.1% 4.8K -33.1K -375 0.33 162.17 N/A N/A 30 10 55 10 2018-10-26 $30.95 $33.00 24.0% 6.9% 14.5% 16.2% 30.7% 0.8% -5.8% 4.6K -27.3K -351 0.33 155.53 N/A N/A 30 10 55 10 2018-10-29 $30.94 $33.00 32.3% 9.3% 14.3% 24.6% 46.3% -3.5% -11.5% 4.1K -38.1K -379 0.33 160.55 N/A N/A 30 10 55 10 2018-10-30 $31.41 $33.00 26.9% 7.7% 15.5% 19.1% 29.0% 1.7% -7.6% 4.6K -32.3K -366 0.33 156.32 N/A N/A 30 10 55 10 2018-10-31 $31.58 $33.00 23.7% 6.8% 15.7% 15.9% 31.0% 3.2% -7.0% 5.0K -38.7K -377 0.33 174.41 N/A N/A 30 10 55 10
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