OUSA Options History — January 2019 In January 2019, OUSA traded between $29.43 and $31.62. ATM implied volatility averaged 21.3%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 1.4% (HV 20d: 19.9%). 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 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-01-18 : Highest Volume — 4 contracts2019-01-31 : Largest IV spike — 50.1% change2019-01-08 : Highest IV Rank — 21.4%2019-01-02 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $30.70 $29.43 $31.62 $29.76 $31.62 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 21.3% 16.3% 30.0% 25.9% 30.0% Expected Move 5.6% 4.7% 7.4% 7.4% 6.2% HV 20d 19.9% 13.6% 23.7% 21.4% 13.6% HV 60d 17.2% 16.9% 18.0% 17.3% 17.1% IV Rank 11.0% 3.7% 21.4% 17.6% 18.2% IV Percentile 57.0% 18.7% 93.7% 86.9% 93.7% Term Structure -1.1% -8.2% 4.1% -8.2% -3.2% Skew 25d 3.0% -8.0% 10.4% -8.0% 4.7% Skew 10d 7.3% -0.1% 17.7% 3.8% 8.3% Call IV 25d 21.4% 13.0% 37.6% 37.6% 22.3% Put IV 25d 24.4% 22.6% 29.7% 29.7% 27.0% Bid-Ask Spread % 167.41 156.93 182.84 156.93 182.84 Gamma HHI 0.49 0.40 0.73 0.61 0.40 Net GEX 10.6K 6.2K 14.8K 12.7K 6.3K Net DEX -158.5K -218.2K -109.2K -154.6K -128.1K Net VEX -349 -487 -266 -487 -288 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 0.429 0 4 0 0 Total OI 110.381 66 138 137 66
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 2019-01-02 $29.76 $29.00 25.9% 7.4% 21.4% 17.6% 0.0% -8.0% -8.2% 12.7K -154.6K -487 0.00 156.93 N/A N/A 0 0 131 6 2019-01-03 $29.43 $0.00 24.6% 6.2% 20.9% 16.3% 0.0% 1.1% -2.4% 14.8K -136.4K -440 0.00 158.25 N/A N/A 0 0 131 6 2019-01-04 $30.10 $0.00 26.6% 5.8% 23.0% 18.3% 0.0% 3.4% -1.0% 14.1K -168.9K -445 0.00 169.07 N/A N/A 0 0 131 6 2019-01-07 $30.34 $0.00 27.9% 5.7% 23.3% 19.7% 0.0% 3.8% -0.0% 14.0K -181.3K -417 0.00 161.97 N/A N/A 0 1 131 6 2019-01-08 $30.60 $0.00 29.6% 5.7% 23.6% 21.4% 0.0% 3.3% -2.5% 13.9K -188.5K -422 0.00 170.21 N/A N/A 0 1 131 7 2019-01-09 $30.51 $0.00 19.3% 5.5% 23.6% 10.9% 0.0% 1.8% -2.2% 13.3K -189.3K -416 0.00 170.44 N/A N/A 0 1 131 7 2019-01-10 $30.68 $0.00 19.0% 5.4% 23.7% 10.6% 0.0% 3.5% -1.7% 13.4K -197.5K -383 0.00 168.24 N/A N/A 0 1 131 7 2019-01-11 $30.68 $0.00 18.9% 5.4% 23.6% 10.5% 0.0% 3.3% -1.9% 13.4K -197.1K -373 0.00 170.46 N/A N/A 0 1 131 7 2019-01-14 $30.52 $0.00 19.7% 5.7% 23.7% 11.4% 0.0% 2.4% -2.4% 13.7K -188.5K -355 0.00 171.90 N/A N/A 0 0 131 7 2019-01-15 $30.68 $0.00 18.3% 5.3% 22.8% 10.0% 0.0% 3.1% -2.2% 13.3K -194.8K -340 0.00 170.48 N/A N/A 0 0 131 7 2019-01-16 $30.64 $0.00 19.3% 5.5% 21.0% 11.0% 0.0% 2.4% -2.5% 13.2K -190.1K -334 0.00 173.67 N/A N/A 0 0 131 7 2019-01-17 $30.76 $0.00 17.5% 5.0% 21.0% 5.0% 0.0% 2.5% -2.1% 12.9K -196.9K -309 0.00 180.10 N/A N/A 0 0 131 7 2019-01-18 $31.18 $0.00 16.3% 4.7% 20.7% 3.7% 0.0% 4.3% 4.1% 6.8K -218.2K -314 0.00 166.89 N/A N/A 4 0 131 7 2019-01-22 $30.74 $0.00 18.1% 5.2% 20.4% 5.5% 0.0% 10.4% 0.4% 6.7K -115.1K -289 0.00 165.00 N/A N/A 0 0 66 0 2019-01-23 $31.05 $0.00 19.4% 5.6% 20.4% 6.9% 0.0% 2.2% -1.1% 6.7K -117.9K -287 0.00 160.02 N/A N/A 0 0 66 0 2019-01-24 $31.00 $0.00 18.5% 5.3% 16.3% 6.0% 0.0% 3.3% 1.2% 6.2K -110.3K -314 0.00 165.69 N/A N/A 0 0 66 0 2019-01-25 $31.08 $0.00 18.1% 5.2% 13.6% 5.5% 0.0% 2.5% 1.2% 6.5K -112.4K -296 0.00 158.05 N/A N/A 0 0 66 0 2019-01-28 $30.93 $0.00 19.2% 5.5% 13.8% 6.8% 0.0% 4.4% 2.5% 6.7K -109.2K -283 0.00 161.90 N/A N/A 0 0 66 0 2019-01-29 $31.06 $0.00 20.6% 5.9% 13.8% 8.2% 0.0% 3.2% -0.6% 6.8K -112.5K -270 0.00 167.74 N/A N/A 0 0 66 0 2019-01-30 $31.30 $0.00 20.0% 5.7% 13.8% 7.6% 0.0% 4.7% 2.3% 6.8K -121.4K -266 0.00 165.84 N/A N/A 0 0 66 0 2019-01-31 $31.62 $0.00 30.0% 6.2% 13.6% 18.2% 0.0% 4.7% -3.2% 6.3K -128.1K -288 0.00 182.84 N/A N/A 0 0 66 0
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