OUSA Options History — February 2019 In February 2019, OUSA traded between $31.77 and $33.11. ATM implied volatility averaged 18.5%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 9.4% (HV 20d: 9.1%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2019-02-07 : Highest Volume — 5 contracts2019-02-22 : Largest IV spike — 90.3% change2019-02-05 : Highest IV Rank — 12.1%2019-02-27 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $32.47 $31.77 $33.11 $31.77 $33.06 ATM IV 18.5% 9.6% 24.2% 21.5% 19.6% Expected Move 5.0% 2.7% 5.7% 4.9% 5.6% HV 20d 9.1% 6.7% 12.5% 12.5% 6.9% HV 60d 16.4% 15.9% 16.9% 16.9% 15.9% IV Rank 7.0% 0.0% 12.1% 9.2% 10.3% IV Percentile 41.1% 0.0% 80.6% 65.5% 51.2% Term Structure -2.9% -4.7% -1.2% -2.0% -4.6% Skew 25d 3.3% -0.3% 4.8% 2.6% 2.8% Skew 10d 8.2% 1.8% 10.2% 6.9% 9.2% Call IV 25d 18.2% 10.6% 22.1% 17.7% 22.1% Put IV 25d 21.5% 10.3% 25.4% 20.2% 24.9% Bid-Ask Spread % 166.25 159.50 171.82 169.26 162.53 Gamma HHI 0.39 0.34 0.51 0.38 0.48 Net GEX 6.2K 4.8K 6.9K 6.8K 4.8K Net DEX -134.1K -178.6K -45.8K -134.0K -45.8K Net VEX -188 -250 -96 -250 -137 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 0.895 0 5 0 2 Total OI 59.895 29 70 66 30
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 2019-02-01 $31.77 $0.00 21.5% 4.9% 12.5% 9.2% 0.0% 2.6% -2.0% 6.8K -134.0K -250 0.00 169.26 N/A N/A 0 0 66 0 2019-02-04 $31.82 $0.00 22.6% 4.7% 10.4% 10.3% 0.0% 3.8% -1.3% 6.7K -138.8K -231 0.00 171.73 N/A N/A 0 0 66 0 2019-02-05 $32.00 $0.00 24.2% 4.8% 10.3% 12.1% 0.0% 3.6% -1.4% 6.6K -143.5K -223 0.00 170.13 N/A N/A 0 0 66 0 2019-02-06 $32.01 $0.00 16.9% 4.8% 10.1% 4.3% 0.0% 2.6% -1.7% 6.6K -143.7K -222 0.00 171.82 N/A N/A 2 0 66 0 2019-02-07 $31.84 $0.00 16.8% 4.8% 10.3% 4.2% 0.0% 3.3% -1.6% 6.7K -139.2K -227 0.00 166.99 N/A N/A 5 0 66 0 2019-02-08 $31.89 $0.00 17.4% 5.0% 10.2% 4.8% 0.0% 3.7% -1.8% 6.9K -148.5K -247 0.00 169.94 N/A N/A 5 0 69 0 2019-02-11 $31.98 $0.00 17.8% 5.1% 10.2% 5.3% 0.0% 3.1% -2.3% 6.9K -151.4K -227 0.00 169.38 N/A N/A 0 0 69 0 2019-02-12 $32.27 $0.00 17.3% 5.0% 10.1% 4.7% 0.0% 4.8% -2.0% 6.7K -159.7K -208 0.00 167.72 N/A N/A 0 0 69 0 2019-02-13 $32.44 $0.00 19.5% 5.6% 10.1% 7.1% 0.0% 4.4% -4.5% 6.7K -163.4K -213 0.00 166.92 N/A N/A 0 0 69 0 2019-02-14 $32.47 $0.00 19.1% 5.5% 10.0% 6.6% 0.0% 4.2% -4.6% 6.6K -165.0K -197 0.00 166.28 N/A N/A 0 0 69 0 2019-02-15 $32.74 $0.00 17.8% 5.1% 10.2% 5.3% 0.0% 4.7% -2.4% 6.5K -171.2K -193 0.00 164.09 N/A N/A 0 0 69 0 2019-02-19 $32.88 $0.00 17.4% 5.0% 9.4% 4.8% 0.0% 2.9% -2.9% 6.4K -175.2K -180 0.00 164.12 N/A N/A 0 0 69 0 2019-02-20 $32.84 $0.00 17.8% 5.1% 7.2% 5.2% 0.0% 1.9% -3.3% 6.4K -174.7K -171 0.00 165.32 N/A N/A 0 0 69 0 2019-02-21 $32.75 $0.00 9.6% 2.7% 7.0% 0.0% 0.0% -0.3% -1.2% 6.4K -173.5K -96 0.00 159.50 N/A N/A 0 1 69 0 2019-02-22 $33.05 $0.00 18.2% 5.2% 7.2% 8.8% 0.0% 4.0% -3.5% 6.1K -178.6K -168 0.00 162.84 N/A N/A 0 1 69 1 2019-02-25 $33.08 $0.00 18.8% 5.4% 7.2% 9.4% 0.0% 2.6% -4.4% 5.0K -47.3K -130 0.00 161.58 N/A N/A 0 0 28 1 2019-02-26 $33.11 $0.00 19.3% 5.5% 6.7% 10.0% 0.0% 3.9% -4.2% 4.9K -47.8K -129 0.00 163.50 N/A N/A 0 0 28 1 2019-02-27 $32.98 $0.00 20.0% 5.7% 7.1% 10.6% 0.0% 3.4% -4.7% 4.9K -46.2K -129 0.00 165.07 N/A N/A 0 1 28 1 2019-02-28 $33.06 $0.00 19.6% 5.6% 6.9% 10.3% 0.0% 2.8% -4.6% 4.8K -45.8K -137 0.00 162.53 N/A N/A 0 2 28 2
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