OUSA Options History — March 2019 In March 2019, OUSA traded between $32.59 and $33.66. ATM implied volatility averaged 19.6%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 11.6% (HV 20d: 8.0%). 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 2 of 21 days.
Notable Days 2019-03-01 : Highest Volume — 2 contracts2019-03-07 : Largest IV spike — 165.2% change2019-03-11 : Highest IV Rank — 22.7%2019-03-08 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $33.20 $32.59 $33.66 $33.17 $33.57 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 19.6% 9.6% 31.7% 20.7% 19.2% Expected Move 4.8% 2.8% 8.6% 5.9% 4.3% HV 20d 8.0% 6.3% 9.0% 6.3% 8.9% HV 60d 13.6% 10.0% 15.9% 15.9% 10.0% IV Rank 10.2% 0.1% 22.7% 11.4% 9.9% IV Percentile 44.7% 0.4% 94.8% 61.5% 48.0% Term Structure -2.3% -6.1% 2.5% -5.6% -3.4% Skew 25d 2.9% 0.3% 5.0% 4.0% 2.3% Skew 10d 7.6% 2.4% 10.5% 10.5% 7.2% Call IV 25d 17.1% 7.5% 22.0% 22.0% 20.7% Put IV 25d 20.1% 8.3% 26.0% 26.0% 23.1% Bid-Ask Spread % 164.09 134.75 175.56 161.84 174.01 Gamma HHI 0.45 0.40 0.52 0.44 0.49 Net GEX 4.8K 4.1K 5.5K 4.4K 5.0K Net DEX -38.7K -47.4K -27.6K -38.9K -47.4K Net VEX -160 -187 -135 -187 -140 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 2 2 0 Total OI 35 35 35 35 35
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 2019-03-01 $33.17 $0.00 20.7% 5.9% 6.3% 11.4% 0.0% 4.0% -5.6% 4.4K -38.9K -187 0.00 161.84 N/A N/A 0 2 28 7 2019-03-04 $33.01 $0.00 20.8% 6.0% 6.8% 11.5% 0.0% 3.3% -1.6% 4.5K -35.8K -176 0.00 156.03 N/A N/A 0 0 28 7 2019-03-05 $33.07 $0.00 22.9% 6.6% 6.8% 13.6% 0.0% 3.9% -1.3% 4.4K -37.0K -178 0.00 164.00 N/A N/A 0 0 28 7 2019-03-06 $32.91 $0.00 9.6% 2.8% 7.0% 0.1% 0.0% 0.9% 2.5% 5.1K -29.7K -135 0.00 134.75 N/A N/A 0 0 28 7 2019-03-07 $32.70 $0.00 25.6% 7.3% 7.6% 16.4% 0.0% 2.8% -0.4% 4.3K -28.9K -176 0.00 163.97 N/A N/A 0 0 28 7 2019-03-08 $32.59 $0.00 30.0% 8.6% 7.4% 20.9% 0.0% 3.5% -1.5% 4.1K -27.6K -171 0.00 165.24 N/A N/A 0 0 28 7 2019-03-11 $32.99 $29.00 31.7% 3.8% 8.3% 22.7% 0.0% 4.0% -1.5% 4.7K -34.5K -166 0.00 147.85 N/A N/A 0 0 28 7 2019-03-12 $33.08 $29.00 15.2% 3.9% 8.3% 5.8% 0.0% 3.0% -0.2% 4.8K -35.4K -170 0.00 155.67 N/A N/A 0 0 28 7 2019-03-13 $33.24 $29.00 15.9% 3.9% 8.0% 6.5% 0.0% 4.0% 0.1% 4.7K -40.2K -157 0.00 154.74 N/A N/A 0 0 28 7 2019-03-14 $33.17 $29.00 15.9% 3.9% 7.9% 6.5% 0.0% 2.9% -2.3% 4.8K -38.0K -167 0.00 159.28 N/A N/A 0 0 28 7 2019-03-15 $33.33 $29.00 16.3% 3.9% 8.0% 6.9% 0.0% 3.3% -3.5% 4.9K -41.3K -165 0.00 157.18 N/A N/A 0 0 28 7 2019-03-18 $33.37 $0.00 16.4% 4.2% 7.6% 7.0% 0.0% 3.7% -1.5% 5.0K -42.0K -158 0.00 175.56 N/A N/A 0 0 28 7 2019-03-19 $33.24 $0.00 16.4% 4.2% 7.7% 7.0% 0.0% 2.0% -1.5% 5.0K -39.2K -157 0.00 173.06 N/A N/A 0 0 28 7 2019-03-20 $33.30 $0.00 18.4% 4.3% 7.7% 9.0% 0.0% 3.4% -4.2% 4.8K -40.4K -157 0.00 173.99 N/A N/A 0 0 28 7 2019-03-21 $33.66 $0.00 16.9% 3.8% 8.3% 7.5% 0.0% 5.0% -2.5% 5.5K -47.0K -151 0.00 170.08 N/A N/A 0 0 28 7 2019-03-22 $33.33 $0.00 18.3% 4.4% 8.7% 9.0% 0.0% 0.3% -3.4% 4.8K -40.9K -154 0.00 169.83 N/A N/A 0 0 28 7 2019-03-25 $33.24 $0.00 19.5% 4.7% 8.8% 10.2% 0.0% 2.2% -2.6% 4.8K -38.7K -150 0.00 172.63 N/A N/A 0 0 28 7 2019-03-26 $33.45 $0.00 20.5% 4.6% 9.0% 11.2% 0.0% 2.4% -5.9% 4.7K -43.4K -147 0.00 172.81 N/A N/A 0 0 28 7 2019-03-27 $33.44 $0.00 19.4% 4.6% 8.9% 10.1% 0.0% 1.8% -2.9% 4.8K -43.1K -145 0.00 169.70 N/A N/A 0 0 28 7 2019-03-28 $33.42 $0.00 21.0% 4.6% 8.9% 11.7% 0.0% 2.4% -6.1% 4.9K -44.1K -143 0.00 173.64 N/A N/A 0 0 28 7 2019-03-29 $33.57 $0.00 19.2% 4.3% 8.9% 9.9% 0.0% 2.3% -3.4% 5.0K -47.4K -140 0.00 174.01 N/A N/A 0 0 28 7
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