OUSA Options History — April 2019 In April 2019, OUSA traded between $33.76 and $34.23. ATM implied volatility averaged 16.9%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 10.0% (HV 20d: 6.9%). Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-25 : Highest Volume — 4 contracts2019-04-09 : Largest IV spike — 194.2% change2019-04-09 : Highest IV Rank — 15.2%2019-04-29 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $33.97 $33.76 $34.23 $33.82 $34.01 ATM IV 16.9% 7.8% 22.9% 19.2% 17.9% Expected Move 4.4% 1.8% 5.2% 4.3% 5.1% HV 20d 6.9% 4.6% 9.0% 9.0% 5.2% HV 60d 8.0% 7.1% 9.7% 9.7% 7.1% IV Rank 8.8% 0.0% 15.2% 9.9% 10.2% IV Percentile 28.3% 0.0% 76.6% 48.0% 39.3% Term Structure -2.4% -5.0% 1.7% -4.3% -3.8% Skew 25d 2.4% 0.7% 3.4% 2.1% 2.9% Skew 10d 7.0% 1.0% 8.3% 8.3% 7.6% Call IV 25d 17.1% 7.0% 22.2% 21.6% 20.5% Put IV 25d 19.4% 7.6% 23.6% 23.6% 23.4% Bid-Ask Spread % 170.84 138.17 174.47 173.94 173.62 Gamma HHI 0.52 0.31 0.95 0.52 0.37 Net GEX 3.8K -1.1K 16.1K 5.0K -931 Net DEX -41.6K -69.5K -5.5K -52.9K -17.3K Net VEX -105 -131 -86 -130 -89 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 1.381 0 4 0 0 Total OI 29.333 15 39 35 19
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 2019-04-01 $33.82 $0.00 19.2% 4.3% 9.0% 9.9% 0.0% 2.1% -4.3% 5.0K -52.9K -130 0.00 173.94 N/A N/A 0 0 28 7 2019-04-02 $33.79 $0.00 19.4% 4.1% 9.0% 10.0% 0.0% 1.3% -5.0% 5.3K -52.3K -129 0.00 172.80 N/A N/A 2 0 28 7 2019-04-03 $33.76 $0.00 19.5% 4.3% 8.8% 10.2% 0.0% 2.4% -1.8% 5.3K -58.0K -131 0.00 171.12 N/A N/A 2 0 30 7 2019-04-04 $33.83 $0.00 19.3% 4.3% 8.3% 10.0% 0.0% 2.7% -1.2% 5.5K -60.2K -126 0.00 172.29 N/A N/A 2 0 30 7 2019-04-05 $33.95 $0.00 19.5% 4.2% 8.1% 10.2% 0.0% 2.8% -1.6% 5.3K -63.3K -119 0.00 172.97 N/A N/A 2 0 30 7 2019-04-08 $34.01 $0.00 7.8% 1.8% 7.2% 0.0% 0.0% 0.7% 1.7% 13.6K -69.5K -95 0.00 138.17 N/A N/A 0 0 30 7 2019-04-09 $33.83 $0.00 22.9% 4.3% 7.6% 15.2% 0.0% 2.8% -1.6% 5.7K -59.9K -117 0.00 173.09 N/A N/A 0 2 30 7 2019-04-10 $33.88 $0.00 15.0% 4.3% 7.4% 7.3% 0.0% 2.9% -1.7% 5.2K -58.3K -123 0.00 174.47 N/A N/A 0 2 30 9 2019-04-11 $33.95 $0.00 15.2% 4.4% 7.4% 7.5% 0.0% 2.7% -1.6% 5.3K -60.2K -118 0.00 174.35 N/A N/A 0 2 30 9 2019-04-12 $34.11 $0.00 15.1% 4.3% 7.3% 7.4% 0.0% 2.8% -1.6% 5.1K -64.1K -114 0.00 171.96 N/A N/A 0 2 30 9 2019-04-15 $34.13 $0.00 15.5% 4.4% 7.3% 7.8% 0.0% 3.0% -2.1% 5.5K -64.9K -103 0.00 172.09 N/A N/A 0 0 30 9 2019-04-16 $34.09 $0.00 15.1% 4.3% 7.2% 7.4% 0.0% 1.4% -1.8% 1.2K -44.3K -86 0.00 170.06 N/A N/A 1 0 19 9 2019-04-17 $34.06 $0.00 16.1% 4.6% 7.2% 8.3% 0.0% 2.4% -2.9% 1.4K -43.9K -96 0.00 173.22 N/A N/A 1 0 20 9 2019-04-18 $34.02 $0.00 15.3% 4.4% 6.3% 7.6% 0.0% 1.6% -2.1% 16.1K -47.4K -90 0.00 169.67 N/A N/A 1 0 20 9 2019-04-22 $34.01 $0.00 16.2% 4.6% 4.9% 8.5% 0.0% 2.4% -2.1% -1.0K -5.5K -88 0.00 172.93 N/A N/A 0 0 6 9 2019-04-23 $34.17 $0.00 16.4% 4.7% 4.9% 8.7% 0.0% 3.4% -3.8% -1.1K -6.3K -86 0.00 170.50 N/A N/A 1 0 6 9 2019-04-24 $34.23 $0.00 16.4% 4.7% 4.6% 8.7% 0.0% 3.2% -2.2% -872 -7.8K -91 0.00 170.00 N/A N/A 1 0 7 9 2019-04-25 $34.00 $0.00 16.9% 4.8% 5.3% 9.2% 0.0% 2.4% -3.1% -866 -6.6K -92 0.00 172.90 N/A N/A 4 0 7 9 2019-04-26 $33.89 $0.00 17.3% 5.0% 5.5% 9.6% 0.0% 1.8% -3.4% -817 -16.0K -94 0.00 174.32 N/A N/A 4 0 10 9 2019-04-29 $33.80 $0.00 18.3% 5.2% 5.4% 10.5% 0.0% 1.8% -4.5% -815 -15.8K -93 0.00 173.17 N/A N/A 0 0 10 9 2019-04-30 $34.01 $0.00 17.9% 5.1% 5.2% 10.2% 0.0% 2.9% -3.8% -931 -17.3K -89 0.00 173.62 N/A N/A 0 0 10 9
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