OUSA Options History — July 2019 In July 2019, OUSA traded between $34.22 and $35.07. ATM implied volatility averaged 17.6%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 10.5% (HV 20d: 7.1%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-07-23 : Highest Volume — 1 contracts2019-07-30 : Largest IV spike — 186.4% change2019-07-09 : Highest IV Rank — 17.9%2019-07-30 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $34.69 $34.22 $35.07 $34.22 $34.51 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 17.6% 8.8% 25.6% 18.5% 19.5% Expected Move 4.8% 2.5% 7.3% 5.3% 5.6% HV 20d 7.1% 6.5% 8.4% 8.4% 8.0% HV 60d 10.0% 9.7% 10.1% 9.7% 10.1% IV Rank 9.9% 1.1% 17.9% 10.8% 11.8% IV Percentile 34.0% 0.4% 86.9% 42.5% 56.0% Term Structure 1.0% -7.9% 76.4% -3.3% -5.9% Skew 25d 3.5% 0.3% 7.7% 0.3% 0.9% Skew 10d 6.2% 1.6% 11.9% 3.8% 5.0% Call IV 25d 15.4% 9.9% 27.2% 22.3% 17.5% Put IV 25d 18.8% 11.0% 31.7% 22.6% 18.4% Bid-Ask Spread % 167.97 137.29 183.94 151.59 168.79 Gamma HHI 0.32 0.27 0.37 0.33 0.27 Net GEX -711 -1.1K 82 -1.1K -458 Net DEX 3.1K -3.4K 7.2K 7.2K 527 Net VEX -92 -102 -83 -102 -91 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 0.182 0 1 0 0 Total OI 14.545 13 15 15 14
Daily Data (22 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 2019-07-01 $34.22 $34.00 18.5% 5.3% 8.4% 10.8% 0.0% 0.3% -3.3% -1.1K 7.2K -102 0.00 151.59 N/A N/A 0 0 5 10 2019-07-02 $34.39 $34.00 19.7% 5.7% 7.3% 12.0% 0.0% 1.2% -5.6% -1.1K 6.1K -101 0.00 151.15 N/A N/A 0 0 5 10 2019-07-03 $34.73 $34.00 18.7% 5.4% 7.2% 11.0% 0.0% 1.4% -3.4% -774 4.7K -97 0.00 150.02 N/A N/A 0 0 5 10 2019-07-05 $34.62 $0.00 20.5% 4.2% 6.9% 12.8% 0.0% 2.6% -1.5% -832 5.5K -95 0.00 171.63 N/A N/A 0 0 5 10 2019-07-08 $34.58 $0.00 23.6% 4.5% 6.5% 15.9% 0.0% 2.1% -1.9% -846 5.9K -94 0.00 174.50 N/A N/A 0 0 5 10 2019-07-09 $34.47 $0.00 25.6% 4.8% 6.7% 17.9% 0.0% 4.0% -3.3% -1.1K 5.6K -96 0.00 173.82 N/A N/A 0 0 5 10 2019-07-10 $34.72 $0.00 14.6% 4.2% 7.0% 6.9% 0.0% 7.3% -1.5% -1.1K 3.6K -95 0.00 173.67 N/A N/A 0 0 5 10 2019-07-11 $34.66 $0.00 15.4% 4.4% 7.1% 7.6% 0.0% 3.2% -2.5% -1.1K 3.9K -94 0.00 170.58 N/A N/A 0 0 5 10 2019-07-12 $34.78 $0.00 14.2% 4.1% 7.1% 6.4% 0.0% 4.5% -0.5% -1.1K 4.2K -93 0.00 174.50 N/A N/A 0 0 5 10 2019-07-15 $34.85 $0.00 14.9% 4.3% 7.1% 7.1% 0.0% 5.2% -1.6% -1.1K 3.2K -94 0.00 168.89 N/A N/A 0 0 5 10 2019-07-16 $34.81 $0.00 15.8% 4.5% 7.1% 8.1% 0.0% 4.1% -1.6% -1.1K 3.7K -92 0.00 172.90 N/A N/A 0 0 5 10 2019-07-17 $34.66 $0.00 16.5% 4.7% 7.2% 8.8% 0.0% 4.8% -2.4% -1.0K 5.1K -94 0.00 171.43 N/A N/A 0 0 5 10 2019-07-18 $34.80 $0.00 16.2% 4.6% 7.2% 8.5% 0.0% 7.7% -3.7% -1.1K 5.3K -86 0.00 163.94 N/A N/A 0 0 5 10 2019-07-19 $34.73 $0.00 11.6% 3.3% 6.8% 3.8% 0.0% 4.3% 5.7% -257 2.7K -83 0.00 170.63 N/A N/A 0 0 5 10 2019-07-22 $34.54 $0.00 16.7% 4.8% 7.1% 8.9% 0.0% 4.3% 76.4% -389 4.1K -88 0.00 169.28 N/A N/A 0 0 5 8 2019-07-23 $34.74 $0.00 17.4% 5.0% 7.3% 9.7% 0.0% 3.9% -2.9% -348 2.2K -83 0.00 172.43 N/A N/A 1 0 5 8 2019-07-24 $34.79 $0.00 13.5% 3.9% 7.0% 5.8% 0.0% 2.2% -3.0% -332 -827 -94 0.00 167.77 N/A N/A 1 0 6 8 2019-07-25 $34.73 $0.00 17.9% 5.1% 6.8% 10.1% 0.0% 1.7% -3.4% -153 58 -92 0.00 173.21 N/A N/A 1 0 6 8 2019-07-26 $34.93 $0.00 22.4% 6.4% 6.8% 14.7% 0.0% 5.5% -4.6% 82 -566 -94 0.00 183.94 N/A N/A 1 0 6 8 2019-07-29 $35.07 $0.00 8.8% 2.5% 6.9% 1.1% 0.0% 1.1% 1.0% -346 -3.4K -83 0.00 137.29 N/A N/A 0 0 6 8 2019-07-30 $34.82 $0.00 25.3% 7.3% 7.4% 17.6% 0.0% 4.5% -7.9% -27 -324 -92 0.00 183.25 N/A N/A 0 0 6 8 2019-07-31 $34.51 $0.00 19.5% 5.6% 8.0% 11.8% 0.0% 0.9% -5.9% -458 527 -91 0.00 168.79 N/A N/A 0 0 6 8
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