OUSA Options History — August 2019 In August 2019, OUSA traded between $33.30 and $34.26. ATM implied volatility averaged 29.7%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 14.7% (HV 20d: 15.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 2.00.
Notable Days 2019-08-30 : Highest Volume — 3 contracts2019-08-05 : Largest IV spike — 55.9% change2019-08-13 : Highest IV Rank — 46.2%2019-08-01 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.85 $33.30 $34.26 $34.26 $34.10 ATM IV 29.7% 13.1% 53.7% 35.2% 13.1% Expected Move 6.7% 3.7% 10.1% 10.1% 3.7% HV 20d 15.0% 7.5% 18.8% 7.5% 18.6% HV 60d 11.5% 9.5% 12.9% 9.5% 12.1% IV Rank 22.0% 5.3% 46.2% 27.6% 5.3% IV Percentile 82.2% 2.4% 99.2% 97.2% 2.4% Term Structure -2.8% -11.0% 3.0% -11.0% 3.0% VWIV 10.5% 10.5% 10.5% 10.5% 10.5% Skew 25d 5.9% -4.6% 12.1% 8.3% 12.1% Skew 10d 2.9% -10.0% 9.1% 5.4% 6.8% Call IV 25d 19.1% 10.5% 27.9% 26.4% 10.5% Put IV 25d 25.0% 21.9% 34.7% 34.7% 22.6% Bid-Ask Spread % 178.73 156.16 195.79 194.53 156.16 Gamma HHI 0.25 0.24 0.26 0.26 0.26 Net GEX -464 -955 -351 -368 -955 Net DEX 4.6K 2.3K 7.2K 2.3K 3.9K Net VEX -86 -96 -74 -96 -74 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.00 2.00 2.00 2.00 2.00 Total Volume 0.136 0 3 0 3 Total OI 14 14 14 14 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 2019-08-01 $34.26 $0.00 35.2% 10.1% 7.5% 27.6% 0.0% 8.3% -11.0% -368 2.3K -96 0.00 194.53 N/A N/A 0 0 6 8 2019-08-02 $34.11 $0.00 23.0% 6.6% 7.6% 15.3% 0.0% 2.8% -5.8% -510 3.2K -92 0.00 172.69 N/A N/A 0 0 6 8 2019-08-05 $33.30 $0.00 35.8% 6.5% 11.2% 28.2% 0.0% 5.6% -2.6% -375 7.1K -90 0.00 172.95 N/A N/A 0 0 6 8 2019-08-06 $33.57 $0.00 35.7% 6.1% 11.7% 28.0% 0.0% 3.5% -0.3% -439 5.7K -92 0.00 177.01 N/A N/A 0 0 6 8 2019-08-07 $33.69 $0.00 42.3% 7.4% 11.5% 34.7% 0.0% 7.7% -1.1% -351 4.8K -91 0.00 187.19 N/A N/A 0 0 6 8 2019-08-08 $34.18 $0.00 35.3% 6.1% 12.8% 27.7% 0.0% 9.2% -3.3% -443 2.7K -92 0.00 182.15 N/A N/A 0 0 6 8 2019-08-09 $34.11 $0.00 35.8% 6.0% 12.7% 28.2% 0.0% 6.5% -1.1% -462 3.1K -92 0.00 179.57 N/A N/A 0 0 6 8 2019-08-12 $33.70 $0.00 53.7% 6.3% 13.2% 46.2% 0.0% 5.5% -0.4% -397 5.3K -89 0.00 176.43 N/A N/A 0 0 6 8 2019-08-13 $34.06 $0.00 53.7% 6.5% 13.9% 46.2% 0.0% 6.1% -2.9% -409 3.5K -88 0.00 179.58 N/A N/A 0 0 6 8 2019-08-14 $33.31 $0.00 25.2% 7.2% 15.8% 17.5% 0.0% 7.0% -3.0% -377 7.0K -86 0.00 172.95 N/A N/A 0 0 6 8 2019-08-15 $33.33 $0.00 24.3% 7.0% 15.7% 16.6% 0.0% 9.0% -2.7% -442 7.2K -85 0.00 175.54 N/A N/A 0 0 6 8 2019-08-16 $33.70 $0.00 22.7% 6.5% 16.4% 15.0% 0.0% 8.9% -1.2% -433 5.4K -87 0.00 178.28 N/A N/A 0 0 6 8 2019-08-19 $34.14 $0.00 22.7% 6.5% 17.1% 15.0% 0.0% 5.4% -2.9% -450 3.1K -87 0.00 181.09 N/A N/A 0 0 6 8 2019-08-20 $33.94 $0.00 22.8% 6.5% 17.0% 15.1% 0.0% 5.8% -1.9% -436 4.2K -85 0.00 180.82 N/A N/A 0 0 6 8 2019-08-21 $34.17 $0.00 23.1% 6.6% 17.2% 15.4% 0.0% 4.8% -2.4% -587 4.7K -82 0.00 180.29 N/A N/A 0 0 6 8 2019-08-22 $34.26 $0.00 24.0% 6.9% 17.3% 16.3% 0.0% 5.6% -2.2% -438 2.4K -84 0.00 179.48 N/A N/A 0 0 6 8 2019-08-23 $33.48 $0.00 26.8% 7.7% 18.8% 19.1% 0.0% -4.6% -5.3% -381 6.3K -81 0.00 177.71 N/A N/A 0 0 6 8 2019-08-26 $33.65 $0.00 24.9% 7.1% 18.8% 17.2% 0.0% 4.6% -4.1% -440 5.9K -80 0.00 195.79 N/A N/A 0 0 6 8 2019-08-27 $33.74 $0.00 25.2% 7.2% 18.8% 17.5% 0.0% 6.3% -2.8% -481 5.5K -80 0.00 177.34 N/A N/A 0 0 6 8 2019-08-28 $33.89 $0.00 25.0% 7.2% 18.7% 17.3% 0.0% 9.7% -4.0% -588 4.8K -79 0.00 175.81 N/A N/A 0 0 6 8 2019-08-29 $34.08 $0.00 23.2% 6.7% 18.7% 15.5% 0.0% 1.0% -4.5% -437 3.3K -80 0.00 178.74 N/A N/A 0 0 6 8 2019-08-30 $34.10 $0.00 13.1% 3.7% 18.6% 5.3% 10.5% 12.1% 3.0% -955 3.9K -74 2.00 156.16 N/A N/A 1 2 6 8
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