OUSA Options History — October 2019 In October 2019, OUSA traded between $33.80 and $35.16. ATM implied volatility averaged 26.3%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 14.7% (HV 20d: 11.6%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 7 of 23 days.
Notable Days 2019-10-24 : Largest IV spike — 96.6% change2019-10-08 : Highest IV Rank — 91.1%2019-10-09 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $34.63 $33.80 $35.16 $34.41 $35.04 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 26.3% 11.0% 52.5% 22.3% 21.4% Expected Move 6.8% 3.2% 9.8% 6.4% 6.1% HV 20d 11.6% 8.2% 12.9% 8.2% 9.4% HV 60d 13.2% 12.2% 13.7% 12.4% 12.2% IV Rank 32.0% 6.6% 91.1% 14.6% 27.8% IV Percentile 62.7% 2.0% 98.8% 67.5% 62.3% Term Structure 5.7% -23.8% 79.6% 79.6% -3.3% Skew 25d 1.1% -16.9% 10.0% 2.3% -16.9% Skew 10d -0.2% -17.3% 9.3% 6.0% -0.8% Call IV 25d 19.5% 10.2% 32.1% 17.8% 27.2% Put IV 25d 20.6% 10.3% 34.6% 20.1% 10.3% Bid-Ask Spread % 178.50 152.12 199.56 155.89 176.87 Gamma HHI 0.37 0.19 0.62 0.23 0.59 Net GEX -106 -1.2K 877 -996 698 Net DEX -1.6K -7.0K 6.3K 751 -6.8K Net VEX -44 -63 -31 -60 -32 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 12.087 6 16 16 6
Daily Data (23 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 2019-10-01 $34.41 $34.00 22.3% 6.4% 8.2% 14.6% 0.0% 2.3% 79.6% -996 751 -60 0.00 155.89 N/A N/A 0 0 6 10 2019-10-02 $33.80 $34.00 29.7% 8.5% 10.0% 22.0% 0.0% 6.2% -9.6% -902 6.3K -60 0.00 172.42 N/A N/A 0 0 6 10 2019-10-03 $33.94 $0.00 28.3% 6.0% 9.7% 20.7% 0.0% 6.5% -3.5% -1.0K 4.9K -60 0.00 180.04 N/A N/A 0 0 6 10 2019-10-04 $34.44 $0.00 48.0% 9.1% 11.1% 40.5% 0.0% 7.5% -6.0% -698 2.5K -63 0.00 197.69 N/A N/A 0 0 6 10 2019-10-07 $34.39 $0.00 36.9% 6.4% 11.1% 29.3% 0.0% 1.7% -23.8% -442 -3.0K -45 0.00 182.96 N/A N/A 0 0 6 10 2019-10-08 $33.97 $0.00 52.5% 9.5% 11.8% 91.1% 0.0% 10.0% -7.2% -753 4.6K -59 0.00 189.15 N/A N/A 0 0 6 10 2019-10-09 $34.12 $0.00 34.3% 9.8% 11.6% 54.0% 0.0% -5.1% -14.6% -1.2K 4.5K -51 0.00 169.98 N/A N/A 0 0 6 10 2019-10-10 $34.27 $0.00 32.5% 9.3% 11.5% 50.2% 0.0% 7.3% -7.6% -767 2.9K -56 0.00 196.04 N/A N/A 0 0 6 10 2019-10-11 $34.73 $0.00 31.4% 9.0% 12.5% 48.0% 0.0% 4.5% -6.6% -239 1.7K -47 0.00 197.53 N/A N/A 0 0 6 10 2019-10-14 $34.53 $0.00 17.8% 5.1% 12.6% 20.5% 0.0% 3.0% -4.5% -432 3.2K -42 0.00 152.12 N/A N/A 0 0 6 10 2019-10-15 $34.74 $0.00 30.2% 8.7% 12.8% 45.6% 0.0% 2.8% -6.4% -706 283 -48 0.00 199.56 N/A N/A 0 0 6 10 2019-10-16 $34.67 $0.00 14.2% 4.1% 12.8% 13.1% 0.0% 6.6% 2.5% -722 1.0K -40 0.00 159.61 N/A N/A 0 0 6 10 2019-10-17 $34.77 $0.00 15.3% 4.4% 12.8% 15.3% 0.0% 6.3% 0.6% -588 11 -42 0.00 165.94 N/A N/A 0 0 6 10 2019-10-18 $34.73 $0.00 27.1% 7.8% 12.8% 39.2% 0.0% 1.1% -0.4% 631 -6.5K -36 0.00 168.61 N/A N/A 0 0 6 10 2019-10-21 $34.85 $0.00 17.3% 5.0% 12.9% 19.5% 0.0% 2.0% 74.9% 877 -6.0K -33 0.00 164.91 N/A N/A 0 0 5 1 2019-10-22 $34.90 $0.00 32.0% 9.2% 12.7% 49.4% 0.0% -0.6% 57.3% 684 -7.0K -35 0.00 191.95 N/A N/A 0 0 5 1 2019-10-23 $34.93 $0.00 11.0% 3.2% 12.6% 6.6% 0.0% -0.1% 6.1% 573 -6.8K -37 0.00 198.12 N/A N/A 0 0 5 1 2019-10-24 $34.89 $0.00 21.7% 6.2% 12.6% 28.3% 0.0% -11.2% -3.9% 705 -6.6K -33 0.00 176.58 N/A N/A 0 0 5 1 2019-10-25 $35.01 $0.00 15.3% 4.4% 12.5% 15.3% 0.0% 3.0% -2.8% 708 -6.7K -34 0.00 165.73 N/A N/A 0 0 5 1 2019-10-28 $35.07 $0.00 19.6% 5.6% 12.3% 24.1% 0.0% -1.8% -3.2% 711 -6.9K -33 0.00 187.45 N/A N/A 0 0 5 1 2019-10-29 $35.11 $0.00 19.3% 5.5% 11.6% 23.4% 0.0% 2.2% -1.9% 829 -6.8K -31 0.00 162.80 N/A N/A 0 0 5 1 2019-10-30 $35.16 $0.00 25.9% 7.4% 9.2% 36.9% 0.0% -11.5% 16.2% 662 -6.9K -31 0.00 193.54 N/A N/A 0 0 5 1 2019-10-31 $35.04 $0.00 21.4% 6.1% 9.4% 27.8% 0.0% -16.9% -3.3% 698 -6.8K -32 0.00 176.87 N/A N/A 0 0 5 1
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