OUSA Options History — November 2019 In November 2019, OUSA traded between $35.32 and $35.94. ATM implied volatility averaged 29.6%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 24.2% (HV 20d: 5.3%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-12 : Highest Volume — 1 contracts2019-11-11 : Largest IV spike — 98.8% change2019-11-11 : Highest IV Rank — 100.0%2019-11-01 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $35.59 $35.32 $35.94 $35.32 $35.81 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 29.6% 8.3% 76.1% 44.0% 8.3% Expected Move 6.0% 2.4% 12.6% 12.6% 2.4% HV 20d 5.3% 3.9% 8.4% 8.4% 5.2% HV 60d 9.7% 8.4% 12.0% 12.0% 8.4% IV Rank 36.5% 0.8% 100.0% 73.6% 0.8% IV Percentile 62.3% 0.4% 100.0% 98.0% 0.4% Term Structure -4.0% -23.6% 7.1% -17.0% -0.4% VWIV 31.1% 31.1% 31.1% 31.1% 31.1% Skew 25d 11.0% 0.8% 21.2% 7.4% 0.8% Skew 10d 12.2% 1.0% 21.2% 6.5% 1.0% Call IV 25d 11.3% 8.2% 31.0% 31.0% 9.1% Put IV 25d 22.3% 9.8% 38.4% 38.4% 9.8% Bid-Ask Spread % 178.67 128.05 198.71 198.71 128.05 Gamma HHI 0.68 0.61 1.00 0.61 0.78 Net GEX 964 0 2.0K 691 2.0K Net DEX -8.2K -10.1K -3.6K -8.1K -7.0K Net VEX -27 -34 0 -34 -23 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 0.1 0 1 0 0 Total OI 6.25 6 7 6 7
Daily Data (20 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 2019-11-01 $35.32 $0.00 44.0% 12.6% 8.4% 73.6% 0.0% 7.4% -17.0% 691 -8.1K -34 0.00 198.71 N/A N/A 0 0 5 1 2019-11-04 $35.42 $0.00 27.4% 5.6% 8.3% 40.0% 0.0% 12.6% -2.7% 907 -7.6K -31 0.00 168.41 N/A N/A 0 0 5 1 2019-11-05 $35.45 $0.00 24.9% 4.9% 6.6% 34.8% 0.0% 8.1% 1.4% 840 -8.6K -33 0.00 156.86 N/A N/A 0 0 5 1 2019-11-06 $35.43 $0.00 29.1% 5.3% 6.6% 43.5% 0.0% 10.9% -1.7% 882 -7.9K -31 0.00 165.37 N/A N/A 0 0 5 1 2019-11-07 $35.51 $0.00 44.7% 3.8% 6.5% 75.2% 0.0% 21.2% -3.2% 1.1K -8.2K -29 0.00 174.11 N/A N/A 0 0 5 1 2019-11-08 $35.54 $0.00 38.3% 5.0% 4.9% 62.0% 0.0% 16.8% 4.9% 992 -8.3K -30 0.00 165.69 N/A N/A 0 0 5 1 2019-11-11 $35.48 $0.00 76.1% 8.3% 4.3% 100.0% 0.0% 11.6% -3.7% 998 -7.9K -27 0.00 189.11 N/A N/A 0 0 5 1 2019-11-12 $35.47 $0.00 66.1% 5.1% 4.0% 85.4% 0.0% 14.3% 1.4% 942 -7.6K -29 0.00 174.11 N/A N/A 1 0 5 1 2019-11-13 $35.59 $0.00 18.4% 5.3% 3.9% 15.5% 0.0% 14.8% 5.9% 922 -10.0K -31 0.00 188.32 N/A N/A 0 0 6 1 2019-11-14 $35.49 $0.00 21.7% 6.2% 4.1% 20.4% 0.0% 8.8% -5.9% 898 -9.7K -30 0.00 186.87 N/A N/A 0 0 6 1 2019-11-15 $35.73 $0.00 28.8% 8.3% 4.5% 30.8% 0.0% 16.5% -22.0% 924 -9.2K -30 0.00 196.36 N/A N/A 0 0 6 1 2019-11-18 $35.79 $0.00 30.1% 8.6% 4.4% 32.7% 0.0% 16.0% -23.6% 743 -9.3K -30 0.00 195.79 N/A N/A 0 0 5 1 2019-11-19 $35.68 $0.00 19.4% 5.6% 4.7% 17.0% 0.0% 4.0% 5.9% 1.8K -7.2K -20 0.00 186.60 N/A N/A 0 0 5 1 2019-11-20 $35.52 $0.00 31.1% 8.9% 5.1% 34.2% 0.0% 16.9% -10.7% 673 -8.6K -29 0.00 196.86 N/A N/A 0 0 5 1 2019-11-21 $35.52 $0.00 31.4% 9.0% 5.0% 34.5% 0.0% 17.2% -9.8% 661 -8.6K -29 0.00 197.65 N/A N/A 0 0 5 1 2019-11-22 $35.60 $0.00 14.5% 4.2% 5.0% 9.9% 0.0% 5.9% -2.4% 1.0K -8.6K -26 0.00 186.20 N/A N/A 0 0 5 1 2019-11-25 $35.74 $0.00 11.9% 3.4% 5.1% 6.1% 0.0% 5.8% -0.4% 0 -3.6K 0 0.00 182.22 N/A N/A 0 0 5 1 2019-11-26 $35.85 $0.00 13.5% 3.9% 5.2% 8.4% 31.1% 2.2% 7.1% 1.1K -10.1K -26 0.00 178.94 N/A N/A 0 1 5 1 2019-11-27 $35.94 $37.00 11.4% 3.3% 5.2% 5.3% 0.0% 8.0% -3.0% 1.3K -7.5K -26 0.00 157.09 N/A N/A 0 0 5 2 2019-11-29 $35.81 $37.00 8.3% 2.4% 5.2% 0.8% 0.0% 0.8% -0.4% 2.0K -7.0K -23 0.00 128.05 N/A N/A 0 0 5 2
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