OUSA Options History — December 2019 In December 2019, OUSA traded between $35.33 and $36.75. ATM implied volatility averaged 25.5%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 18.4% (HV 20d: 7.1%). Max pain ranged from $31.00 to $37.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-12-10 : Highest Volume — 5 contracts2019-12-09 : Largest IV spike — 72.2% change2019-12-09 : Highest IV Rank — 58.4%2019-12-03 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $36.21 $35.33 $36.75 $35.63 $36.60 Max Pain $31.86 $31.00 $37.00 $37.00 $31.00 ATM IV 25.5% 13.5% 47.7% 38.2% 25.4% Expected Move 6.4% 3.6% 12.2% 10.9% 7.3% HV 20d 7.1% 5.0% 7.6% 5.0% 7.2% HV 60d 8.5% 6.9% 8.8% 8.4% 6.9% IV Rank 26.0% 8.4% 58.4% 44.5% 25.8% IV Percentile 60.1% 4.8% 97.6% 95.6% 76.6% Term Structure 5.9% -30.1% 67.4% -30.1% -3.2% VWIV 19.0% 13.0% 25.0% 13.0% 25.0% Skew 25d 2.5% -17.0% 17.3% -17.0% -9.5% Skew 10d 4.0% -15.7% 14.3% -0.7% -15.7% Call IV 25d 17.7% 6.0% 31.5% 31.5% 26.4% Put IV 25d 20.2% 12.9% 35.8% 14.5% 16.9% Bid-Ask Spread % 164.85 140.02 198.30 185.46 150.00 Gamma HHI 0.66 0.44 0.88 0.44 0.74 Net GEX 2.6K 495 4.7K 524 4.4K Net DEX -24.1K -45.1K -5.8K -5.8K -37.9K Net VEX -48 -72 -22 -27 -72 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 0.762 0 5 0 0 Total OI 12.714 7 18 7 17
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 2019-12-02 $35.63 $37.00 38.2% 10.9% 5.0% 44.5% 0.0% -17.0% -30.1% 524 -5.8K -27 0.00 185.46 N/A N/A 0 0 5 2 2019-12-03 $35.33 $37.00 42.5% 12.2% 5.8% 50.8% 0.0% 7.7% -11.5% 495 -5.8K -29 0.00 198.30 N/A N/A 0 0 5 2 2019-12-04 $35.65 $37.00 32.1% 9.2% 6.6% 35.6% 0.0% 5.5% 0.2% 521 -6.5K -28 0.00 196.23 N/A N/A 0 0 5 2 2019-12-05 $35.65 $31.00 42.2% 7.2% 6.6% 50.4% 0.0% 15.3% -0.5% 539 -6.6K -28 0.00 184.59 N/A N/A 0 0 5 2 2019-12-06 $35.95 $31.00 27.7% 4.7% 7.2% 29.2% 0.0% 17.3% 4.0% 1.4K -8.1K -24 0.00 161.12 N/A N/A 0 0 5 2 2019-12-09 $35.91 $31.00 47.7% 5.7% 7.2% 58.4% 0.0% 10.1% 11.1% 1.6K -7.9K -23 0.00 174.58 N/A N/A 0 0 5 2 2019-12-10 $35.83 $31.00 23.6% 3.6% 7.3% 23.2% 13.0% 3.3% 0.5% 1.3K -6.5K -22 0.00 140.02 N/A N/A 5 0 5 2 2019-12-11 $35.88 $31.00 25.6% 7.3% 7.3% 26.0% 25.0% 8.8% -5.3% 1.5K -15.6K -47 0.00 177.66 N/A N/A 1 0 10 2 2019-12-12 $36.12 $31.00 25.5% 7.3% 7.5% 25.9% 0.0% 8.6% 4.0% 1.7K -19.4K -51 0.00 182.00 N/A N/A 0 0 11 2 2019-12-13 $36.12 $31.00 20.6% 5.9% 7.4% 18.8% 0.0% 4.7% 6.5% 2.9K -23.2K -45 0.00 164.10 N/A N/A 0 0 11 2 2019-12-16 $36.36 $31.00 13.5% 3.9% 7.4% 8.4% 0.0% 10.1% 2.0% 3.8K -22.3K -42 0.00 149.12 N/A N/A 0 0 11 2 2019-12-17 $36.35 $31.00 17.8% 5.1% 7.4% 14.7% 0.0% 3.8% 0.7% 3.0K -20.9K -43 0.00 151.20 N/A N/A 4 0 11 2 2019-12-18 $36.38 $31.00 16.2% 4.6% 7.2% 12.3% 0.0% -5.6% 2.0% 4.7K -32.2K -67 0.00 160.24 N/A N/A 0 0 15 2 2019-12-19 $36.43 $31.00 13.9% 4.0% 7.0% 9.0% 0.0% 7.4% 7.8% 4.4K -35.3K -60 0.00 143.72 N/A N/A 0 0 15 2 2019-12-20 $36.75 $31.00 20.4% 5.8% 7.4% 18.5% 0.0% -5.2% -7.8% 3.7K -35.2K -56 0.00 160.31 N/A N/A 1 0 15 2 2019-12-23 $36.72 $31.00 19.4% 5.6% 7.5% 17.1% 0.0% -6.0% 67.4% 3.9K -43.2K -66 0.00 153.46 N/A N/A 4 0 16 1 2019-12-24 $36.68 $31.00 26.7% 7.7% 7.5% 27.8% 0.0% -3.1% 64.7% 2.9K -40.7K -67 0.00 163.49 N/A N/A 0 0 16 1 2019-12-26 $36.72 $31.00 18.7% 5.3% 7.4% 15.9% 0.0% -4.5% 4.8% 3.6K -44.7K -61 0.00 160.59 N/A N/A 1 0 16 1 2019-12-27 $36.72 $31.00 19.6% 5.6% 7.4% 17.2% 0.0% -1.0% 0.3% 4.4K -45.1K -72 0.00 147.02 N/A N/A 0 0 17 1 2019-12-30 $36.54 $31.00 18.5% 5.3% 7.6% 15.7% 0.0% 2.5% 6.9% 3.6K -44.6K -68 0.00 158.63 N/A N/A 0 0 16 1 2019-12-31 $36.60 $31.00 25.4% 7.3% 7.2% 25.8% 0.0% -9.5% -3.2% 4.4K -37.9K -72 0.00 150.00 N/A N/A 0 0 16 1
« Nov 2019 | All History | Jan 2020 » Home OUSA History December 2019