OUSA Options History — May 2020 In May 2020, OUSA traded between $30.93 and $33.02. ATM implied volatility averaged 36.9%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 11.1% (HV 20d: 25.9%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-05-28 : Highest Volume — 4 contracts2020-05-08 : Largest IV spike — 68.0% change2020-05-11 : Highest IV Rank — 52.0%2020-05-01 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $32.00 $30.93 $33.02 $31.41 $33.02 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 36.9% 20.1% 67.9% 42.9% 26.0% Expected Move 8.6% 5.7% 12.3% 12.3% 7.5% HV 20d 25.9% 23.3% 33.8% 33.8% 23.3% HV 60d 50.9% 48.8% 52.1% 50.8% 48.8% IV Rank 25.0% 10.3% 52.0% 30.2% 15.5% IV Percentile 69.8% 31.7% 95.6% 84.5% 54.0% Term Structure 5.3% -13.6% 23.2% -5.5% -1.6% Skew 25d 8.8% 2.0% 15.1% 15.1% 8.7% Skew 10d 5.4% -3.4% 15.9% 9.0% 1.8% Call IV 25d 22.7% 17.0% 26.2% 21.6% 26.2% Put IV 25d 31.5% 25.3% 36.7% 36.7% 34.9% Bid-Ask Spread % 148.81 113.20 167.33 117.07 145.69 Gamma HHI 0.48 0.31 0.73 0.39 0.65 Net GEX 4.2K 513 6.1K 5.0K 4.3K Net DEX -36.0K -68.0K -1.8K -47.2K -29.6K Net VEX -252 -396 -73 -335 -232 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 0.3 0 4 0 0 Total OI 105.9 99 112 110 103
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 2020-05-01 $31.41 $31.00 42.9% 12.3% 33.8% 30.2% 0.0% 15.1% -5.5% 5.0K -47.2K -335 0.00 117.07 N/A N/A 0 0 100 10 2020-05-04 $31.53 $0.00 47.0% 9.1% 32.8% 33.7% 0.0% 12.5% 11.9% 5.1K -58.9K -396 0.00 160.33 N/A N/A 0 0 100 10 2020-05-05 $31.78 $0.00 34.3% 7.7% 26.8% 22.7% 0.0% 9.1% 1.2% 4.9K -40.9K -243 0.00 158.15 N/A N/A 0 0 100 10 2020-05-06 $31.47 $0.00 52.2% 9.7% 26.6% 38.3% 0.0% 7.5% 9.9% 5.3K -56.4K -358 0.00 163.99 N/A N/A 1 0 100 10 2020-05-07 $31.55 $0.00 34.9% 7.5% 25.9% 23.2% 0.0% 7.3% 0.6% 4.8K -36.4K -214 0.00 161.06 N/A N/A 1 0 101 10 2020-05-08 $32.14 $0.00 58.7% 8.8% 25.9% 43.9% 0.0% 9.4% 11.4% 5.6K -66.7K -383 0.00 167.33 N/A N/A 0 0 102 10 2020-05-11 $32.21 $0.00 67.9% 8.8% 25.2% 52.0% 0.0% 9.3% 10.6% 6.1K -68.0K -369 0.00 166.07 N/A N/A 0 0 102 10 2020-05-12 $31.72 $0.00 56.1% 9.2% 24.2% 41.7% 0.0% 7.1% 9.6% 6.0K -56.9K -335 0.00 161.46 N/A N/A 0 0 102 10 2020-05-13 $30.93 $0.00 35.9% 10.3% 24.6% 24.1% 0.0% 7.7% -1.8% 5.0K -26.9K -170 0.00 126.91 N/A N/A 0 0 102 10 2020-05-14 $31.36 $0.00 34.1% 9.8% 25.1% 22.5% 0.0% 12.3% 10.0% 5.5K -52.9K -318 0.00 152.86 N/A N/A 0 0 102 10 2020-05-15 $31.35 $0.00 32.3% 9.3% 23.3% 21.0% 0.0% 10.1% 9.2% 3.8K -39.0K -151 0.00 155.24 N/A N/A 0 0 102 10 2020-05-18 $32.51 $0.00 24.2% 6.9% 26.3% 13.9% 0.0% 9.2% 1.9% 2.9K -15.5K -170 0.00 154.96 N/A N/A 0 0 89 10 2020-05-19 $32.02 $0.00 29.6% 8.5% 25.3% 18.5% 0.0% 12.0% 10.7% 2.0K -9.9K -158 0.00 156.39 N/A N/A 0 0 89 10 2020-05-20 $32.27 $0.00 29.7% 8.5% 24.7% 18.6% 0.0% 2.0% 7.2% 3.4K -25.0K -255 0.00 142.23 N/A N/A 0 0 89 10 2020-05-21 $32.12 $0.00 28.6% 8.2% 24.8% 17.7% 0.0% 9.1% -2.4% 513 -1.8K -73 0.00 113.20 N/A N/A 0 0 89 10 2020-05-22 $32.08 $0.00 20.1% 5.7% 24.5% 10.3% 0.0% 11.4% 23.2% 3.2K -21.1K -234 0.00 148.27 N/A N/A 0 0 89 10 2020-05-26 $32.65 $0.00 24.9% 7.1% 24.6% 14.4% 0.0% 6.1% 3.5% 3.0K -15.0K -177 0.00 147.38 N/A N/A 0 0 89 10 2020-05-27 $32.93 $0.00 27.9% 8.0% 24.8% 17.1% 0.0% 6.4% 11.0% 4.4K -32.0K -273 0.00 138.68 N/A N/A 0 0 89 10 2020-05-28 $33.02 $0.00 31.7% 9.1% 24.4% 20.4% 0.0% 4.6% -13.6% 3.6K -20.3K -191 0.00 139.02 N/A N/A 4 0 89 10 2020-05-29 $33.02 $0.00 26.0% 7.5% 23.3% 15.5% 0.0% 8.7% -1.6% 4.3K -29.6K -232 0.00 145.69 N/A N/A 0 0 93 10
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