OUSA Options History — January 2021 In January 2021, OUSA traded between $37.47 and $38.70. ATM implied volatility averaged 25.5%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 17.1% (HV 20d: 8.4%). Max pain ranged from $35.00 to $38.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.62.
Notable Days 2021-01-15 : Highest Volume — 44 contracts2021-01-27 : Largest IV spike — 122.5% change2021-01-29 : Highest IV Rank — 45.4%2021-01-29 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $38.22 $37.47 $38.70 $37.78 $37.47 Max Pain $36.11 $35.00 $38.00 $35.00 $38.00 ATM IV 25.5% 13.9% 61.3% 24.1% 61.3% Expected Move 7.2% 4.0% 17.6% 5.8% 17.6% HV 20d 8.4% 7.1% 13.8% 8.7% 13.8% HV 60d 13.1% 10.9% 13.9% 13.9% 12.3% IV Rank 13.8% 3.6% 45.4% 12.6% 45.4% IV Percentile 29.0% 2.0% 92.1% 25.0% 92.1% Term Structure 8.4% -9.9% 46.0% 1.1% -8.6% VWIV 43.7% 16.8% 95.9% 18.4% 95.9% Skew 25d 7.8% -7.0% 16.7% 8.6% 2.5% Skew 10d 13.3% -2.4% 26.7% 14.4% -2.4% Call IV 25d 24.4% 11.6% 58.6% 21.0% 52.6% Put IV 25d 32.2% 20.3% 59.0% 29.7% 55.1% Bid-Ask Spread % 127.39 89.37 167.59 132.49 167.59 Gamma HHI 0.30 0.20 0.79 0.28 0.22 Net GEX 14.7K 3.6K 30.9K 20.4K 4.3K Net DEX -174.0K -245.4K -105.0K -191.5K -105.0K Net VEX -567 -646 -433 -567 -631 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.00 4.00 0.33 0.00 Total Volume 4.789 0 44 5 0 Total OI 125.368 84 160 149 95
Daily Data (19 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 2021-01-04 $37.78 $35.00 24.1% 5.8% 8.7% 12.6% 0.0% 8.6% 1.1% 20.4K -191.5K -567 0.00 132.49 N/A N/A 0 5 128 21 2021-01-05 $37.88 $35.00 17.8% 6.0% 8.3% 7.0% 0.0% 15.4% -0.4% 18.1K -181.5K -557 0.33 116.16 N/A N/A 3 1 128 26 2021-01-06 $38.05 $35.00 17.0% 5.7% 8.3% 6.3% 0.0% 5.5% -0.2% 18.2K -195.2K -508 2.00 110.07 N/A N/A 1 2 129 26 2021-01-07 $38.34 $35.00 18.6% 5.5% 8.2% 7.7% 0.0% 12.8% 0.3% 24.7K -209.9K -521 0.00 107.19 N/A N/A 0 0 129 25 2021-01-08 $38.35 $35.00 20.1% 5.3% 8.2% 9.1% 0.0% 15.7% 1.8% 28.2K -214.3K -493 0.00 105.72 N/A N/A 1 0 129 25 2021-01-11 $38.34 $35.00 33.3% 6.3% 8.0% 20.8% 0.0% 13.4% -0.3% 24.1K -223.6K -515 0.00 89.37 N/A N/A 6 0 129 25 2021-01-12 $38.27 $35.00 16.7% 5.1% 8.0% 6.1% 0.0% 8.7% 0.7% 22.0K -245.4K -433 0.14 110.59 N/A N/A 7 1 135 25 2021-01-13 $38.35 $35.00 17.3% 5.0% 7.7% 6.6% 0.0% 10.9% 2.2% 21.7K -244.6K -575 0.00 125.43 N/A N/A 2 0 134 25 2021-01-14 $38.22 $35.00 16.7% 4.8% 7.4% 6.0% 0.0% 7.9% 39.6% 22.9K -225.5K -524 0.00 123.60 N/A N/A 0 0 133 25 2021-01-15 $38.11 $35.00 16.2% 4.6% 7.4% 5.6% 0.0% 9.6% 46.0% 30.9K -207.4K -507 0.00 133.91 N/A N/A 44 0 133 25 2021-01-19 $38.25 $35.00 17.0% 4.9% 7.3% 6.3% 0.0% 16.7% 10.3% 7.6K -136.2K -573 0.00 121.85 N/A N/A 0 0 69 15 2021-01-20 $38.53 $35.00 30.0% 8.6% 7.6% 17.8% 18.4% -1.2% -9.9% 7.3K -142.4K -584 4.00 128.70 N/A N/A 2 8 69 15 2021-01-21 $38.52 $38.00 29.8% 8.6% 7.1% 17.7% 0.0% 3.6% -3.8% 5.0K -133.8K -618 0.00 124.58 N/A N/A 0 0 70 22 2021-01-22 $38.43 $38.00 27.4% 7.9% 7.2% 15.5% 0.0% 7.2% 13.9% 5.1K -126.6K -634 0.00 130.89 N/A N/A 2 0 70 22 2021-01-25 $38.57 $38.00 38.9% 11.2% 7.2% 25.7% 0.0% 16.3% -3.5% 4.8K -132.8K -639 0.00 143.49 N/A N/A 0 0 72 22 2021-01-26 $38.70 $38.00 13.9% 4.0% 7.3% 3.6% 16.8% -7.0% 10.9% 5.4K -147.1K -618 1.00 124.69 N/A N/A 2 2 72 22 2021-01-27 $37.83 $38.00 31.0% 8.9% 10.9% 18.7% 95.9% 0.4% 35.9% 3.6K -117.7K -646 0.00 160.56 N/A N/A 1 0 74 22 2021-01-28 $38.26 $38.00 37.1% 10.6% 11.6% 24.1% 0.0% 0.7% 22.7% 4.7K -126.0K -622 0.00 163.49 N/A N/A 1 0 74 22 2021-01-29 $37.47 $38.00 61.3% 17.6% 13.8% 45.4% 0.0% 2.5% -8.6% 4.3K -105.0K -631 0.00 167.59 N/A N/A 0 0 73 22
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