OUSA Options History — May 2021 In May 2021, OUSA traded between $41.01 and $42.28. ATM implied volatility averaged 17.5%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 5.4% (HV 20d: 12.1%). Max pain ranged from $38.00 to $39.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.11.
Notable Days 2021-05-04 : Highest Volume — 4 contracts2021-05-11 : Largest IV spike — 103.4% change2021-05-11 : Highest IV Rank — 30.5%2021-05-11 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $41.61 $41.01 $42.28 $41.42 $41.59 Max Pain $38.85 $38.00 $39.00 $38.00 $39.00 ATM IV 17.5% 11.2% 33.6% 22.0% 13.0% Expected Move 5.1% 3.2% 7.7% 6.3% 3.7% HV 20d 12.1% 9.0% 14.0% 9.0% 13.6% HV 60d 11.7% 10.7% 12.6% 10.7% 11.4% IV Rank 12.0% 4.8% 30.5% 17.2% 6.8% IV Percentile 20.3% 0.8% 75.8% 35.3% 4.8% Term Structure -0.2% -7.6% 11.5% -7.6% -1.2% VWIV 22.9% 22.9% 22.9% 22.9% 22.9% Skew 25d 8.9% 1.4% 15.0% 11.2% 6.8% Skew 10d 7.4% -3.6% 19.5% 9.6% 7.8% Call IV 25d 14.1% 7.8% 25.2% 9.7% 10.3% Put IV 25d 23.0% 13.6% 40.1% 20.9% 17.0% Bid-Ask Spread % 126.15 96.87 171.38 133.90 114.74 Gamma HHI 0.38 0.32 0.45 0.42 0.41 Net GEX 14.7K 9.1K 17.9K 13.7K 17.9K Net DEX -178.6K -212.3K -155.0K -157.7K -174.4K Net VEX -528 -650 -424 -492 -456 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 1.00 0.00 1.00 Total Volume 1.25 0 4 0 2 Total OI 97 90 103 90 96
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 2021-05-03 $41.42 $38.00 22.0% 6.3% 9.0% 17.2% 0.0% 11.2% -7.6% 13.7K -157.7K -492 0.00 133.90 N/A N/A 0 0 80 10 2021-05-04 $41.34 $38.00 18.9% 5.4% 9.0% 13.6% 0.0% 12.3% 3.5% 12.0K -167.4K -539 0.00 143.10 N/A N/A 4 0 80 10 2021-05-05 $41.55 $38.00 15.7% 4.5% 9.1% 9.9% 0.0% 13.8% -2.6% 13.2K -174.9K -566 0.00 132.71 N/A N/A 1 0 83 10 2021-05-06 $41.77 $39.00 15.0% 5.5% 9.2% 9.2% 0.0% 1.6% -4.6% 15.1K -181.2K -529 0.00 125.08 N/A N/A 3 0 84 10 2021-05-07 $42.10 $39.00 14.0% 4.0% 9.3% 8.0% 0.0% 8.3% 0.6% 16.1K -198.7K -579 0.00 108.27 N/A N/A 0 0 87 10 2021-05-10 $42.28 $39.00 16.5% 6.7% 9.4% 10.9% 0.0% 8.8% -6.6% 12.4K -212.3K -582 0.00 145.17 N/A N/A 4 0 87 10 2021-05-11 $41.59 $39.00 33.6% 7.7% 11.4% 30.5% 0.0% 15.0% 11.5% 9.1K -192.2K -650 0.00 142.69 N/A N/A 3 0 89 10 2021-05-12 $41.01 $39.00 21.7% 6.2% 12.5% 16.8% 0.0% 6.4% 1.6% 12.5K -155.0K -580 0.00 96.87 N/A N/A 0 0 89 10 2021-05-13 $41.70 $39.00 22.3% 6.4% 13.3% 17.5% 0.0% 13.2% -2.5% 14.6K -184.8K -554 0.00 102.45 N/A N/A 1 0 89 10 2021-05-14 $41.86 $39.00 14.4% 4.1% 13.1% 8.5% 0.0% 3.6% -0.5% 16.9K -196.7K -565 0.00 121.03 N/A N/A 1 0 90 10 2021-05-17 $41.66 $39.00 13.6% 3.9% 13.1% 7.5% 0.0% 4.3% 6.7% 14.5K -201.2K -567 0.00 124.23 N/A N/A 0 0 91 10 2021-05-18 $41.51 $39.00 15.7% 4.5% 13.2% 10.0% 0.0% 11.4% 0.4% 16.0K -176.5K -535 0.00 101.53 N/A N/A 0 1 91 10 2021-05-19 $41.10 $39.00 25.7% 7.4% 13.5% 21.3% 0.0% 8.6% -6.5% 13.2K -166.9K -547 0.00 171.38 N/A N/A 0 1 91 11 2021-05-20 $41.66 $39.00 13.6% 3.9% 14.0% 7.5% 0.0% 10.6% 5.7% 14.1K -189.9K -522 0.00 119.15 N/A N/A 0 0 91 12 2021-05-21 $41.57 $39.00 23.9% 6.8% 14.0% 19.3% 0.0% 11.4% -7.2% 13.8K -173.2K -501 0.00 137.13 N/A N/A 0 0 91 12 2021-05-24 $41.82 $39.00 12.4% 3.5% 13.9% 6.2% 0.0% 8.9% 2.9% 16.1K -175.3K -492 0.00 119.04 N/A N/A 0 0 84 10 2021-05-25 $41.65 $39.00 14.8% 4.2% 14.0% 8.9% 0.0% 9.1% -1.3% 17.7K -166.6K -441 0.00 130.40 N/A N/A 0 0 84 10 2021-05-26 $41.57 $39.00 11.9% 3.4% 13.8% 5.6% 0.0% 1.4% 0.0% 17.5K -166.5K -424 0.00 130.81 N/A N/A 0 0 84 10 2021-05-27 $41.51 $39.00 11.2% 3.2% 13.7% 4.8% 22.9% 10.5% 3.3% 16.4K -161.0K -447 0.00 123.22 N/A N/A 4 0 84 10 2021-05-28 $41.59 $39.00 13.0% 3.7% 13.6% 6.8% 0.0% 6.8% -1.2% 17.9K -174.4K -456 1.00 114.74 N/A N/A 1 1 86 10
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