OUSA Options History — June 2021

In June 2021, OUSA traded between $41.12 and $42.01. ATM implied volatility averaged 14.0%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 4.2% (HV 20d: 9.8%). Max pain ranged from $37.00 to $42.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.17.

Notable Days

  • 2021-06-23: Highest Volume — 46 contracts
  • 2021-06-30: Largest IV spike — 40.6% change
  • 2021-06-08: Highest IV Rank — 12.7%
  • 2021-06-03: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.65$41.12$42.01$41.28$42.01
Max Pain$37.32$37.00$42.00$39.00$37.00
ATM IV14.0%9.7%18.1%15.3%17.1%
Expected Move4.0%2.8%6.3%4.4%4.9%
HV 20d9.8%7.4%13.3%13.3%7.9%
HV 60d10.6%10.2%11.0%10.6%10.2%
IV Rank8.0%3.1%12.7%9.5%11.6%
IV Percentile11.6%0.8%29.8%13.9%29.8%
Term Structure-0.3%-8.1%5.1%4.6%-0.9%
VWIV13.8%11.4%18.7%12.8%11.4%
Skew 25d6.9%-4.7%14.1%2.9%3.8%
Skew 10d4.9%-5.3%18.3%0.5%3.7%
Call IV 25d11.7%6.6%19.3%15.5%19.1%
Put IV 25d18.6%14.6%28.1%18.5%22.9%
Bid-Ask Spread %115.7391.73153.28111.66153.28
Gamma HHI0.390.270.520.330.52
Net GEX25.0K14.3K40.6K14.3K22.6K
Net DEX-188.2K-229.9K-150.4K-165.6K-201.2K
Net VEX-382-533-279-493-345
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.000.710.250.28
Total Volume7.227046100
Total OI109.8189712297104

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$41.28$39.0015.3%4.4%13.3%9.5%12.8%2.9%4.6%14.3K-165.6K-4930.25111.66N/AN/A828710
2021-06-02$41.37$42.0015.7%4.5%13.3%10.0%11.8%2.5%-0.1%20.2K-156.1K-4450.00121.41N/AN/A409412
2021-06-03$41.47$37.0017.9%6.3%13.2%12.5%0.0%14.0%-2.6%19.0K-194.7K-5330.0098.26N/AN/A509812
2021-06-04$41.75$37.0014.6%5.2%13.3%8.7%0.0%10.0%-8.1%24.4K-216.3K-5090.0097.33N/AN/A0010312
2021-06-07$41.66$37.0013.2%3.8%13.0%7.1%13.0%6.5%-2.3%29.8K-193.8K-4360.33103.46N/AN/A3110212
2021-06-08$41.58$37.0018.1%3.7%12.9%12.7%0.0%5.2%-0.8%22.8K-193.4K-4650.0094.71N/AN/A0010412
2021-06-09$41.61$37.0014.0%4.0%11.5%8.0%0.0%6.5%-1.6%29.5K-200.1K-4160.00107.87N/AN/A0010412
2021-06-10$41.88$37.0013.7%3.9%10.4%7.7%0.0%8.7%0.0%35.8K-211.7K-4520.00105.73N/AN/A0110412
2021-06-11$41.84$37.0012.6%3.6%8.6%6.4%12.3%5.7%1.3%32.2K-209.7K-4020.1491.73N/AN/A7110413
2021-06-14$41.82$37.0014.5%4.2%8.5%8.6%16.4%9.4%-3.3%40.6K-229.9K-4060.0095.79N/AN/A17010913
2021-06-15$41.84$37.0015.3%4.4%8.3%9.5%0.0%8.2%-1.6%29.5K-210.5K-3620.00111.87N/AN/A109913
2021-06-16$41.53$37.0016.7%4.8%8.7%11.1%0.0%5.7%-4.3%21.5K-187.2K-3390.00135.82N/AN/A309913
2021-06-17$41.59$37.0013.1%3.7%7.8%6.9%0.0%11.3%5.1%26.2K-187.8K-3490.00109.43N/AN/A0010213
2021-06-18$41.12$37.0015.0%4.3%7.4%9.2%0.0%5.3%-0.4%23.5K-151.8K-3090.71103.36N/AN/A7510213
2021-06-21$41.48$37.0013.3%3.8%8.0%7.2%0.0%7.6%-3.2%16.7K-150.4K-2790.00125.16N/AN/A208910
2021-06-22$41.70$37.009.7%2.8%8.0%3.1%0.0%10.9%0.6%22.5K-180.2K-3470.00136.35N/AN/A009110
2021-06-23$41.47$37.0010.3%2.9%8.1%3.8%18.7%-4.7%3.5%20.2K-169.9K-3250.28122.80N/AN/A36109110
2021-06-24$41.67$37.0011.3%3.2%8.3%4.9%0.0%7.0%3.2%22.8K-170.6K-3140.00112.32N/AN/A009710
2021-06-25$41.90$37.0010.5%3.0%8.4%4.0%0.0%14.1%2.3%26.9K-182.2K-2990.00124.15N/AN/A009710
2021-06-28$41.91$37.0013.0%3.7%8.4%6.8%0.0%4.6%0.3%23.1K-187.8K-2820.00151.81N/AN/A009710
2021-06-29$41.88$37.0012.2%3.5%7.9%5.9%11.4%7.5%2.0%25.0K-188.9K-2860.28131.84N/AN/A36109710
2021-06-30$42.01$37.0017.1%4.9%7.9%11.6%0.0%3.8%-0.9%22.6K-201.2K-3450.00153.28N/AN/A009410