OUSA Options History — June 2022 In June 2022, OUSA traded between $38.41 and $42.32. ATM implied volatility averaged 30.7%, placing in the 45.9% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 8.9% (HV 20d: 21.8%). Max pain ranged from $40.00 to $42.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.05.
Notable Days 2022-06-17 : Highest Volume — 124 contracts2022-06-02 : Largest IV spike — 57.3% change2022-06-06 : Highest IV Rank — 60.5%2022-06-27 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $40.48 $38.41 $42.32 $42.11 $40.30 Max Pain $40.10 $40.00 $42.00 $42.00 $40.00 ATM IV 30.7% 19.9% 38.1% 20.8% 33.0% Expected Move 8.3% 5.7% 10.3% 6.0% 9.5% HV 20d 21.8% 19.2% 24.6% 24.6% 22.9% HV 60d 20.1% 18.7% 21.7% 19.4% 21.6% IV Rank 45.9% 24.7% 60.5% 26.5% 50.4% IV Percentile 81.1% 33.7% 98.0% 39.7% 91.3% Term Structure -3.1% -12.3% 10.8% 1.1% -3.3% VWIV 22.6% 17.6% 28.4% 27.1% 22.9% Skew 25d 5.0% -2.8% 17.5% 1.5% 3.4% Skew 10d 9.3% -2.8% 21.5% 12.4% 8.5% Call IV 25d 24.4% 16.5% 30.1% 27.8% 28.6% Put IV 25d 29.4% 20.5% 35.8% 29.3% 31.9% Bid-Ask Spread % 123.19 109.17 135.28 126.32 131.09 Gamma HHI 0.50 0.35 0.66 0.65 0.43 Net GEX 32.5K 18.3K 50.4K 44.9K 29.5K Net DEX -223.3K -384.7K -102.0K -383.6K -166.3K Net VEX -854 -1.2K -546 -1.2K -631 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.05 0.06 0.06 0.06 Total Volume 116.571 113 124 113 115 Total OI 245.857 241 252 244 244
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 2022-06-01 $42.11 $42.00 20.8% 6.0% 24.6% 26.5% 27.1% 1.5% 1.1% 44.9K -383.6K -1.2K 0.06 126.32 N/A N/A 107 6 236 8 2022-06-02 $42.18 $40.00 32.8% 7.6% 22.3% 50.0% 19.0% 8.0% -9.7% 44.1K -378.6K -1.2K 0.06 117.17 N/A N/A 108 6 235 8 2022-06-03 $42.06 $40.00 34.9% 7.3% 19.5% 54.3% 19.3% 3.9% -7.4% 44.0K -369.8K -1.2K 0.06 116.93 N/A N/A 108 6 237 8 2022-06-06 $42.00 $40.00 38.1% 7.7% 19.5% 60.5% 19.0% 1.0% -0.2% 44.8K -370.2K -1.2K 0.06 115.27 N/A N/A 108 6 237 8 2022-06-07 $42.32 $40.00 35.3% 7.0% 19.2% 55.1% 18.9% 6.2% -4.8% 48.2K -384.7K -1.2K 0.06 113.97 N/A N/A 108 6 237 8 2022-06-08 $41.86 $40.00 19.9% 5.7% 19.7% 24.7% 18.2% 4.0% -0.3% 50.4K -347.9K -1.1K 0.06 109.17 N/A N/A 108 6 237 8 2022-06-09 $41.27 $40.00 26.2% 7.5% 20.1% 37.1% 17.6% 10.1% -7.6% 43.1K -296.6K -1.1K 0.06 125.19 N/A N/A 108 6 237 8 2022-06-10 $40.46 $40.00 25.9% 7.4% 21.3% 36.5% 21.8% 9.0% -4.8% 31.8K -200.6K -852 0.05 123.18 N/A N/A 115 6 237 8 2022-06-13 $39.14 $40.00 28.6% 8.2% 23.2% 41.9% 23.6% 1.9% -6.2% 24.0K -137.1K -723 0.05 113.08 N/A N/A 115 6 244 8 2022-06-14 $38.96 $40.00 31.5% 9.0% 23.1% 47.5% 24.9% 3.5% -6.1% 20.1K -108.5K -649 0.05 113.74 N/A N/A 115 6 244 8 2022-06-15 $39.36 $40.00 32.6% 9.3% 23.1% 49.6% 28.4% 6.9% -12.3% 22.8K -132.5K -701 0.05 120.96 N/A N/A 116 6 244 8 2022-06-16 $38.41 $40.00 32.4% 9.3% 20.9% 49.2% 22.2% 6.0% 9.6% 19.4K -141.5K -767 0.05 135.28 N/A N/A 116 6 244 8 2022-06-17 $38.56 $40.00 34.7% 9.9% 20.8% 53.8% 27.4% 4.4% 10.8% 18.3K -115.6K -667 0.05 131.11 N/A N/A 118 6 244 8 2022-06-21 $39.40 $40.00 35.3% 10.1% 22.3% 54.9% 28.1% 17.5% -8.6% 21.0K -121.0K -648 0.06 131.44 N/A N/A 109 6 233 8 2022-06-22 $39.59 $40.00 24.1% 6.9% 21.7% 32.9% 21.5% -0.4% -5.3% 20.1K -102.0K -546 0.06 128.30 N/A N/A 109 6 235 8 2022-06-23 $40.03 $40.00 29.1% 8.3% 21.8% 42.8% 20.9% 7.0% 6.0% 25.6K -143.9K -656 0.06 133.17 N/A N/A 109 6 235 8 2022-06-24 $40.85 $40.00 33.8% 9.7% 23.1% 52.1% 24.4% 8.8% -9.0% 33.9K -210.0K -772 0.06 133.90 N/A N/A 109 6 235 8 2022-06-27 $40.87 $40.00 35.8% 10.3% 22.5% 55.9% 22.1% 4.2% -8.1% 38.6K -254.6K -818 0.06 122.26 N/A N/A 109 6 236 8 2022-06-28 $40.08 $40.00 27.9% 8.0% 22.8% 40.4% 26.4% -2.8% -0.5% 28.5K -158.1K -646 0.06 123.79 N/A N/A 109 6 236 8 2022-06-29 $40.23 $40.00 31.4% 9.0% 23.0% 47.4% 21.5% 0.4% 0.5% 29.0K -166.5K -640 0.06 121.74 N/A N/A 109 6 236 8 2022-06-30 $40.30 $40.00 33.0% 9.5% 22.9% 50.4% 22.9% 3.4% -3.3% 29.5K -166.3K -631 0.06 131.09 N/A N/A 109 6 236 8
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