OUSA Options History — October 2022

In October 2022, OUSA traded between $37.11 and $40.60. ATM implied volatility averaged 25.5%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 2.1% (HV 20d: 23.5%). Max pain ranged from $37.00 to $38.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.03.

Notable Days

  • 2022-10-14: Highest Volume — 158 contracts
  • 2022-10-31: Largest IV spike — 36.0% change
  • 2022-10-11: Highest IV Rank — 63.9%
  • 2022-10-27: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.46$37.11$40.60$37.98$40.34
Max Pain$37.24$37.00$38.00$38.00$37.00
ATM IV25.5%18.7%41.0%23.0%29.6%
Expected Move7.2%6.1%9.0%6.6%8.5%
HV 20d23.5%20.6%25.2%22.5%23.2%
HV 60d20.5%18.7%22.2%18.7%22.2%
IV Rank31.4%17.1%63.9%26.1%39.8%
IV Percentile50.1%18.7%98.4%40.9%71.4%
Term Structure1.9%-5.9%23.3%5.3%0.2%
VWIV26.1%21.4%32.5%24.0%27.7%
Skew 25d2.1%-7.9%13.3%-1.7%-2.1%
Skew 10d9.6%-3.2%23.4%2.9%13.6%
Call IV 25d24.6%17.3%31.7%27.8%29.2%
Put IV 25d26.7%21.9%35.9%26.1%27.1%
Bid-Ask Spread %110.2768.82155.10118.74139.31
Gamma HHI0.210.160.350.290.20
Net GEX935-6.0K6.2K5.7K1.5K
Net DEX22.1K-29.9K113.1K-4.7K-28.8K
Net VEX-370-610-288-325-354
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.541.320.541.18
Total Volume119.19701589483
Total OI108.429631539068

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$37.98$38.0023.0%6.6%22.5%26.1%24.0%-1.7%5.3%5.7K-4.7K-3250.54118.74N/AN/A61336723
2022-10-04$38.75$38.0024.7%7.1%23.9%29.6%21.4%4.9%1.8%5.8K-24.7K-2880.54104.73N/AN/A61336723
2022-10-05$38.95$38.0025.4%7.3%23.3%31.2%23.1%0.4%-0.5%6.2K-29.9K-3171.11104.73N/AN/A63706723
2022-10-06$38.39$37.0018.7%7.9%23.7%17.1%29.5%13.3%-5.0%-17427.0K-6101.11128.24N/AN/A63706970
2022-10-07$37.35$37.0025.1%6.9%24.2%30.5%25.7%8.3%0.9%-1.3K78.9K-5190.8496.28N/AN/A63536970
2022-10-10$37.35$37.0033.9%7.2%24.1%49.0%26.2%4.2%-0.6%-6.0K113.1K-5591.2792.88N/AN/A63806984
2022-10-11$37.18$37.0041.0%8.7%20.6%63.9%32.5%7.5%-2.8%-62375.2K-3991.27142.03N/AN/A63806954
2022-10-12$37.11$37.0026.2%7.5%20.6%32.9%28.1%4.0%-0.0%-45674.5K-3901.27130.42N/AN/A63806954
2022-10-13$37.85$37.0023.6%6.8%22.1%27.3%26.3%2.4%3.5%-80652.6K-3701.32112.66N/AN/A63836954
2022-10-14$37.31$37.0024.3%7.0%22.5%28.7%25.4%0.1%2.5%-3.2K93.4K-3661.16101.54N/AN/A73856960
2022-10-17$38.10$37.0021.2%6.1%23.9%22.2%25.8%-5.0%2.2%2.9K13.0K-3591.1697.11N/AN/A73857960
2022-10-18$38.39$37.0025.4%7.3%24.0%31.2%26.2%3.6%-2.4%1.5K12.2K-3371.1687.81N/AN/A73857460
2022-10-19$37.97$37.0025.0%7.2%23.8%30.3%25.1%2.6%-1.3%1.3K34.1K-3311.1685.19N/AN/A73857457
2022-10-20$37.62$37.0023.5%6.7%24.0%27.1%26.8%3.2%0.7%63260.1K-2980.93101.48N/AN/A73687457
2022-10-21$38.53$38.0022.3%6.4%24.8%24.5%24.0%3.7%-2.5%3204.9K-2960.9391.16N/AN/A73687470
2022-10-24$39.08$38.0023.3%6.7%25.2%26.6%27.1%2.4%23.3%-5431.2K-3110.8968.82N/AN/A37333934
2022-10-25$39.55$37.0023.3%6.7%25.2%26.6%24.8%-3.6%6.0%1.7K-16.7K-3410.8992.38N/AN/A37333924
2022-10-26$39.63$37.0023.8%6.8%24.4%27.8%26.9%-7.9%5.7%1.7K-21.3K-3250.95117.86N/AN/A37353924
2022-10-27$39.65$37.0031.4%9.0%23.0%43.7%28.6%-5.5%-5.9%1.4K-20.0K-3351.00155.10N/AN/A37373926
2022-10-28$40.60$37.0021.7%6.2%23.7%23.4%24.0%9.4%8.4%2.0K-29.8K-3430.97147.26N/AN/A38373928
2022-10-31$40.34$37.0029.6%8.5%23.2%39.8%27.7%-2.1%0.2%1.5K-28.8K-3541.18139.31N/AN/A38454028