OUSA Options History — February 2023 In February 2023, OUSA traded between $40.73 and $43.12. ATM implied volatility averaged 20.6%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 7.0% (HV 20d: 13.5%). Max pain ranged from $41.00 to $44.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-02 : Highest Volume — 67 contracts2023-02-06 : Largest IV spike — 113.2% change2023-02-06 : Highest IV Rank — 38.7%2023-02-24 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $42.05 $40.73 $43.12 $42.92 $40.77 Max Pain $42.69 $41.00 $44.00 $42.00 $41.00 ATM IV 20.6% 13.7% 29.2% 21.9% 15.6% Expected Move 5.4% 3.1% 7.9% 6.3% 4.5% HV 20d 13.5% 11.9% 15.3% 14.9% 14.1% HV 60d 15.9% 14.7% 18.0% 18.0% 14.7% IV Rank 20.4% 5.9% 38.7% 23.2% 9.9% IV Percentile 30.8% 3.2% 71.8% 34.1% 8.3% Term Structure -2.3% -10.6% 6.0% -3.9% 4.6% VWIV 20.0% 16.3% 25.1% 16.3% 25.1% Skew 25d 5.0% 1.2% 10.8% 10.8% 1.9% Skew 10d 3.1% -4.4% 6.6% 5.7% 6.4% Call IV 25d 14.7% 7.9% 19.6% 9.8% 19.1% Put IV 25d 19.6% 15.3% 24.5% 20.6% 21.1% Bid-Ask Spread % 140.25 110.94 157.59 144.94 157.59 Gamma HHI 0.55 0.46 0.62 0.60 0.60 Net GEX 18.0K 6.7K 30.3K 7.0K 9.7K Net DEX -104.4K -161.3K -48.9K -86.4K -48.9K Net VEX -314 -448 -213 -262 -213 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3.789 0 67 1 0 Total OI 90.737 48 122 51 50
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 2023-02-01 $42.92 $42.00 21.9% 6.3% 14.9% 23.2% 0.0% 10.8% -3.9% 7.0K -86.4K -262 0.00 144.94 N/A N/A 1 0 35 16 2023-02-02 $43.12 $0.00 24.7% 3.6% 14.9% 29.1% 0.0% 3.9% 1.3% 7.3K -94.4K -259 0.00 144.51 N/A N/A 67 0 36 16 2023-02-03 $42.71 $0.00 13.7% 3.1% 15.3% 5.9% 0.0% 7.5% 6.0% 30.3K -152.6K -444 0.00 147.01 N/A N/A 0 0 103 16 2023-02-06 $42.50 $0.00 29.2% 5.7% 12.8% 38.7% 16.3% 5.5% -4.2% 23.7K -155.9K -448 0.00 110.94 N/A N/A 1 0 103 16 2023-02-07 $42.72 $44.00 24.6% 3.9% 12.6% 29.0% 0.0% 8.9% 2.6% 29.6K -153.6K -428 0.00 120.87 N/A N/A 0 0 104 16 2023-02-08 $42.34 $44.00 15.7% 4.5% 13.0% 10.1% 0.0% 1.2% 1.1% 24.7K -119.0K -356 0.00 126.47 N/A N/A 0 0 105 16 2023-02-09 $42.02 $44.00 16.4% 4.7% 12.9% 11.6% 0.0% 2.0% -3.2% 22.4K -118.4K -387 0.00 145.19 N/A N/A 0 0 105 16 2023-02-10 $42.20 $44.00 20.8% 6.0% 13.0% 21.0% 0.0% 3.1% -4.2% 23.8K -122.3K -377 0.00 151.01 N/A N/A 0 0 105 16 2023-02-13 $42.75 $44.00 17.3% 5.0% 13.8% 13.4% 0.0% 4.4% 1.3% 29.5K -161.3K -358 0.00 154.94 N/A N/A 0 0 105 16 2023-02-14 $42.59 $44.00 19.1% 5.5% 13.6% 17.2% 0.0% 3.8% -0.9% 28.4K -152.0K -339 0.00 155.57 N/A N/A 0 0 105 16 2023-02-15 $42.51 $44.00 15.0% 4.3% 12.2% 8.6% 0.0% 6.0% -1.7% 28.0K -133.5K -324 0.00 129.25 N/A N/A 0 0 105 16 2023-02-16 $42.20 $44.00 17.8% 5.1% 12.2% 14.6% 18.6% 2.3% -4.4% 21.2K -102.1K -278 0.00 136.60 N/A N/A 1 0 105 16 2023-02-17 $42.22 $42.00 18.3% 5.2% 11.9% 15.5% 0.0% 9.3% -1.3% 18.8K -93.1K -262 0.00 125.50 N/A N/A 0 0 106 16 2023-02-21 $41.42 $42.00 20.7% 5.9% 13.5% 20.7% 25.1% 1.6% -6.7% 6.9K -64.1K -259 0.00 145.92 N/A N/A 1 0 36 12 2023-02-22 $41.11 $41.00 27.4% 7.8% 13.7% 34.7% 0.0% 9.6% -6.3% 7.1K -60.7K -254 0.00 141.57 N/A N/A 0 0 37 12 2023-02-23 $41.27 $41.00 19.5% 5.6% 13.8% 18.1% 0.0% 4.0% -6.2% 9.1K -60.3K -250 0.00 137.28 N/A N/A 0 0 37 12 2023-02-24 $40.73 $41.00 27.6% 7.9% 14.5% 35.3% 0.0% 6.7% -10.6% 6.7K -49.8K -240 0.00 134.57 N/A N/A 0 0 37 12 2023-02-27 $40.88 $41.00 25.5% 7.3% 14.4% 30.8% 0.0% 2.2% -7.9% 7.5K -54.8K -232 0.00 155.07 N/A N/A 1 0 37 12 2023-02-28 $40.77 $41.00 15.6% 4.5% 14.1% 9.9% 0.0% 1.9% 4.6% 9.7K -48.9K -213 0.00 157.59 N/A N/A 0 0 38 12
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