OUSA Options History — July 2023 In July 2023, OUSA traded between $43.25 and $45.07. ATM implied volatility averaged 10.2%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded above realized volatility by 0.6% (HV 20d: 9.6%). Max pain ranged from $40.00 to $43.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-24 : Highest Volume — 11 contracts2023-07-12 : Largest IV spike — 110.6% change2023-07-24 : Highest IV Rank — 14.1%2023-07-24 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $44.28 $43.25 $45.07 $43.97 $44.70 Max Pain $42.70 $40.00 $43.00 $40.00 $43.00 ATM IV 10.2% 6.0% 18.1% 7.9% 7.4% Expected Move 3.0% 1.9% 5.2% 2.3% 2.1% HV 20d 9.6% 7.9% 10.9% 10.0% 7.9% HV 60d 10.7% 9.7% 11.2% 11.0% 9.7% IV Rank 4.5% 0.0% 14.1% 0.8% 1.7% IV Percentile 9.0% 0.0% 38.1% 0.4% 2.0% Term Structure 1.2% -4.0% 7.9% 0.8% 1.1% Skew 25d 2.3% -4.3% 5.5% 0.8% -4.3% Skew 10d 2.1% -4.4% 4.5% 1.3% -4.4% Call IV 25d 9.9% 4.9% 15.0% 6.3% 10.9% Put IV 25d 12.1% 6.6% 17.7% 7.1% 6.6% Bid-Ask Spread % 116.97 64.12 163.54 88.06 147.32 Gamma HHI 0.49 0.26 0.85 0.45 0.67 Net GEX 5.2K 987 12.7K 4.6K 3.7K Net DEX -303.6K -459.0K -23.4K -437.2K -37.9K Net VEX -140 -225 -68 -68 -216 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 1.05 0 11 4 0 Total OI 89.5 13 126 118 25
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 2023-07-03 $43.97 $40.00 7.9% 2.3% 10.0% 0.8% 0.0% 0.8% 0.8% 4.6K -437.2K -68 0.00 88.06 N/A N/A 4 0 105 13 2023-07-05 $43.86 $40.00 7.7% 2.2% 9.9% 0.5% 0.0% 0.2% 1.6% 5.5K -438.7K -107 0.00 119.74 N/A N/A 0 1 109 13 2023-07-06 $43.47 $43.00 9.6% 3.2% 10.5% 2.7% 0.0% 5.5% 0.0% 7.1K -426.8K -115 0.00 75.28 N/A N/A 0 0 109 14 2023-07-07 $43.25 $43.00 10.3% 2.9% 10.8% 3.7% 0.0% 3.4% 1.3% 6.4K -421.3K -115 0.00 82.30 N/A N/A 0 0 109 14 2023-07-10 $43.46 $43.00 10.2% 3.0% 10.7% 3.5% 0.0% 4.3% 0.5% 6.5K -426.7K -110 0.00 65.60 N/A N/A 0 0 109 14 2023-07-11 $43.66 $43.00 6.0% 2.6% 10.8% 0.0% 0.0% 4.0% 1.2% 6.4K -431.6K -105 0.00 81.84 N/A N/A 0 0 109 14 2023-07-12 $43.95 $43.00 12.7% 3.6% 10.9% 7.9% 0.0% 2.3% 3.5% 12.7K -420.9K -174 0.00 162.05 N/A N/A 0 0 109 14 2023-07-13 $44.15 $43.00 9.0% 2.6% 10.9% 3.5% 0.0% 3.2% 1.3% 3.3K -446.7K -95 0.00 81.75 N/A N/A 0 0 109 14 2023-07-14 $44.11 $43.00 8.9% 2.5% 10.9% 3.3% 0.0% 4.9% 0.9% 2.8K -445.2K -91 0.00 79.33 N/A N/A 0 0 109 14 2023-07-17 $44.16 $43.00 9.3% 2.7% 9.2% 3.8% 0.0% 2.3% 1.0% 3.0K -447.8K -97 0.00 64.12 N/A N/A 3 0 109 14 2023-07-18 $44.37 $43.00 8.9% 2.6% 9.3% 3.4% 0.0% 2.5% 1.8% 3.7K -459.0K -123 0.00 90.29 N/A N/A 0 0 112 14 2023-07-19 $44.57 $43.00 17.5% 5.0% 8.9% 13.5% 0.0% 3.1% -4.0% 10.7K -454.0K -152 0.00 163.54 N/A N/A 0 0 112 14 2023-07-20 $44.64 $43.00 12.8% 3.7% 8.7% 8.0% 0.0% 0.7% 6.2% 5.3K -299.3K -133 0.00 159.52 N/A N/A 0 0 75 14 2023-07-21 $44.88 $43.00 17.6% 5.0% 8.8% 13.6% 0.0% 2.8% -0.1% 4.7K -299.9K -138 0.00 160.62 N/A N/A 0 0 75 14 2023-07-24 $44.99 $43.00 18.1% 5.2% 8.5% 14.1% 0.0% 2.7% -3.3% 987 -23.4K -131 0.00 160.50 N/A N/A 11 0 10 3 2023-07-25 $45.07 $43.00 7.2% 2.1% 8.4% 1.4% 0.0% -0.0% 7.9% 4.8K -38.0K -200 0.00 150.54 N/A N/A 0 0 21 3 2023-07-26 $44.92 $43.00 8.0% 2.3% 8.2% 2.3% 0.0% 2.2% 0.5% 3.7K -37.9K -213 0.00 142.56 N/A N/A 2 0 21 3 2023-07-27 $44.54 $43.00 6.5% 1.9% 8.7% 0.6% 0.0% 3.0% 1.1% 3.9K -40.8K -225 0.00 141.74 N/A N/A 0 0 22 3 2023-07-28 $44.91 $43.00 7.3% 2.1% 8.9% 1.5% 0.0% 1.5% 0.8% 5.0K -39.6K -201 0.00 122.70 N/A N/A 0 0 22 3 2023-07-31 $44.70 $43.00 7.4% 2.1% 7.9% 1.7% 0.0% -4.3% 1.1% 3.7K -37.9K -216 0.00 147.32 N/A N/A 0 0 22 3
« Jun 2023 | All History | Aug 2023 » Home OUSA History July 2023