OUSA Options History — October 2023 In October 2023, OUSA traded between $40.49 and $42.70. ATM implied volatility averaged 14.6%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 3.7% (HV 20d: 10.9%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-09 : Highest Volume — 2 contracts2023-10-03 : Largest IV spike — 124.1% change2023-10-03 : Highest IV Rank — 24.7%2023-10-03 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $41.82 $40.49 $42.70 $41.74 $41.39 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 14.6% 10.1% 27.0% 12.0% 10.1% Expected Move 4.0% 2.9% 7.7% 3.5% 2.9% HV 20d 10.9% 9.3% 14.0% 9.3% 13.7% HV 60d 9.7% 9.0% 11.0% 9.0% 10.9% IV Rank 10.1% 4.9% 24.7% 7.2% 4.9% IV Percentile 36.7% 17.5% 85.7% 26.2% 17.5% Term Structure -0.8% -10.6% 4.7% 4.7% 4.4% Skew 25d 3.0% -1.5% 7.9% -1.5% 2.5% Skew 10d 4.5% -2.5% 12.6% 2.2% 5.2% Call IV 25d 11.7% 7.7% 18.3% 16.0% 9.8% Put IV 25d 14.7% 9.0% 22.6% 14.6% 12.3% Bid-Ask Spread % 115.26 66.30 163.31 154.46 115.39 Gamma HHI 0.26 0.22 0.36 0.23 0.32 Net GEX 2.0K 651 3.2K 2.4K 1.1K Net DEX -6.7K -15.8K 4.3K -11.2K -4.7K Net VEX -78 -114 -34 -114 -42 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 0.136 0 2 0 0 Total OI 23.682 12 29 29 13
Daily Data (22 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 2023-10-02 $41.74 $41.00 12.0% 3.5% 9.3% 7.2% 0.0% -1.5% 4.7% 2.4K -11.2K -114 0.00 154.46 N/A N/A 0 0 27 2 2023-10-03 $41.36 $41.00 27.0% 7.7% 9.5% 24.7% 0.0% 4.3% -9.6% 2.2K -7.2K -97 0.00 146.95 N/A N/A 0 0 27 2 2023-10-04 $41.59 $41.00 17.8% 5.1% 9.8% 13.9% 0.0% 2.6% 3.0% 2.3K -6.4K -94 0.00 141.13 N/A N/A 0 0 27 2 2023-10-05 $41.59 $0.00 12.5% 3.6% 9.8% 7.7% 0.0% 2.9% -2.0% 2.2K -4.4K -78 0.00 72.63 N/A N/A 0 0 27 2 2023-10-06 $42.00 $0.00 12.4% 2.9% 10.7% 7.6% 0.0% 4.7% 2.0% 2.4K -7.0K -86 0.00 66.30 N/A N/A 0 0 27 2 2023-10-09 $42.13 $0.00 12.9% 3.2% 10.6% 8.2% 0.0% 2.2% 0.5% 2.5K -8.0K -85 0.00 70.65 N/A N/A 2 0 27 2 2023-10-10 $42.44 $0.00 17.3% 2.9% 11.1% 13.3% 0.0% 2.9% 3.2% 3.0K -15.2K -108 0.00 69.32 N/A N/A 0 0 26 2 2023-10-11 $42.50 $0.00 15.2% 4.3% 11.1% 10.8% 0.0% 3.8% -2.9% 3.1K -14.7K -108 0.00 163.31 N/A N/A 0 0 26 2 2023-10-12 $42.30 $0.00 19.1% 5.5% 10.5% 15.5% 0.0% 5.5% -5.2% 2.7K -13.5K -106 0.00 151.75 N/A N/A 0 0 26 2 2023-10-13 $42.18 $0.00 14.1% 4.0% 9.8% 9.6% 0.0% 3.8% -4.9% 2.7K -12.3K -100 0.00 154.70 N/A N/A 0 0 26 2 2023-10-16 $42.70 $0.00 18.2% 5.2% 10.9% 14.5% 0.0% 3.3% -10.6% 3.2K -15.8K -101 0.00 150.03 N/A N/A 0 0 26 2 2023-10-17 $42.57 $0.00 14.0% 4.0% 11.0% 9.4% 0.0% 2.8% -5.2% 2.9K -12.8K -99 0.00 152.59 N/A N/A 0 0 26 2 2023-10-18 $42.21 $0.00 13.9% 4.0% 11.2% 9.4% 0.0% 1.2% -0.6% 1.8K -7.9K -74 0.00 112.94 N/A N/A 0 0 26 2 2023-10-19 $41.92 $0.00 13.7% 3.9% 10.4% 9.1% 0.0% 2.6% -0.5% 1.3K -5.8K -71 0.00 104.51 N/A N/A 0 0 26 2 2023-10-20 $41.66 $0.00 13.8% 4.0% 10.6% 9.2% 0.0% 7.9% 0.1% 2.0K -3.4K -60 0.00 84.40 N/A N/A 0 0 26 2 2023-10-23 $41.51 $0.00 12.1% 3.5% 10.6% 7.3% 0.0% 3.6% 0.6% 1.0K 1.9K -50 0.00 83.43 N/A N/A 0 0 12 2 2023-10-24 $41.91 $0.00 12.2% 3.5% 10.5% 7.3% 0.0% -1.0% 0.6% 1.2K 41 -59 0.00 96.88 N/A N/A 0 0 12 2 2023-10-25 $41.68 $0.00 13.9% 4.0% 10.5% 9.4% 0.0% 0.1% 0.2% 1.1K 499 -57 0.00 118.76 N/A N/A 0 0 12 2 2023-10-26 $41.02 $0.00 12.3% 3.5% 11.6% 7.5% 0.0% 2.9% 2.3% 886 1.8K -50 0.00 116.40 N/A N/A 0 0 12 2 2023-10-27 $40.49 $0.00 13.7% 3.9% 12.3% 9.1% 0.0% 4.8% 1.4% 651 4.3K -34 0.00 102.96 N/A N/A 0 0 12 2 2023-10-30 $41.20 $0.00 11.8% 3.4% 14.0% 6.9% 0.0% 3.1% 1.4% 1.3K -5.0K -38 0.00 106.22 N/A N/A 0 1 12 0 2023-10-31 $41.39 $0.00 10.1% 2.9% 13.7% 4.9% 0.0% 2.5% 4.4% 1.1K -4.7K -42 0.00 115.39 N/A N/A 0 0 12 1
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