OUSA Options History — November 2023 In November 2023, OUSA traded between $41.76 and $44.32. ATM implied volatility averaged 11.6%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded below realized volatility by 2.8% (HV 20d: 14.4%). Max pain ranged from $38.00 to $44.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-30 : Highest Volume — 20 contracts2023-11-27 : Largest IV spike — 138.9% change2023-11-03 : Highest IV Rank — 21.4%2023-11-27 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.48 $41.76 $44.32 $41.76 $44.32 Max Pain $40.70 $38.00 $44.00 $39.00 $44.00 ATM IV 11.6% 7.6% 24.1% 10.0% 11.0% Expected Move 3.2% 2.2% 5.9% 2.9% 3.1% HV 20d 14.4% 10.9% 16.2% 14.0% 10.9% HV 60d 12.1% 11.1% 12.6% 11.1% 12.0% IV Rank 6.6% 2.0% 21.4% 4.7% 5.9% IV Percentile 25.0% 3.6% 81.0% 16.3% 26.6% Term Structure -0.2% -6.1% 3.9% 0.9% -2.4% VWIV 21.7% 8.1% 38.5% 9.0% 8.1% Skew 25d 2.1% -8.1% 9.9% 0.8% 1.2% Skew 10d 1.9% -4.8% 11.0% -1.1% -4.8% Call IV 25d 9.9% 5.2% 16.5% 11.4% 9.5% Put IV 25d 12.0% 7.2% 17.5% 12.2% 10.7% Bid-Ask Spread % 128.91 76.50 165.74 119.55 130.87 Gamma HHI 0.40 0.31 0.48 0.36 0.39 Net GEX 3.0K 1.4K 4.2K 1.4K 3.5K Net DEX -16.6K -26.5K -4.3K -4.3K -22.4K Net VEX -67 -82 -37 -37 -62 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 1.238 0 20 0 20 Total OI 14.143 13 16 13 15
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 2023-11-01 $41.76 $0.00 10.0% 2.9% 14.0% 4.7% 0.0% 0.8% 0.9% 1.4K -4.3K -37 0.00 119.55 N/A N/A 0 0 12 1 2023-11-02 $42.47 $39.00 17.5% 4.1% 15.2% 13.6% 0.0% 0.8% -2.1% 1.9K -11.4K -70 0.00 164.51 N/A N/A 0 0 12 1 2023-11-03 $42.80 $39.00 24.1% 5.1% 15.0% 21.4% 0.0% 9.9% 1.5% 1.8K -13.7K -79 0.00 161.70 N/A N/A 0 0 12 1 2023-11-06 $42.78 $39.00 9.2% 2.6% 15.0% 3.8% 0.0% 2.5% 0.4% 2.4K -10.7K -58 0.00 81.52 N/A N/A 0 0 12 1 2023-11-07 $42.98 $39.00 11.1% 3.9% 14.9% 6.0% 0.0% 0.2% -4.4% 2.2K -13.0K -72 0.00 151.68 N/A N/A 0 0 12 1 2023-11-08 $43.04 $39.00 9.2% 2.6% 14.9% 3.8% 9.0% 2.7% 3.4% 2.8K -11.3K -54 0.00 76.50 N/A N/A 1 0 12 1 2023-11-09 $42.56 $39.00 9.2% 2.6% 15.4% 3.8% 0.0% 3.8% 2.0% 2.6K -9.3K -54 0.00 109.33 N/A N/A 0 0 13 1 2023-11-10 $43.13 $39.00 16.9% 4.8% 16.0% 12.8% 0.0% 4.1% -3.1% 2.7K -15.6K -76 0.00 162.71 N/A N/A 0 0 13 1 2023-11-13 $43.06 $39.00 17.9% 5.1% 15.4% 14.1% 0.0% 3.2% -3.6% 2.6K -15.2K -74 0.00 165.74 N/A N/A 0 0 13 1 2023-11-14 $43.72 $39.00 13.0% 3.7% 16.2% 8.3% 0.0% 3.8% 1.9% 3.4K -18.7K -78 0.00 156.84 N/A N/A 0 0 13 1 2023-11-15 $43.83 $39.00 8.7% 2.5% 15.8% 3.2% 38.5% 2.8% 3.9% 3.6K -19.2K -73 0.00 126.01 N/A N/A 2 0 13 1 2023-11-16 $43.75 $38.00 7.7% 2.2% 15.6% 2.0% 31.3% 2.6% -1.2% 4.0K -26.5K -67 0.00 117.58 N/A N/A 2 0 15 1 2023-11-17 $43.82 $39.00 7.6% 2.2% 15.2% 2.0% 0.0% 3.2% -0.5% 3.9K -18.5K -69 0.00 151.44 N/A N/A 0 0 13 1 2023-11-20 $44.19 $39.00 8.1% 2.3% 15.2% 2.6% 8.1% 1.6% 2.4% 4.2K -19.5K -67 0.00 103.24 N/A N/A 0 1 13 1 2023-11-21 $44.03 $44.00 8.5% 2.4% 15.2% 3.0% 0.0% 2.1% 0.2% 3.4K -18.7K -68 0.00 101.07 N/A N/A 0 0 13 2 2023-11-22 $44.24 $44.00 8.1% 2.3% 14.9% 2.6% 0.0% 0.3% 1.1% 3.4K -21.1K -70 0.00 107.57 N/A N/A 0 0 13 2 2023-11-24 $44.28 $44.00 8.7% 2.5% 13.1% 3.2% 0.0% -8.1% 1.2% 3.4K -20.9K -68 0.00 116.88 N/A N/A 0 0 13 2 2023-11-27 $44.17 $44.00 20.7% 5.9% 11.8% 17.4% 0.0% 0.9% -6.1% 2.8K -21.1K -82 0.00 162.89 N/A N/A 0 0 13 2 2023-11-28 $44.09 $44.00 8.1% 2.3% 11.0% 2.6% 0.0% 1.6% 0.8% 3.6K -19.2K -61 0.00 99.32 N/A N/A 0 0 13 2 2023-11-29 $44.07 $44.00 8.4% 2.4% 11.0% 2.9% 0.0% 3.6% -0.0% 3.5K -17.7K -58 0.00 140.19 N/A N/A 0 0 13 2 2023-11-30 $44.32 $44.00 11.0% 3.1% 10.9% 5.9% 0.0% 1.2% -2.4% 3.5K -22.4K -62 0.00 130.87 N/A N/A 0 20 13 2
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