OUSA Options History — January 2024 In January 2024, OUSA traded between $45.75 and $47.53. ATM implied volatility averaged 13.9%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 6.8% (HV 20d: 7.1%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-25 : Highest Volume — 4 contracts2024-01-10 : Largest IV spike — 107.1% change2024-01-23 : Highest IV Rank — 15.0%2024-01-23 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $46.56 $45.75 $47.53 $45.92 $47.15 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 13.9% 7.1% 18.7% 10.4% 8.7% Expected Move 4.2% 2.0% 5.4% 3.0% 2.5% HV 20d 7.1% 6.5% 7.9% 7.0% 7.5% HV 60d 10.1% 8.1% 11.0% 11.0% 8.1% IV Rank 9.3% 1.4% 15.0% 5.2% 3.2% IV Percentile 46.9% 3.6% 77.0% 30.2% 16.3% Term Structure -1.4% -5.4% 8.6% 3.1% 6.7% Skew 25d 2.5% -3.4% 6.4% 2.7% 0.7% Skew 10d 4.3% -5.1% 11.1% 2.1% 0.2% Call IV 25d 11.5% 6.6% 16.0% 7.3% 7.5% Put IV 25d 14.0% 7.1% 19.2% 10.0% 8.2% Bid-Ask Spread % 157.32 127.37 170.54 136.13 127.37 Gamma HHI 0.33 0.24 0.46 0.35 0.35 Net GEX 2.4K -395 4.6K 3.9K 424 Net DEX -22.0K -44.9K -1.8K -25.5K -7.8K Net VEX -112 -145 -57 -145 -135 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 0.429 0 4 0 0 Total OI 27.048 12 35 34 18
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 2024-01-02 $45.92 $42.00 10.4% 3.0% 7.0% 5.2% 0.0% 2.7% 3.1% 3.9K -25.5K -145 0.00 136.13 N/A N/A 0 0 14 20 2024-01-03 $45.81 $42.00 15.3% 4.4% 7.1% 11.0% 0.0% 0.4% -0.4% 3.2K -26.8K -141 0.00 138.15 N/A N/A 0 0 14 20 2024-01-04 $45.85 $0.00 8.8% 4.1% 7.0% 3.4% 0.0% 4.3% -2.8% 3.5K -26.8K -127 0.00 169.68 N/A N/A 0 0 14 20 2024-01-05 $45.75 $0.00 14.7% 4.6% 7.1% 10.2% 0.0% 6.4% -4.4% 2.5K -25.5K -119 0.00 167.54 N/A N/A 0 0 14 20 2024-01-08 $46.17 $0.00 17.0% 4.8% 7.6% 13.0% 0.0% 3.3% -3.2% 4.0K -32.2K -114 0.00 168.89 N/A N/A 0 0 14 20 2024-01-09 $46.08 $0.00 8.1% 4.7% 7.7% 2.6% 0.0% 1.1% -3.7% 3.3K -28.9K -109 0.00 170.54 N/A N/A 0 0 14 20 2024-01-10 $46.29 $0.00 16.9% 4.8% 7.5% 12.8% 0.0% 3.6% -3.5% 3.7K -34.9K -113 0.00 166.67 N/A N/A 0 0 14 20 2024-01-11 $46.21 $0.00 16.2% 4.7% 7.6% 12.1% 0.0% 3.7% -5.4% 3.9K -31.0K -101 0.00 167.33 N/A N/A 0 0 14 20 2024-01-12 $46.38 $0.00 15.1% 4.3% 6.5% 10.7% 0.0% 3.5% -2.6% 4.3K -35.3K -109 0.00 168.52 N/A N/A 1 0 14 20 2024-01-16 $46.21 $0.00 17.8% 5.1% 6.7% 13.9% 0.0% 6.1% -4.7% 4.3K -34.8K -107 0.00 168.53 N/A N/A 0 0 15 20 2024-01-17 $46.02 $0.00 16.8% 4.8% 6.8% 12.7% 0.0% 0.4% -4.4% 4.6K -31.2K -110 0.00 170.40 N/A N/A 0 0 15 20 2024-01-18 $46.41 $0.00 17.9% 5.1% 7.1% 14.1% 0.0% 4.7% -1.9% 3.8K -33.0K -125 0.00 168.35 N/A N/A 1 0 15 20 2024-01-19 $46.89 $0.00 18.0% 5.2% 7.9% 14.2% 0.0% 3.0% -4.1% 3.9K -44.9K -83 0.00 167.22 N/A N/A 1 0 15 20 2024-01-22 $47.00 $0.00 17.6% 5.0% 6.9% 13.7% 0.0% 6.3% -3.6% -260 -2.8K -57 0.00 162.85 N/A N/A 1 0 2 10 2024-01-23 $47.20 $0.00 18.7% 5.4% 7.0% 15.0% 0.0% -0.1% -4.5% -395 -1.8K -96 0.00 165.72 N/A N/A 0 0 3 10 2024-01-24 $47.14 $0.00 15.9% 4.5% 7.1% 11.7% 0.0% -0.0% -4.7% -208 -4.5K -85 0.00 165.58 N/A N/A 0 0 3 10 2024-01-25 $47.11 $0.00 10.8% 3.1% 7.1% 5.7% 0.0% -3.4% 0.8% -224 -4.6K -83 0.00 132.43 N/A N/A 4 0 3 10 2024-01-26 $47.18 $0.00 7.4% 2.1% 7.0% 1.7% 0.0% 0.5% 8.6% 790 -10.1K -127 0.00 137.64 N/A N/A 0 1 7 10 2024-01-29 $47.36 $0.00 12.8% 3.7% 6.9% 8.0% 0.0% 4.5% 0.4% 451 -9.4K -131 0.00 145.05 N/A N/A 0 0 7 11 2024-01-30 $47.53 $0.00 7.1% 2.0% 6.9% 1.4% 0.0% 1.5% 5.6% 535 -10.5K -129 0.00 139.16 N/A N/A 0 0 7 11 2024-01-31 $47.15 $0.00 8.7% 2.5% 7.5% 3.2% 0.0% 0.7% 6.7% 424 -7.8K -135 0.00 127.37 N/A N/A 0 0 7 11
« Dec 2023 | All History | Feb 2024 » Home OUSA History January 2024