OUSA Options History — February 2024 In February 2024, OUSA traded between $47.20 and $48.56. ATM implied volatility averaged 14.6%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 5.6% (HV 20d: 9.0%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2024-02-06 : Largest IV spike — 134.4% change2024-02-06 : Highest IV Rank — 16.3%2024-02-29 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $47.88 $47.20 $48.56 $47.64 $48.36 ATM IV 14.6% 6.4% 19.8% 9.2% 19.1% Expected Move 4.3% 1.8% 5.5% 4.2% 5.5% HV 20d 9.0% 7.8% 10.3% 8.0% 9.7% HV 60d 7.9% 7.0% 8.3% 8.2% 8.0% IV Rank 10.2% 0.6% 16.3% 3.8% 15.4% IV Percentile 55.2% 1.6% 83.7% 23.0% 83.7% Term Structure -1.9% -5.0% 9.4% -2.4% -1.5% Skew 25d 2.3% -3.9% 5.4% 5.2% 0.6% Skew 10d 4.3% -6.2% 9.0% 9.0% -6.2% Call IV 25d 12.2% 5.0% 15.7% 10.4% 13.4% Put IV 25d 14.5% 8.0% 20.9% 15.6% 14.0% Bid-Ask Spread % 161.29 131.69 170.86 170.86 148.01 Gamma HHI 0.37 0.35 0.40 0.36 0.39 Net GEX 601 69 892 603 888 Net DEX -12.0K -16.7K -7.4K -10.7K -15.8K Net VEX -118 -148 -95 -128 -96 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 18 18 18 18 18
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 2024-02-01 $47.64 $0.00 9.2% 4.2% 8.0% 3.8% 0.0% 5.2% -2.4% 603 -10.7K -128 0.00 170.86 N/A N/A 0 0 7 11 2024-02-02 $47.75 $0.00 13.1% 4.2% 8.0% 8.4% 0.0% 1.8% -1.9% 624 -11.3K -130 0.00 170.15 N/A N/A 0 0 7 11 2024-02-05 $47.53 $0.00 8.5% 4.5% 8.2% 2.9% 0.0% 2.1% -3.7% 494 -9.6K -128 0.00 168.93 N/A N/A 0 0 7 11 2024-02-06 $47.55 $0.00 19.8% 4.5% 7.8% 16.3% 0.0% 2.3% -2.3% 515 -10.1K -127 0.00 168.66 N/A N/A 0 0 7 11 2024-02-07 $47.86 $0.00 15.4% 4.4% 7.9% 11.1% 0.0% 1.7% -2.7% 652 -12.2K -120 0.00 167.85 N/A N/A 0 0 7 11 2024-02-08 $47.71 $0.00 15.4% 4.4% 8.0% 11.1% 0.0% 1.8% -3.0% 625 -11.6K -120 0.00 168.71 N/A N/A 0 0 7 11 2024-02-09 $47.80 $0.00 15.4% 4.4% 7.9% 11.1% 0.0% 1.3% -2.8% 648 -12.4K -119 0.00 168.73 N/A N/A 0 0 7 11 2024-02-12 $47.86 $0.00 16.3% 4.7% 7.9% 12.2% 0.0% 2.0% -3.3% 69 -8.0K -148 0.00 168.83 N/A N/A 0 0 7 11 2024-02-13 $47.20 $0.00 17.1% 4.9% 9.5% 13.1% 0.0% 5.4% -3.7% 398 -8.0K -128 0.00 168.03 N/A N/A 0 0 7 11 2024-02-14 $47.55 $0.00 17.4% 5.0% 9.5% 13.4% 0.0% 4.0% -3.0% 557 -10.6K -118 0.00 170.16 N/A N/A 0 0 7 11 2024-02-15 $47.85 $0.00 16.7% 4.8% 9.3% 12.6% 0.0% 1.7% -3.8% 258 -9.2K -132 0.00 167.61 N/A N/A 0 0 7 11 2024-02-16 $47.75 $0.00 16.8% 4.8% 8.8% 12.7% 0.0% 5.2% -3.7% 594 -11.7K -117 0.00 168.10 N/A N/A 0 0 7 11 2024-02-20 $47.57 $0.00 18.4% 5.3% 8.9% 14.6% 0.0% 1.8% -5.0% 158 -7.4K -136 0.00 169.10 N/A N/A 0 0 7 11 2024-02-21 $47.71 $0.00 18.8% 5.4% 8.9% 15.1% 0.0% 2.8% -5.0% 614 -11.5K -115 0.00 169.62 N/A N/A 0 0 7 11 2024-02-22 $48.41 $0.00 11.6% 3.3% 10.1% 6.7% 0.0% 4.8% -0.6% 844 -16.0K -104 0.00 143.27 N/A N/A 0 0 7 11 2024-02-23 $48.56 $0.00 6.4% 1.8% 10.1% 0.6% 0.0% 4.8% 9.4% 847 -16.7K -102 0.00 136.61 N/A N/A 0 0 7 11 2024-02-26 $48.39 $0.00 13.5% 3.9% 10.3% 8.9% 0.0% -0.4% 1.5% 883 -16.0K -97 0.00 148.57 N/A N/A 0 0 7 11 2024-02-27 $48.31 $0.00 12.8% 3.7% 10.3% 8.0% 0.0% 1.4% -1.0% 866 -15.6K -102 0.00 152.25 N/A N/A 0 0 7 11 2024-02-28 $48.29 $0.00 11.0% 3.1% 10.3% 5.9% 0.0% -3.9% 1.1% 892 -15.5K -95 0.00 131.69 N/A N/A 0 0 7 11 2024-02-29 $48.36 $0.00 19.1% 5.5% 9.7% 15.4% 0.0% 0.6% -1.5% 888 -15.8K -96 0.00 148.01 N/A N/A 0 0 7 11
« Jan 2024 | All History | Mar 2024 » Home OUSA History February 2024