OUSA Options History — March 2024 In March 2024, OUSA traded between $48.03 and $49.39. ATM implied volatility averaged 16.5%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 7.3% (HV 20d: 9.2%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days.
Notable Days 2024-03-26 : Largest IV spike — 70.0% change2024-03-12 : Highest IV Rank — 34.4%2024-03-15 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $48.72 $48.03 $49.39 $48.67 $49.39 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 16.5% 7.5% 35.2% 15.3% 14.6% Expected Move 4.1% 2.2% 5.0% 4.4% 4.2% HV 20d 9.2% 7.7% 10.5% 9.3% 8.9% HV 60d 8.4% 8.1% 8.6% 8.1% 8.6% IV Rank 12.4% 1.9% 34.4% 11.0% 10.1% IV Percentile 60.1% 7.1% 97.2% 61.5% 58.3% Term Structure -1.5% -7.6% 5.6% -7.6% 1.0% Skew 25d 2.7% -2.6% 8.5% 7.8% -2.6% Skew 10d 2.2% -6.3% 22.5% -4.6% -6.3% Call IV 25d 11.1% 6.5% 13.4% 7.9% 13.4% Put IV 25d 13.8% 7.7% 17.7% 15.7% 10.8% Bid-Ask Spread % 142.82 124.28 149.89 133.91 132.55 Gamma HHI 0.44 0.37 0.53 0.43 0.53 Net GEX 963 805 1.1K 1.0K 1.1K Net DEX -18.0K -22.5K -13.6K -17.6K -22.1K Net VEX -85 -99 -69 -89 -69 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 2024-03-01 $48.67 $0.00 15.3% 4.4% 9.3% 11.0% 0.0% 7.8% -7.6% 1.0K -17.6K -89 0.00 133.91 N/A N/A 0 0 7 11 2024-03-04 $48.54 $45.00 13.1% 4.1% 9.4% 8.4% 0.0% 2.5% -3.4% 907 -16.5K -94 0.00 149.50 N/A N/A 0 0 7 11 2024-03-05 $48.03 $45.00 16.9% 4.3% 10.1% 12.9% 0.0% 2.4% -3.2% 805 -13.6K -99 0.00 148.97 N/A N/A 0 0 7 11 2024-03-06 $48.36 $45.00 15.5% 4.3% 10.3% 11.2% 0.0% 2.1% -3.3% 886 -15.5K -98 0.00 148.49 N/A N/A 0 0 7 11 2024-03-07 $48.53 $45.00 17.1% 4.3% 10.2% 13.1% 0.0% 2.7% -4.0% 897 -16.3K -93 0.00 149.45 N/A N/A 0 0 7 11 2024-03-08 $48.34 $45.00 22.8% 4.6% 10.2% 19.8% 0.0% 2.1% -4.4% 873 -15.2K -96 0.00 149.21 N/A N/A 0 0 7 11 2024-03-11 $48.44 $45.00 31.2% 4.5% 10.2% 29.7% 0.0% 3.3% -2.4% 887 -15.7K -94 0.00 149.43 N/A N/A 0 0 7 11 2024-03-12 $48.80 $45.00 35.2% 4.4% 10.5% 34.4% 0.0% 3.3% -4.3% 1.0K -18.0K -86 0.00 148.95 N/A N/A 0 0 7 11 2024-03-13 $48.74 $45.00 15.3% 4.4% 8.9% 11.0% 0.0% 2.3% -4.0% 990 -17.6K -90 0.00 149.28 N/A N/A 0 0 7 11 2024-03-14 $48.51 $45.00 15.7% 4.5% 8.9% 11.5% 0.0% 0.9% -2.4% 926 -16.2K -90 0.00 149.89 N/A N/A 0 0 7 11 2024-03-15 $48.35 $45.00 17.3% 5.0% 8.8% 13.4% 0.0% 2.7% -2.7% 844 -15.1K -95 0.00 149.62 N/A N/A 0 0 7 11 2024-03-18 $48.61 $45.00 16.7% 4.8% 8.9% 12.6% 0.0% 1.9% -2.8% 913 -16.5K -88 0.00 149.83 N/A N/A 0 0 7 11 2024-03-19 $48.80 $45.00 16.7% 4.8% 8.8% 12.6% 0.0% 3.0% -3.5% 1.0K -17.9K -83 0.00 149.52 N/A N/A 0 0 7 11 2024-03-20 $49.12 $45.00 16.2% 4.7% 9.0% 12.1% 0.0% 3.0% -2.5% 1.1K -19.7K -78 0.00 149.02 N/A N/A 0 0 7 11 2024-03-21 $49.36 $45.00 8.1% 2.3% 7.7% 2.5% 0.0% 0.4% 5.6% 1.1K -22.5K -70 0.00 132.97 N/A N/A 0 0 7 11 2024-03-22 $49.08 $45.00 8.5% 2.4% 8.0% 3.0% 0.0% 3.5% 4.8% 1.0K -21.4K -71 0.00 124.28 N/A N/A 0 0 7 11 2024-03-25 $48.78 $45.00 7.5% 2.2% 8.2% 1.9% 0.0% 4.7% 5.6% 958 -20.1K -73 0.00 124.69 N/A N/A 0 0 7 11 2024-03-26 $48.73 $45.00 12.8% 3.7% 8.2% 8.1% 0.0% 8.5% 3.2% 917 -20.1K -71 0.00 130.71 N/A N/A 0 0 7 11 2024-03-27 $49.19 $45.00 13.1% 3.8% 8.8% 8.4% 0.0% -1.1% -0.4% 1.1K -21.4K -71 0.00 136.10 N/A N/A 0 0 7 11 2024-03-28 $49.39 $45.00 14.6% 4.2% 8.9% 10.1% 0.0% -2.6% 1.0% 1.1K -22.1K -69 0.00 132.55 N/A N/A 0 0 7 11
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