OUSA Options History — June 2024

In June 2024, OUSA traded between $48.53 and $50.20. ATM implied volatility averaged 17.4%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 10.0% (HV 20d: 7.4%). Max pain ranged from $43.00 to $47.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.50.

Notable Days

2024-06-04: Highest Volume — 70 contracts
2024-06-24: Largest IV spike — 85.2% change
2024-06-26: Highest IV Rank — 45.9%
2024-06-26: Largest Expected Move — 6.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.48	$48.53	$50.20	$48.53	$49.59
Max Pain	$44.47	$43.00	$47.00	$47.00	$43.00
ATM IV	17.4%	9.6%	24.3%	19.6%	18.3%
Expected Move	4.5%	2.8%	6.8%	5.6%	5.2%
HV 20d	7.4%	6.0%	8.1%	8.1%	6.1%
HV 60d	8.8%	8.5%	9.1%	9.0%	8.5%
IV Rank	23.9%	9.5%	45.9%	16.0%	31.9%
IV Percentile	72.4%	29.8%	96.4%	90.5%	83.7%
Term Structure	-3.0%	-16.9%	6.9%	-6.8%	-3.9%
VWIV	15.8%	10.0%	26.8%	10.6%	26.8%
Skew 25d	3.1%	-6.7%	13.7%	0.7%	1.9%
Skew 10d	1.7%	-2.0%	5.2%	-0.7%	0.7%
Call IV 25d	12.4%	5.1%	21.7%	16.0%	14.7%
Put IV 25d	15.5%	8.0%	28.5%	16.7%	16.6%
Bid-Ask Spread %	155.17	137.85	169.84	168.87	157.96
Gamma HHI	0.69	0.49	0.99	0.49	0.89
Net GEX	-4.9K	-18.0K	7.4K	408	4.0K
Net DEX	-2.0K	-36.9K	41.7K	-11.0K	-27.7K
Net VEX	-138	-282	-50	-110	-50
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	1.00	0.00	1.00
Total Volume	3.895	0	70	0	0
Total OI	73.211	21	102	32	21

Daily Data (19 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
2024-06-03	$48.53	$47.00	19.6%	5.6%	8.1%	16.0%	0.0%	0.7%	-6.8%	408	-11.0K	-110	0.00	168.87	N/A	N/A	0	0	12	20
2024-06-04	$48.75	$47.00	19.9%	5.7%	8.1%	16.4%	10.6%	-2.4%	-5.7%	695	-14.5K	-108	0.00	169.84	N/A	N/A	0	70	12	20
2024-06-05	$48.98	$47.00	20.2%	5.8%	8.0%	16.7%	0.0%	1.0%	-5.5%	-18.0K	41.7K	-282	0.00	168.75	N/A	N/A	0	0	12	90
2024-06-06	$49.05	$43.00	21.1%	4.1%	7.9%	17.8%	0.0%	4.0%	-3.0%	-17.3K	39.1K	-275	0.00	156.55	N/A	N/A	0	0	12	90
2024-06-07	$49.06	$43.00	21.2%	4.1%	7.8%	17.9%	0.0%	2.5%	-3.1%	-17.0K	28.9K	-249	0.00	156.21	N/A	N/A	1	0	12	90
2024-06-10	$49.06	$43.00	24.3%	4.2%	7.6%	44.3%	0.0%	2.9%	-3.4%	-17.7K	34.1K	-225	0.00	156.77	N/A	N/A	0	0	11	90
2024-06-11	$49.12	$43.00	24.3%	4.3%	7.6%	44.3%	0.0%	5.0%	-3.5%	-17.3K	38.9K	-234	0.00	157.85	N/A	N/A	0	0	11	90
2024-06-12	$49.25	$43.00	15.5%	4.5%	7.5%	23.2%	0.0%	3.4%	-3.4%	-15.9K	26.8K	-203	0.00	156.69	N/A	N/A	0	0	11	90
2024-06-13	$49.60	$43.00	11.5%	3.3%	7.1%	13.4%	0.0%	6.5%	4.6%	-7.1K	11.2K	-170	0.00	151.13	N/A	N/A	0	0	11	90
2024-06-14	$49.52	$43.00	11.3%	3.3%	7.2%	13.9%	0.0%	6.9%	4.2%	-7.9K	11.1K	-151	0.00	152.83	N/A	N/A	0	0	11	90
2024-06-17	$50.02	$43.00	10.0%	2.9%	8.0%	10.6%	0.0%	4.0%	6.9%	2.1K	-22.2K	-91	0.00	147.81	N/A	N/A	0	0	11	90
2024-06-18	$50.05	$43.00	15.7%	4.5%	7.9%	25.1%	0.0%	1.8%	-4.0%	-7.2K	-20.0K	-100	0.00	154.44	N/A	N/A	0	0	12	90
2024-06-20	$50.04	$43.00	11.9%	3.4%	7.9%	15.4%	0.0%	1.2%	-3.5%	2.3K	-31.8K	-73	0.00	141.39	N/A	N/A	0	0	12	90
2024-06-21	$50.05	$43.00	9.6%	2.8%	7.9%	9.5%	10.0%	2.9%	2.0%	7.4K	-36.9K	-66	1.00	137.85	N/A	N/A	1	1	12	90
2024-06-24	$50.20	$47.00	17.8%	5.1%	6.4%	30.6%	0.0%	-6.7%	-3.2%	3.6K	-29.6K	-58	0.00	153.62	N/A	N/A	0	0	11	11
2024-06-25	$49.83	$47.00	18.3%	5.2%	7.2%	31.9%	0.0%	0.9%	-6.1%	3.7K	-26.2K	-58	0.00	153.00	N/A	N/A	0	0	11	11
2024-06-26	$49.75	$47.00	23.7%	6.8%	6.4%	45.9%	0.0%	13.7%	-16.9%	3.3K	-25.5K	-58	0.00	152.51	N/A	N/A	0	0	11	11
2024-06-27	$49.67	$47.00	17.1%	4.9%	6.0%	28.8%	26.8%	8.3%	-3.4%	4.3K	-24.4K	-54	0.00	154.06	N/A	N/A	0	1	11	11
2024-06-28	$49.59	$43.00	18.3%	5.2%	6.1%	31.9%	0.0%	1.9%	-3.9%	4.0K	-27.7K	-50	0.00	157.96	N/A	N/A	0	0	11	10