OUSA Options History — August 2024

In August 2024, OUSA traded between $48.73 and $52.72. ATM implied volatility averaged 24.3%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 7.6% (HV 20d: 16.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-08-12: Highest Volume — 1 contracts
2024-08-13: Largest IV spike — 123.2% change
2024-08-06: Highest IV Rank — 100.0%
2024-08-06: Largest Expected Move — 7.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.13	$48.73	$52.72	$50.48	$52.72
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	24.3%	15.6%	47.4%	24.7%	18.0%
Expected Move	5.5%	4.5%	7.7%	7.1%	5.2%
HV 20d	16.7%	11.3%	18.2%	11.3%	15.8%
HV 60d	11.3%	8.5%	12.1%	8.5%	11.7%
IV Rank	44.8%	23.3%	100.0%	48.5%	29.1%
IV Percentile	79.8%	50.0%	100.0%	97.2%	73.4%
Term Structure	-3.9%	-8.6%	-2.0%	-8.6%	-4.8%
Skew 25d	5.5%	0.1%	14.4%	0.1%	2.5%
Skew 10d	9.2%	3.8%	18.4%	16.8%	4.0%
Call IV 25d	13.9%	7.9%	26.8%	26.8%	14.3%
Put IV 25d	19.4%	15.4%	29.7%	26.9%	16.8%
Bid-Ask Spread %	167.73	155.17	192.29	169.26	161.82
Gamma HHI	0.66	0.52	0.83	0.74	0.52
Net GEX	1.1K	831	1.8K	1.3K	941
Net DEX	-13.6K	-17.0K	-10.2K	-13.8K	-15.2K
Net VEX	-38	-47	-28	-46	-28
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	0.045	0	1	0	0
Total OI	4.545	4	5	5	4

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-08-01	$50.48	$50.00	24.7%	7.1%	11.3%	48.5%	0.0%	0.1%	-8.6%	1.3K	-13.8K	-46	169.26	N/A	N/A	0	5
2024-08-02	$50.14	$50.00	25.2%	7.2%	11.5%	49.6%	0.0%	8.3%	-8.3%	1.2K	-12.8K	-47	168.81	N/A	N/A	0	5
2024-08-05	$48.73	$0.00	41.3%	7.2%	15.3%	91.3%	0.0%	8.4%	-3.5%	831	-10.3K	-45	179.09	N/A	N/A	0	5
2024-08-06	$49.56	$0.00	47.4%	7.7%	16.6%	100.0%	0.0%	14.4%	-4.0%	848	-11.9K	-46	192.29	N/A	N/A	0	5
2024-08-07	$49.13	$0.00	31.6%	5.4%	16.7%	61.9%	0.0%	5.4%	-3.3%	1.0K	-10.2K	-44	164.44	N/A	N/A	0	5
2024-08-08	$49.88	$0.00	41.5%	6.4%	17.7%	85.7%	0.0%	8.8%	-3.1%	1.0K	-12.1K	-45	181.09	N/A	N/A	0	5
2024-08-09	$50.11	$0.00	30.7%	5.0%	17.4%	59.5%	0.0%	4.5%	-2.5%	1.4K	-12.6K	-43	167.56	N/A	N/A	0	5
2024-08-12	$49.87	$0.00	19.7%	5.0%	17.5%	33.1%	0.0%	3.8%	-2.7%	1.8K	-11.7K	-42	167.90	N/A	N/A	1	5
2024-08-13	$50.64	$0.00	44.0%	4.6%	18.0%	91.6%	0.0%	5.7%	-2.0%	1.4K	-13.9K	-41	167.97	N/A	N/A	0	5
2024-08-14	$50.91	$0.00	16.1%	4.6%	18.1%	24.3%	0.0%	5.5%	-2.5%	1.4K	-14.8K	-40	168.34	N/A	N/A	0	5
2024-08-15	$51.50	$0.00	17.1%	4.9%	18.2%	26.8%	0.0%	6.4%	-3.0%	1.4K	-16.7K	-38	166.94	N/A	N/A	0	5
2024-08-16	$51.63	$0.00	15.6%	4.5%	18.1%	23.3%	0.0%	7.7%	-3.1%	1.4K	-17.0K	-35	166.97	N/A	N/A	0	5
2024-08-19	$51.80	$0.00	16.1%	4.6%	18.1%	24.5%	0.0%	6.9%	-2.7%	960	-13.2K	-35	166.55	N/A	N/A	0	4
2024-08-20	$51.97	$0.00	16.6%	4.8%	18.1%	25.6%	0.0%	3.2%	-2.8%	970	-13.6K	-33	155.17	N/A	N/A	0	4
2024-08-21	$52.14	$0.00	17.0%	4.9%	17.3%	26.6%	0.0%	5.2%	-3.3%	952	-13.9K	-33	164.07	N/A	N/A	0	4
2024-08-22	$51.88	$0.00	17.1%	4.9%	17.4%	26.9%	0.0%	3.9%	-3.5%	969	-13.5K	-34	163.33	N/A	N/A	0	4
2024-08-23	$52.23	$0.00	17.5%	5.0%	17.3%	27.9%	0.0%	5.7%	-3.5%	961	-14.3K	-32	163.82	N/A	N/A	0	4
2024-08-26	$52.30	$0.00	19.0%	5.4%	17.3%	31.4%	0.0%	4.1%	-4.2%	959	-14.3K	-31	164.09	N/A	N/A	0	4
2024-08-27	$52.46	$0.00	19.1%	5.5%	17.2%	31.6%	0.0%	3.6%	-4.7%	956	-14.7K	-30	162.77	N/A	N/A	0	4
2024-08-28	$52.31	$0.00	19.6%	5.6%	16.8%	32.8%	0.0%	3.9%	-4.6%	958	-14.3K	-31	164.29	N/A	N/A	0	4
2024-08-29	$52.44	$0.00	19.7%	5.6%	16.1%	33.1%	0.0%	3.1%	-5.0%	959	-14.6K	-30	163.56	N/A	N/A	0	4
2024-08-30	$52.72	$0.00	18.0%	5.2%	15.8%	29.1%	0.0%	2.5%	-4.8%	941	-15.2K	-28	161.82	N/A	N/A	0	4