OUSA Options History — September 2024 In September 2024, OUSA traded between $51.53 and $53.88. ATM implied volatility averaged 21.2%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 11.8% (HV 20d: 9.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 64.7% change2024-09-10 : Highest IV Rank — 52.6%2024-09-18 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $52.96 $51.53 $53.88 $52.24 $53.88 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 21.2% 15.8% 27.9% 21.7% 24.8% Expected Move 5.6% 4.5% 7.9% 6.2% 7.1% HV 20d 9.4% 8.7% 11.7% 11.7% 8.9% HV 60d 12.2% 11.9% 12.3% 11.9% 12.3% IV Rank 36.5% 23.3% 52.6% 37.9% 45.2% IV Percentile 78.8% 46.4% 96.0% 90.1% 93.3% Term Structure -6.1% -16.7% -1.8% -5.6% -16.7% Skew 25d 5.5% 1.3% 13.0% 5.3% 13.0% Skew 10d 5.2% 1.4% 11.8% 1.4% 2.7% Call IV 25d 13.8% 11.4% 20.1% 16.6% 14.6% Put IV 25d 19.3% 15.6% 27.6% 21.9% 27.6% Bid-Ask Spread % 155.42 151.03 172.98 161.95 151.03 Gamma HHI 0.53 0.50 0.60 0.56 0.50 Net GEX 909 742 990 948 843 Net DEX -15.3K -17.3K -12.4K -14.0K -17.3K Net VEX -25 -32 -17 -31 -17 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4 4 4 4 4
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 2024-09-03 $52.24 $0.00 21.7% 6.2% 11.7% 37.9% 0.0% 5.3% -5.6% 948 -14.0K -31 0.00 161.95 N/A N/A 0 0 4 0 2024-09-04 $52.31 $0.00 23.5% 6.7% 10.6% 42.2% 0.0% 4.5% -8.3% 960 -14.1K -31 0.00 162.22 N/A N/A 0 0 4 0 2024-09-05 $52.00 $50.00 22.3% 4.6% 10.2% 39.4% 0.0% 5.0% -3.3% 980 -13.4K -32 0.00 152.66 N/A N/A 0 0 4 0 2024-09-06 $51.53 $50.00 24.6% 4.6% 10.0% 45.1% 0.0% 5.5% -2.8% 982 -12.4K -32 0.00 151.47 N/A N/A 0 0 4 0 2024-09-09 $52.06 $50.00 25.3% 4.7% 10.4% 46.7% 0.0% 4.5% -3.8% 990 -13.5K -30 0.00 152.48 N/A N/A 0 0 4 0 2024-09-10 $52.34 $50.00 27.9% 5.0% 10.2% 52.6% 0.0% 4.5% -5.3% 974 -14.1K -29 0.00 153.00 N/A N/A 0 0 4 0 2024-09-11 $52.42 $50.00 17.4% 5.0% 8.9% 27.3% 0.0% 4.2% -4.3% 975 -14.1K -29 0.00 153.34 N/A N/A 0 0 4 0 2024-09-12 $52.92 $50.00 16.0% 4.6% 9.3% 23.8% 0.0% 5.1% -3.2% 950 -15.2K -26 0.00 153.04 N/A N/A 0 0 4 0 2024-09-13 $53.20 $50.00 15.8% 4.5% 8.7% 23.3% 0.0% 3.5% -3.5% 921 -16.0K -24 0.00 152.36 N/A N/A 0 0 4 0 2024-09-16 $53.37 $50.00 17.4% 5.0% 8.7% 27.3% 0.0% 4.6% -5.3% 898 -16.2K -23 0.00 152.26 N/A N/A 0 0 4 0 2024-09-17 $53.09 $50.00 16.8% 4.8% 9.0% 25.8% 0.0% 4.9% -4.6% 929 -15.6K -25 0.00 153.65 N/A N/A 0 0 4 0 2024-09-18 $53.04 $50.00 27.7% 7.9% 9.0% 52.1% 0.0% 7.1% -10.3% 742 -14.4K -29 0.00 172.98 N/A N/A 0 0 4 0 2024-09-19 $53.47 $50.00 19.3% 5.5% 9.3% 31.8% 0.0% 3.0% -6.8% 871 -16.6K -21 0.00 154.01 N/A N/A 0 0 4 0 2024-09-20 $53.54 $50.00 21.2% 6.1% 9.0% 36.4% 0.0% 10.5% -12.6% 857 -16.7K -21 0.00 155.16 N/A N/A 0 0 4 0 2024-09-23 $53.55 $50.00 26.7% 7.6% 8.8% 49.7% 0.0% 3.3% -14.0% 862 -16.7K -21 0.00 151.55 N/A N/A 0 0 4 0 2024-09-24 $53.48 $50.00 18.6% 5.3% 8.9% 30.3% 0.0% 4.8% -3.5% 882 -16.6K -20 0.00 155.90 N/A N/A 0 0 4 0 2024-09-25 $53.31 $50.00 17.5% 5.0% 9.0% 27.4% 0.0% 4.0% -1.8% 929 -16.3K -21 0.00 153.72 N/A N/A 0 0 4 0 2024-09-26 $53.62 $50.00 22.9% 6.6% 9.0% 40.7% 0.0% 1.3% -4.9% 816 -16.2K -23 0.00 163.76 N/A N/A 0 0 4 0 2024-09-27 $53.78 $50.00 16.7% 4.8% 9.0% 25.5% 0.0% 10.8% -2.4% 875 -17.2K -19 0.00 151.80 N/A N/A 0 0 4 0 2024-09-30 $53.88 $50.00 24.8% 7.1% 8.9% 45.2% 0.0% 13.0% -16.7% 843 -17.3K -17 0.00 151.03 N/A N/A 0 0 4 0
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