OUSA Options History — October 2024 In October 2024, OUSA traded between $53.03 and $54.75. ATM implied volatility averaged 20.3%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 11.8% (HV 20d: 8.5%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2024-10-21 : Largest IV spike — 90.6% change2024-10-07 : Highest IV Rank — 62.6%2024-10-21 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $53.93 $53.03 $54.75 $53.88 $53.36 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 20.3% 10.8% 32.0% 25.8% 10.8% Expected Move 5.3% 3.1% 9.0% 7.4% 3.1% HV 20d 8.5% 7.3% 9.2% 8.1% 9.1% HV 60d 11.9% 9.3% 12.5% 12.3% 9.3% IV Rank 34.3% 11.2% 62.6% 47.6% 11.2% IV Percentile 70.2% 19.4% 98.0% 94.0% 19.4% Term Structure -3.9% -6.9% 5.3% -4.2% 5.3% Skew 25d 7.0% 1.5% 46.8% 13.2% 1.5% Skew 10d 8.5% 0.2% 51.8% 3.3% 2.2% Call IV 25d 12.9% 9.4% 16.4% 15.2% 9.4% Put IV 25d 19.9% 10.8% 57.5% 28.4% 10.8% Bid-Ask Spread % 167.98 147.32 193.27 150.38 147.32 Gamma HHI 0.71 0.50 1.00 0.50 1.00 Net GEX 638 242 941 844 341 Net DEX -14.4K -19.0K -8.7K -17.3K -9.2K Net VEX -13 -20 -7 -17 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.217 2 4 4 2
Daily Data (23 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 2024-10-01 $53.88 $50.00 25.8% 7.4% 8.1% 47.6% 0.0% 13.2% -4.2% 844 -17.3K -17 0.00 150.38 N/A N/A 0 0 4 0 2024-10-02 $53.76 $50.00 19.4% 5.6% 8.2% 32.1% 0.0% 3.6% -5.0% 886 -17.1K -18 0.00 154.67 N/A N/A 0 0 4 0 2024-10-03 $53.41 $0.00 23.1% 4.9% 8.2% 41.0% 0.0% 5.7% -4.2% 922 -16.4K -20 0.00 170.19 N/A N/A 0 0 4 0 2024-10-04 $53.54 $0.00 20.7% 4.4% 7.3% 35.3% 0.0% 4.9% -3.3% 917 -16.7K -18 0.00 170.57 N/A N/A 0 0 4 0 2024-10-07 $53.03 $0.00 32.0% 4.8% 7.6% 62.6% 0.0% 5.0% -3.3% 941 -15.5K -19 0.00 169.64 N/A N/A 0 0 4 0 2024-10-08 $53.49 $0.00 29.7% 5.0% 8.0% 56.9% 0.0% 5.1% -3.9% 915 -16.5K -17 0.00 170.89 N/A N/A 0 0 4 0 2024-10-09 $53.92 $0.00 15.8% 4.5% 8.3% 23.5% 0.0% 5.5% -3.6% 906 -17.5K -15 0.00 170.84 N/A N/A 0 0 4 0 2024-10-10 $53.64 $0.00 16.5% 4.7% 8.1% 25.0% 0.0% 4.6% -3.6% 927 -16.9K -16 0.00 170.93 N/A N/A 0 0 4 0 2024-10-11 $54.06 $0.00 16.3% 4.7% 8.3% 24.5% 0.0% 5.9% -4.0% 849 -17.7K -13 0.00 171.07 N/A N/A 0 0 4 0 2024-10-14 $54.51 $0.00 16.2% 4.6% 8.7% 24.3% 0.0% 6.9% -3.9% 818 -18.7K -11 0.00 170.63 N/A N/A 0 0 4 0 2024-10-15 $54.44 $0.00 18.3% 5.3% 8.4% 29.5% 0.0% 8.0% -4.6% 820 -18.5K -11 0.00 170.44 N/A N/A 0 0 4 0 2024-10-16 $54.75 $0.00 16.9% 4.8% 8.5% 26.0% 0.0% 5.0% -4.4% 735 -19.0K -9 0.00 168.15 N/A N/A 0 0 4 0 2024-10-17 $54.65 $0.00 16.8% 4.8% 8.3% 25.7% 0.0% 3.9% -2.6% 778 -18.9K -8 0.00 168.65 N/A N/A 0 0 4 0 2024-10-18 $54.73 $0.00 16.5% 4.7% 8.3% 24.9% 0.0% 3.7% -3.3% 808 -18.8K -7 0.00 167.62 N/A N/A 0 0 4 0 2024-10-21 $54.30 $0.00 31.4% 9.0% 8.8% 61.1% 0.0% 46.8% -4.0% 265 -8.7K -15 0.00 193.27 N/A N/A 0 0 2 0 2024-10-22 $54.30 $0.00 18.4% 5.3% 8.8% 29.7% 0.0% 4.3% -3.9% 242 -10.0K -8 0.00 168.24 N/A N/A 0 0 2 0 2024-10-23 $54.00 $0.00 18.9% 5.4% 9.0% 31.0% 0.0% 4.9% -4.5% 276 -9.7K -9 0.00 168.65 N/A N/A 0 0 2 0 2024-10-24 $53.83 $0.00 18.4% 5.3% 8.9% 29.7% 0.0% 7.4% -4.3% 286 -9.7K -9 0.00 169.46 N/A N/A 0 0 2 0 2024-10-25 $53.52 $0.00 18.9% 5.4% 9.1% 30.8% 0.0% 4.5% -4.9% 319 -9.4K -10 0.00 167.65 N/A N/A 0 0 2 0 2024-10-28 $53.76 $0.00 19.6% 5.6% 9.2% 32.5% 0.0% 4.2% -6.0% 292 -9.7K -9 0.00 169.54 N/A N/A 0 0 2 0 2024-10-29 $53.74 $0.00 25.8% 7.4% 9.2% 47.6% 0.0% 4.8% -5.5% 296 -9.6K -9 0.00 167.00 N/A N/A 0 0 2 0 2024-10-30 $53.70 $0.00 21.6% 6.2% 9.2% 37.4% 0.0% 1.5% -6.9% 302 -9.6K -9 0.00 167.85 N/A N/A 0 0 2 0 2024-10-31 $53.36 $0.00 10.8% 3.1% 9.1% 11.2% 0.0% 1.5% 5.3% 341 -9.2K -11 0.00 147.32 N/A N/A 0 0 2 0
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