OUSA Options History — November 2024 In November 2024, OUSA traded between $53.18 and $55.58. ATM implied volatility averaged 18.9%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 9.4% (HV 20d: 9.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 69.2% change2024-11-12 : Highest IV Rank — 100.0%2024-11-01 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $54.43 $53.18 $55.58 $53.35 $55.58 ATM IV 18.9% 11.1% 47.7% 25.4% 17.0% Expected Move 4.7% 4.0% 7.3% 7.3% 4.9% HV 20d 9.5% 8.1% 10.2% 9.1% 9.7% HV 60d 9.0% 8.7% 9.3% 8.8% 9.0% IV Rank 30.7% 12.0% 100.0% 46.6% 26.1% IV Percentile 51.2% 20.2% 100.0% 92.5% 51.6% Term Structure -3.3% -10.4% -1.8% -10.4% -3.9% Skew 25d 3.6% 1.3% 6.5% 4.6% 4.7% Skew 10d 5.1% 0.9% 9.0% 2.0% 9.0% Call IV 25d 12.2% 10.2% 18.5% 18.5% 10.6% Put IV 25d 15.7% 13.5% 23.1% 23.1% 15.3% Bid-Ask Spread % 168.10 159.27 170.05 159.27 167.41 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 216 79 363 342 79 Net DEX -10.2K -10.9K -9.1K -9.2K -10.9K Net VEX -6 -11 -2 -11 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
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 2024-11-01 $53.35 $0.00 25.4% 7.3% 9.1% 46.6% 0.0% 4.6% -10.4% 342 -9.2K -11 0.00 159.27 N/A N/A 0 0 2 0 2024-11-04 $53.18 $0.00 11.1% 4.6% 8.5% 12.0% 0.0% 4.0% -2.3% 363 -9.1K -11 0.00 165.96 N/A N/A 0 0 2 0 2024-11-05 $53.45 $0.00 12.1% 4.7% 8.1% 14.3% 0.0% 4.0% -2.1% 332 -9.4K -9 0.00 166.99 N/A N/A 0 0 2 0 2024-11-06 $54.39 $0.00 11.5% 4.4% 9.8% 12.8% 0.0% 3.1% -2.7% 218 -10.2K -5 0.00 168.93 N/A N/A 0 0 2 0 2024-11-07 $54.70 $0.00 16.1% 4.1% 9.8% 24.0% 0.0% 2.9% -2.3% 181 -10.4K -5 0.00 168.74 N/A N/A 0 0 2 0 2024-11-08 $54.99 $0.00 24.7% 4.0% 9.6% 44.8% 0.0% 3.6% -1.8% 155 -10.6K -4 0.00 168.50 N/A N/A 0 0 2 0 2024-11-11 $54.92 $0.00 32.6% 4.2% 9.2% 64.0% 0.0% 2.9% -2.2% 164 -10.5K -4 0.00 168.03 N/A N/A 0 0 2 0 2024-11-12 $54.70 $0.00 47.7% 4.2% 9.3% 100.0% 0.0% 1.3% -2.3% 183 -10.4K -5 0.00 168.69 N/A N/A 0 0 2 0 2024-11-13 $54.75 $0.00 14.7% 4.2% 9.1% 20.6% 0.0% 2.8% -2.2% 176 -10.4K -4 0.00 168.24 N/A N/A 0 0 2 0 2024-11-14 $54.37 $0.00 15.6% 4.5% 9.4% 22.8% 0.0% 2.2% -2.5% 218 -10.2K -5 0.00 170.05 N/A N/A 0 0 2 0 2024-11-15 $53.86 $0.00 15.8% 4.5% 9.9% 23.2% 0.0% 3.2% -2.9% 285 -9.8K -7 0.00 168.96 N/A N/A 0 0 2 0 2024-11-18 $54.14 $0.00 16.1% 4.6% 9.8% 23.8% 0.0% 3.0% -2.8% 248 -10.0K -6 0.00 169.56 N/A N/A 0 0 2 0 2024-11-19 $53.91 $0.00 16.4% 4.7% 9.9% 24.6% 0.0% 3.1% -3.0% 275 -9.9K -7 0.00 169.21 N/A N/A 0 0 2 0 2024-11-20 $53.94 $0.00 16.4% 4.7% 9.7% 24.7% 0.0% 6.5% -2.7% 278 -9.9K -7 0.00 169.51 N/A N/A 0 0 2 0 2024-11-21 $54.20 $0.00 17.2% 4.9% 9.7% 26.6% 0.0% 3.3% -3.8% 234 -10.1K -6 0.00 169.30 N/A N/A 0 0 2 0 2024-11-22 $54.53 $0.00 15.9% 4.5% 9.7% 23.4% 0.0% 3.6% -3.4% 241 -10.0K -7 0.00 169.10 N/A N/A 0 0 2 0 2024-11-25 $55.08 $0.00 16.5% 4.7% 10.1% 24.9% 0.0% 3.6% -3.7% 128 -10.7K -3 0.00 168.21 N/A N/A 0 0 2 0 2024-11-26 $55.32 $0.00 17.4% 5.0% 10.2% 27.1% 0.0% 4.6% -4.2% 105 -10.8K -2 0.00 168.15 N/A N/A 0 0 2 0 2024-11-27 $55.34 $0.00 17.8% 5.1% 10.1% 28.0% 0.0% 4.5% -4.6% 105 -10.8K -2 0.00 169.22 N/A N/A 0 0 2 0 2024-11-29 $55.58 $0.00 17.0% 4.9% 9.7% 26.1% 0.0% 4.7% -3.9% 79 -10.9K -2 0.00 167.41 N/A N/A 0 0 2 0
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