OUSA Options History — December 2024 In December 2024, OUSA traded between $53.02 and $55.36. ATM implied volatility averaged 15.2%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 6.6% (HV 20d: 8.6%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days.
Notable Days 2024-12-31 : Largest IV spike — 41.0% change2024-12-10 : Highest IV Rank — 39.9%2024-12-18 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $54.32 $53.02 $55.36 $55.36 $53.02 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 15.2% 7.2% 22.7% 19.6% 12.6% Expected Move 4.0% 2.1% 6.4% 5.6% 3.6% HV 20d 8.6% 6.5% 10.0% 10.0% 9.2% HV 60d 8.9% 8.3% 9.6% 8.8% 9.6% IV Rank 21.6% 1.9% 39.9% 32.4% 14.9% IV Percentile 40.8% 1.2% 84.9% 76.6% 16.3% Term Structure -1.0% -6.5% 6.1% -5.8% 4.3% Skew 25d 2.1% -2.6% 6.8% 3.2% -2.6% Skew 10d 0.4% -6.3% 7.3% 4.5% -4.6% Call IV 25d 11.1% 7.2% 15.0% 13.5% 12.0% Put IV 25d 13.2% 7.4% 21.5% 16.7% 9.4% Bid-Ask Spread % 148.00 133.73 166.86 165.94 141.54 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 141 3 375 172 240 Net DEX -10.5K -10.8K -9.1K -10.5K -10.2K Net VEX -2 -7 0 -4 -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 (21 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 2024-12-02 $55.36 $0.00 19.6% 5.6% 10.0% 32.4% 0.0% 3.2% -5.8% 172 -10.5K -4 0.00 165.94 N/A N/A 0 0 2 0 2024-12-03 $55.26 $0.00 19.7% 5.6% 9.9% 32.6% 0.0% 2.1% -6.1% 111 -10.8K -2 0.00 166.48 N/A N/A 0 0 2 0 2024-12-04 $55.20 $0.00 20.1% 5.8% 9.9% 33.5% 0.0% 1.6% -6.5% 114 -10.8K -2 0.00 166.86 N/A N/A 0 0 2 0 2024-12-05 $55.30 $50.00 20.1% 4.0% 7.9% 33.6% 0.0% 3.1% -3.0% 99 -10.8K -2 0.00 149.64 N/A N/A 0 0 2 0 2024-12-06 $55.23 $50.00 20.9% 4.1% 7.7% 35.4% 0.0% 3.7% -2.8% 109 -10.8K -2 0.00 149.79 N/A N/A 0 0 2 0 2024-12-09 $54.86 $50.00 21.3% 3.9% 7.9% 36.6% 0.0% 5.2% -2.6% 141 -10.6K -3 0.00 149.59 N/A N/A 0 0 2 0 2024-12-10 $54.92 $50.00 22.7% 4.0% 7.9% 39.9% 0.0% 2.9% -2.7% 122 -10.7K -2 0.00 150.16 N/A N/A 0 0 2 0 2024-12-11 $54.88 $50.00 13.6% 3.9% 7.8% 17.9% 0.0% 2.3% -2.2% 124 -10.7K -2 0.00 150.72 N/A N/A 0 0 2 0 2024-12-12 $54.76 $50.00 14.2% 4.1% 7.8% 19.3% 0.0% 2.5% -3.1% 140 -10.6K -2 0.00 150.63 N/A N/A 0 0 2 0 2024-12-13 $54.70 $50.00 14.0% 4.0% 7.4% 18.9% 0.0% 2.6% -2.9% 143 -10.6K -2 0.00 150.47 N/A N/A 0 0 2 0 2024-12-16 $54.50 $50.00 16.5% 4.7% 6.6% 24.8% 0.0% 2.8% -4.5% 199 -10.4K -3 0.00 152.18 N/A N/A 0 0 2 0 2024-12-17 $54.34 $50.00 16.2% 4.6% 6.5% 24.2% 0.0% 4.3% -4.7% 193 -10.4K -3 0.00 150.76 N/A N/A 0 0 2 0 2024-12-18 $53.31 $50.00 22.4% 6.4% 9.3% 39.1% 0.0% 6.8% -5.1% 375 -9.1K -7 0.00 154.56 N/A N/A 0 0 2 0 2024-12-19 $53.19 $50.00 13.3% 3.8% 9.4% 17.2% 0.0% 1.7% 1.1% 285 -10.1K -3 0.00 137.59 N/A N/A 0 0 2 0 2024-12-20 $53.59 $50.00 9.8% 2.8% 9.6% 8.8% 0.0% 2.2% 3.0% 116 -10.6K -1 0.00 139.82 N/A N/A 0 0 2 0 2024-12-23 $53.56 $50.00 8.1% 2.3% 9.3% 4.7% 0.0% 0.7% 3.8% 88 -10.6K -1 0.00 133.73 N/A N/A 0 0 2 0 2024-12-24 $53.92 $50.00 9.4% 2.7% 8.8% 7.3% 0.0% -0.3% 3.3% 71 -10.7K -1 0.00 138.97 N/A N/A 0 0 2 0 2024-12-26 $54.10 $50.00 7.2% 2.1% 8.8% 1.9% 0.0% 0.2% 5.1% 3 -10.8K 0 0.00 136.68 N/A N/A 0 0 2 0 2024-12-27 $53.55 $50.00 8.1% 2.3% 9.3% 4.1% 0.0% -0.6% 6.1% 38 -10.7K 0 0.00 135.99 N/A N/A 0 0 2 0 2024-12-30 $53.20 $50.00 8.9% 2.6% 9.2% 6.0% 0.0% 1.0% 5.2% 81 -10.6K 0 0.00 135.80 N/A N/A 0 0 2 0 2024-12-31 $53.02 $50.00 12.6% 3.6% 9.2% 14.9% 0.0% -2.6% 4.3% 240 -10.2K -2 0.00 141.54 N/A N/A 0 0 2 0
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