OUSA Options History — January 2025

In January 2025, OUSA traded between $52.22 and $54.59. ATM implied volatility averaged 21.8%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 11.8% (HV 20d: 10.1%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2025-01-13: Largest IV spike — 161.3% change
  • 2025-01-14: Highest IV Rank — 100.0%
  • 2025-01-03: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.49$52.22$54.59$52.84$54.50
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV21.8%15.4%57.2%20.1%19.9%
Expected Move4.9%4.2%6.0%5.8%5.7%
HV 20d10.1%8.8%12.1%9.2%8.8%
HV 60d9.5%9.0%9.7%9.4%9.6%
IV Rank33.4%17.7%100.0%33.2%26.5%
IV Percentile57.4%24.6%100.0%77.4%73.4%
Term Structure-2.9%-6.2%10.3%-4.9%-5.5%
Skew 25d3.9%0.7%16.5%16.5%2.1%
Skew 10d5.7%0.0%15.3%0.6%6.5%
Call IV 25d13.3%10.4%20.3%16.7%14.1%
Put IV 25d17.2%14.3%33.2%33.2%16.2%
Bid-Ask Spread %167.38151.19185.95151.19164.71
Gamma HHI1.001.001.001.001.00
Net GEX14305164320
Net DEX-3.3K-10.1K0-9.2K0
Net VEX-1-50-50
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.70220

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$52.84$50.0020.1%5.8%9.2%33.2%0.0%16.5%-4.9%432-9.2K-50.00151.19N/AN/A0020
2025-01-03$53.07$50.0020.8%6.0%9.5%34.8%0.0%7.9%-6.2%382-9.6K-40.00155.82N/AN/A0020
2025-01-06$52.88$0.0022.5%4.2%9.4%38.9%0.0%3.2%-3.0%417-9.4K-40.00172.01N/AN/A0020
2025-01-07$52.74$0.0037.2%5.6%9.4%74.6%0.0%3.8%-4.1%451-8.7K-50.00185.95N/AN/A0020
2025-01-08$52.92$0.0021.8%4.2%9.4%37.3%0.0%3.4%-2.5%277-10.1K-20.00171.71N/AN/A0020
2025-01-10$52.22$0.0015.5%4.6%10.2%22.0%0.0%3.0%-2.9%384-10.0K-10.00170.04N/AN/A0020
2025-01-13$52.40$0.0040.5%4.9%10.4%82.5%0.0%2.9%-3.2%516-9.1K-20.00167.24N/AN/A0020
2025-01-14$52.45$0.0057.2%4.8%10.5%100.0%0.0%3.1%-3.4%0000.00167.64N/AN/A0000
2025-01-15$53.21$0.0015.7%4.5%12.0%18.3%0.0%2.8%-3.6%0000.00169.77N/AN/A0000
2025-01-16$53.22$0.0015.6%4.5%12.0%18.0%0.0%3.3%10.3%0000.00168.99N/AN/A0000
2025-01-17$53.44$0.0016.7%4.8%12.1%20.2%0.0%2.2%-3.1%0000.00169.33N/AN/A0000
2025-01-21$53.76$0.0015.6%4.5%10.2%18.0%0.0%2.4%-2.6%0000.00168.39N/AN/A0000
2025-01-22$53.91$0.0015.4%4.4%10.2%17.7%0.0%2.5%-2.6%0000.00168.21N/AN/A0000
2025-01-23$54.04$0.0015.6%4.5%9.9%18.1%0.0%2.6%-2.5%0000.00168.11N/AN/A0000
2025-01-24$54.07$0.0016.1%4.6%9.9%19.1%0.0%4.9%-2.7%0000.00167.49N/AN/A0000
2025-01-27$54.59$0.0016.8%4.8%10.2%20.4%0.0%5.8%-3.2%0000.00165.78N/AN/A0000
2025-01-28$54.59$0.0016.7%4.8%10.1%20.2%0.0%2.8%-2.9%0000.00164.90N/AN/A0000
2025-01-29$54.52$0.0018.0%5.1%9.3%22.7%0.0%1.8%-4.0%0000.00164.87N/AN/A0000
2025-01-30$54.45$0.0019.0%5.4%9.0%24.7%0.0%0.7%-4.7%0000.00165.33N/AN/A0000
2025-01-31$54.50$0.0019.9%5.7%8.8%26.5%0.0%2.1%-5.5%0000.00164.71N/AN/A0000