TUA Options History — April 2023 In April 2023, TUA traded between $24.87 and $25.60. ATM implied volatility averaged 37.8%. The 30-day expected move averaged 10.8%. Net GEX was positive for 10 of 10 trading days. Term structure was in contango for 0 of 10 days. Put/call ratio averaged 0.13.
Notable Days 2023-04-24 : Highest Volume — 50 contracts2023-04-26 : Largest IV spike — 26.6% change2023-04-26 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $25.15 $24.87 $25.60 $25.07 $25.18 ATM IV 37.8% 33.5% 42.5% 34.0% 41.6% Expected Move 10.8% 9.6% 12.2% 9.7% 11.9% Term Structure -10.7% -13.5% -8.5% -8.9% -13.5% Skew 25d 1.4% -0.6% 8.9% 2.1% -0.4% Skew 10d 2.1% 0.3% 7.6% 7.6% 1.1% Call IV 25d 30.8% 23.0% 51.7% 23.0% 28.5% Put IV 25d 32.2% 23.3% 51.1% 25.1% 28.1% Bid-Ask Spread % 134.63 128.38 144.33 130.08 130.53 Gamma HHI 0.62 0.51 1.00 1.00 0.59 Net GEX 4.3K 772 8.0K 772 8.0K Net DEX -71.3K -140.9K -10.2K -10.2K -136.3K Net VEX -346 -699 -63 -63 -699 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 1.00 0.00 0.00 Total Volume 10.4 0 50 5 1 Total OI 56.1 10 113 10 113
Daily Data (10 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 2023-04-17 $25.07 $0.00 34.0% 9.7% 0.0% 0.0% 0.0% 2.1% -8.9% 772 -10.2K -63 0.00 130.08 N/A N/A 5 0 10 0 2023-04-18 $25.00 $0.00 34.6% 9.9% 0.0% 0.0% 0.0% -0.1% -9.4% 1.0K -16.9K -94 0.00 129.10 N/A N/A 10 0 15 0 2023-04-19 $24.87 $0.00 35.2% 10.1% 0.0% 0.0% 0.0% -0.2% -10.1% 1.7K -28.9K -154 0.00 129.19 N/A N/A 0 0 25 0 2023-04-20 $25.12 $0.00 35.6% 10.2% 0.0% 0.0% 0.0% -0.2% -9.8% 2.0K -30.5K -156 0.00 128.38 N/A N/A 10 0 25 0 2023-04-21 $25.05 $0.00 39.9% 11.5% 0.0% 0.0% 0.0% 0.7% -8.5% 2.4K -41.0K -216 0.00 144.33 N/A N/A 10 0 35 0 2023-04-24 $25.17 $0.00 40.2% 11.5% 0.0% 0.0% 0.0% 8.9% -9.5% 3.6K -54.8K -277 0.00 141.85 N/A N/A 50 0 45 0 2023-04-25 $25.60 $0.00 33.5% 9.6% 0.0% 0.0% 0.0% 3.9% -13.3% 7.8K -140.9K -583 0.00 139.03 N/A N/A 0 0 95 0 2023-04-26 $25.42 $0.00 42.5% 12.2% 0.0% 0.0% 0.0% -0.6% -10.3% 7.9K -134.0K -580 1.00 143.12 N/A N/A 4 4 95 0 2023-04-27 $25.04 $0.00 40.9% 11.7% 0.0% 0.0% 0.0% -0.4% -13.4% 7.6K -119.7K -636 0.00 130.69 N/A N/A 10 0 99 4 2023-04-28 $25.18 $0.00 41.6% 11.9% 0.0% 0.0% 0.0% -0.4% -13.5% 8.0K -136.3K -699 0.00 130.53 N/A N/A 1 0 109 4
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