TUA Options History — May 2023 In May 2023, TUA traded between $23.77 and $25.85. ATM implied volatility averaged 32.9%. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 18.1% (HV 20d: 14.8%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.14.
Notable Days 2023-05-17 : Highest Volume — 12 contracts2023-05-02 : Largest IV spike — 93.5% change2023-05-30 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.89 $23.77 $25.85 $24.98 $24.19 Max Pain $23.30 $23.00 $26.00 $26.00 $23.00 ATM IV 32.9% 18.4% 44.2% 18.4% 36.5% Expected Move 9.1% 5.3% 12.7% 5.3% 10.5% HV 20d 14.8% 13.3% 16.4% 16.4% 13.5% Term Structure -7.6% -25.6% 23.7% 8.9% -21.0% VWIV 21.0% 15.7% 26.3% 15.7% 26.3% Skew 25d 1.0% -12.2% 13.6% 4.8% -10.4% Skew 10d 0.9% -8.6% 15.1% 1.5% -8.6% Call IV 25d 24.5% 15.1% 32.2% 21.1% 32.2% Put IV 25d 25.6% 19.7% 33.7% 26.0% 21.8% Bid-Ask Spread % 130.91 123.89 136.08 127.43 131.85 Gamma HHI 0.52 0.47 0.61 0.60 0.49 Net GEX 10.2K 7.8K 12.1K 7.8K 12.1K Net DEX -159.3K -191.0K -129.7K -129.7K -158.6K Net VEX -866 -1.0K -690 -691 -981 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.00 1.40 0.00 0.00 Total Volume 3.545 0 12 0 0 Total OI 155.864 114 194 114 193
Daily Data (22 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 2023-05-01 $24.98 $0.00 18.4% 5.3% 0.0% 0.0% 0.0% 4.8% 8.9% 7.8K -129.7K -691 0.00 127.43 N/A N/A 0 0 110 4 2023-05-02 $25.32 $0.00 35.6% 10.2% 0.0% 0.0% 15.7% 13.6% -23.2% 8.3K -142.8K -694 0.00 135.11 N/A N/A 1 0 110 4 2023-05-03 $25.58 $26.00 24.5% 7.0% 0.0% 0.0% 0.0% 0.8% 23.7% 9.6K -155.4K -690 0.00 132.07 N/A N/A 0 0 111 4 2023-05-04 $25.85 $0.00 42.3% 6.0% 0.0% 0.0% 0.0% -2.1% 4.6% 7.8K -164.8K -692 0.00 136.08 N/A N/A 10 0 111 4 2023-05-05 $25.48 $0.00 37.2% 9.8% 0.0% 0.0% 0.0% -0.4% -13.5% 9.6K -165.0K -752 0.00 133.16 N/A N/A 0 0 121 4 2023-05-08 $25.27 $0.00 39.3% 8.8% 16.4% 0.0% 0.0% -0.3% -3.7% 8.8K -147.8K -737 0.00 135.97 N/A N/A 10 0 121 4 2023-05-09 $25.21 $0.00 20.1% 8.9% 15.9% 0.0% 0.0% -0.3% -4.3% 9.1K -156.9K -810 0.00 130.88 N/A N/A 10 0 131 4 2023-05-10 $25.46 $0.00 31.2% 8.9% 15.8% 0.0% 0.0% -0.4% -1.9% 10.3K -175.9K -863 0.00 135.23 N/A N/A 10 0 141 4 2023-05-11 $25.50 $0.00 24.6% 7.1% 15.3% 0.0% 0.0% 2.1% 0.8% 11.7K -191.0K -924 0.00 133.88 N/A N/A 0 0 151 4 2023-05-12 $25.29 $0.00 21.7% 6.2% 15.3% 0.0% 0.0% 6.5% 1.0% 11.2K -180.8K -917 0.00 134.29 N/A N/A 0 0 151 4 2023-05-15 $25.27 $0.00 22.3% 6.4% 14.9% 0.0% 0.0% 9.7% 1.7% 11.2K -183.2K -910 0.00 123.89 N/A N/A 0 0 151 4 2023-05-16 $25.09 $0.00 34.5% 9.9% 15.1% 0.0% 0.0% 8.6% -8.6% 10.9K -172.9K -898 0.00 124.61 N/A N/A 0 0 151 4 2023-05-17 $24.93 $0.00 35.1% 10.1% 15.1% 0.0% 26.3% 2.9% -13.8% 10.4K -158.3K -874 1.40 125.48 N/A N/A 5 7 151 4 2023-05-18 $24.68 $23.00 35.9% 10.3% 15.1% 0.0% 0.0% 2.6% 0.8% 9.9K -145.0K -881 0.00 129.13 N/A N/A 11 0 156 11 2023-05-19 $24.57 $23.00 33.8% 9.7% 15.1% 0.0% 0.0% -8.1% -25.6% 11.0K -153.3K -938 0.00 134.77 N/A N/A 0 0 167 11 2023-05-22 $24.54 $23.00 23.5% 6.7% 15.0% 0.0% 0.0% 13.1% -3.3% 10.9K -152.3K -922 0.00 132.23 N/A N/A 10 0 166 11 2023-05-23 $24.46 $23.00 40.4% 11.6% 13.3% 0.0% 0.0% -6.8% -13.0% 10.0K -175.2K -1.0K 0.00 131.25 N/A N/A 1 0 176 11 2023-05-24 $24.32 $23.00 39.3% 11.3% 13.3% 0.0% 0.0% -5.9% -17.2% 11.3K -160.0K -981 0.00 130.49 N/A N/A 0 0 177 11 2023-05-25 $23.84 $23.00 40.5% 11.6% 14.0% 0.0% 0.0% 4.6% -15.0% 10.6K -139.8K -944 0.00 124.10 N/A N/A 0 0 178 11 2023-05-26 $23.77 $23.00 42.1% 12.1% 13.7% 0.0% 0.0% 0.7% -22.1% 10.6K -141.9K -961 0.00 125.94 N/A N/A 3 0 183 11 2023-05-30 $24.00 $23.00 44.2% 12.7% 14.2% 0.0% 0.0% -12.2% -22.8% 10.8K -153.3K -977 0.00 132.19 N/A N/A 0 0 182 11 2023-05-31 $24.19 $23.00 36.5% 10.5% 13.5% 0.0% 0.0% -10.4% -21.0% 12.1K -158.6K -981 0.00 131.85 N/A N/A 0 0 182 11
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