TUA Options History — June 2023 In June 2023, TUA traded between $22.70 and $24.30. ATM implied volatility averaged 39.3%. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 27.1% (HV 20d: 12.2%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-01 : Highest Volume — 20 contracts2023-06-30 : Largest IV spike — 136.9% change2023-06-30 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $23.42 $22.70 $24.30 $24.30 $22.70 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 39.3% 18.6% 71.2% 29.8% 44.6% Expected Move 8.6% 4.6% 12.8% 8.6% 12.8% HV 20d 12.2% 11.3% 13.0% 13.0% 11.7% HV 60d 13.3% 13.1% 13.4% 13.4% 13.3% Term Structure -6.4% -21.2% 9.5% -12.2% -21.2% Skew 25d 1.9% -13.5% 16.9% -0.5% 0.4% Skew 10d -0.5% -17.5% 4.2% -6.7% 4.1% Call IV 25d 28.8% 18.5% 56.5% 32.2% 56.5% Put IV 25d 30.7% 19.3% 57.0% 31.6% 57.0% Bid-Ask Spread % 131.46 124.12 142.35 132.81 129.35 Gamma HHI 0.50 0.41 0.56 0.48 0.49 Net GEX 11.1K 8.6K 12.5K 10.9K 10.1K Net DEX -120.1K -173.9K -60.6K -173.9K -93.0K Net VEX -849 -997 -637 -994 -764 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.429 0 20 20 1 Total OI 206.429 193 214 193 214
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 2023-06-01 $24.30 $23.00 29.8% 8.6% 13.0% 0.0% 0.0% -0.5% -12.2% 10.9K -173.9K -994 0.00 132.81 N/A N/A 20 0 182 11 2023-06-02 $23.91 $23.00 30.7% 8.8% 12.9% 0.0% 0.0% -13.5% 0.2% 12.2K -149.7K -988 0.00 128.73 N/A N/A 0 0 192 11 2023-06-05 $23.94 $0.00 42.1% 8.2% 12.4% 0.0% 0.0% 8.3% -13.4% 10.9K -161.5K -989 0.00 129.59 N/A N/A 2 0 192 11 2023-06-06 $23.80 $0.00 45.5% 9.9% 12.3% 0.0% 0.0% 1.3% -21.0% 10.3K -160.4K -997 0.00 138.54 N/A N/A 1 0 196 11 2023-06-07 $23.70 $0.00 47.5% 8.7% 12.3% 0.0% 0.0% 4.6% -18.4% 12.1K -136.7K -958 0.00 128.81 N/A N/A 0 0 197 11 2023-06-08 $23.80 $0.00 45.9% 5.3% 11.6% 0.0% 0.0% 1.4% 0.9% 12.2K -136.2K -923 0.00 124.21 N/A N/A 0 0 197 11 2023-06-09 $23.62 $0.00 58.5% 4.6% 11.6% 0.0% 0.0% 13.4% 3.7% 11.3K -136.0K -945 0.00 124.12 N/A N/A 0 0 197 11 2023-06-12 $23.66 $0.00 71.2% 5.5% 11.6% 0.0% 0.0% 10.5% 0.3% 11.8K -133.8K -926 0.00 126.46 N/A N/A 0 0 197 11 2023-06-13 $23.41 $0.00 70.4% 10.3% 11.8% 0.0% 0.0% 9.3% -8.8% 11.2K -120.2K -871 0.00 139.52 N/A N/A 1 0 197 11 2023-06-14 $23.27 $0.00 34.1% 9.8% 11.8% 0.0% 0.0% -0.1% -16.4% 10.9K -101.4K -805 0.00 136.15 N/A N/A 0 0 198 11 2023-06-15 $23.49 $0.00 18.6% 5.3% 12.6% 0.0% 0.0% -4.2% 9.5% 11.1K -127.0K -888 0.00 132.18 N/A N/A 0 0 198 11 2023-06-16 $23.29 $0.00 25.8% 7.4% 12.5% 0.0% 0.0% -3.2% -8.1% 9.4K -111.0K -832 0.00 133.20 N/A N/A 3 0 198 11 2023-06-20 $23.36 $0.00 39.5% 11.3% 12.7% 0.0% 0.0% 2.1% -7.7% 12.5K -107.4K -776 0.00 137.99 N/A N/A 0 1 198 4 2023-06-21 $23.30 $0.00 31.2% 8.9% 12.7% 0.0% 0.0% 1.5% -4.9% 12.1K -104.0K -774 0.00 127.16 N/A N/A 0 0 198 5 2023-06-22 $23.12 $0.00 29.5% 8.5% 12.8% 0.0% 0.0% -4.4% 0.8% 11.2K -100.0K -738 0.00 129.49 N/A N/A 1 0 198 5 2023-06-23 $23.23 $0.00 30.4% 8.7% 13.0% 0.0% 0.0% -4.0% 6.0% 11.9K -101.7K -750 0.00 133.74 N/A N/A 0 0 199 5 2023-06-26 $23.27 $0.00 42.5% 12.2% 11.3% 0.0% 0.0% -10.5% -10.2% 11.6K -111.3K -768 0.00 142.35 N/A N/A 0 0 199 5 2023-06-27 $22.95 $0.00 37.3% 10.7% 12.1% 0.0% 0.0% 8.3% -15.7% 10.9K -101.1K -737 0.00 133.23 N/A N/A 0 0 199 5 2023-06-28 $23.06 $0.00 31.4% 9.0% 11.6% 0.0% 0.0% 1.6% -2.2% 10.5K -95.1K -762 0.00 127.07 N/A N/A 0 0 199 15 2023-06-29 $22.70 $0.00 18.8% 5.4% 12.0% 0.0% 0.0% 16.9% 4.5% 8.6K -60.6K -637 0.00 125.99 N/A N/A 0 0 199 15 2023-06-30 $22.70 $0.00 44.6% 12.8% 11.7% 0.0% 0.0% 0.4% -21.2% 10.1K -93.0K -764 0.00 129.35 N/A N/A 0 1 199 15
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