TUA Options History — July 2023 In July 2023, TUA traded between $22.38 and $23.27. ATM implied volatility averaged 33.6%. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 21.4% (HV 20d: 12.2%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.21.
Notable Days 2023-07-14 : Highest Volume — 12 contracts2023-07-19 : Largest IV spike — 80.9% change2023-07-24 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $22.71 $22.38 $23.27 $22.56 $22.46 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 33.6% 18.8% 60.0% 28.1% 32.5% Expected Move 8.7% 5.4% 11.9% 8.1% 9.3% HV 20d 12.2% 10.7% 13.9% 10.8% 11.1% HV 60d 13.0% 11.9% 13.7% 13.2% 11.9% Term Structure -1.4% -17.6% 9.9% 9.9% -2.6% VWIV 24.8% 21.4% 26.0% 26.0% 26.0% Skew 25d 0.1% -15.8% 16.2% -2.3% -0.6% Skew 10d -1.4% -12.7% 13.2% 1.8% -4.4% Call IV 25d 27.7% 19.9% 45.3% 30.6% 28.8% Put IV 25d 27.9% 20.2% 43.7% 28.2% 28.2% Bid-Ask Spread % 129.79 124.16 141.70 126.33 129.14 Gamma HHI 0.45 0.39 0.51 0.48 0.39 Net GEX 10.1K 7.7K 12.4K 9.2K 9.8K Net DEX -81.1K -108.4K -50.7K -87.2K -63.2K Net VEX -677 -759 -561 -713 -605 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.00 1.67 0.00 0.00 Total Volume 4.25 0 12 1 1 Total OI 237.6 215 271 215 271
Daily Data (20 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 2023-07-03 $22.56 $0.00 28.1% 8.1% 10.8% 0.0% 0.0% -2.3% 9.9% 9.2K -87.2K -713 0.00 126.33 N/A N/A 0 1 199 16 2023-07-05 $22.52 $0.00 33.9% 9.7% 10.7% 0.0% 0.0% 8.8% -1.5% 7.7K -50.7K -561 0.00 127.84 N/A N/A 0 10 199 17 2023-07-06 $22.39 $23.00 47.8% 9.3% 10.7% 0.0% 0.0% 16.2% -2.9% 8.5K -64.1K -625 0.00 133.89 N/A N/A 8 0 199 17 2023-07-07 $22.52 $23.00 39.7% 8.4% 11.1% 0.0% 26.0% 0.1% -6.1% 10.4K -93.2K -740 0.00 128.98 N/A N/A 0 2 204 17 2023-07-10 $22.69 $23.00 60.0% 8.2% 11.4% 0.0% 0.0% 12.8% -3.6% 10.5K -88.0K -701 0.00 127.62 N/A N/A 2 0 204 15 2023-07-11 $22.63 $23.00 33.7% 7.6% 11.3% 0.0% 0.0% 4.4% 3.5% 9.4K -87.8K -701 0.00 124.16 N/A N/A 0 0 206 15 2023-07-12 $22.99 $23.00 26.2% 7.5% 12.9% 0.0% 0.0% -2.1% 8.1% 10.7K -86.6K -695 0.00 128.42 N/A N/A 10 0 206 15 2023-07-13 $23.27 $23.00 32.9% 9.4% 13.3% 0.0% 0.0% -2.5% -6.7% 12.0K -102.1K -737 0.00 130.00 N/A N/A 3 0 206 15 2023-07-14 $22.96 $23.00 31.9% 9.1% 13.9% 0.0% 0.0% 2.5% -7.1% 12.4K -108.4K -759 0.00 128.38 N/A N/A 12 0 206 15 2023-07-17 $22.99 $23.00 23.1% 6.6% 13.4% 0.0% 25.6% 2.2% 9.8% 11.5K -94.2K -710 1.67 124.93 N/A N/A 3 5 218 15 2023-07-18 $22.95 $23.00 18.8% 5.4% 13.2% 0.0% 0.0% 3.5% 5.2% 10.9K -91.8K -724 0.00 125.20 N/A N/A 0 0 221 20 2023-07-19 $22.95 $23.00 33.9% 9.7% 13.1% 0.0% 0.0% 2.1% -2.1% 10.9K -75.9K -665 0.00 127.14 N/A N/A 0 0 221 20 2023-07-20 $22.82 $23.00 33.6% 9.6% 13.2% 0.0% 0.0% -14.9% -0.5% 9.7K -91.3K -719 0.00 140.46 N/A N/A 10 0 221 20 2023-07-21 $22.79 $23.00 34.2% 9.8% 12.9% 0.0% 0.0% -15.8% 0.2% 10.1K -97.5K -736 0.00 141.70 N/A N/A 2 0 231 20 2023-07-24 $22.64 $23.00 41.5% 11.9% 12.9% 0.0% 0.0% -13.7% -17.6% 9.8K -85.6K -687 0.00 140.85 N/A N/A 0 0 235 20 2023-07-25 $22.61 $23.00 25.1% 7.2% 12.9% 0.0% 0.0% 1.3% 9.1% 9.8K -69.3K -602 0.00 125.94 N/A N/A 0 3 235 20 2023-07-26 $22.59 $23.00 37.7% 10.8% 12.0% 0.0% 21.4% -10.6% -17.5% 9.8K -69.6K -646 0.40 129.97 N/A N/A 5 2 235 23 2023-07-27 $22.38 $23.00 30.0% 8.6% 12.2% 0.0% 0.0% 5.3% -7.5% 8.6K -61.5K -620 0.00 127.45 N/A N/A 5 0 240 25 2023-07-28 $22.45 $23.00 28.1% 8.0% 11.1% 0.0% 26.0% 6.4% 2.5% 9.8K -54.5K -588 0.00 127.46 N/A N/A 0 1 245 25 2023-07-31 $22.46 $23.00 32.5% 9.3% 11.1% 0.0% 0.0% -0.6% -2.6% 9.8K -63.2K -605 0.00 129.14 N/A N/A 0 1 245 26
« Jun 2023 | All History | Aug 2023 » Home TUA History July 2023