TUA Options History — August 2023

In August 2023, TUA traded between $22.09 and $22.74. ATM implied volatility averaged 32.0%. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 23.3% (HV 20d: 8.7%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-25: Highest Volume — 32 contracts
  • 2023-08-03: Largest IV spike — 54.0% change
  • 2023-08-28: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.41$22.09$22.74$22.41$22.44
Max Pain$22.09$22.00$23.00$23.00$22.00
ATM IV32.0%22.3%45.4%33.4%32.1%
Expected Move8.6%6.4%10.9%9.6%9.2%
HV 20d8.7%7.1%11.3%10.9%9.1%
HV 60d11.0%10.3%11.6%11.6%10.3%
Term Structure-5.9%-22.0%43.4%-5.2%-22.0%
VWIV27.6%23.6%32.5%32.5%25.4%
Skew 25d1.0%-12.8%14.9%9.9%-0.5%
Skew 10d13.7%-6.5%42.7%2.2%14.2%
Call IV 25d25.3%18.0%43.3%19.6%24.4%
Put IV 25d26.3%19.4%41.1%29.5%23.8%
Bid-Ask Spread %130.03116.92143.31125.05140.02
Gamma HHI0.380.330.430.390.33
Net GEX7.6K3.3K10.9K9.1K5.3K
Net DEX-34.4K-63.2K-150-47.5K-8.0K
Net VEX-455-615-301-561-378
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume3.957032010
Total OI286.087270302273301

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$22.41$23.0033.4%9.6%10.9%0.0%0.0%9.9%-5.2%9.1K-47.5K-5610.00125.05N/AN/A0024528
2023-08-02$22.48$23.0022.3%6.4%10.9%0.0%0.0%1.8%3.5%8.3K-41.7K-5420.00129.81N/AN/A0024528
2023-08-03$22.44$22.0034.3%8.2%10.8%0.0%32.5%-12.2%-8.6%8.4K-56.6K-6040.00116.92N/AN/A20024528
2023-08-04$22.70$22.0038.4%6.8%11.3%0.0%0.0%2.8%-0.1%10.9K-62.1K-6150.00120.55N/AN/A0026028
2023-08-07$22.70$22.0035.4%8.1%11.0%0.0%0.0%0.1%-2.3%10.5K-63.2K-6140.00120.50N/AN/A0026028
2023-08-08$22.74$22.0045.4%7.6%11.0%0.0%0.0%-4.9%-3.6%7.4K-33.9K-4660.00123.78N/AN/A0026028
2023-08-09$22.66$22.0027.2%7.8%9.4%0.0%0.0%3.9%-1.4%10.1K-59.7K-5790.00120.42N/AN/A0026028
2023-08-10$22.61$22.0029.7%8.5%8.1%0.0%0.0%-5.0%-0.4%7.4K-31.5K-4480.00132.60N/AN/A0026028
2023-08-11$22.45$22.0029.6%8.5%7.1%0.0%0.0%0.9%-11.4%9.5K-50.1K-5350.00124.18N/AN/A0026028
2023-08-14$22.31$22.0029.5%8.5%7.2%0.0%0.0%-2.1%-11.2%8.4K-42.6K-5040.00123.73N/AN/A0026028
2023-08-15$22.36$22.0028.8%8.3%7.4%0.0%0.0%0.4%-9.4%8.3K-40.0K-4940.00129.26N/AN/A0026028
2023-08-16$22.27$22.0031.8%9.1%7.4%0.0%0.0%-2.8%-17.1%7.6K-40.4K-4890.00119.87N/AN/A0026028
2023-08-17$22.36$22.0023.2%6.7%7.5%0.0%0.0%0.6%43.4%4.9K-15.3K-3530.00119.88N/AN/A0026028
2023-08-18$22.38$22.0028.5%8.2%7.5%0.0%0.0%5.1%-1.3%9.3K-44.5K-4580.00130.33N/AN/A0026028
2023-08-21$22.26$22.0035.6%10.2%7.4%0.0%0.0%14.9%-6.0%8.2K-37.6K-3770.00142.12N/AN/A0026019
2023-08-22$22.18$22.0028.6%8.2%7.5%0.0%0.0%6.1%-4.5%6.5K-17.3K-3010.00131.88N/AN/A0026019
2023-08-23$22.36$22.0027.8%8.0%8.1%0.0%23.6%7.1%-7.4%6.1K-24.1K-3370.00128.20N/AN/A4026019
2023-08-24$22.24$22.0034.2%9.8%7.7%0.0%0.0%-0.4%-11.4%6.5K-23.3K-3110.00140.60N/AN/A21026219
2023-08-25$22.13$22.0036.7%10.5%7.7%0.0%30.2%-12.8%-9.6%8.6K-32.1K-3500.00143.09N/AN/A03225020
2023-08-28$22.09$22.0038.0%10.9%7.7%0.0%0.0%5.9%-12.6%3.3K-150-3590.00141.46N/AN/A1025052
2023-08-29$22.38$22.0028.9%8.3%9.1%0.0%26.5%3.3%-16.1%6.5K-15.5K-4130.00143.13N/AN/A1024952
2023-08-30$22.37$22.0037.4%10.7%9.0%0.0%25.4%1.3%-21.5%4.8K-3.7K-3680.00143.31N/AN/A2024952
2023-08-31$22.44$22.0032.1%9.2%9.1%0.0%0.0%-0.5%-22.0%5.3K-8.0K-3780.00140.02N/AN/A01024952