TUA Options History — September 2023 In September 2023, TUA traded between $21.64 and $22.38. ATM implied volatility averaged 34.3%. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 25.9% (HV 20d: 8.4%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-25 : Highest Volume — 15,015 contracts2023-09-25 : Largest IV spike — 67.0% change2023-09-25 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.96 $21.64 $22.38 $22.38 $21.88 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 34.3% 21.4% 54.0% 29.8% 32.8% Expected Move 8.3% 6.0% 13.4% 8.5% 9.4% HV 20d 8.4% 6.3% 9.4% 8.1% 7.2% HV 60d 9.8% 8.9% 10.5% 10.3% 9.0% Term Structure -0.6% -15.2% 17.8% -15.2% 17.8% Skew 25d 1.7% -17.7% 18.9% 2.4% -17.7% Skew 10d 0.7% -8.6% 8.9% 8.9% 0.9% Call IV 25d 30.5% 16.9% 62.0% 20.8% 48.4% Put IV 25d 32.2% 18.8% 58.6% 23.2% 30.7% Bid-Ask Spread % 140.81 129.52 149.43 137.19 144.68 Gamma HHI 0.55 0.30 0.99 0.35 0.99 Net GEX 235.6K -8.8K 1.3M 808 970.0K Net DEX -2.1M -12.7M 41.5K 16.7K -12.7M Net VEX -11.3K -59.5K -267 -349 -59.5K 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 768.4 0 15,015 0 0 Total OI 3,299.25 149 15,428 311 15,428
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 2023-09-01 $22.38 $22.00 29.8% 8.5% 8.1% 0.0% 0.0% 2.4% -15.2% 808 16.7K -349 0.00 137.19 N/A N/A 0 0 249 62 2023-09-05 $22.19 $22.00 28.9% 6.0% 8.5% 0.0% 0.0% 18.9% -4.2% -1.9K 30.2K -303 0.00 133.32 N/A N/A 0 0 249 62 2023-09-06 $22.01 $22.00 44.3% 6.9% 8.8% 0.0% 0.0% 4.2% -1.6% -8.8K 41.5K -267 0.00 136.08 N/A N/A 40 0 249 62 2023-09-07 $22.18 $22.00 51.2% 10.0% 9.4% 0.0% 0.0% -0.2% -8.5% -4.6K -4.6K -455 0.00 149.43 N/A N/A 20 0 289 62 2023-09-08 $22.12 $22.00 54.0% 8.1% 9.4% 0.0% 0.0% -0.2% -8.2% -217 -22.1K -530 0.00 142.52 N/A N/A 1 0 309 62 2023-09-11 $22.12 $22.00 47.4% 8.0% 9.1% 0.0% 0.0% -0.1% -13.6% -7.1K -4.1K -498 0.00 138.57 N/A N/A 1 0 310 62 2023-09-12 $22.06 $22.00 34.4% 6.0% 8.9% 0.0% 0.0% -4.1% -2.6% -5.0K -5.1K -520 0.00 134.60 N/A N/A 3 0 311 62 2023-09-13 $22.13 $22.00 22.8% 6.5% 8.9% 0.0% 0.0% 1.4% -0.8% 4.1K -25.6K -548 0.00 139.51 N/A N/A 4 0 313 62 2023-09-14 $22.05 $22.00 36.4% 10.4% 8.9% 0.0% 0.0% 13.2% -4.7% 5.4K -23.9K -530 0.00 143.76 N/A N/A 8 0 317 62 2023-09-15 $21.99 $22.00 21.7% 6.2% 8.8% 0.0% 0.0% 3.8% 5.3% -6.9K -1.1K -520 0.00 138.87 N/A N/A 16 0 324 62 2023-09-18 $21.94 $22.00 28.1% 8.0% 8.8% 0.0% 0.0% 2.1% 15.7% 5.4K -55.1K -576 0.00 149.42 N/A N/A 20 0 130 19 2023-09-19 $21.82 $22.00 28.5% 8.2% 8.8% 0.0% 0.0% 0.7% 2.7% 7.0K -49.0K -614 0.00 137.79 N/A N/A 2 0 150 19 2023-09-20 $21.73 $22.00 21.4% 6.2% 8.8% 0.0% 0.0% -14.9% 0.1% 6.9K -41.1K -573 0.00 145.16 N/A N/A 36 0 151 19 2023-09-21 $21.73 $22.00 22.8% 6.5% 8.1% 0.0% 0.0% 9.6% 15.1% 8.9K -65.0K -764 0.00 145.15 N/A N/A 10 0 202 19 2023-09-22 $21.79 $22.00 28.0% 8.0% 8.1% 0.0% 0.0% 10.8% 7.7% 9.0K -79.0K -846 0.00 140.77 N/A N/A 0 0 212 19 2023-09-25 $21.77 $22.00 46.7% 13.4% 8.0% 0.0% 0.0% 1.2% -8.6% 9.7K -70.8K -802 0.00 149.14 N/A N/A 15,015 0 212 19 2023-09-26 $21.77 $22.00 40.3% 11.6% 8.0% 0.0% 0.0% -5.8% -4.6% 1.2M -9.4M -53.8K 0.00 145.45 N/A N/A 53 0 15,227 19 2023-09-27 $21.64 $22.00 29.0% 8.3% 6.3% 0.0% 0.0% 7.0% 6.0% 1.2M -8.9M -52.0K 0.00 129.52 N/A N/A 2 0 15,280 19 2023-09-28 $21.81 $22.00 36.7% 10.5% 7.2% 0.0% 0.0% 1.1% -9.8% 1.3M -9.7M -51.8K 0.00 135.34 N/A N/A 137 0 15,282 19 2023-09-29 $21.88 $22.00 32.8% 9.4% 7.2% 0.0% 0.0% -17.7% 17.8% 970.0K -12.7M -59.5K 0.00 144.68 N/A N/A 0 0 15,409 19
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