TUA Options History — April 2024

In April 2024, TUA traded between $20.88 and $21.84. ATM implied volatility averaged 18.2%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 8.4% (HV 20d: 9.7%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 2.69.

Notable Days

  • 2024-04-25: Highest Volume — 740 contracts
  • 2024-04-10: Largest IV spike — 63.9% change
  • 2024-04-24: Highest IV Rank — 33.0%
  • 2024-04-05: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.30$20.88$21.84$21.69$20.88
Max Pain$21.23$21.00$22.00$22.00$21.00
ATM IV18.2%6.8%28.1%9.9%14.5%
Expected Move5.9%2.0%8.1%2.8%4.2%
HV 20d9.7%7.2%11.0%7.6%10.9%
HV 60d10.2%9.7%10.5%9.9%9.7%
IV Rank17.6%0.0%33.0%3.5%11.9%
IV Percentile31.8%0.0%58.7%4.6%24.6%
Term Structure-4.0%-16.1%15.2%0.5%-10.8%
VWIV16.7%8.2%32.4%9.3%18.1%
Skew 25d-6.8%-15.7%7.5%-12.7%-11.6%
Skew 10d-7.8%-25.1%7.3%-7.1%-13.4%
Call IV 25d18.5%10.4%38.4%20.4%21.1%
Put IV 25d11.7%7.8%23.9%7.8%9.5%
Bid-Ask Spread %139.85129.12146.47135.38134.67
Gamma HHI0.650.440.840.590.73
Net GEX-506.1K-1.0M-78.2K-345.8K-813.5K
Net DEX1.4M-326.7K2.9M581.8K2.9M
Net VEX-14.4K-16.2K-12.4K-14.9K-15.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.690.0022.000.000.18
Total Volume134.72707404813
Total OI6,863.5456,0237,6486,9456,767

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$21.69$22.009.9%2.8%7.6%3.5%9.3%-12.7%0.5%-345.8K581.8K-14.9K0.00135.38N/AN/A4802,6924,253
2024-04-02$21.73$22.006.8%2.0%7.4%0.0%0.0%-2.4%2.9%-124.8K-102.1K-12.5K0.00129.12N/AN/A2002,7144,253
2024-04-03$21.77$22.0010.7%3.1%7.2%6.0%0.0%-11.1%-0.8%-285.0K162.0K-13.8K0.05138.50N/AN/A2012,7344,253
2024-04-04$21.84$22.0010.3%5.9%7.3%5.3%8.2%3.6%5.4%-78.2K-326.7K-12.4K0.32138.84N/AN/A129412,7344,254
2024-04-05$21.63$22.008.6%8.1%7.7%2.7%31.5%-15.7%-12.0%-315.5K934.1K-16.2K0.16139.64N/AN/A145232,8464,294
2024-04-08$21.54$21.0013.7%6.2%7.6%10.7%0.0%-10.7%2.0%-420.0K1.0M-15.5K0.00146.47N/AN/A012,9304,306
2024-04-09$21.63$21.0013.0%7.0%7.8%9.6%0.0%-1.1%3.9%-386.9K359.3K-13.8K0.00144.34N/AN/A032,9304,307
2024-04-10$21.14$21.0021.3%6.1%10.8%22.4%32.4%-7.6%-8.4%-1.0M2.3M-15.3K3.01142.40N/AN/A1444332,9304,309
2024-04-11$21.20$21.0023.6%6.8%10.9%26.0%0.0%7.5%-10.7%-399.5K1.7M-15.6K22.00145.21N/AN/A3663,0633,929
2024-04-12$21.29$21.0022.1%6.3%11.0%23.7%31.8%7.1%-1.0%-358.2K1.3M-15.3K0.06144.52N/AN/A13583,0633,900
2024-04-15$21.21$21.0025.0%7.2%11.0%28.2%0.0%-7.6%-9.6%-438.1K1.9M-14.4K0.00143.09N/AN/A002,9783,900
2024-04-16$21.13$21.0025.8%7.4%11.0%29.4%10.6%-11.6%-10.2%-473.1K2.3M-14.0K3.16143.03N/AN/A792502,9783,900
2024-04-17$21.23$21.0024.7%7.1%11.0%27.8%0.0%-9.8%-10.4%-443.3K1.7M-15.0K0.00142.55N/AN/A8203,0574,150
2024-04-18$21.12$21.0022.3%6.4%10.5%24.1%8.6%-9.3%-9.5%-606.9K2.0M-14.4K1.91142.59N/AN/A1562983,1394,150
2024-04-19$21.14$21.0025.4%7.3%10.5%28.9%9.2%-10.3%-12.4%-962.7K1.2M-14.2K0.20142.71N/AN/A54113,2284,420
2024-04-22$21.16$21.0026.3%7.5%10.4%30.3%0.0%-10.0%-12.9%-508.7K1.0M-13.7K0.33136.23N/AN/A312,7803,245
2024-04-23$21.24$21.0027.0%7.7%10.5%31.3%0.0%-5.7%-16.1%-424.8K826.5K-13.6K1.18138.68N/AN/A17202,7793,244
2024-04-24$21.20$21.0028.1%8.1%10.5%33.0%0.0%-9.8%-14.5%-463.9K947.9K-13.6K0.00145.93N/AN/A1702,7863,244
2024-04-25$20.95$21.0013.3%3.8%11.0%10.1%8.6%-6.0%12.2%-679.8K2.1M-13.1K15.82132.63N/AN/A446962,7863,244
2024-04-26$20.95$21.0013.0%3.7%11.0%9.6%0.0%-7.8%15.2%-848.0K2.6M-15.9K0.00136.14N/AN/A012,8303,934
2024-04-29$21.01$21.0014.4%4.1%10.9%11.7%15.9%-7.7%10.1%-740.5K2.3M-15.7K0.00134.01N/AN/A202,8303,935
2024-04-30$20.88$21.0014.5%4.2%10.9%11.9%18.1%-11.6%-10.8%-813.5K2.9M-15.0K0.18134.67N/AN/A1122,8323,935