TUA Options History — June 2024

In June 2024, TUA traded between $21.12 and $21.59. ATM implied volatility averaged 23.1%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 14.1% (HV 20d: 9.0%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.08.

Notable Days

  • 2024-06-13: Highest Volume — 169 contracts
  • 2024-06-12: Largest IV spike — 133.1% change
  • 2024-06-26: Highest IV Rank — 60.1%
  • 2024-06-10: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.38$21.12$21.59$21.21$21.31
Max Pain$21.77$21.00$22.00$21.00$22.00
ATM IV23.1%7.4%38.8%7.4%33.8%
Expected Move8.0%2.1%11.3%2.1%9.7%
HV 20d9.0%6.7%10.0%6.7%9.6%
HV 60d9.4%8.8%9.6%8.8%9.5%
IV Rank29.7%1.1%60.1%1.1%50.8%
IV Percentile52.6%1.2%92.5%1.2%83.3%
Term Structure-6.5%-27.6%30.9%30.9%-15.2%
VWIV23.7%14.6%35.9%22.7%21.6%
Skew 25d-3.3%-22.3%15.7%-3.2%3.3%
Skew 10d-2.0%-20.4%47.9%-3.3%-11.8%
Call IV 25d22.0%11.2%46.0%11.7%17.0%
Put IV 25d18.8%8.3%39.9%8.5%20.3%
Bid-Ask Spread %136.74121.41148.04121.41136.89
Gamma HHI0.360.280.480.460.36
Net GEX-150.8K-425.4K-5.2K-321.2K-7.4K
Net DEX-313.1K-826.2K412.5K412.5K-398.3K
Net VEX-12.7K-14.9K-10.8K-14.6K-12.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.070.000.00
Total Volume53.84201695810
Total OI5,6943,2226,6016,3603,454

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$21.21$21.007.4%2.1%6.7%1.1%0.0%-3.2%30.9%-321.2K412.5K-14.6K0.00121.41N/AN/A5803,2253,135
2024-06-04$21.34$21.0013.0%3.7%7.0%9.7%0.0%-6.8%17.5%-161.4K117.6K-14.8K0.00123.75N/AN/A3403,3833,135
2024-06-05$21.44$21.0011.4%3.3%7.2%7.2%0.0%0.3%18.4%-118.9K-279.8K-14.9K0.00124.86N/AN/A403,4213,135
2024-06-06$21.46$0.0011.6%8.0%7.2%7.6%0.0%-8.1%-20.8%-157.9K-465.5K-13.4K0.00140.08N/AN/A003,4193,135
2024-06-07$21.12$0.008.1%10.4%9.2%2.1%0.0%-12.9%-22.2%-420.7K292.8K-14.2K0.00148.04N/AN/A14603,4193,135
2024-06-10$21.13$0.009.1%11.3%9.1%3.7%0.0%-9.2%-27.6%-425.4K221.0K-13.5K0.00147.01N/AN/A103,4513,135
2024-06-11$21.23$0.0011.9%7.7%9.2%8.1%0.0%-14.0%-20.6%-281.6K227.1K-13.7K0.00142.36N/AN/A1503,4513,135
2024-06-12$21.39$0.0027.8%8.0%9.5%32.7%0.0%-22.3%-17.1%-177.5K-422.7K-13.9K0.02146.63N/AN/A11123,4663,135
2024-06-13$21.56$0.0024.8%7.1%9.5%28.3%22.7%15.7%-2.8%-124.7K-824.4K-11.9K0.00138.46N/AN/A16903,4053,133
2024-06-14$21.59$22.0029.6%8.5%9.3%43.0%0.0%8.6%-7.6%-94.8K-656.8K-13.1K0.31138.01N/AN/A1653,3793,133
2024-06-17$21.41$22.0032.4%9.3%9.8%48.3%0.0%1.9%-17.2%-219.1K-319.1K-11.7K0.00145.41N/AN/A303,3733,133
2024-06-18$21.55$22.0030.6%8.8%10.0%44.7%0.0%1.0%4.4%-122.1K-826.2K-10.8K0.00138.72N/AN/A1003,3763,133
2024-06-20$21.49$22.0036.0%10.3%10.0%55.1%0.0%2.2%-9.7%-150.0K-463.8K-11.5K0.00138.67N/AN/A3903,3863,133
2024-06-21$21.51$22.0031.2%8.9%9.9%45.9%0.0%-8.3%10.4%-12.1K-777.2K-11.2K0.00138.36N/AN/A13103,4253,133
2024-06-24$21.49$22.0024.3%7.0%9.7%33.0%35.9%-11.8%-3.6%-14.1K-463.4K-11.0K0.02138.31N/AN/A11721,5841,638
2024-06-25$21.39$22.0020.3%5.8%9.5%25.5%14.6%6.5%9.4%-5.2K-459.5K-11.9K0.00121.86N/AN/A401,6991,640
2024-06-26$21.27$22.0038.8%11.1%9.8%60.1%21.6%-9.8%-26.8%-41.7K-503.4K-11.4K1.07135.29N/AN/A29311,7001,640
2024-06-27$21.34$22.0037.2%10.7%9.7%57.2%0.0%4.7%-22.8%-8.9K-360.6K-12.1K0.00133.88N/AN/A8601,7031,671
2024-06-28$21.31$22.0033.8%9.7%9.6%50.8%0.0%3.3%-15.2%-7.4K-398.3K-12.4K0.00136.89N/AN/A1001,7831,671