TUA Options History — July 2024

In July 2024, TUA traded between $21.23 and $22.05. ATM implied volatility averaged 26.0%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 18.3% (HV 20d: 7.8%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.08.

Notable Days

  • 2024-07-24: Highest Volume — 249 contracts
  • 2024-07-09: Largest IV spike — 67.8% change
  • 2024-07-01: Highest IV Rank — 67.5%
  • 2024-07-01: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.74$21.23$22.05$21.23$22.05
Max Pain$21.73$21.00$22.00$22.00$22.00
ATM IV26.0%12.1%42.7%42.7%16.2%
Expected Move7.2%3.5%12.2%12.2%4.6%
HV 20d7.8%6.3%9.8%9.6%6.5%
HV 60d8.4%7.6%9.5%9.5%7.6%
IV Rank38.9%11.3%67.5%67.5%20.1%
IV Percentile63.4%24.6%95.6%95.6%42.1%
Term Structure-2.8%-19.6%8.8%-18.3%5.5%
VWIV29.2%12.4%67.3%67.3%12.4%
Skew 25d-9.0%-23.8%22.4%-11.4%-13.4%
Skew 10d5.7%-32.1%53.0%-1.8%-21.2%
Call IV 25d24.1%18.7%30.5%26.2%25.9%
Put IV 25d15.0%5.7%44.4%14.8%12.5%
Bid-Ask Spread %136.61129.46145.04134.88130.89
Gamma HHI0.370.280.450.410.35
Net GEX50.6K-80.6K256.7K-54.6K39.4K
Net DEX-1.6M-2.4M-421.3K-421.3K-2.1M
Net VEX-9.2K-12.3K-6.5K-11.1K-12.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.000.000.00
Total Volume63.5912249100141
Total OI3,686.8183,4634,1343,4634,127

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$21.23$22.0042.7%12.2%9.6%67.5%67.3%-11.4%-18.3%-54.6K-421.3K-11.1K0.00134.88N/AN/A10001,7921,671
2024-07-02$21.29$22.0028.2%8.1%9.4%40.4%0.0%-8.9%-11.4%106.2K-1.4M-6.5K0.00135.00N/AN/A4501,8431,671
2024-07-03$21.38$22.0038.4%11.0%9.3%59.5%0.0%-9.2%-19.6%-2.5K-470.3K-12.3K0.00138.06N/AN/A7101,8761,671
2024-07-05$21.59$22.0032.7%6.6%9.8%48.8%0.0%9.4%-0.8%-80.6K-1.2M-10.0K0.00138.28N/AN/A301,8341,671
2024-07-08$21.55$22.0022.9%7.5%9.8%30.4%0.0%8.9%-0.7%-52.2K-995.4K-10.2K1.00141.86N/AN/A551,8311,671
2024-07-09$21.55$22.0038.5%6.8%7.7%59.6%21.9%22.4%-2.2%-60.9K-1.1M-10.2K0.00143.26N/AN/A5501,8361,676
2024-07-10$21.55$22.0024.1%6.9%7.7%32.5%0.0%13.6%-4.1%-50.2K-1.3M-8.2K0.00138.79N/AN/A201,8451,676
2024-07-11$21.79$22.0033.2%9.5%8.4%56.0%30.5%-8.6%-11.5%-51.9K-1.4M-9.6K0.10145.04N/AN/A3131,8471,676
2024-07-12$21.91$21.0026.0%7.5%8.3%40.9%23.1%-0.1%-3.7%2.3K-1.6M-9.0K0.00135.42N/AN/A11401,8451,679
2024-07-15$21.91$21.0027.7%7.9%7.9%44.5%24.3%-23.8%-4.8%5.0K-1.7M-8.5K0.15137.06N/AN/A5481,9101,679
2024-07-16$21.96$22.0030.6%8.8%7.9%50.7%0.0%-20.4%-4.3%17.4K-1.3M-10.8K0.05142.64N/AN/A2211,9261,681
2024-07-17$21.95$22.0028.4%8.1%7.1%45.9%25.1%-19.0%-3.9%15.4K-1.8M-8.4K0.11138.52N/AN/A1821,9301,682
2024-07-18$21.87$22.0027.5%7.9%7.1%44.0%0.0%-19.8%-4.2%93.4K-1.9M-7.1K0.00135.07N/AN/A7201,9351,684
2024-07-19$21.79$22.0029.3%8.4%7.1%47.9%0.0%-21.6%-1.3%-8.5K-1.7M-8.0K0.00142.63N/AN/A1601,9561,684
2024-07-22$21.77$22.0028.0%8.0%7.1%45.0%0.0%-21.9%-3.5%1.5K-1.5M-9.6K0.06134.17N/AN/A8652,0001,638
2024-07-23$21.82$21.0031.0%8.9%7.1%51.5%0.0%-16.7%-6.5%42.6K-1.9M-7.8K0.00135.51N/AN/A0802,0511,643
2024-07-24$21.91$21.0012.4%3.6%6.9%12.0%12.4%-10.8%5.9%214.6K-2.0M-7.5K0.00134.41N/AN/A24902,0511,723
2024-07-25$21.84$21.0012.5%3.6%6.7%12.3%0.0%-10.8%5.5%179.8K-2.1M-8.7K0.00133.25N/AN/A6002,2161,723
2024-07-26$21.86$21.0012.1%3.5%6.6%11.3%0.0%-11.1%8.8%256.7K-2.3M-8.5K0.23130.47N/AN/A110252,2761,723
2024-07-29$21.86$22.0014.5%4.2%6.6%16.4%0.0%-12.5%6.8%250.4K-2.4M-9.0K0.00130.68N/AN/A702,3851,749
2024-07-30$21.91$22.0015.7%4.5%6.3%19.1%0.0%-13.4%6.3%249.0K-2.4M-9.3K0.00129.46N/AN/A902,3781,749
2024-07-31$22.05$22.0016.2%4.6%6.5%20.1%0.0%-13.4%5.5%39.4K-2.1M-12.1K0.00130.89N/AN/A14102,3781,749