TUA Options History — August 2024

In August 2024, TUA traded between $22.34 and $22.96. ATM implied volatility averaged 28.6%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 16.0% (HV 20d: 12.5%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 2.38.

Notable Days

  • 2024-08-06: Highest Volume — 571 contracts
  • 2024-08-06: Largest IV spike — 209.1% change
  • 2024-08-06: Highest IV Rank — 100.0%
  • 2024-08-06: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.67$22.34$22.96$22.34$22.59
Max Pain$21.27$21.00$22.00$22.00$22.00
ATM IV28.6%11.6%68.9%13.9%26.2%
Expected Move6.3%3.3%9.8%4.0%7.5%
HV 20d12.5%7.6%14.0%7.6%8.8%
HV 60d10.0%8.0%10.4%8.0%10.3%
IV Rank38.6%7.8%100.0%15.1%31.4%
IV Percentile63.7%21.0%100.0%33.3%69.4%
Term Structure1.7%-13.1%45.1%1.4%0.8%
VWIV18.4%6.7%30.1%10.4%16.6%
Skew 25d-7.4%-22.4%0.9%-4.7%-0.5%
Skew 10d-1.3%-23.4%48.2%-13.2%-13.7%
Call IV 25d22.8%15.9%34.2%24.2%17.0%
Put IV 25d15.5%7.1%31.2%19.5%16.5%
Bid-Ask Spread %121.28109.31133.97133.97126.58
Gamma HHI0.370.290.440.400.43
Net GEX183.4K75.2K241.2K233.2K214.4K
Net DEX-3.0M-3.4M-2.4M-2.9M-2.6M
Net VEX-10.1K-12.2K-7.9K-9.7K-9.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.380.0030.001.520.00
Total Volume90.95505712290
Total OI4,326.6824,0744,5824,1284,077

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$22.34$22.0013.9%4.0%7.6%15.1%10.4%-4.7%1.4%233.2K-2.9M-9.7K1.52133.97N/AN/A911382,3791,749
2024-08-02$22.96$22.0020.8%6.0%11.5%29.8%22.0%-7.9%-5.9%122.6K-3.3M-10.6K0.27131.37N/AN/A307842,3361,897
2024-08-05$22.96$21.0018.7%9.2%11.4%25.4%27.4%-22.4%-13.1%241.2K-3.4M-7.9K0.05130.66N/AN/A407202,3161,982
2024-08-06$22.71$21.0057.9%9.8%12.4%100.0%20.2%-5.2%-3.1%75.2K-2.4M-11.0K0.00130.29N/AN/A57012,1911,993
2024-08-07$22.69$21.0047.8%7.4%12.5%80.4%17.6%-11.4%-2.4%90.2K-3.0M-12.2K0.57123.79N/AN/A40232,5331,994
2024-08-08$22.59$21.0045.0%5.5%12.3%74.9%18.5%-6.9%-1.8%139.4K-2.9M-12.2K0.00119.89N/AN/A4502,5052,017
2024-08-09$22.55$21.0048.1%5.2%12.3%80.8%15.3%-6.4%-2.1%154.4K-2.9M-11.6K3.40109.31N/AN/A10342,5182,017
2024-08-12$22.63$21.0068.9%7.4%12.3%100.0%22.1%-18.9%-6.3%176.9K-3.0M-11.0K0.50124.47N/AN/A1262,5232,040
2024-08-13$22.79$21.0041.9%8.0%12.4%56.5%23.4%-5.8%-6.4%201.8K-3.3M-10.4K0.00110.09N/AN/A3302,5352,040
2024-08-14$22.76$21.0025.5%7.3%12.4%30.2%0.0%-0.2%-2.3%192.9K-3.2M-10.6K0.00119.17N/AN/A002,5382,040
2024-08-15$22.46$21.0017.3%5.0%13.4%17.0%17.5%-7.3%45.1%150.8K-2.9M-10.9K0.00117.66N/AN/A402,5382,040
2024-08-16$22.52$21.0030.0%8.6%13.3%37.4%24.3%-9.1%-9.9%195.8K-3.0M-10.3K0.33111.43N/AN/A622,5402,042
2024-08-19$22.52$21.0019.9%5.7%13.3%21.2%22.0%-5.3%15.4%217.0K-2.9M-9.9K9.50112.27N/AN/A4382,4421,818
2024-08-20$22.66$21.0014.3%4.1%13.4%12.3%10.4%-9.8%10.9%199.4K-3.1M-9.9K0.40112.55N/AN/A522,4421,834
2024-08-21$22.79$21.0011.6%3.3%13.4%7.8%6.7%-8.8%3.0%230.5K-3.4M-9.2K0.00113.54N/AN/A1202,4401,836
2024-08-22$22.62$21.0020.8%6.0%13.7%22.6%13.0%0.1%7.3%204.2K-3.0M-9.5K0.38128.82N/AN/A39152,4311,836
2024-08-23$22.80$21.0013.3%3.8%13.9%10.5%14.0%-6.7%-2.3%220.6K-3.3M-9.0K0.20122.44N/AN/A1022,4051,843
2024-08-26$22.76$21.0017.1%4.9%14.0%16.7%0.0%-15.2%14.6%219.7K-3.2M-8.8K30.00120.56N/AN/A1302,4071,843
2024-08-27$22.71$22.0025.9%7.4%14.0%30.9%0.0%-1.5%8.8%174.4K-2.5M-9.4K0.50120.46N/AN/A212,2011,873
2024-08-28$22.70$22.0029.3%8.4%13.9%36.3%30.1%0.9%-12.6%180.0K-2.6M-9.4K0.00124.65N/AN/A402,2051,874
2024-08-29$22.64$22.0014.0%4.0%13.3%11.7%16.6%-9.4%-1.7%199.3K-2.6M-9.1K0.00124.08N/AN/A302,2031,874
2024-08-30$22.59$22.0026.2%7.5%8.8%31.4%0.0%-0.5%0.8%214.4K-2.6M-9.0K0.00126.58N/AN/A002,2031,874