TUA Options History — September 2024

In September 2024, TUA traded between $22.69 and $23.38. ATM implied volatility averaged 16.3%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 8.0% (HV 20d: 8.3%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 1.52.

Notable Days

  • 2024-09-30: Highest Volume — 186 contracts
  • 2024-09-04: Largest IV spike — 115.1% change
  • 2024-09-04: Highest IV Rank — 44.1%
  • 2024-09-04: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.17$22.69$23.38$22.69$22.99
Max Pain$22.50$21.00$23.00$22.00$23.00
ATM IV16.3%10.5%34.2%15.9%12.2%
Expected Move4.5%3.0%9.8%4.6%3.5%
HV 20d8.3%6.8%9.5%9.0%8.7%
HV 60d9.8%9.6%10.3%10.3%9.9%
IV Rank15.5%6.1%44.1%14.7%8.9%
IV Percentile40.9%14.7%86.9%43.3%29.0%
Term Structure3.8%-7.7%17.4%-2.9%1.5%
VWIV15.8%10.5%33.8%15.0%12.2%
Skew 25d-1.9%-21.4%4.8%-9.5%-4.4%
Skew 10d-1.6%-16.3%35.9%34.3%-6.9%
Call IV 25d17.4%12.0%32.0%21.5%15.3%
Put IV 25d15.4%10.2%21.6%12.0%11.0%
Bid-Ask Spread %132.83121.19143.23121.19128.63
Gamma HHI0.430.390.470.420.44
Net GEX163.6K85.5K221.4K194.8K110.7K
Net DEX-2.7M-3.2M-2.1M-2.6M-2.2M
Net VEX-8.0K-9.1K-7.2K-9.1K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.520.0011.000.001.24
Total Volume52.701863186
Total OI3,391.11,7514,1764,0771,874

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$22.69$22.0015.9%4.6%9.0%14.7%15.0%-9.5%-2.9%194.8K-2.6M-9.1K0.00121.19N/AN/A302,2031,874
2024-09-04$22.95$22.0034.2%9.8%9.1%44.1%24.0%-21.4%-4.0%209.5K-2.7M-8.7K0.00129.93N/AN/A10302,2001,874
2024-09-05$22.96$21.0018.2%6.4%9.1%18.4%0.0%-5.8%-1.8%217.0K-2.9M-8.4K0.00134.10N/AN/A1302,2261,874
2024-09-06$23.16$21.0021.2%7.1%9.3%23.2%33.8%-3.4%-7.7%217.4K-3.2M-8.2K0.00131.51N/AN/A2802,2311,874
2024-09-09$23.14$21.0023.9%4.9%9.3%27.7%0.0%0.8%-0.0%193.7K-3.2M-8.3K3.71125.00N/AN/A7262,2191,874
2024-09-10$23.30$21.0026.4%4.5%9.5%31.7%15.8%-1.3%1.2%185.3K-3.2M-8.2K0.33135.90N/AN/A63212,1941,887
2024-09-11$23.21$23.0016.4%4.7%9.4%15.5%16.4%4.6%2.9%213.9K-2.9M-8.0K0.10135.69N/AN/A2022,1051,908
2024-09-12$23.19$23.0014.2%4.1%9.4%12.0%14.2%-3.4%6.6%221.4K-3.0M-7.2K0.04139.29N/AN/A2312,1051,910
2024-09-13$23.30$23.0013.6%3.9%7.8%11.0%13.6%2.5%5.8%149.0K-2.9M-8.3K2.00139.38N/AN/A122,0651,910
2024-09-16$23.36$23.0015.9%4.6%7.8%14.8%15.9%2.8%1.6%193.5K-3.1M-7.3K0.70132.56N/AN/A93652,0641,912
2024-09-17$23.27$23.0014.8%4.2%8.1%12.9%0.0%2.6%2.7%161.6K-2.9M-7.8K11.00127.20N/AN/A101102,0521,975
2024-09-18$23.20$23.0017.3%4.9%8.0%16.9%17.3%4.8%4.1%155.5K-2.7M-8.4K0.04143.23N/AN/A2612,0522,085
2024-09-19$23.24$23.0013.6%3.9%7.8%11.0%13.6%3.1%17.4%174.5K-2.8M-7.9K1.75132.39N/AN/A20352,0582,085
2024-09-20$23.30$23.0011.3%3.2%7.2%7.3%10.9%-0.5%15.0%210.4K-3.0M-7.4K0.00139.36N/AN/A4602,0592,117
2024-09-23$23.29$23.0012.7%3.6%6.8%9.6%12.6%-3.7%13.2%93.8K-2.2M-8.0K6.25130.85N/AN/A8501,530221
2024-09-24$23.38$23.0011.3%3.2%6.8%7.4%0.0%0.3%1.4%92.4K-2.3M-7.6K0.00135.06N/AN/A001,534271
2024-09-25$23.20$23.0011.7%3.4%7.4%8.0%0.0%-1.2%1.2%85.8K-2.2M-7.8K0.00128.38N/AN/A001,526271
2024-09-26$23.05$23.0011.7%3.3%7.9%7.9%11.7%-2.8%11.8%85.5K-2.1M-7.7K0.08137.50N/AN/A1311,526271
2024-09-27$23.19$23.0010.5%3.0%8.0%6.1%10.5%-3.2%4.9%106.7K-2.3M-7.3K0.12129.35N/AN/A6981,534272
2024-09-30$22.99$23.0012.2%3.5%8.7%8.9%12.2%-4.4%1.5%110.7K-2.2M-7.6K1.24128.63N/AN/A831031,594280