TUA Options History — October 2024

In October 2024, TUA traded between $21.69 and $23.06. ATM implied volatility averaged 22.4%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 12.5% (HV 20d: 9.9%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 6.73.

Notable Days

  • 2024-10-09: Highest Volume — 1,866 contracts
  • 2024-10-04: Largest IV spike — 197.3% change
  • 2024-10-08: Highest IV Rank — 54.8%
  • 2024-10-11: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.21$21.69$23.06$23.06$21.69
Max Pain$22.91$22.00$23.00$23.00$22.00
ATM IV22.4%9.4%40.8%10.7%23.9%
Expected Move6.2%2.9%9.2%3.1%6.9%
HV 20d9.9%7.7%10.7%8.6%9.4%
HV 60d10.5%9.0%11.2%9.9%9.0%
IV Rank25.3%4.2%54.8%6.4%27.6%
IV Percentile59.6%8.7%95.6%15.5%67.9%
Term Structure-13.7%-35.9%12.2%12.2%-9.5%
VWIV20.5%12.9%43.6%14.9%23.7%
Skew 25d-8.0%-20.5%2.6%-4.6%-5.6%
Skew 10d-7.7%-20.0%24.4%-6.7%-5.0%
Call IV 25d18.6%14.5%30.3%14.9%18.7%
Put IV 25d10.7%6.4%17.3%10.3%13.1%
Bid-Ask Spread %139.08127.06150.54128.28143.34
Gamma HHI0.480.340.580.400.56
Net GEX-65.5K-248.2K114.0K103.6K-248.2K
Net DEX-556.1K-2.2M754.4K-2.2M443.1K
Net VEX-14.3K-20.3K-8.1K-8.1K-18.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.730.0048.110.000.30
Total Volume220.39121,8663113
Total OI4,158.3481,9885,9041,9915,904

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$23.06$23.0010.7%3.1%8.6%6.4%0.0%-4.6%12.2%103.6K-2.2M-8.1K0.00128.28N/AN/A3101,608383
2024-10-02$23.02$23.0010.4%3.0%7.7%5.9%0.0%-4.9%9.6%105.3K-2.1M-8.2K0.05129.84N/AN/A2111,605383
2024-10-03$22.86$23.009.4%5.2%8.1%4.2%0.0%-15.3%-4.4%114.0K-2.0M-8.1K1.00141.44N/AN/A111,615384
2024-10-04$22.36$23.0027.8%9.0%10.6%33.9%14.9%2.6%-25.7%112.1K-1.6M-8.4K0.04132.95N/AN/A8331,615385
2024-10-07$22.20$23.0038.2%7.5%10.7%50.6%0.0%-2.0%-17.0%94.6K-1.4M-8.7K28.00144.37N/AN/A51401,624386
2024-10-08$22.24$23.0040.8%6.5%10.3%54.8%14.6%-4.8%-16.7%108.0K-1.3M-8.7K9.49133.05N/AN/A393701,624520
2024-10-09$22.16$23.0023.6%6.8%10.3%27.2%21.9%-8.5%-25.8%68.1K-1.2M-9.8K48.11144.90N/AN/A381,8281,646885
2024-10-10$22.23$23.0028.0%8.0%10.5%34.2%43.6%-1.8%-18.6%-72.8K-143.0K-15.2K39.83134.45N/AN/A62391,6602,590
2024-10-11$22.30$23.0032.0%9.2%10.4%40.7%0.0%-0.7%-26.0%-94.6K-57.5K-15.8K1.50137.64N/AN/A231,6592,786
2024-10-14$22.21$23.0015.8%4.5%10.2%14.5%0.0%-4.0%-1.6%-98.5K-221.9K-14.9K0.01127.06N/AN/A13011,6592,787
2024-10-15$22.29$23.0011.9%3.4%10.4%8.3%19.3%-6.8%-1.1%-104.0K-823.6K-13.8K5.25130.78N/AN/A4211,7832,787
2024-10-16$22.32$23.0027.0%7.7%10.5%32.6%0.0%-9.0%-29.3%-76.2K-154.8K-16.5K5.00139.37N/AN/A151,7872,788
2024-10-17$22.23$23.0011.4%3.3%10.4%7.5%0.0%-10.2%-0.2%-104.0K-732.0K-14.3K0.00132.10N/AN/A01611,7872,788
2024-10-18$22.29$23.0023.4%6.7%10.4%26.8%0.0%-9.7%-23.1%-115.6K-510.2K-14.9K1.00134.99N/AN/A111,7872,949
2024-10-21$22.11$23.0010.3%2.9%10.6%5.7%18.0%-9.4%2.4%-57.7K436.8K-17.1K0.00133.26N/AN/A301,7312,878
2024-10-22$22.07$23.0028.1%8.1%10.4%34.4%12.9%-16.7%-29.8%-163.4K-303.1K-14.9K2.50150.29N/AN/A3177911,7312,878
2024-10-23$21.98$23.0030.6%8.8%10.2%38.3%17.9%-17.8%-30.8%-113.8K754.4K-20.3K0.99141.25N/AN/A67662,0003,499
2024-10-24$22.01$23.0027.9%8.0%10.2%34.0%19.1%-15.5%-27.2%-152.9K-123.6K-18.7K0.00148.43N/AN/A13002,0673,545
2024-10-25$21.93$23.0031.0%8.9%9.7%39.0%0.0%-20.5%-35.9%-181.5K-302.5K-17.2K0.00150.54N/AN/A3402,1903,545
2024-10-28$21.77$23.0019.6%5.6%9.6%20.6%19.6%-2.7%-5.3%-195.9K189.2K-18.6K3.65145.65N/AN/A20732,2193,545
2024-10-29$21.80$23.0020.6%5.9%9.5%22.4%0.0%-10.2%-12.0%-187.6K152.2K-18.6K0.90147.45N/AN/A2191972,2313,536
2024-10-30$21.70$22.0014.0%4.0%9.5%11.7%0.0%-5.2%-0.1%-246.2K394.2K-18.5K0.50147.43N/AN/A212,2303,653
2024-10-31$21.69$22.0023.9%6.9%9.4%27.6%23.7%-5.6%-9.5%-248.2K443.1K-18.6K0.30143.34N/AN/A1032,2303,674