TUA Options History — November 2024

In November 2024, TUA traded between $21.24 and $21.68. ATM implied volatility averaged 20.7%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 14.2% (HV 20d: 6.5%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 19.34.

Notable Days

  • 2024-11-01: Highest Volume — 604 contracts
  • 2024-11-06: Largest IV spike — 124.4% change
  • 2024-11-12: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.43$21.24$21.68$21.59$21.52
Max Pain$21.05$21.00$22.00$22.00$21.00
ATM IV20.7%8.4%71.8%21.1%11.5%
Expected Move3.1%2.4%6.0%6.0%3.3%
HV 20d6.5%6.0%7.0%6.1%7.0%
HV 60d8.7%8.2%9.1%9.0%8.3%
IV Rank22.1%2.6%100.0%23.0%7.4%
IV Percentile39.3%3.6%100.0%62.7%25.4%
Term Structure13.7%-9.8%27.4%-9.8%-4.0%
VWIV11.6%9.0%15.7%15.7%10.2%
Skew 25d-1.3%-5.8%9.9%-5.8%1.7%
Skew 10d12.5%-11.4%60.7%-1.6%20.2%
Call IV 25d13.7%9.6%17.6%17.6%12.3%
Put IV 25d12.4%8.2%19.5%11.8%14.0%
Bid-Ask Spread %135.23129.90149.48149.48133.79
Gamma HHI0.710.570.800.570.70
Net GEX-591.3K-892.8K-255.7K-255.7K-574.6K
Net DEX1.3M398.7K1.9M690.8K398.7K
Net VEX-17.7K-19.7K-15.3K-18.7K-15.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio19.340.00200.33200.330.00
Total Volume63.706046040
Total OI6,650.155,9146,8475,9146,760

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$21.59$22.0021.1%6.0%6.1%23.0%0.0%-5.8%-9.8%-255.7K690.8K-18.7K200.33149.48N/AN/A36012,2403,674
2024-11-04$21.68$21.0015.2%4.0%6.1%13.6%15.7%-4.6%0.2%-349.4K678.8K-19.4K0.00129.95N/AN/A5102,2434,275
2024-11-05$21.59$21.0019.4%4.2%6.1%20.4%14.1%-5.8%0.6%-378.8K866.4K-19.7K0.00131.14N/AN/A7302,2944,275
2024-11-06$21.45$21.0043.5%3.2%6.3%59.1%15.3%-3.3%13.7%-491.0K1.3M-18.9K0.04129.90N/AN/A2612,3174,275
2024-11-07$21.56$21.0029.1%3.4%6.5%35.9%11.7%-0.2%3.0%-462.3K923.0K-18.7K0.00134.94N/AN/A5802,3274,274
2024-11-08$21.48$21.0041.6%2.5%6.3%56.1%12.3%-1.7%6.5%-462.8K1.1M-19.0K0.00136.79N/AN/A602,3644,274
2024-11-11$21.41$21.0055.7%2.5%6.3%78.7%0.0%-5.7%16.9%-573.2K1.3M-18.2K3.00134.19N/AN/A262,3644,274
2024-11-12$21.31$21.0071.8%2.4%6.0%100.0%9.0%-4.3%17.5%-869.0K1.6M-17.7K100.50130.41N/AN/A22012,3664,280
2024-11-13$21.44$21.008.4%2.4%6.6%2.6%0.0%0.7%17.5%-505.0K1.5M-19.0K0.00136.57N/AN/A002,3684,476
2024-11-14$21.30$21.009.7%2.8%6.8%4.6%9.7%-0.4%21.9%-700.0K1.8M-18.4K5.50135.80N/AN/A2112,3684,475
2024-11-15$21.38$21.009.6%2.7%6.9%4.4%9.5%-1.0%24.4%-660.6K1.7M-17.7K0.00134.97N/AN/A032,3664,481
2024-11-18$21.41$21.009.1%2.6%6.6%3.6%0.0%-0.9%17.3%-610.5K1.5M-17.4K0.00138.81N/AN/A1002,2034,433
2024-11-19$21.44$21.009.2%2.6%6.7%3.8%0.0%0.2%25.7%-579.6K1.5M-17.4K0.00134.91N/AN/A302,2134,433
2024-11-20$21.37$21.008.9%2.5%6.6%3.3%9.0%0.6%25.9%-625.9K1.7M-17.5K0.00136.54N/AN/A102,2164,433
2024-11-21$21.29$21.008.9%2.6%6.6%3.4%0.0%-0.4%26.2%-843.1K1.8M-16.8K0.00134.94N/AN/A10102,2164,433
2024-11-22$21.24$21.009.3%2.7%6.6%4.0%10.2%9.9%19.7%-892.8K1.9M-16.7K0.00136.31N/AN/A012,3174,433
2024-11-25$21.36$21.0010.3%2.9%6.7%5.5%0.0%-1.4%4.3%-715.0K1.1M-16.4K0.00136.03N/AN/A802,3174,434
2024-11-26$21.34$21.0010.4%3.0%6.6%5.7%0.0%-2.8%27.4%-649.2K1.2M-16.4K0.00133.11N/AN/A10002,3224,434
2024-11-27$21.41$21.0011.3%3.2%6.7%7.0%0.0%-1.4%20.0%-626.6K875.4K-15.5K0.00136.03N/AN/A402,3224,434
2024-11-29$21.52$21.0011.5%3.3%7.0%7.4%0.0%1.7%-4.0%-574.6K398.7K-15.3K0.00133.79N/AN/A002,3264,434