TUA Options History — December 2024

In December 2024, TUA traded between $21.04 and $21.70. ATM implied volatility averaged 25.3%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 18.9% (HV 20d: 6.4%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2024-12-27: Highest Volume — 131 contracts
  • 2024-12-11: Largest IV spike — 217.1% change
  • 2024-12-16: Highest IV Rank — 100.0%
  • 2024-12-16: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.36$21.04$21.70$21.52$21.24
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV25.3%10.9%72.4%14.6%29.9%
Expected Move7.5%2.5%20.7%4.2%8.6%
HV 20d6.4%5.4%7.2%6.8%7.0%
HV 60d7.9%6.6%8.1%8.0%6.6%
IV Rank28.4%6.5%100.0%12.1%35.4%
IV Percentile62.7%20.6%100.0%45.6%81.3%
Term Structure-9.1%-33.5%7.0%-7.5%-15.3%
VWIV44.9%14.0%99.9%14.0%99.9%
Skew 25d0.9%-41.7%69.9%-0.5%-10.2%
Skew 10d25.8%-11.1%103.7%22.1%-7.3%
Call IV 25d22.6%10.0%59.5%16.0%20.8%
Put IV 25d23.5%8.2%105.7%15.4%10.7%
Bid-Ask Spread %148.82131.32156.35131.59135.42
Gamma HHI0.710.550.930.710.56
Net GEX-595.7K-2.2M128.9K-557.5K128.9K
Net DEX260.1K-620.3K2.2M529.4K-439.8K
Net VEX-10.1K-14.7K-6.6K-14.7K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.003.000.000.00
Total Volume30.3810131048
Total OI5,456.6192,0326,8516,7602,283

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$21.52$21.0014.6%4.2%6.8%12.1%0.0%-0.5%-7.5%-557.5K529.4K-14.7K0.00131.59N/AN/A002,3264,434
2024-12-03$21.52$21.0010.9%3.1%6.6%6.5%0.0%4.6%-1.2%-546.2K637.2K-14.5K0.00134.11N/AN/A002,3264,434
2024-12-04$21.63$21.0011.8%3.4%6.7%7.9%14.0%3.6%-4.6%-489.3K126.0K-13.5K0.00131.32N/AN/A402,3264,434
2024-12-05$21.59$21.0014.5%12.3%6.3%11.9%0.0%-11.3%7.0%-471.9K354.9K-13.9K0.00155.17N/AN/A002,3264,434
2024-12-06$21.70$21.0011.9%2.5%6.3%8.0%0.0%10.1%7.0%-374.3K-620.3K-11.6K3.00152.79N/AN/A132,3264,434
2024-12-09$21.63$21.0015.1%3.2%6.2%12.9%0.0%5.4%5.0%-422.4K-193.3K-11.6K0.00152.28N/AN/A11202,3254,433
2024-12-10$21.59$21.0014.6%3.2%6.2%12.2%0.0%5.6%4.7%-466.6K-369.9K-10.8K0.00147.11N/AN/A002,2994,433
2024-12-11$21.55$21.0046.4%13.3%5.9%60.9%0.0%-0.9%5.3%-549.5K-79.4K-10.8K0.00155.36N/AN/A032,2994,433
2024-12-12$21.48$21.0042.4%12.2%5.7%54.8%0.0%-16.3%-13.0%-677.7K147.1K-10.7K0.00152.99N/AN/A002,2994,436
2024-12-13$21.36$21.0033.0%9.5%5.5%40.4%0.0%-3.0%-13.3%-943.3K754.8K-10.8K0.57156.35N/AN/A35202,2994,436
2024-12-16$21.36$21.0072.4%20.7%5.4%100.0%40.4%69.9%-13.8%-971.8K684.0K-10.3K0.00155.93N/AN/A1002,3344,446
2024-12-17$21.36$21.0025.7%7.4%5.4%28.9%0.0%-2.9%-33.5%-975.0K727.3K-9.6K0.00147.62N/AN/A5402,3444,444
2024-12-18$21.11$21.0023.4%6.7%6.7%25.4%0.0%34.8%-17.2%-2.2M2.2M-9.4K0.00154.44N/AN/A102,3684,443
2024-12-19$21.18$21.0023.7%6.8%6.8%25.9%0.0%25.0%-10.2%-1.8M1.6M-8.8K0.00153.97N/AN/A4302,3694,443
2024-12-20$21.20$21.0021.9%6.3%6.7%23.2%0.0%-1.8%-10.7%-1.8M1.2M-7.7K0.00154.15N/AN/A2202,4084,443
2024-12-23$21.04$21.0024.5%7.0%7.2%27.0%0.0%-20.4%-31.1%100.1K-284.6K-6.6K0.69147.82N/AN/A51351,638394
2024-12-24$21.04$21.0024.9%7.1%6.8%27.7%43.0%-12.1%-12.3%101.4K-301.2K-7.3K0.00150.36N/AN/A5601,689429
2024-12-26$21.06$21.0026.1%7.5%6.8%29.5%0.0%-13.1%-13.7%105.6K-325.8K-7.4K0.00154.28N/AN/A001,745429
2024-12-27$21.08$21.0014.2%4.1%6.7%11.3%27.3%-5.9%-2.2%105.9K-371.4K-7.4K0.00151.92N/AN/A13101,745429
2024-12-30$21.23$21.0029.1%8.3%7.0%34.1%99.9%-41.7%-19.7%124.6K-471.9K-7.6K0.13150.22N/AN/A811,845429
2024-12-31$21.24$21.0029.9%8.6%7.0%35.4%0.0%-10.2%-15.3%128.9K-439.8K-7.6K0.00135.42N/AN/A4801,853430