TUA Options History — January 2025 In January 2025, TUA traded between $20.93 and $21.41. ATM implied volatility averaged 30.2%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 23.0% (HV 20d: 7.2%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 13.12.
Notable Days 2025-01-13 : Highest Volume — 2,225 contracts2025-01-13 : Largest IV spike — 221.0% change2025-01-13 : Highest IV Rank — 89.7%2025-01-06 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.20 $20.93 $21.41 $21.24 $21.27 Max Pain $21.40 $21.00 $23.00 $21.00 $21.00 ATM IV 30.2% 20.4% 65.6% 27.4% 27.5% Expected Move 7.3% 5.8% 9.4% 7.9% 7.9% HV 20d 7.2% 6.3% 8.4% 7.0% 7.0% HV 60d 6.7% 6.4% 7.0% 6.5% 6.8% IV Rank 35.8% 20.9% 89.7% 31.5% 31.7% IV Percentile 74.5% 55.2% 98.8% 73.8% 73.8% Term Structure -19.2% -34.3% 0.6% -12.1% -31.7% VWIV 53.7% 33.2% 83.8% 83.8% 64.5% Skew 25d -4.0% -12.6% 7.4% -9.0% -5.2% Skew 10d 14.7% -9.8% 41.1% -9.8% 23.3% Call IV 25d 17.1% 10.5% 53.8% 19.7% 15.5% Put IV 25d 13.1% 7.5% 41.2% 10.7% 10.4% Bid-Ask Spread % 141.27 133.84 146.19 134.44 143.88 Gamma HHI 0.46 0.35 0.57 0.56 0.35 Net GEX 16.6K -71.9K 141.8K 132.5K 32.0K Net DEX 76.4K -440.2K 1.1M -440.2K -157.8K Net VEX -10.9K -14.2K -7.0K -7.6K -10.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 13.12 0.00 221.50 0.00 0.00 Total Volume 153.55 0 2,225 20 1 Total OI 3,942.2 2,312 4,895 2,312 4,875
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2025-01-02 $21.24 $21.00 27.4% 7.9% 7.0% 31.5% 83.8% -9.0% -12.1% 132.5K -440.2K -7.6K 0.00 134.44 N/A N/A 20 0 1,882 430 2025-01-03 $21.18 $21.00 31.6% 9.0% 6.7% 37.8% 33.2% -11.8% -20.7% 126.9K -419.1K -7.5K 0.00 135.75 N/A N/A 11 0 1,887 430 2025-01-06 $21.19 $23.00 34.7% 9.4% 6.7% 42.7% 0.0% 3.6% -2.5% 132.6K -360.6K -7.0K 0.02 146.19 N/A N/A 84 2 1,898 430 2025-01-07 $21.16 $23.00 31.9% 5.8% 6.3% 38.4% 0.0% 7.4% -5.1% 135.4K -360.5K -7.2K 0.00 144.19 N/A N/A 27 0 1,963 432 2025-01-08 $21.20 $23.00 40.3% 7.0% 6.3% 51.1% 0.0% -1.8% -5.2% 141.8K -391.5K -7.2K 0.00 138.97 N/A N/A 4 0 1,980 432 2025-01-10 $20.95 $23.00 20.4% 7.0% 7.4% 20.9% 33.4% -12.6% -3.1% 98.7K -370.6K -7.0K 0.81 143.59 N/A N/A 21 17 1,978 432 2025-01-13 $20.93 $21.00 65.6% 7.2% 7.4% 89.7% 0.0% -0.5% 0.6% 102.5K -365.1K -7.0K 221.50 139.69 N/A N/A 10 2,215 1,999 449 2025-01-14 $20.99 $21.00 49.3% 6.0% 7.5% 64.9% 0.0% -1.7% -18.6% -53.7K 1.1M -13.1K 0.03 143.24 N/A N/A 232 6 2,009 2,563 2025-01-15 $21.20 $21.00 21.0% 6.0% 8.3% 21.8% 0.0% -5.7% -17.9% -35.2K 645.8K -13.4K 0.01 144.91 N/A N/A 144 1 2,199 2,569 2025-01-16 $21.26 $21.00 23.1% 6.6% 8.4% 25.0% 0.0% 0.8% -21.2% -35.3K 289.6K -14.2K 0.00 144.02 N/A N/A 0 0 2,325 2,570 2025-01-17 $21.20 $21.00 20.6% 5.9% 8.4% 21.2% 0.0% -8.5% -18.2% -58.3K 393.1K -13.5K 0.07 143.10 N/A N/A 15 1 2,325 2,570 2025-01-21 $21.20 $21.00 24.0% 6.9% 7.3% 26.3% 0.0% -5.5% -23.8% -66.4K 499.1K -13.1K 0.00 142.34 N/A N/A 0 0 2,207 2,519 2025-01-22 $21.18 $21.00 24.9% 7.1% 7.2% 27.7% 0.0% -5.7% -25.3% -66.4K 509.1K -13.0K 0.59 139.24 N/A N/A 71 42 2,207 2,519 2025-01-23 $21.20 $21.00 25.8% 7.4% 7.2% 29.1% 64.5% -7.5% -27.1% -71.9K 434.9K -13.1K 0.00 139.94 N/A N/A 3 0 2,246 2,529 2025-01-24 $21.23 $21.00 26.2% 7.5% 6.6% 29.7% 0.0% -4.8% -29.9% -61.0K 363.7K -12.8K 0.00 136.26 N/A N/A 10 0 2,243 2,529 2025-01-27 $21.41 $21.00 28.5% 8.2% 7.2% 33.2% 0.0% -0.7% -32.1% -58.5K 89.1K -12.7K 0.00 145.22 N/A N/A 0 0 2,253 2,529 2025-01-28 $21.34 $21.00 27.8% 8.0% 7.3% 32.1% 0.0% -5.0% -33.4% -15.9K -114.0K -11.2K 0.00 133.84 N/A N/A 15 0 2,253 2,529 2025-01-29 $21.29 $21.00 29.8% 8.6% 7.4% 35.2% 0.0% -4.1% -34.3% -20.2K 106.7K -13.0K 0.00 141.77 N/A N/A 115 0 2,250 2,529 2025-01-30 $21.31 $21.00 24.3% 7.0% 7.0% 26.8% 0.0% -1.5% -21.6% -27.4K 70.4K -13.4K 0.00 144.84 N/A N/A 4 0 2,346 2,529 2025-01-31 $21.27 $21.00 27.5% 7.9% 7.0% 31.7% 0.0% -5.2% -31.7% 32.0K -157.8K -10.8K 0.00 143.88 N/A N/A 1 0 2,346 2,529
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