UNH Options History — June 2017

In June 2017, UNH traded between $178.90 and $186.38. ATM implied volatility averaged 16.7%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 1.8% (HV 20d: 14.9%). Max pain ranged from $167.50 to $180.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.54.

Notable Days

  • 2017-06-14: Highest Volume — 29,342 contracts
  • 2017-06-19: Largest IV spike — 6.5% change
  • 2017-06-29: Highest IV Rank — 54.8%
  • 2017-06-29: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$182.58$178.90$186.38$179.27$185.66
Max Pain$178.30$167.50$180.00$167.50$180.00
ATM IV16.7%14.3%19.1%15.2%18.8%
Expected Move5.2%4.3%5.7%4.3%5.6%
HV 20d14.9%11.8%16.7%15.6%11.8%
HV 60d13.0%12.4%13.3%13.0%12.4%
IV Rank29.3%9.0%54.8%16.7%51.6%
IV Percentile41.0%6.3%73.8%22.6%67.5%
Term Structure0.4%-0.7%3.7%-0.6%-0.4%
VWIV18.8%17.1%20.2%17.7%19.9%
Skew 25d2.4%1.7%3.0%1.7%2.8%
Skew 10d5.3%4.3%7.6%5.2%5.6%
Call IV 25d16.0%13.5%18.2%14.9%17.9%
Put IV 25d18.4%15.7%20.9%16.7%20.6%
Bid-Ask Spread %16.9112.1443.1913.0412.55
Gamma HHI0.170.110.200.180.20
Net GEX21.1M-711.4K27.2M26.6M21.8M
Net DEX-494.8M-682.3M-288.9M-560.4M-468.0M
Net VEX-3.4M-3.5M-3.2M-3.5M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.540.392.692.261.74
Total Volume10,421.7736,19229,3429,3016,501
Total OI162,055.591136,342185,834174,167146,164

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$179.27$167.5015.2%4.3%15.6%16.7%17.7%1.7%-0.6%26.6M-560.4M-3.5M2.2613.042,8556,44662,705111,462
2017-06-02$179.26$170.0014.7%4.3%15.3%12.1%17.1%2.4%-0.1%27.2M-553.5M-3.5M2.1712.422,7816,04663,573112,828
2017-06-05$179.57$175.0014.8%5.0%15.3%12.9%18.0%2.0%0.3%27.0M-572.1M-3.2M2.6914.832,5886,95262,460111,797
2017-06-06$180.85$175.0014.9%5.0%15.4%13.9%18.3%2.0%0.5%22.7M-591.8M-3.4M1.8115.873,9307,11062,778114,020
2017-06-07$183.28$175.0014.3%4.8%15.5%9.1%17.8%2.2%0.1%23.6M-682.3M-3.3M1.2014.304,9395,91464,208116,277
2017-06-08$181.41$180.0014.3%5.1%16.2%9.0%18.0%2.3%0.3%23.1M-620.4M-3.5M1.5414.404,1136,32364,552118,146
2017-06-09$181.02$180.0014.8%5.0%16.3%13.0%18.4%3.0%-0.3%19.2M-585.3M-3.4M1.6143.193,8946,27664,373119,290
2017-06-12$178.90$180.0015.7%5.1%16.5%20.0%18.3%2.5%2.2%12.8M-418.4M-3.5M1.7120.114,6337,92261,324116,639
2017-06-13$181.02$180.0015.2%5.1%16.7%16.3%18.6%2.8%2.4%20.9M-564.2M-3.2M1.9713.384,5468,97662,662117,291
2017-06-14$181.99$180.0015.8%5.2%14.8%20.9%19.8%2.4%2.4%18.4M-597.5M-3.3M0.3920.3421,1818,16164,292121,542
2017-06-15$180.21$180.0016.5%5.2%15.6%26.7%17.3%1.9%2.1%-711.4K-288.9M-3.4M0.5215.3110,9515,65650,028124,749
2017-06-16$181.30$180.0016.1%5.3%14.8%23.6%19.2%2.5%3.7%17.5M-360.7M-3.5M1.1615.924,1224,80056,422125,315
2017-06-19$182.77$180.0017.2%5.1%14.9%32.0%18.6%2.9%-0.2%21.1M-388.7M-3.4M1.4214.942,5563,63653,45582,887
2017-06-20$183.32$180.0018.0%5.3%14.6%39.0%19.2%2.7%-0.7%21.0M-403.9M-3.3M1.8913.502,2194,19352,96683,732
2017-06-21$184.91$180.0018.6%5.3%14.8%43.5%19.3%2.6%-0.3%22.4M-461.2M-3.3M1.4215.312,7073,83954,59484,862
2017-06-22$186.38$180.0019.0%5.5%14.9%47.0%19.9%2.5%-0.5%23.2M-512.3M-3.3M1.0521.285,7396,02355,43685,746
2017-06-23$185.09$180.0018.1%5.2%14.6%39.2%18.4%2.4%-0.6%26.5M-465.3M-3.3M1.3023.624,6726,09556,34386,995
2017-06-26$185.35$180.0018.2%5.4%14.4%40.5%19.4%2.4%-0.2%21.7M-456.2M-3.3M1.2912.863,8214,91155,74885,428
2017-06-27$184.55$180.0019.1%5.6%14.4%48.0%19.1%2.5%0.1%20.6M-421.6M-3.3M1.6416.952,7474,49555,49186,352
2017-06-28$185.58$180.0019.0%5.6%13.9%53.9%20.2%2.5%-0.4%24.6M-466.9M-3.3M1.4112.142,9474,16157,39387,259
2017-06-29$185.15$180.0019.1%5.7%11.8%54.8%20.0%2.7%-0.2%22.6M-445.1M-3.4M1.6115.712,6464,25657,81287,827
2017-06-30$185.66$180.0018.8%5.6%11.8%51.6%19.9%2.8%-0.4%21.8M-468.0M-3.3M1.7412.552,3694,13257,93688,228