UNH Options History — April 2024 In April 2024, UNH traded between $438.23 and $501.74. ATM implied volatility averaged 22.4%, placing in the 54.8% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 9.6% (HV 20d: 31.9%). Max pain ranged from $470.00 to $490.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2024-04-02 : Highest Volume — 102,354 contracts2024-04-16 : Largest IV drop — 27.3% change2024-04-02 : Highest IV Rank — 100.0%2024-04-02 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $472.22 $438.23 $501.74 $489.93 $483.58 Max Pain $475.00 $470.00 $490.00 $490.00 $480.00 ATM IV 22.4% 17.6% 29.9% 24.0% 17.6% Expected Move 6.4% 5.1% 8.8% 7.8% 5.3% HV 20d 31.9% 16.4% 38.5% 16.4% 29.4% HV 60d 25.7% 21.4% 28.0% 21.4% 26.2% IV Rank 54.8% 17.7% 100.0% 75.8% 17.9% IV Percentile 65.0% 12.7% 100.0% 95.6% 13.5% Term Structure -0.5% -4.2% 1.2% -0.7% 1.2% VWIV 22.6% 18.3% 30.8% 27.6% 19.2% Skew 25d 1.6% 1.0% 2.7% 1.4% 1.2% Skew 10d 3.4% 1.4% 5.2% 2.3% 2.5% Call IV 25d 21.8% 17.5% 28.2% 23.3% 17.9% Put IV 25d 23.4% 18.5% 30.0% 24.7% 19.2% Bid-Ask Spread % 54.75 38.74 65.40 40.31 58.48 Gamma HHI 0.08 0.04 0.25 0.04 0.06 Net GEX 30.0M -63.9M 223.1M 5.3M 18.1M Net DEX -344.0M -3.18B 1.51B 1.9M -784.4M Net VEX -14.6M -16.3M -12.0M -13.6M -15.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.49 2.30 0.66 0.79 Total Volume 41,689 9,539 102,354 15,574 12,016 Total OI 240,234.273 190,639 298,870 190,639 227,566
Daily Data (22 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 Vol Put Vol Call OI Put OI 2024-04-01 $489.93 $490.00 24.0% 7.8% 16.4% 75.8% 27.6% 1.4% -0.7% 5.3M 1.9M -13.6M 0.66 40.31 9,401 6,173 101,653 88,986 2024-04-02 $457.58 $490.00 27.7% 8.8% 29.0% 100.0% 30.8% 1.3% -3.0% -61.4M 1.51B -12.0M 0.60 42.95 64,046 38,308 106,942 92,426 2024-04-03 $460.28 $490.00 24.6% 7.8% 28.3% 75.5% 26.7% 1.8% -0.3% -15.7M 903.8M -13.5M 0.70 38.74 22,260 15,571 132,583 101,708 2024-04-04 $453.09 $470.00 25.2% 7.0% 28.8% 80.1% 24.0% 1.6% -0.7% -43.5M 1.19B -13.6M 1.10 55.54 19,407 21,387 137,199 103,080 2024-04-05 $456.25 $480.00 24.9% 6.8% 28.4% 77.9% 23.8% 1.5% -0.6% -37.4M 879.0M -14.0M 0.71 59.28 15,235 10,821 141,270 103,381 2024-04-08 $456.69 $480.00 24.6% 6.8% 28.4% 76.1% 23.7% 2.0% -0.4% -28.5M 635.3M -13.8M 0.85 52.95 10,448 8,870 126,886 96,385 2024-04-09 $456.94 $470.00 24.3% 6.6% 26.9% 73.7% 23.3% 2.7% -1.1% -26.1M 569.2M -13.7M 0.80 54.97 8,850 7,104 130,237 98,407 2024-04-10 $451.88 $470.00 25.3% 7.1% 26.9% 80.8% 23.7% 1.9% -0.6% -41.5M 800.6M -13.6M 2.30 57.63 12,827 29,486 132,096 99,598 2024-04-11 $444.94 $470.00 27.7% 7.5% 27.2% 99.6% 25.8% 2.1% -2.6% -63.9M 1.11B -13.3M 0.87 55.23 19,996 17,475 136,839 101,620 2024-04-12 $438.23 $470.00 29.9% 7.8% 27.3% 100.0% 27.2% 1.8% -4.2% -51.8M 1.24B -13.6M 1.16 55.67 24,837 28,873 145,054 103,958 2024-04-15 $446.44 $470.00 28.7% 8.1% 28.5% 92.0% 28.4% 2.4% 1.0% -22.9M 574.3M -14.4M 0.89 58.58 28,059 25,074 142,504 108,962 2024-04-16 $471.31 $470.00 20.8% 5.9% 35.3% 39.5% 21.3% 2.1% -0.2% 88.0M -933.7M -15.3M 0.77 62.08 52,220 40,119 150,983 120,918 2024-04-17 $479.99 $470.00 20.3% 5.8% 35.8% 35.7% 20.3% 1.9% -0.2% 120.3M -1.54B -15.5M 0.76 56.73 43,740 33,198 155,523 124,348 2024-04-18 $494.99 $470.00 19.7% 5.6% 37.5% 31.6% 19.8% 1.4% 0.2% 175.8M -2.69B -16.0M 0.78 56.71 52,832 41,305 159,327 128,526 2024-04-19 $501.74 $470.00 19.1% 5.5% 37.8% 28.1% 19.6% 1.0% -0.1% 223.1M -3.18B -16.3M 0.64 65.40 42,130 26,769 162,910 135,960 2024-04-22 $492.13 $470.00 18.3% 5.3% 38.5% 22.5% 18.4% 1.1% 0.2% 59.6M -1.40B -15.7M 0.77 53.55 13,911 10,767 128,224 95,031 2024-04-23 $485.90 $470.00 18.5% 5.5% 38.5% 23.9% 19.2% 1.4% 0.7% 33.7M -967.6M -15.0M 0.91 55.93 12,870 11,736 130,306 97,403 2024-04-24 $488.49 $470.00 17.9% 5.2% 38.1% 19.6% 18.5% 1.0% 0.4% 47.8M -1.16B -15.5M 0.61 58.43 16,940 10,366 133,386 99,821 2024-04-25 $493.32 $470.00 17.6% 5.1% 38.3% 17.7% 18.3% 1.0% 0.0% 83.2M -1.52B -16.0M 0.49 56.93 16,278 7,998 136,755 100,244 2024-04-26 $495.83 $480.00 17.6% 5.1% 38.3% 18.1% 18.4% 1.1% -0.0% 150.0M -1.70B -15.7M 0.56 55.60 11,497 6,419 139,342 102,332 2024-04-29 $489.39 $480.00 17.8% 5.2% 38.5% 18.8% 18.9% 1.2% 0.3% 47.5M -1.12B -15.3M 0.88 52.82 5,070 4,469 131,314 93,161 2024-04-30 $483.58 $480.00 17.6% 5.3% 29.4% 17.9% 19.2% 1.2% 1.2% 18.1M -784.4M -15.3M 0.79 58.48 6,714 5,302 132,890 94,676
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