USO Options History — August 2019 In August 2019, USO traded between $10.86 and $11.84. ATM implied volatility averaged 32.4%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 3.0% (HV 20d: 35.4%). Max pain ranged from $12.00 to $12.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.31.
Notable Days 2019-08-07 : Highest Volume — 269,974 contracts2019-08-23 : Largest IV spike — 13.8% change2019-08-07 : Highest IV Rank — 34.5%2019-08-07 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $11.40 $10.86 $11.84 $11.31 $11.44 Max Pain $12.00 $12.00 $12.00 $12.00 $12.00 ATM IV 32.4% 29.0% 35.4% 32.6% 30.3% Expected Move 9.3% 8.3% 10.0% 9.8% 8.6% HV 20d 35.4% 30.8% 38.5% 33.7% 32.9% HV 60d 37.2% 34.5% 39.5% 37.1% 34.7% IV Rank 26.9% 18.1% 34.5% 27.3% 21.4% IV Percentile 62.8% 46.0% 73.0% 67.9% 51.2% Term Structure 0.1% -1.2% 1.2% -0.1% 0.1% VWIV 33.1% 29.9% 36.8% 36.7% 30.0% Skew 25d 5.0% 3.2% 5.9% 4.9% 5.4% Skew 10d 8.3% 4.4% 10.7% 8.7% 9.1% Call IV 25d 30.7% 28.2% 34.1% 32.3% 29.1% Put IV 25d 35.8% 33.2% 38.9% 37.2% 34.4% Bid-Ask Spread % 5.80 1.99 33.65 33.65 4.38 Gamma HHI 0.17 0.12 0.25 0.18 0.15 Net GEX -8.0M -14.8M 3.5M -10.3M -3.7M Net DEX 193.3M 28.5M 397.1M 280.7M 179.3M Net VEX -3.1M -3.3M -2.8M -3.3M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.31 0.41 3.40 3.40 0.71 Total Volume 90,442.045 23,165 269,974 193,905 58,872 Total OI 2,035,661.182 1,937,707 2,208,363 2,004,336 2,080,635
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 2019-08-01 $11.31 $12.00 32.6% 9.8% 33.7% 27.3% 36.7% 4.9% -0.1% -10.3M 280.7M -3.3M 3.40 33.65 44,065 149,840 916,269 1,088,067 2019-08-02 $11.47 $12.00 33.1% 9.6% 33.7% 28.6% 34.2% 4.7% -1.2% 3.5M 202.5M -3.2M 2.95 6.40 22,186 65,498 932,051 1,061,935 2019-08-05 $11.39 $12.00 33.9% 9.6% 33.8% 30.7% 36.8% 5.9% 0.4% -10.7M 235.1M -3.2M 1.10 6.78 26,943 29,683 869,710 1,083,552 2019-08-06 $11.14 $12.00 34.4% 9.8% 34.2% 31.9% 33.7% 5.5% 0.5% -13.0M 310.1M -3.1M 0.83 2.94 36,649 30,263 880,731 1,093,266 2019-08-07 $10.86 $12.00 35.4% 10.0% 30.8% 34.5% 36.6% 4.8% 0.2% -14.8M 397.1M -3.1M 1.30 8.18 117,523 152,451 888,194 1,107,649 2019-08-08 $10.95 $12.00 33.8% 9.7% 31.2% 30.6% 34.6% 5.4% -0.5% -12.1M 349.1M -3.1M 0.72 5.03 47,386 34,126 947,307 1,129,829 2019-08-09 $11.28 $12.00 32.1% 9.2% 33.8% 26.1% 33.1% 3.9% -0.6% -11.3M 233.7M -3.2M 0.46 2.37 91,158 42,345 952,044 1,155,309 2019-08-12 $11.36 $12.00 32.5% 9.2% 33.8% 27.1% 32.2% 4.4% -0.4% -10.5M 206.4M -3.2M 0.83 2.58 35,877 29,858 942,317 1,157,946 2019-08-13 $11.84 $12.00 31.4% 8.9% 36.7% 24.3% 33.8% 3.2% -0.0% -4.7M 42.2M -3.2M 1.67 12.68 46,500 77,767 942,906 1,173,658 2019-08-14 $11.47 $12.00 33.7% 9.6% 37.5% 30.2% 33.6% 5.0% -0.3% -9.9M 192.2M -3.2M 2.62 5.79 30,146 78,941 947,729 1,192,593 2019-08-15 $11.36 $12.00 34.0% 9.8% 37.0% 31.0% 34.6% 5.8% 0.1% -14.1M 238.0M -3.2M 0.76 3.31 39,878 30,291 955,288 1,223,586 2019-08-16 $11.39 $12.00 32.3% 9.2% 36.9% 26.5% 32.7% 5.6% 0.3% -6.5M 212.8M -3.2M 2.13 1.99 16,262 34,613 983,466 1,224,897 2019-08-19 $11.68 $12.00 30.9% 8.9% 38.0% 22.9% 31.1% 4.9% 0.6% -5.6M 81.2M -3.0M 0.77 2.46 31,785 24,384 876,532 1,061,175 2019-08-20 $11.65 $12.00 31.0% 8.9% 37.8% 23.3% 31.3% 4.7% -0.1% -6.0M 88.2M -3.1M 0.68 2.24 13,803 9,362 897,192 1,074,889 2019-08-21 $11.57 $12.00 30.6% 8.8% 37.1% 22.1% 29.9% 4.5% 0.7% -7.0M 112.5M -3.0M 0.84 4.20 47,524 39,943 904,604 1,078,085 2019-08-22 $11.51 $12.00 30.1% 8.6% 37.1% 21.0% 31.2% 5.1% 1.2% -8.2M 138.9M -2.9M 1.35 7.85 22,575 30,483 902,386 1,077,761 2019-08-23 $11.22 $12.00 34.3% 9.8% 38.1% 31.8% 34.1% 5.8% -0.1% -9.4M 243.2M -2.9M 1.75 3.50 34,734 60,931 904,612 1,079,909 2019-08-26 $11.18 $12.00 34.5% 9.9% 37.6% 32.3% 34.2% 5.8% 0.0% -10.0M 244.2M -2.8M 1.44 3.53 13,836 19,922 892,146 1,058,100 2019-08-27 $11.43 $12.00 32.1% 9.1% 37.8% 26.2% 30.9% 5.5% -0.3% -6.8M 158.2M -2.9M 0.41 2.16 42,996 17,497 902,956 1,070,931 2019-08-28 $11.64 $12.00 30.9% 8.9% 38.5% 23.0% 31.6% 5.0% 0.5% -3.4M 77.7M -2.9M 1.34 2.46 67,626 90,426 920,590 1,075,383 2019-08-29 $11.77 $12.00 29.0% 8.3% 31.4% 18.1% 30.7% 5.0% 0.2% -2.4M 28.5M -3.0M 0.84 3.15 28,726 24,051 953,462 1,122,899 2019-08-30 $11.44 $12.00 30.3% 8.6% 32.9% 21.4% 30.0% 5.4% 0.1% -3.7M 179.3M -2.9M 0.71 4.38 34,444 24,428 954,242 1,126,393
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