USO Options History — April 2024 In April 2024, USO traded between $78.41 and $82.37. ATM implied volatility averaged 26.9%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 9.3% (HV 20d: 17.6%). Max pain ranged from $72.00 to $81.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.50.
Notable Days 2024-04-12 : Highest Volume — 109,954 contracts2024-04-04 : Largest IV spike — 31.7% change2024-04-15 : Highest IV Rank — 50.8%2024-04-15 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $80.51 $78.41 $82.37 $79.66 $78.41 Max Pain $78.86 $72.00 $81.00 $72.00 $79.00 ATM IV 26.9% 22.3% 31.1% 24.4% 24.5% Expected Move 7.6% 6.8% 8.8% 7.0% 6.9% HV 20d 17.6% 14.9% 19.1% 18.9% 17.3% HV 60d 21.4% 19.2% 23.2% 23.2% 19.2% IV Rank 31.5% 10.2% 50.8% 19.8% 20.4% IV Percentile 19.1% 0.4% 44.8% 2.0% 3.6% Term Structure 0.5% -4.7% 6.3% -0.1% 0.3% VWIV 28.5% 24.5% 35.3% 25.4% 24.5% Skew 25d -2.3% -13.3% 1.4% 0.1% 1.3% Skew 10d -4.4% -14.7% 3.0% 0.6% 3.0% Call IV 25d 29.5% 24.4% 36.5% 25.3% 24.4% Put IV 25d 27.2% 23.2% 29.5% 25.3% 25.7% Bid-Ask Spread % 46.54 37.72 58.44 54.26 45.69 Gamma HHI 0.12 0.06 0.77 0.12 0.06 Net GEX 53.9M 11.3M 341.1M 29.5M 11.3M Net DEX -683.3M -1.08B -173.0M -706.3M -173.0M Net VEX -2.2M -2.7M -1.8M -1.9M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.14 1.75 0.83 0.66 Total Volume 42,775 13,058 109,954 22,485 13,058 Total OI 416,919.818 317,620 588,812 324,922 326,166
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 $79.66 $72.00 24.4% 7.0% 18.9% 19.8% 25.4% 0.1% -0.1% 29.5M -706.3M -1.9M 0.83 54.26 12,278 10,207 165,229 159,693 2024-04-02 $80.82 $72.00 25.4% 7.3% 18.4% 24.5% 26.4% -0.6% 0.3% 29.5M -779.1M -1.9M 0.68 58.44 13,142 8,995 167,896 164,570 2024-04-03 $81.25 $72.00 22.3% 7.1% 17.8% 10.2% 26.1% -13.3% 6.3% 30.8M -835.5M -1.8M 0.16 56.15 74,345 12,169 171,292 166,900 2024-04-04 $82.22 $79.00 29.4% 8.0% 17.8% 42.8% 32.9% -3.7% -0.4% 54.3M -935.4M -2.0M 0.19 50.89 54,228 10,287 219,786 173,045 2024-04-05 $82.37 $80.00 29.4% 8.2% 17.7% 43.0% 30.2% -4.0% 0.4% 41.4M -948.3M -2.0M 0.30 42.18 50,297 14,925 253,865 176,009 2024-04-08 $82.30 $80.00 30.1% 7.8% 16.5% 46.0% 28.0% -1.1% -4.7% 45.0M -942.9M -2.1M 0.40 45.43 21,780 8,803 240,666 176,585 2024-04-09 $81.07 $80.00 26.2% 7.4% 18.1% 28.3% 26.9% 1.4% -0.2% 39.5M -826.2M -2.0M 0.67 48.54 15,941 10,648 250,288 180,592 2024-04-10 $81.97 $81.00 27.5% 7.8% 18.0% 34.2% 30.7% -3.3% -0.2% 46.7M -952.8M -2.2M 0.17 50.19 56,016 9,368 263,929 189,546 2024-04-11 $81.52 $81.00 27.7% 7.9% 16.9% 34.9% 29.2% -3.2% -0.3% 43.8M -892.3M -2.3M 0.31 46.43 33,625 10,521 286,067 191,322 2024-04-12 $81.50 $81.00 28.1% 8.1% 16.4% 36.9% 30.6% -4.8% 0.2% 43.1M -908.5M -2.4M 0.30 46.54 84,736 25,218 299,986 198,556 2024-04-15 $81.50 $81.00 31.1% 8.8% 16.4% 50.8% 35.3% -6.8% 0.1% 51.6M -989.7M -2.5M 0.14 45.44 80,486 11,025 303,166 197,082 2024-04-16 $81.40 $81.00 29.7% 8.5% 14.9% 44.4% 32.7% -6.0% 6.2% 68.6M -1.08B -2.7M 0.28 46.93 31,471 8,936 349,764 201,369 2024-04-17 $78.84 $81.00 29.0% 8.3% 19.1% 41.2% 31.9% -3.9% 0.6% 56.3M -667.4M -2.6M 0.42 45.17 47,167 19,988 360,204 205,076 2024-04-18 $78.80 $81.00 27.8% 7.9% 18.1% 35.4% 28.8% -2.3% 0.9% 65.5M -675.6M -2.5M 0.21 48.47 28,092 5,845 365,416 207,907 2024-04-19 $78.93 $80.00 27.8% 8.0% 18.0% 35.4% 29.8% -1.7% 0.1% 341.1M -717.2M -2.5M 0.35 43.42 30,367 10,638 380,459 208,353 2024-04-22 $78.73 $79.00 26.1% 7.4% 18.0% 27.5% 27.2% 0.3% 0.1% 24.2M -252.0M -2.4M 0.54 41.95 11,135 5,989 228,655 96,827 2024-04-23 $80.02 $79.00 25.8% 7.2% 18.1% 26.3% 25.9% -0.0% -0.0% 35.7M -363.3M -2.4M 0.74 37.84 15,859 11,800 233,018 100,297 2024-04-24 $79.62 $79.00 25.7% 7.2% 18.0% 25.8% 26.8% 0.4% 0.1% 31.7M -320.5M -2.3M 0.99 43.72 8,598 8,528 236,827 100,178 2024-04-25 $80.47 $79.00 25.0% 7.1% 18.3% 22.5% 25.5% 1.0% 0.2% 36.7M -394.9M -2.3M 0.49 43.70 11,827 5,811 229,690 97,739 2024-04-26 $80.35 $79.00 24.7% 6.8% 17.5% 21.3% 24.8% 0.1% 0.4% 33.5M -378.2M -2.2M 0.49 44.84 12,296 5,965 230,195 100,406 2024-04-29 $79.52 $79.00 24.9% 7.0% 17.5% 22.2% 26.7% -0.0% 0.8% 25.3M -296.8M -2.1M 1.75 37.72 6,772 11,868 221,751 95,869 2024-04-30 $78.41 $79.00 24.5% 6.9% 17.3% 20.4% 24.5% 1.3% 0.3% 11.3M -173.0M -2.0M 0.66 45.69 7,876 5,182 223,376 102,790
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