USO Options History — July 2024 In July 2024, USO traded between $74.43 and $81.65. ATM implied volatility averaged 23.5%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 4.1% (HV 20d: 19.4%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.91.
Notable Days 2024-07-31 : Highest Volume — 66,376 contracts2024-07-31 : Largest IV spike — 12.9% change2024-07-31 : Highest IV Rank — 51.2%2024-07-31 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $78.95 $74.43 $81.65 $81.65 $77.72 Max Pain $78.68 $75.00 $80.00 $75.00 $77.00 ATM IV 23.5% 21.1% 31.2% 24.8% 31.2% Expected Move 6.8% 5.9% 9.4% 6.9% 9.4% HV 20d 19.4% 17.0% 25.5% 25.5% 24.0% HV 60d 21.9% 21.1% 23.2% 22.0% 23.2% IV Rank 15.7% 4.5% 51.2% 21.6% 51.2% IV Percentile 14.0% 0.4% 66.3% 15.9% 66.3% Term Structure 0.1% -1.0% 0.9% 0.1% -1.0% VWIV 24.1% 21.2% 34.6% 24.5% 34.6% Skew 25d 1.8% -0.5% 4.4% -0.5% -0.4% Skew 10d 3.8% -0.9% 9.6% -0.9% -0.5% Call IV 25d 23.1% 20.3% 32.4% 25.9% 32.4% Put IV 25d 24.9% 22.0% 32.1% 25.5% 32.1% Bid-Ask Spread % 41.89 29.89 57.94 45.07 31.30 Gamma HHI 0.24 0.07 0.47 0.35 0.10 Net GEX 23.3M -8.6M 46.4M 36.0M 14.9M Net DEX -290.0M -557.9M 19.0M -557.9M -234.2M Net VEX -1.4M -1.6M -1.2M -1.4M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.13 4.05 0.44 2.36 Total Volume 26,213.864 9,996 66,376 21,261 66,376 Total OI 227,805.409 168,162 267,228 217,556 235,383
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 2024-07-01 $81.65 $75.00 24.8% 6.9% 25.5% 21.6% 24.5% -0.5% 0.1% 36.0M -557.9M -1.4M 0.44 45.07 14,754 6,507 130,466 87,090 2024-07-02 $81.03 $75.00 23.0% 6.3% 20.1% 13.5% 23.6% 0.8% 0.3% 39.3M -527.3M -1.5M 0.57 51.34 14,483 8,244 136,131 90,244 2024-07-03 $81.34 $75.00 21.8% 5.9% 19.2% 7.9% 21.4% 1.0% 0.4% 36.8M -553.4M -1.5M 0.69 57.94 5,924 4,072 137,868 94,733 2024-07-05 $81.31 $78.00 21.3% 6.3% 19.2% 5.5% 21.7% 1.0% 0.8% 35.7M -544.2M -1.4M 1.01 41.99 19,415 19,587 134,989 94,493 2024-07-08 $80.41 $80.00 21.8% 6.3% 19.5% 7.7% 21.2% 1.7% 0.2% 40.4M -444.6M -1.6M 0.52 38.71 13,653 7,134 144,323 105,488 2024-07-09 $79.66 $80.00 21.6% 6.3% 20.0% 7.2% 22.5% 1.9% 0.5% 42.4M -371.5M -1.6M 0.37 41.84 19,539 7,196 154,790 108,151 2024-07-10 $80.41 $80.00 21.1% 6.2% 17.1% 4.9% 22.1% 1.8% 0.6% 46.4M -443.4M -1.6M 0.25 41.57 30,181 7,565 156,568 110,660 2024-07-11 $80.88 $80.00 21.1% 6.3% 17.1% 4.5% 22.1% 1.3% 0.9% 45.8M -469.8M -1.5M 0.27 40.25 28,485 7,584 155,852 109,142 2024-07-12 $80.22 $80.00 21.2% 6.2% 17.5% 5.3% 21.9% 1.3% 0.7% 30.6M -376.9M -1.5M 0.29 44.72 28,531 8,233 157,745 108,787 2024-07-15 $80.07 $80.00 21.5% 6.2% 17.6% 6.5% 22.1% 1.6% 0.0% 32.4M -354.0M -1.4M 0.13 44.07 18,667 2,351 146,995 105,664 2024-07-16 $79.03 $79.00 21.8% 6.3% 18.4% 7.8% 22.4% 1.7% 0.0% 23.2M -249.6M -1.4M 1.50 43.52 6,891 10,355 149,017 105,946 2024-07-17 $80.59 $79.00 22.1% 6.3% 18.1% 9.4% 22.6% 1.7% -0.4% 28.0M -389.6M -1.4M 0.49 44.95 10,777 5,329 146,098 108,554 2024-07-18 $80.02 $79.00 22.3% 6.4% 18.1% 10.3% 23.4% 1.6% 0.2% 32.1M -344.3M -1.4M 0.86 43.07 8,768 7,515 145,155 108,509 2024-07-19 $78.03 $80.00 23.8% 6.9% 20.0% 17.1% 24.0% 2.1% -0.3% 24.8M -125.6M -1.3M 1.22 45.12 13,305 16,220 145,181 112,033 2024-07-22 $77.60 $80.00 23.7% 6.8% 19.9% 16.5% 24.0% 2.5% 0.4% 2.7M -86.3M -1.3M 1.32 38.74 6,544 8,619 105,340 62,822 2024-07-23 $76.66 $80.00 24.1% 6.8% 19.6% 18.3% 24.2% 2.4% 0.3% -218.8K -47.4M -1.3M 0.70 29.89 14,756 10,390 109,279 64,042 2024-07-24 $76.94 $79.00 23.7% 6.8% 19.3% 16.7% 25.0% 3.0% 0.1% 2.9M -83.3M -1.3M 0.51 38.80 7,155 3,616 119,389 65,401 2024-07-25 $77.57 $79.00 24.3% 6.9% 19.6% 19.5% 24.8% 3.3% -0.4% 4.2M -117.0M -1.3M 0.73 36.56 5,780 4,232 116,336 65,016 2024-07-26 $76.03 $79.00 26.2% 7.4% 19.8% 27.9% 26.2% 4.4% -0.1% 2.0M -39.5M -1.3M 1.12 41.78 6,703 7,514 118,543 65,479 2024-07-29 $75.28 $79.00 26.8% 7.9% 19.9% 30.9% 27.8% 3.7% -0.4% 1.3M -39.1M -1.2M 4.05 39.26 10,132 41,027 114,425 60,885 2024-07-30 $74.43 $78.00 27.7% 8.3% 17.0% 34.8% 28.9% 2.7% -0.3% -8.6M 19.0M -1.4M 0.59 41.06 20,482 12,114 119,880 98,827 2024-07-31 $77.72 $77.00 31.2% 9.4% 24.0% 51.2% 34.6% -0.4% -1.0% 14.9M -234.2M -1.6M 2.36 31.30 19,759 46,617 132,284 103,099
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