USRT Options History — June 2021

In June 2021, USRT traded between $58.39 and $59.19. ATM implied volatility averaged 17.7%. The 30-day expected move averaged 5.1%. Max pain ranged from $58.00 to $58.00. Net GEX was positive for 7 of 7 trading days. Term structure was in contango for 2 of 7 days. Put/call ratio averaged 0.02.

Notable Days

  • 2021-06-23: Highest Volume — 81 contracts
  • 2021-06-30: Largest IV drop — 42.6% change
  • 2021-06-28: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.84$58.39$59.19$59.19$58.39
Max Pain$58.00$58.00$58.00$58.00$58.00
ATM IV17.7%10.7%24.9%15.1%10.7%
Expected Move5.1%3.1%7.1%4.3%3.1%
Term Structure-1.9%-6.3%4.0%3.0%4.0%
VWIV32.0%23.3%47.2%23.3%47.2%
Skew 25d-2.6%-5.8%4.2%4.2%-5.0%
Skew 10d-0.0%-2.7%2.5%2.4%-2.7%
Call IV 25d19.2%9.8%26.1%9.8%21.1%
Put IV 25d16.6%14.0%22.1%14.0%16.1%
Bid-Ask Spread %120.98116.52129.92124.73116.52
Gamma HHI0.350.330.370.350.36
Net GEX28.1K26.9K29.5K27.7K27.4K
Net DEX-281.2K-297.9K-259.6K-296.1K-259.6K
Net VEX-1.8K-1.9K-1.7K-1.9K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.030.030.00
Total Volume23.28608101
Total OI157157157157157

Daily Data (7 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-22$59.19$58.0015.1%4.3%0.0%0.0%0.0%4.2%3.0%27.7K-296.1K-1.9K0.00124.73N/AN/A001552
2021-06-23$59.13$58.0018.5%5.3%0.0%0.0%23.3%-1.5%-2.5%28.5K-283.5K-1.8K0.03120.54N/AN/A7921552
2021-06-24$58.72$58.0018.5%5.3%0.0%0.0%0.0%-1.6%-3.9%28.5K-269.3K-1.8K0.00117.79N/AN/A001552
2021-06-25$59.16$58.0017.4%5.0%0.0%0.0%0.0%-4.7%-3.0%29.5K-288.3K-1.9K0.00118.32N/AN/A001552
2021-06-28$58.63$58.0024.9%7.1%0.0%0.0%0.0%-4.0%-6.3%26.9K-297.9K-1.9K0.00129.92N/AN/A001552
2021-06-29$58.64$58.0018.7%5.4%0.0%0.0%25.6%-5.8%-4.3%28.5K-273.6K-1.8K0.03119.01N/AN/A7921552
2021-06-30$58.39$58.0010.7%3.1%0.0%0.0%47.2%-5.0%4.0%27.4K-259.6K-1.7K0.00116.52N/AN/A101552