USRT Options History — August 2021

In August 2021, USRT traded between $60.40 and $62.17. ATM implied volatility averaged 18.3%. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.2% (HV 20d: 14.1%). Max pain ranged from $56.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-08-03: Highest Volume — 9 contracts
  • 2021-08-09: Largest IV spike — 46.5% change
  • 2021-08-04: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.98$60.40$62.17$60.93$62.17
Max Pain$58.64$56.00$60.00$56.00$60.00
ATM IV18.3%14.6%29.3%18.6%15.9%
Expected Move4.9%4.2%5.7%5.3%4.5%
HV 20d14.1%9.2%19.9%19.5%10.1%
HV 60d14.6%14.4%14.7%14.7%14.4%
Term Structure-0.2%-6.3%3.2%-2.4%-0.1%
VWIV20.7%10.7%34.0%17.8%34.0%
Skew 25d2.8%-3.2%9.2%0.0%0.7%
Skew 10d0.9%-7.9%6.1%-1.8%-0.6%
Call IV 25d15.8%10.2%20.2%18.0%16.8%
Put IV 25d18.6%15.7%23.5%18.0%17.5%
Bid-Ask Spread %125.03121.40139.49127.94124.08
Gamma HHI0.320.280.380.310.28
Net GEX52.6K39.1K66.9K54.2K66.9K
Net DEX-490.4K-595.0K-386.4K-539.0K-595.0K
Net VEX-1.9K-2.1K-1.6K-2.1K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.3180901
Total OI209192218205210

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$60.93$56.0018.6%5.3%19.5%0.0%0.0%0.0%-2.4%54.2K-539.0K-2.1K0.00127.94N/AN/A002023
2021-08-03$60.91$56.0019.0%5.4%19.4%0.0%0.0%0.5%-2.5%52.5K-527.5K-2.1K0.00126.04N/AN/A092023
2021-08-04$60.49$56.0019.8%5.7%19.6%0.0%0.0%-3.2%-1.5%53.2K-478.7K-1.9K0.00125.86N/AN/A002023
2021-08-05$61.31$60.0018.6%4.2%19.9%0.0%0.0%4.7%2.0%57.9K-541.5K-2.1K0.00125.55N/AN/A0020212
2021-08-06$61.26$60.0020.0%4.8%18.9%0.0%0.0%7.5%0.8%55.0K-570.5K-2.1K0.00121.40N/AN/A0020212
2021-08-09$61.08$60.0029.3%4.9%18.6%0.0%0.0%9.2%-0.7%51.9K-546.6K-2.1K0.00133.21N/AN/A0020212
2021-08-10$60.40$60.0021.3%4.8%18.4%0.0%0.0%7.7%2.9%49.9K-484.4K-2.0K0.00122.02N/AN/A1020212
2021-08-11$60.75$60.0017.4%5.0%18.2%0.0%0.0%3.5%0.2%55.9K-491.0K-1.9K0.00122.77N/AN/A0020212
2021-08-12$60.75$60.0017.2%4.9%18.2%0.0%0.0%2.6%0.2%55.3K-489.0K-1.9K0.00124.18N/AN/A0020112
2021-08-13$61.16$57.0017.4%5.0%18.4%0.0%0.0%2.1%0.5%56.4K-528.9K-1.9K0.00125.34N/AN/A0020117
2021-08-16$61.10$57.0017.6%5.0%15.5%0.0%0.0%5.5%1.0%57.9K-521.9K-1.9K0.00122.02N/AN/A0020117
2021-08-17$60.83$57.0017.6%5.0%9.9%0.0%0.0%3.9%-0.3%57.7K-503.2K-1.8K0.00122.42N/AN/A0020117
2021-08-18$60.49$57.0016.5%4.7%10.0%0.0%0.0%1.1%0.5%55.8K-455.1K-1.8K0.00121.95N/AN/A0020117
2021-08-19$60.54$57.0016.9%4.8%9.3%0.0%17.8%-1.5%-0.7%59.5K-458.9K-1.7K0.00123.28N/AN/A0320117
2021-08-20$61.10$57.0016.8%4.8%9.4%0.0%10.7%4.0%3.2%50.2K-502.6K-1.6K0.00123.66N/AN/A3020117
2021-08-23$60.83$60.0017.5%5.0%9.5%0.0%0.0%2.5%0.9%39.1K-408.1K-1.7K0.00121.51N/AN/A5017319
2021-08-24$60.70$60.0014.6%4.2%9.3%0.0%0.0%7.7%2.1%41.1K-386.4K-1.7K0.00139.49N/AN/A0017519
2021-08-25$60.84$60.0016.6%4.8%9.3%0.0%0.0%1.3%-2.6%45.9K-399.8K-1.6K0.00124.67N/AN/A1018019
2021-08-26$60.78$60.0016.9%4.9%9.2%0.0%0.0%-2.4%-0.2%42.7K-407.7K-1.7K0.00124.95N/AN/A0018019
2021-08-27$61.39$60.0019.0%5.5%9.8%0.0%20.2%1.5%-6.3%47.2K-456.8K-1.7K0.00123.30N/AN/A5018019
2021-08-30$61.73$60.0017.7%5.1%9.9%0.0%0.0%2.0%-1.1%52.3K-496.6K-1.7K0.00125.07N/AN/A1018019
2021-08-31$62.17$60.0015.9%4.5%10.1%0.0%34.0%0.7%-0.1%66.9K-595.0K-1.6K0.00124.08N/AN/A1019119