USRT Options History — June 2022

In June 2022, USRT traded between $51.09 and $58.21. ATM implied volatility averaged 31.3%, placing in the 52.5% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 2.7% (HV 20d: 28.6%). Max pain ranged from $48.00 to $56.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 5.12.

Notable Days

  • 2022-06-28: Highest Volume — 178 contracts
  • 2022-06-16: Largest IV spike — 35.1% change
  • 2022-06-14: Highest IV Rank — 65.5%
  • 2022-06-14: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.27$51.09$58.21$57.86$53.33
Max Pain$50.92$48.00$56.00$56.00$51.00
ATM IV31.3%25.5%36.4%29.6%33.8%
Expected Move8.6%5.7%10.4%8.5%9.7%
HV 20d28.6%20.6%32.9%27.2%31.9%
HV 60d26.9%24.2%28.7%24.5%28.1%
IV Rank52.5%37.7%65.5%48.1%58.8%
IV Percentile88.2%71.4%96.8%88.7%91.7%
Term Structure-1.9%-14.3%5.4%-14.3%-6.4%
VWIV34.2%25.4%44.0%27.2%34.3%
Skew 25d6.4%-4.1%17.9%0.7%10.6%
Skew 10d6.9%-5.5%14.7%6.1%1.4%
Call IV 25d28.8%21.3%34.5%32.1%31.4%
Put IV 25d35.2%22.4%46.0%32.8%42.0%
Bid-Ask Spread %111.97101.40121.14108.81116.06
Gamma HHI0.270.190.370.310.19
Net GEX-10.4K-15.3K-5.4K-9.8K-14.6K
Net DEX249.7K166.4K317.3K174.7K313.3K
Net VEX-665-842-389-829-699
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.123.617.093.617.09
Total Volume126.6678217883178
Total OI104.6198613887138

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$57.86$56.0029.6%8.5%27.2%48.1%27.2%0.7%-14.3%-9.8K174.7K-8293.61108.81N/AN/A18652166
2022-06-02$58.21$0.0027.1%5.7%26.7%41.7%0.0%-2.1%5.4%-12.6K180.6K-7933.61109.72N/AN/A18652166
2022-06-03$57.42$0.0034.9%7.4%25.4%61.7%0.0%5.1%5.4%-9.3K166.4K-8423.61116.39N/AN/A18652166
2022-06-06$57.16$0.0036.4%8.6%25.2%65.4%0.0%-4.1%0.6%-9.4K171.7K-7923.61118.79N/AN/A18652165
2022-06-07$57.89$0.0028.2%6.7%20.6%44.4%0.0%6.2%3.5%-10.0K184.1K-7593.61108.67N/AN/A18652165
2022-06-08$56.56$0.0028.9%8.3%21.0%46.4%0.0%4.2%-3.0%-9.5K193.7K-7363.82106.19N/AN/A17652265
2022-06-09$55.18$0.0027.2%7.8%22.9%42.0%0.0%4.5%0.2%-9.9K186.5K-7383.82109.25N/AN/A17652265
2022-06-10$54.24$0.0027.4%7.9%23.6%42.5%0.0%11.7%-1.0%-8.1K247.9K-5753.61101.40N/AN/A18652265
2022-06-13$51.11$0.0032.1%9.2%29.4%54.4%44.0%3.4%2.0%-6.5K259.4K-4533.72103.71N/AN/A18672365
2022-06-14$51.09$48.0036.4%10.4%29.4%65.5%37.9%5.9%-6.4%-5.4K279.7K-3894.06104.32N/AN/A18732367
2022-06-15$52.51$48.0025.5%7.3%31.3%37.7%25.4%8.5%-0.4%-7.6K295.3K-4267.00114.07N/AN/A181262373
2022-06-16$51.17$51.0034.5%9.9%30.9%60.5%36.8%17.9%-4.7%-8.7K317.3K-4985.11107.61N/AN/A271382386
2022-06-17$51.39$51.0034.7%10.0%31.1%61.1%32.7%9.8%-0.3%-10.1K289.0K-6815.11121.14N/AN/A271382992
2022-06-21$52.01$51.0032.7%9.4%31.6%56.0%36.1%6.7%-3.3%-10.1K317.3K-5126.18110.80N/AN/A221362490
2022-06-22$52.47$51.0029.4%8.4%31.7%47.5%27.0%4.9%0.8%-10.1K274.6K-6966.18107.51N/AN/A221362592
2022-06-23$53.35$51.0035.3%10.1%32.1%62.6%35.8%4.2%-3.4%-11.6K308.8K-5446.27113.05N/AN/A221382592
2022-06-24$54.50$51.0029.6%8.5%32.9%48.1%35.2%13.0%-0.4%-11.8K258.8K-7066.68120.26N/AN/A221472594
2022-06-27$54.63$51.0028.0%8.0%32.8%43.9%35.5%12.7%-7.5%-13.3K255.4K-8166.68119.52N/AN/A2214725103
2022-06-28$54.06$51.0032.2%9.2%31.8%54.8%36.7%5.0%0.1%-15.3K262.0K-7657.09117.53N/AN/A2215625103
2022-06-29$53.54$51.0033.8%9.7%31.9%58.7%34.4%5.0%-6.4%-14.4K306.4K-7267.09116.59N/AN/A2215625113
2022-06-30$53.33$51.0033.8%9.7%31.9%58.8%34.3%10.6%-6.4%-14.6K313.3K-6997.09116.06N/AN/A2215625113