USRT Options History — August 2022

In August 2022, USRT traded between $54.96 and $60.10. ATM implied volatility averaged 23.6%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 5.8% (HV 20d: 17.8%). Max pain ranged from $57.00 to $58.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 1.46.

Notable Days

  • 2022-08-02: Highest Volume — 205 contracts
  • 2022-08-17: Largest IV spike — 62.6% change
  • 2022-08-04: Highest IV Rank — 56.1%
  • 2022-08-31: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.76$54.96$60.10$57.76$54.96
Max Pain$57.13$57.00$58.00$58.00$57.00
ATM IV23.6%12.7%35.0%21.8%33.3%
Expected Move6.5%3.6%9.5%6.2%9.5%
HV 20d17.8%15.3%19.5%17.5%18.7%
HV 60d24.0%23.2%26.4%26.4%23.9%
IV Rank27.3%0.0%56.1%22.5%51.8%
IV Percentile48.5%0.0%92.5%43.3%88.1%
Term Structure-2.2%-15.0%8.1%-0.3%3.3%
VWIV26.9%15.4%38.1%22.7%38.1%
Skew 25d2.2%-10.7%11.3%-5.4%9.1%
Skew 10d3.1%-13.3%16.3%-1.4%0.1%
Call IV 25d22.3%13.3%32.6%31.8%32.6%
Put IV 25d24.4%14.1%41.7%26.4%41.7%
Bid-Ask Spread %118.12104.72127.76114.34120.77
Gamma HHI0.300.180.570.310.21
Net GEX-10.5K-29.0K4.2K-9.6K-10
Net DEX-16.2K-265.2K162.7K28.5K8.2K
Net VEX-553-1.0K-254-896-556
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.460.002.002.001.26
Total Volume58.348020520477
Total OI163.2616321519281

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$57.76$58.0021.8%6.2%17.5%22.5%22.7%-5.4%-0.3%-9.6K28.5K-8962.00114.34N/AN/A6813672120
2022-08-02$57.17$58.0032.3%9.3%17.8%49.1%26.2%-1.0%-13.3%-13.4K124.2K-1.0K1.97117.42N/AN/A6913672141
2022-08-03$57.12$58.0032.8%9.4%17.9%50.4%30.7%2.0%-8.8%-12.8K109.8K-9741.97115.29N/AN/A6913673141
2022-08-04$56.77$57.0035.0%6.9%18.1%56.1%34.7%-4.3%-1.4%-13.6K162.7K-9661.97104.72N/AN/A6913673141
2022-08-05$56.98$57.0023.2%7.1%18.0%26.1%35.5%2.9%-9.9%-16.5K159.9K-8421.97111.74N/AN/A6913673140
2022-08-08$57.75$57.0033.2%8.2%17.8%51.5%32.8%11.3%-9.5%-14.6K96.3K-8501.97111.64N/AN/A6913673140
2022-08-09$57.91$57.0024.0%5.9%17.6%28.2%0.0%5.7%-1.0%-17.9K86.3K-7200.00119.88N/AN/A0073140
2022-08-10$59.01$57.0020.0%5.7%18.3%18.2%0.0%5.3%4.5%-14.0K-61.8K-5930.00127.15N/AN/A0073140
2022-08-11$58.80$57.0023.7%6.8%17.5%27.4%0.0%5.7%-3.3%-14.3K-70.6K-6180.00115.05N/AN/A0073140
2022-08-12$59.83$57.0019.6%5.6%17.6%17.2%0.0%11.1%2.7%-14.9K-236.1K-3230.00112.66N/AN/A0073140
2022-08-15$60.07$57.0020.9%6.0%17.3%20.4%15.4%7.4%-3.5%-11.1K-186.8K-3780.00115.75N/AN/A0273140
2022-08-16$60.10$57.0012.7%3.6%15.3%0.0%0.0%5.4%6.9%-29.0K-265.2K-2960.00112.32N/AN/A0173142
2022-08-17$59.76$57.0020.6%5.9%15.8%20.0%0.0%-6.7%-8.8%-15.2K-158.8K-3540.00123.36N/AN/A0072143
2022-08-18$59.27$57.0014.8%4.2%16.2%5.2%0.0%0.9%8.1%-21.9K-148.2K-3010.00127.31N/AN/A0072143
2022-08-19$58.56$57.0018.6%5.3%17.1%14.8%23.4%4.8%-1.5%-21.8K-29.2K-2540.00107.07N/AN/A01372143
2022-08-22$57.36$57.0028.2%8.1%19.0%39.2%17.8%-4.5%-15.0%-2.3K15.0K-4220.00122.60N/AN/A021748
2022-08-23$56.72$57.0022.4%6.4%19.5%24.6%0.0%-10.7%1.1%-3.3K6.2K-3510.00124.27N/AN/A001746
2022-08-24$57.12$57.0019.9%5.7%19.4%18.0%0.0%4.6%-0.6%-1.5K6.2K-3670.00119.03N/AN/A001746
2022-08-25$57.75$57.0018.1%5.2%17.2%13.8%18.6%-2.2%-0.1%564-7.9K-3060.00122.93N/AN/A1101746
2022-08-26$56.50$57.0027.3%7.8%18.4%36.8%0.0%10.7%-5.8%2.3K-17.4K-4010.00123.52N/AN/A702846
2022-08-29$56.07$57.0017.1%4.9%18.2%11.1%0.0%0.2%8.1%4.2K-4.9K-4650.00120.12N/AN/A003546
2022-08-30$55.14$57.0022.4%6.4%18.7%24.4%0.0%-2.8%-1.5%24012.3K-4680.00127.76N/AN/A003546
2022-08-31$54.96$57.0033.3%9.5%18.7%51.8%38.1%9.1%3.3%-108.2K-5561.26120.77N/AN/A34433546