USRT Options History — January 2023 In January 2023, USRT traded between $49.07 and $54.63. ATM implied volatility averaged 25.4%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 1.7% (HV 20d: 23.6%). Max pain ranged from $49.00 to $52.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.32.
Notable Days 2023-01-24 : Highest Volume — 12 contracts2023-01-27 : Largest IV spike — 46.6% change2023-01-03 : Highest IV Rank — 50.7%2023-01-03 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $52.02 $49.07 $54.63 $49.25 $54.63 Max Pain $51.70 $49.00 $52.00 $49.00 $52.00 ATM IV 25.4% 15.2% 34.2% 34.2% 24.3% Expected Move 7.0% 4.4% 9.8% 9.8% 7.0% HV 20d 23.6% 18.7% 27.0% 18.7% 23.2% HV 60d 26.1% 25.0% 27.4% 26.2% 25.0% IV Rank 30.0% 6.0% 50.7% 50.7% 27.4% IV Percentile 36.9% 0.8% 80.2% 80.2% 29.4% Term Structure -1.5% -11.4% 6.9% -10.4% -9.4% VWIV 23.0% 17.4% 25.9% 17.4% 23.6% Skew 25d 4.7% -1.9% 14.8% -0.0% 10.7% Skew 10d 4.5% -0.8% 14.0% 1.2% 1.6% Call IV 25d 21.7% 16.2% 31.8% 31.8% 23.2% Put IV 25d 26.4% 17.5% 34.9% 31.8% 33.9% Bid-Ask Spread % 118.28 107.27 126.99 116.96 117.47 Gamma HHI 0.19 0.12 0.29 0.12 0.17 Net GEX 638 -3.1K 7.5K -1.3K 6.4K Net DEX -27.0K -129.1K 40.1K 33.3K -123.9K Net VEX -424 -727 -283 -351 -714 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.32 0.00 10.00 0.00 0.00 Total Volume 3.25 0 12 0 2 Total OI 73.9 62 91 64 91
Daily Data (20 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-01-03 $49.25 $49.00 34.2% 9.8% 18.7% 50.7% 0.0% -0.0% -10.4% -1.3K 33.3K -351 0.00 116.96 N/A N/A 0 0 30 34 2023-01-04 $50.14 $49.00 28.7% 8.2% 19.0% 37.8% 0.0% 12.3% 2.4% -1.2K 19.6K -364 0.00 123.52 N/A N/A 0 0 30 34 2023-01-05 $49.07 $52.00 31.0% 7.7% 20.2% 43.2% 0.0% 13.7% -5.0% -1.7K 40.1K -339 0.00 107.48 N/A N/A 0 0 30 34 2023-01-06 $50.41 $52.00 28.4% 7.7% 22.6% 37.0% 0.0% 11.1% 0.3% -1.7K 27.7K -331 0.00 108.33 N/A N/A 1 0 30 34 2023-01-09 $50.26 $52.00 28.7% 6.8% 22.4% 37.9% 17.4% 6.4% 1.4% -1.1K 17.9K -334 0.00 122.27 N/A N/A 2 0 31 34 2023-01-10 $50.03 $52.00 30.3% 6.7% 22.4% 41.6% 0.0% -1.0% -0.1% -1.7K 32.2K -283 0.00 124.32 N/A N/A 0 3 33 34 2023-01-11 $52.05 $52.00 19.7% 5.6% 26.7% 16.5% 0.0% 1.8% 4.0% 1.9K -15.1K -294 10.00 118.28 N/A N/A 1 10 33 32 2023-01-12 $52.74 $52.00 21.5% 6.2% 27.0% 20.8% 0.0% 1.6% 0.9% -2.1K -23.3K -335 0.00 126.71 N/A N/A 0 0 33 42 2023-01-13 $52.50 $52.00 20.2% 5.8% 27.0% 17.7% 0.0% 2.4% 3.6% -2.4K -17.9K -348 0.00 118.09 N/A N/A 0 0 33 42 2023-01-17 $52.63 $52.00 26.2% 7.5% 26.5% 31.8% 25.9% -1.2% -3.7% -2.3K -19.4K -306 0.50 117.26 N/A N/A 2 1 33 42 2023-01-18 $52.05 $52.00 23.7% 6.8% 25.4% 25.9% 0.0% 0.1% -1.9% -3.1K -7.1K -328 0.00 126.99 N/A N/A 0 0 34 43 2023-01-19 $51.90 $52.00 28.7% 8.2% 24.3% 37.9% 0.0% 4.9% -11.4% -3.0K 98 -339 0.00 123.89 N/A N/A 5 0 34 43 2023-01-20 $52.16 $52.00 23.7% 6.8% 24.3% 26.0% 22.5% 4.1% 6.9% -1.3K -30.0K -364 0.00 123.11 N/A N/A 6 0 39 43 2023-01-23 $52.80 $52.00 24.1% 6.9% 24.5% 27.0% 25.3% -1.9% -2.8% 1.0K -21.3K -357 0.00 119.15 N/A N/A 7 0 34 28 2023-01-24 $53.08 $52.00 23.2% 6.7% 24.2% 24.9% 0.0% 4.2% -3.5% 2.8K -49.1K -436 0.00 125.12 N/A N/A 12 0 40 28 2023-01-25 $53.01 $52.00 26.1% 7.5% 24.1% 31.7% 0.0% 6.6% -0.5% 4.8K -76.0K -635 0.00 107.27 N/A N/A 0 0 54 28 2023-01-26 $53.40 $52.00 15.2% 4.4% 24.2% 6.0% 0.0% 1.3% 3.4% 4.9K -85.2K -609 0.00 112.69 N/A N/A 6 0 54 28 2023-01-27 $54.50 $52.00 22.3% 6.4% 23.1% 22.7% 23.1% 14.8% -0.9% 7.5K -129.1K -692 4.00 115.51 N/A N/A 1 4 60 28 2023-01-30 $53.73 $52.00 27.8% 8.0% 23.3% 35.7% 23.6% 2.1% -2.9% 6.2K -114.3K -727 0.00 111.10 N/A N/A 2 0 60 31 2023-01-31 $54.63 $52.00 24.3% 7.0% 23.2% 27.4% 0.0% 10.7% -9.4% 6.4K -123.9K -714 0.00 117.47 N/A N/A 0 2 60 31
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