USRT Options History — February 2023 In February 2023, USRT traded between $52.09 and $55.97. ATM implied volatility averaged 23.5%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 5.1% (HV 20d: 18.4%). Max pain ranged from $45.00 to $53.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 4.83.
Notable Days 2023-02-27 : Highest Volume — 65 contracts2023-02-03 : Largest IV spike — 31.0% change2023-02-03 : Highest IV Rank — 42.0%2023-02-28 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $53.97 $52.09 $55.97 $55.20 $52.33 Max Pain $47.74 $45.00 $53.00 $52.00 $52.00 ATM IV 23.5% 20.3% 30.5% 23.8% 28.2% Expected Move 6.5% 5.6% 8.1% 6.8% 8.1% HV 20d 18.4% 16.0% 23.2% 23.2% 16.0% HV 60d 21.9% 19.7% 25.4% 25.1% 19.7% IV Rank 25.5% 18.0% 42.0% 26.1% 36.6% IV Percentile 24.4% 8.7% 67.9% 23.0% 54.4% Term Structure -0.8% -9.2% 8.5% 8.5% -8.1% VWIV 25.9% 21.0% 39.5% 23.8% 23.2% Skew 25d 4.4% -2.8% 11.6% 8.6% 1.1% Skew 10d 4.2% -2.2% 11.0% 1.3% 1.6% Call IV 25d 19.2% 12.5% 26.8% 22.3% 22.3% Put IV 25d 23.6% 15.5% 30.9% 30.9% 23.4% Bid-Ask Spread % 105.75 86.55 121.24 119.76 102.89 Gamma HHI 0.21 0.16 0.30 0.16 0.22 Net GEX 10.9K 6.3K 16.4K 7.4K 11.3K Net DEX -172.9K -237.3K -119.1K -146.0K -130.1K Net VEX -1.0K -1.3K -676 -678 -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.83 0.00 22.00 0.00 20.67 Total Volume 12.368 0 65 0 5 Total OI 176.632 93 268 93 268
Daily Data (19 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 2023-02-01 $55.20 $52.00 23.8% 6.8% 23.2% 26.1% 0.0% 8.6% 8.5% 7.4K -146.0K -678 0.00 119.76 N/A N/A 0 0 60 33 2023-02-02 $55.97 $53.00 23.3% 5.6% 22.9% 25.0% 0.0% -2.8% 1.5% 7.3K -171.0K -676 0.00 118.11 N/A N/A 1 0 60 33 2023-02-03 $55.03 $53.00 30.5% 7.2% 22.3% 42.0% 0.0% 8.2% -4.1% 8.0K -151.0K -696 0.67 110.55 N/A N/A 3 2 61 33 2023-02-06 $54.99 $53.00 24.6% 6.2% 20.9% 28.1% 23.8% 5.2% 0.3% 8.9K -160.3K -681 3.14 97.19 N/A N/A 14 44 63 35 2023-02-07 $55.07 $45.00 27.3% 6.2% 20.7% 34.6% 0.0% 2.1% -1.0% 14.1K -201.8K -805 5.00 121.24 N/A N/A 2 10 77 79 2023-02-08 $54.62 $45.00 21.1% 6.0% 21.0% 19.8% 22.8% 5.3% 1.4% 6.3K -153.2K -912 0.43 101.44 N/A N/A 7 3 79 89 2023-02-09 $54.06 $45.00 22.8% 6.5% 17.0% 23.8% 0.0% 7.7% -0.6% 7.4K -179.8K -985 0.00 105.24 N/A N/A 2 0 87 92 2023-02-10 $54.28 $45.00 22.6% 6.5% 16.5% 23.4% 39.5% 11.6% -1.1% 6.3K -166.9K -1.0K 0.00 103.59 N/A N/A 0 2 89 92 2023-02-13 $54.73 $45.00 20.4% 5.9% 16.5% 18.3% 0.0% 6.5% 0.1% 7.6K -200.0K -963 0.00 99.42 N/A N/A 29 0 89 94 2023-02-14 $54.35 $45.00 21.9% 6.3% 16.8% 21.8% 0.0% 2.4% -1.0% 13.2K -237.3K -1.3K 0.00 119.71 N/A N/A 0 2 118 94 2023-02-15 $54.39 $45.00 20.3% 5.8% 16.1% 18.0% 0.0% 7.5% 1.7% 13.0K -236.3K -1.2K 1.00 86.55 N/A N/A 1 1 118 96 2023-02-16 $54.01 $45.00 20.9% 6.0% 16.4% 19.4% 0.0% 9.6% 6.2% 11.9K -210.5K -1.3K 0.00 103.50 N/A N/A 0 0 119 97 2023-02-17 $53.86 $45.00 21.0% 6.0% 16.4% 19.6% 24.7% 4.2% -0.6% 11.9K -196.6K -1.2K 3.00 96.56 N/A N/A 4 12 120 97 2023-02-21 $52.98 $45.00 21.5% 6.2% 17.1% 20.7% 21.0% 3.4% -0.4% 15.3K -170.2K -1.2K 22.00 103.31 N/A N/A 1 22 102 76 2023-02-22 $52.39 $45.00 23.0% 6.6% 17.4% 24.4% 0.0% 2.1% -1.3% 14.6K -154.9K -1.2K 0.00 110.85 N/A N/A 0 0 102 98 2023-02-23 $52.89 $45.00 22.4% 6.4% 17.8% 23.1% 24.3% 1.6% -9.2% 16.4K -159.4K -1.2K 2.00 97.61 N/A N/A 1 2 102 98 2023-02-24 $52.09 $52.00 25.8% 7.4% 18.3% 31.0% 0.0% 0.1% -5.2% 12.5K -119.1K -1.1K 0.00 109.10 N/A N/A 0 0 103 100 2023-02-27 $52.19 $52.00 24.8% 7.1% 16.5% 28.5% 27.3% 0.1% -1.7% 13.0K -141.2K -1.1K 20.67 102.70 N/A N/A 3 62 103 100 2023-02-28 $52.33 $52.00 28.2% 8.1% 16.0% 36.6% 23.2% 1.1% -8.1% 11.3K -130.1K -1.2K 0.00 102.89 N/A N/A 0 5 106 162
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