USRT Options History — July 2023 In July 2023, USRT traded between $51.63 and $53.81. ATM implied volatility averaged 16.0%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 0.5% (HV 20d: 16.5%). Max pain ranged from $51.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-24 : Highest Volume — 13 contracts2023-07-26 : Largest IV spike — 96.4% change2023-07-21 : Highest IV Rank — 23.2%2023-07-21 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $52.78 $51.63 $53.81 $51.97 $52.86 Max Pain $51.40 $51.00 $55.00 $55.00 $51.00 ATM IV 16.0% 10.3% 21.4% 17.2% 17.3% Expected Move 4.6% 2.9% 6.1% 4.9% 5.0% HV 20d 16.5% 12.9% 18.2% 17.9% 14.1% HV 60d 16.8% 15.9% 17.4% 17.3% 16.2% IV Rank 10.8% 0.0% 23.2% 12.6% 15.7% IV Percentile 8.4% 0.0% 26.6% 7.5% 13.1% Term Structure 0.4% -8.5% 13.2% 0.3% 2.4% VWIV 13.7% 10.8% 18.5% 11.6% 10.8% Skew 25d 2.9% -3.7% 10.5% -2.6% 3.2% Skew 10d 4.2% -13.8% 13.2% 11.6% 2.4% Call IV 25d 15.6% 12.3% 20.0% 18.6% 16.5% Put IV 25d 18.5% 11.1% 23.7% 16.0% 19.7% Bid-Ask Spread % 104.05 86.41 117.27 115.49 114.19 Gamma HHI 0.18 0.13 0.24 0.16 0.21 Net GEX 11.4K 5.4K 19.8K 6.3K 14.9K Net DEX -124.2K -211.7K -43.4K -71.1K -155.5K Net VEX -666 -742 -590 -729 -642 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.35 0 13 0 0 Total OI 395.1 322 426 419 335
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 2023-07-03 $51.97 $55.00 17.2% 4.9% 17.9% 12.6% 0.0% -2.6% 0.3% 6.3K -71.1K -729 0.00 115.49 N/A N/A 0 0 99 320 2023-07-05 $52.15 $55.00 18.9% 5.4% 17.7% 16.4% 11.6% 6.7% -3.9% 7.0K -78.8K -723 0.00 117.27 N/A N/A 1 0 99 320 2023-07-06 $51.63 $51.00 15.1% 4.7% 18.0% 7.7% 0.0% 10.5% 10.1% 5.4K -43.5K -742 0.00 113.95 N/A N/A 0 0 100 320 2023-07-07 $51.64 $51.00 13.5% 3.3% 17.3% 3.9% 0.0% 9.3% 2.5% 6.9K -67.5K -707 0.00 110.43 N/A N/A 0 0 100 320 2023-07-10 $51.79 $51.00 14.9% 5.3% 17.0% 7.2% 0.0% 4.8% 8.6% 5.5K -43.4K -684 0.00 91.36 N/A N/A 0 0 100 320 2023-07-11 $52.45 $51.00 13.9% 3.3% 17.4% 4.9% 0.0% 8.3% 13.2% 8.6K -94.0K -680 0.00 98.55 N/A N/A 0 0 100 320 2023-07-12 $53.03 $51.00 17.0% 4.9% 17.7% 12.2% 0.0% 3.5% -3.3% 10.8K -125.2K -650 0.00 89.78 N/A N/A 1 0 100 320 2023-07-13 $53.10 $51.00 17.2% 4.9% 17.6% 12.4% 0.0% 3.2% -8.5% 10.2K -120.3K -635 0.00 102.13 N/A N/A 0 0 101 320 2023-07-14 $53.13 $51.00 16.8% 4.8% 17.6% 11.7% 0.0% 3.1% -7.3% 10.3K -121.5K -631 0.00 86.41 N/A N/A 3 0 101 320 2023-07-17 $53.05 $51.00 11.3% 3.2% 17.6% 0.0% 0.0% -3.7% -1.4% 12.1K -136.3K -629 0.00 101.82 N/A N/A 1 0 104 320 2023-07-18 $52.50 $51.00 17.1% 4.9% 18.2% 13.3% 0.0% 1.6% -2.2% 8.8K -96.9K -664 0.00 106.34 N/A N/A 0 0 105 320 2023-07-19 $53.15 $51.00 17.3% 5.0% 17.7% 13.8% 0.0% 2.7% -0.7% 11.9K -126.7K -639 0.00 97.26 N/A N/A 2 0 105 320 2023-07-20 $53.23 $51.00 17.3% 5.0% 17.4% 13.8% 18.5% 2.5% 4.1% 12.2K -127.6K -619 0.00 104.26 N/A N/A 2 0 105 320 2023-07-21 $53.63 $51.00 21.4% 6.1% 16.3% 23.2% 0.0% 3.7% -7.5% 14.1K -165.5K -616 0.00 91.94 N/A N/A 2 0 106 320 2023-07-24 $53.81 $51.00 15.4% 4.4% 14.9% 9.3% 13.8% 4.9% 1.2% 15.8K -180.0K -590 0.00 95.96 N/A N/A 13 0 71 251 2023-07-25 $53.54 $51.00 10.3% 2.9% 13.4% 0.0% 10.8% -1.4% 4.2% 19.8K -211.7K -678 0.00 113.25 N/A N/A 2 0 84 251 2023-07-26 $53.72 $51.00 20.1% 5.8% 12.9% 22.1% 0.0% -0.5% -5.4% 18.4K -207.4K -703 0.00 109.78 N/A N/A 0 0 84 251 2023-07-27 $52.64 $51.00 13.0% 3.7% 14.7% 6.2% 0.0% 2.1% 1.3% 16.5K -171.3K -662 0.00 110.81 N/A N/A 0 0 84 251 2023-07-28 $52.55 $51.00 14.4% 4.1% 14.1% 9.2% 0.0% -3.7% 0.9% 12.2K -139.8K -687 0.00 109.95 N/A N/A 0 0 84 251 2023-07-31 $52.86 $51.00 17.3% 5.0% 14.1% 15.7% 0.0% 3.2% 2.4% 14.9K -155.5K -642 0.00 114.19 N/A N/A 0 0 84 251
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