USRT Options History — February 2024 In February 2024, USRT traded between $51.13 and $53.05. ATM implied volatility averaged 21.8%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 4.4% (HV 20d: 17.4%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 7.00.
Notable Days 2024-02-13 : Highest Volume — 22 contracts2024-02-07 : Largest IV drop — 28.8% change2024-02-05 : Highest IV Rank — 42.8%2024-02-29 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $52.38 $51.13 $53.05 $52.77 $53.05 Max Pain $44.00 $44.00 $44.00 $44.00 $44.00 ATM IV 21.8% 18.4% 28.1% 22.2% 23.9% Expected Move 5.9% 5.0% 6.9% 5.4% 6.9% HV 20d 17.4% 15.6% 19.0% 15.6% 17.8% HV 60d 19.1% 17.2% 20.7% 20.7% 18.2% IV Rank 27.6% 19.5% 42.8% 28.5% 32.6% IV Percentile 56.9% 29.8% 92.1% 61.1% 75.0% Term Structure 0.2% -6.1% 8.9% 3.0% -6.1% VWIV 25.4% 12.3% 36.9% 27.0% 12.3% Skew 25d -1.0% -7.2% 4.8% 3.1% -7.2% Skew 10d -2.9% -15.6% 3.8% 3.1% -15.6% Call IV 25d 21.4% 15.2% 26.7% 15.2% 26.7% Put IV 25d 20.4% 14.0% 26.6% 18.3% 19.6% Bid-Ask Spread % 130.27 125.42 133.24 126.64 131.54 Gamma HHI 0.25 0.18 0.32 0.22 0.29 Net GEX -4.6K -8.4K -76 -2.9K -182 Net DEX -2.4K -37.7K 64.2K -37.7K -21.4K Net VEX -1.0K -1.3K -786 -1.2K -812 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.00 0.00 21.00 21.00 0.00 Total Volume 2.45 0 22 0 0 Total OI 327.45 240 406 364 243
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 2024-02-01 $52.77 $0.00 22.2% 5.4% 15.6% 28.5% 0.0% 3.1% 3.0% -2.9K -37.7K -1.2K 0.00 126.64 N/A N/A 0 0 151 213 2024-02-02 $52.35 $0.00 22.2% 5.0% 15.8% 28.7% 0.0% -1.6% 1.9% -7.8K -21.9K -1.3K 0.00 125.42 N/A N/A 0 0 151 213 2024-02-05 $51.53 $0.00 28.1% 5.5% 16.5% 42.8% 27.0% 3.0% 1.5% -6.1K 35.8K -1.2K 0.00 128.35 N/A N/A 0 20 151 213 2024-02-06 $52.02 $44.00 26.8% 5.5% 16.1% 39.6% 0.0% -2.2% 0.7% -6.1K 11.1K -1.1K 0.00 128.39 N/A N/A 0 0 151 233 2024-02-07 $51.91 $44.00 19.1% 5.5% 16.0% 21.2% 0.0% -5.7% 0.0% -6.5K 16.7K -1.1K 0.00 131.79 N/A N/A 0 0 151 233 2024-02-08 $52.40 $44.00 18.4% 5.3% 16.4% 19.5% 0.0% 2.1% 4.8% -7.7K -8.0K -1.1K 0.00 127.50 N/A N/A 0 0 151 233 2024-02-09 $52.27 $44.00 19.3% 5.5% 16.1% 21.7% 0.0% -2.8% 1.3% -7.8K -2.1K -1.1K 0.00 130.97 N/A N/A 0 0 151 233 2024-02-12 $52.48 $44.00 20.5% 5.9% 15.7% 24.6% 0.0% -2.1% -0.4% -6.5K -16.2K -1.1K 0.00 133.21 N/A N/A 0 0 151 233 2024-02-13 $51.13 $44.00 20.5% 5.9% 17.9% 24.4% 36.9% 0.9% -0.3% -7.1K 64.2K -1.1K 21.00 128.17 N/A N/A 1 21 151 233 2024-02-14 $51.94 $44.00 19.5% 5.6% 18.0% 22.2% 0.0% -4.6% 0.7% -7.2K 18.4K -1.0K 0.00 130.95 N/A N/A 4 0 152 254 2024-02-15 $52.87 $44.00 19.7% 5.7% 19.0% 22.6% 0.0% 1.9% 8.5% -8.4K -35.7K -971 0.00 132.34 N/A N/A 0 0 152 254 2024-02-16 $52.59 $44.00 20.1% 5.8% 18.5% 23.6% 0.0% 2.1% 8.9% -7.2K -18.7K -985 0.00 133.00 N/A N/A 0 0 152 254 2024-02-20 $52.27 $44.00 22.4% 6.4% 18.5% 29.1% 0.0% -4.1% -1.3% -2.2K 5.2K -937 0.00 131.35 N/A N/A 0 0 70 170 2024-02-21 $52.81 $44.00 21.4% 6.1% 18.8% 26.8% 0.0% 2.4% -1.8% -1.6K -7.2K -906 0.00 133.24 N/A N/A 0 0 70 170 2024-02-22 $52.98 $44.00 21.7% 6.2% 18.2% 27.3% 12.3% 4.8% -2.5% -670 -16.3K -894 0.00 132.59 N/A N/A 3 0 70 170 2024-02-23 $52.88 $44.00 21.7% 6.2% 18.0% 27.4% 0.0% 0.3% -3.7% -76 -18.2K -860 0.00 131.65 N/A N/A 0 0 73 170 2024-02-26 $52.34 $44.00 22.6% 6.5% 18.3% 29.6% 0.0% -5.2% -2.3% -2.3K 5.2K -898 0.00 130.65 N/A N/A 0 0 73 170 2024-02-27 $52.33 $44.00 23.6% 6.8% 18.2% 31.8% 0.0% -6.3% -3.1% -2.1K 5.3K -877 0.00 131.12 N/A N/A 0 0 73 170 2024-02-28 $52.64 $44.00 22.1% 6.3% 18.2% 28.2% 0.0% 1.3% -5.1% -1.6K -6.4K -786 0.00 126.60 N/A N/A 0 0 73 170 2024-02-29 $53.05 $44.00 23.9% 6.9% 17.8% 32.6% 0.0% -7.2% -6.1% -182 -21.4K -812 0.00 131.54 N/A N/A 0 0 73 170
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