USRT Options History — June 2024 In June 2024, USRT traded between $52.14 and $53.39. ATM implied volatility averaged 21.4%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 7.3% (HV 20d: 14.1%). Max pain ranged from $53.00 to $58.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-24 : Highest Volume — 20 contracts2024-06-12 : Largest IV drop — 34.2% change2024-06-10 : Highest IV Rank — 54.7%2024-06-05 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $52.68 $52.14 $53.39 $52.14 $53.28 Max Pain $55.79 $53.00 $58.00 $53.00 $54.00 ATM IV 21.4% 17.1% 28.9% 23.6% 20.3% Expected Move 5.6% 4.9% 7.4% 6.8% 5.8% HV 20d 14.1% 12.0% 16.3% 15.8% 12.3% HV 60d 16.6% 15.7% 17.2% 17.1% 15.8% IV Rank 32.8% 20.2% 54.7% 39.3% 29.5% IV Percentile 54.2% 23.4% 93.7% 78.2% 52.8% Term Structure -2.6% -7.1% -0.3% -5.2% -3.1% VWIV 14.2% 13.2% 15.1% 13.2% 15.1% Skew 25d 1.8% -0.2% 9.1% 1.4% 1.2% Skew 10d 3.3% -9.7% 12.8% 12.8% 0.7% Call IV 25d 21.0% 14.0% 27.4% 26.7% 22.8% Put IV 25d 22.7% 19.6% 28.8% 28.1% 24.0% Bid-Ask Spread % 153.54 144.72 159.27 152.14 158.03 Gamma HHI 0.39 0.35 0.43 0.42 0.35 Net GEX -1.1K -6.4K 1.3K -138 -6.2K Net DEX 15.8K -10.5K 70.4K 11.1K 50.2K Net VEX -235 -313 -203 -209 -313 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 1.316 0 20 0 0 Total OI 37.368 28 48 33 48
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 2024-06-03 $52.14 $53.00 23.6% 6.8% 15.8% 39.3% 0.0% 1.4% -5.2% -138 11.1K -209 0.00 152.14 N/A N/A 0 0 13 20 2024-06-04 $52.80 $53.00 23.3% 6.7% 16.3% 38.4% 0.0% 2.1% -5.2% -10 4.7K -218 0.00 150.67 N/A N/A 0 0 13 20 2024-06-05 $52.56 $53.00 26.0% 7.4% 16.0% 46.3% 0.0% 1.4% -7.1% -50 7.1K -212 0.00 151.70 N/A N/A 0 0 13 20 2024-06-06 $52.70 $0.00 25.7% 5.2% 15.5% 45.3% 0.0% 2.4% -1.6% -43 6.2K -210 0.00 156.95 N/A N/A 0 0 13 20 2024-06-07 $52.34 $0.00 25.1% 5.3% 14.4% 43.7% 0.0% 1.8% -1.3% -121 9.9K -208 0.00 158.83 N/A N/A 0 0 13 20 2024-06-10 $52.56 $0.00 28.9% 5.2% 14.4% 54.7% 0.0% 2.2% -1.7% -135 8.5K -203 0.00 153.63 N/A N/A 1 0 13 20 2024-06-11 $52.17 $0.00 27.5% 5.2% 14.6% 50.8% 0.0% 1.8% -0.9% -38 7.2K -215 0.00 155.75 N/A N/A 0 0 14 20 2024-06-12 $52.45 $0.00 18.1% 5.2% 14.3% 23.1% 13.2% -0.2% -0.3% 50 3.7K -219 0.00 144.72 N/A N/A 3 0 14 20 2024-06-13 $52.80 $58.00 17.1% 4.9% 13.8% 20.2% 0.0% 1.3% -1.3% 515 -381 -224 0.00 151.60 N/A N/A 0 0 17 20 2024-06-14 $52.68 $58.00 17.8% 5.1% 13.8% 22.1% 0.0% 1.0% -1.2% 424 2.3K -222 0.00 152.77 N/A N/A 0 0 17 20 2024-06-17 $52.74 $58.00 18.4% 5.3% 13.8% 23.9% 0.0% 1.5% -1.5% 283 3.8K -211 0.00 151.91 N/A N/A 0 0 17 20 2024-06-18 $52.95 $58.00 18.8% 5.4% 13.8% 25.2% 0.0% 1.7% -2.5% 546 -2.0K -214 0.00 153.62 N/A N/A 1 0 17 20 2024-06-20 $52.78 $58.00 18.9% 5.4% 13.8% 25.3% 0.0% 1.2% -2.1% 672 -2.8K -226 0.00 154.81 N/A N/A 0 0 18 20 2024-06-21 $52.75 $58.00 19.0% 5.4% 13.5% 25.7% 0.0% 1.3% -1.8% 587 -1.9K -224 0.00 155.30 N/A N/A 0 0 18 20 2024-06-24 $53.39 $58.00 18.3% 5.2% 12.0% 23.7% 15.1% 1.4% -2.2% 1.3K -10.5K -216 0.00 144.80 N/A N/A 0 20 18 10 2024-06-25 $52.61 $54.00 18.7% 5.4% 13.4% 24.8% 0.0% 0.5% -2.8% -6.2K 67.1K -311 0.00 153.59 N/A N/A 0 0 18 30 2024-06-26 $52.45 $54.00 21.6% 6.2% 13.3% 33.4% 0.0% 0.8% -3.7% -5.7K 70.4K -298 0.00 159.27 N/A N/A 0 0 18 30 2024-06-27 $52.72 $54.00 19.7% 5.7% 12.5% 27.9% 0.0% 9.1% -3.2% -6.4K 65.2K -303 0.00 157.19 N/A N/A 0 0 18 30 2024-06-28 $53.28 $54.00 20.3% 5.8% 12.3% 29.5% 0.0% 1.2% -3.1% -6.2K 50.2K -313 0.00 158.03 N/A N/A 0 0 18 30
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