USRT Options History — October 2024

In October 2024, USRT traded between $59.39 and $61.89. ATM implied volatility averaged 19.5%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 7.3% (HV 20d: 12.2%). Max pain ranged from $58.00 to $62.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.08.

Notable Days

2024-10-29: Highest Volume — 46 contracts
2024-10-31: Largest IV spike — 40.9% change
2024-10-08: Highest IV Rank — 38.2%
2024-10-31: Largest Expected Move — 6.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.72	$59.39	$61.89	$61.16	$60.11
Max Pain	$58.35	$58.00	$62.00	$62.00	$58.00
ATM IV	19.5%	14.6%	25.5%	20.4%	23.8%
Expected Move	5.4%	4.2%	6.8%	5.8%	6.8%
HV 20d	12.2%	10.1%	14.0%	11.9%	13.8%
HV 60d	13.6%	12.0%	14.5%	14.3%	12.5%
IV Rank	18.3%	1.9%	38.2%	21.1%	32.6%
IV Percentile	35.3%	0.8%	82.1%	47.2%	78.2%
Term Structure	-0.3%	-5.7%	4.1%	-3.3%	-5.7%
VWIV	20.5%	11.8%	30.5%	18.6%	30.5%
Skew 25d	0.7%	-4.1%	7.7%	1.6%	1.5%
Skew 10d	-2.2%	-11.9%	7.8%	0.3%	0.3%
Call IV 25d	20.0%	13.6%	26.0%	22.9%	26.0%
Put IV 25d	20.7%	15.6%	27.5%	24.5%	27.5%
Bid-Ask Spread %	130.51	122.66	146.65	144.08	126.16
Gamma HHI	0.43	0.30	0.66	0.42	0.43
Net GEX	13.4K	3.3K	30.0K	11.0K	7.4K
Net DEX	-134.6K	-230.2K	-92.1K	-135.5K	-92.1K
Net VEX	-221	-326	-126	-270	-159
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.50	0.00	0.00
Total Volume	4.13	0	46	2	0
Total OI	53.957	32	82	46	82

Daily Data (23 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
2024-10-01	$61.16	$62.00	20.4%	5.8%	11.9%	21.1%	0.0%	1.6%	-3.3%	11.0K	-135.5K	-270	0.00	144.08	N/A	N/A	2	0	41	5
2024-10-02	$60.82	$62.00	20.8%	6.0%	12.1%	22.6%	0.0%	2.1%	-2.3%	12.0K	-131.2K	-293	0.00	146.65	N/A	N/A	0	0	43	5
2024-10-03	$60.37	$58.00	22.0%	5.2%	12.3%	26.3%	0.0%	1.7%	0.1%	11.5K	-123.2K	-289	0.00	133.21	N/A	N/A	0	0	43	5
2024-10-04	$60.27	$58.00	21.7%	5.7%	12.2%	25.5%	18.6%	-0.1%	-1.4%	11.6K	-114.5K	-296	0.00	127.23	N/A	N/A	1	0	43	5
2024-10-07	$59.73	$58.00	24.7%	5.3%	11.8%	35.3%	0.0%	-1.3%	3.0%	12.8K	-98.7K	-270	0.00	133.31	N/A	N/A	0	0	44	5
2024-10-08	$59.81	$58.00	25.5%	5.7%	10.6%	38.2%	24.8%	-0.9%	-1.2%	12.9K	-96.4K	-263	0.50	131.77	N/A	N/A	2	1	44	5
2024-10-09	$59.73	$58.00	18.2%	5.2%	10.6%	14.0%	0.0%	-1.3%	-0.4%	12.3K	-103.1K	-278	0.00	133.99	N/A	N/A	35	0	45	6
2024-10-10	$59.39	$58.00	18.8%	5.4%	10.1%	15.7%	0.0%	-4.1%	-0.8%	17.9K	-114.2K	-326	0.00	132.84	N/A	N/A	0	0	65	6
2024-10-11	$60.00	$58.00	19.1%	5.5%	10.6%	17.1%	0.0%	-0.1%	-0.7%	21.5K	-136.7K	-318	0.00	133.66	N/A	N/A	0	0	65	6
2024-10-14	$60.48	$58.00	18.3%	5.2%	10.8%	14.2%	0.0%	-1.4%	0.5%	23.7K	-157.7K	-277	0.00	131.36	N/A	N/A	0	0	65	6
2024-10-15	$61.09	$58.00	18.5%	5.3%	11.2%	14.9%	18.5%	2.0%	-0.9%	25.8K	-190.4K	-257	0.00	124.43	N/A	N/A	3	0	65	6
2024-10-16	$61.89	$58.00	19.1%	5.5%	12.3%	16.9%	0.0%	2.6%	0.5%	28.0K	-229.7K	-233	0.00	128.19	N/A	N/A	0	0	65	6
2024-10-17	$61.42	$58.00	18.0%	5.2%	12.5%	13.3%	0.0%	1.9%	3.1%	30.0K	-204.9K	-206	0.00	127.77	N/A	N/A	0	0	65	6
2024-10-18	$61.83	$58.00	18.4%	5.3%	12.7%	14.6%	0.0%	1.8%	0.5%	27.3K	-230.2K	-158	0.00	128.15	N/A	N/A	0	0	65	6
2024-10-21	$60.70	$58.00	15.1%	4.3%	13.8%	3.6%	0.0%	1.8%	-0.5%	6.1K	-106.7K	-167	0.00	126.88	N/A	N/A	0	0	27	5
2024-10-22	$61.05	$58.00	14.6%	4.2%	14.0%	1.9%	11.8%	7.7%	4.1%	3.3K	-125.0K	-126	0.00	129.10	N/A	N/A	3	0	27	5
2024-10-23	$61.47	$58.00	19.4%	5.6%	13.1%	17.8%	0.0%	-0.1%	-0.1%	5.3K	-123.9K	-161	0.00	126.58	N/A	N/A	0	0	30	5
2024-10-24	$61.32	$58.00	20.0%	5.7%	12.6%	20.0%	0.0%	-3.4%	-0.7%	5.6K	-121.0K	-158	0.00	127.32	N/A	N/A	0	0	30	5
2024-10-25	$60.89	$58.00	18.6%	5.3%	12.8%	15.2%	18.6%	0.2%	0.7%	6.0K	-117.4K	-155	0.00	122.66	N/A	N/A	0	1	30	5
2024-10-28	$61.10	$58.00	16.6%	4.8%	12.8%	8.8%	0.0%	1.4%	-0.1%	5.3K	-115.0K	-150	0.00	129.91	N/A	N/A	0	1	30	6
2024-10-29	$60.92	$58.00	20.3%	5.8%	12.8%	20.8%	30.5%	1.9%	0.5%	5.5K	-112.6K	-145	0.00	126.03	N/A	N/A	0	46	30	6
2024-10-30	$61.11	$58.00	16.9%	4.9%	12.7%	9.7%	0.0%	1.1%	-0.7%	5.1K	-115.6K	-138	0.00	130.51	N/A	N/A	0	0	30	52
2024-10-31	$60.11	$58.00	23.8%	6.8%	13.8%	32.6%	0.0%	1.5%	-5.7%	7.4K	-92.1K	-159	0.00	126.16	N/A	N/A	0	0	30	52