USRT Options History — November 2024 In November 2024, USRT traded between $59.31 and $62.96. ATM implied volatility averaged 21.4%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 6.1% (HV 20d: 15.3%). Max pain ranged from $58.00 to $65.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-05 : Highest Volume — 16 contracts2024-11-12 : Largest IV spike — 133.6% change2024-11-12 : Highest IV Rank — 80.4%2024-11-01 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $60.83 $59.31 $62.96 $59.31 $62.96 Max Pain $63.83 $58.00 $65.00 $58.00 $65.00 ATM IV 21.4% 14.2% 38.3% 24.9% 20.6% Expected Move 5.5% 4.9% 7.1% 7.1% 5.9% HV 20d 15.3% 14.1% 16.2% 14.6% 14.1% HV 60d 13.1% 12.7% 13.5% 12.7% 13.3% IV Rank 24.5% 0.9% 80.4% 35.9% 21.9% IV Percentile 46.8% 0.8% 97.6% 80.6% 55.6% Term Structure -3.1% -8.9% 0.1% -8.9% -5.2% VWIV 22.5% 22.5% 22.5% 22.5% 22.5% Skew 25d 0.1% -7.8% 8.2% 8.2% 0.1% Skew 10d 3.4% -13.5% 13.1% -13.5% -8.2% Call IV 25d 19.8% 17.7% 26.5% 26.5% 21.9% Put IV 25d 19.9% 11.7% 34.7% 34.7% 22.0% Bid-Ask Spread % 151.68 127.11 159.44 127.11 158.52 Gamma HHI 0.44 0.25 0.64 0.47 0.64 Net GEX 2.2K -924 8.3K 7.7K 1.5K Net DEX -28.1K -102.9K -4.7K -73.1K -13.5K Net VEX -69 -172 -39 -172 -60 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 1.1 0 16 0 0 Total OI 42.1 4 82 82 7
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 2024-11-01 $59.31 $58.00 24.9% 7.1% 14.6% 35.9% 0.0% 8.2% -8.9% 7.7K -73.1K -172 0.00 127.11 N/A N/A 0 0 30 52 2024-11-04 $59.66 $0.00 26.8% 6.0% 14.4% 42.3% 0.0% 2.6% -2.4% 8.3K -81.3K -146 0.00 148.30 N/A N/A 0 0 30 52 2024-11-05 $60.41 $0.00 26.9% 5.8% 15.1% 42.6% 0.0% 1.8% -1.4% 6.7K -102.9K -115 0.00 145.02 N/A N/A 16 0 30 52 2024-11-06 $59.75 $0.00 26.1% 5.3% 15.6% 39.8% 0.0% 1.6% -1.1% 3.3K -24.7K -88 0.00 144.72 N/A N/A 1 0 17 52 2024-11-07 $60.39 $0.00 26.2% 5.1% 15.9% 40.4% 0.0% 1.8% -0.3% 1.7K -26.5K -68 0.00 149.54 N/A N/A 0 0 16 52 2024-11-08 $61.16 $0.00 14.2% 4.9% 16.1% 0.9% 0.0% 1.3% 0.1% -924 -38.6K -69 0.00 150.92 N/A N/A 0 0 16 52 2024-11-11 $61.03 $0.00 16.4% 5.6% 15.9% 8.0% 0.0% -0.2% -5.2% -522 -37.1K -61 0.00 152.38 N/A N/A 0 0 16 52 2024-11-12 $60.24 $0.00 38.3% 5.5% 16.2% 80.4% 0.0% -0.3% -4.7% 2.4K -26.6K -67 0.00 151.19 N/A N/A 0 0 16 52 2024-11-13 $60.69 $0.00 17.8% 5.1% 15.7% 12.5% 0.0% 0.4% -0.8% 1.0K -31.5K -58 0.00 155.38 N/A N/A 0 0 16 52 2024-11-14 $59.88 $0.00 19.1% 5.5% 16.1% 16.7% 0.0% -0.2% -4.3% 3.0K -20.8K -54 0.00 156.95 N/A N/A 0 0 16 52 2024-11-15 $60.00 $0.00 18.3% 5.2% 15.9% 14.1% 0.0% 0.7% -2.0% 2.9K -21.4K -43 0.00 153.74 N/A N/A 0 0 16 52 2024-11-18 $60.27 $0.00 18.7% 5.4% 14.7% 15.5% 0.0% -7.8% -3.1% 462 -4.7K -39 0.00 152.69 N/A N/A 0 0 3 1 2024-11-19 $60.78 $0.00 17.6% 5.0% 14.9% 12.0% 0.0% 1.3% -2.9% 477 -5.3K -40 0.00 149.86 N/A N/A 0 0 3 1 2024-11-20 $60.55 $0.00 20.2% 5.8% 14.7% 20.4% 0.0% 3.4% -3.7% 466 -5.2K -40 0.00 154.84 N/A N/A 0 0 3 1 2024-11-21 $61.09 $0.00 18.8% 5.4% 15.1% 15.8% 22.5% 0.4% -2.6% 449 -6.1K -40 0.00 155.27 N/A N/A 3 0 3 1 2024-11-22 $61.26 $65.00 19.6% 5.6% 14.9% 18.6% 0.0% -5.1% -3.6% 1.1K -8.6K -49 0.00 159.44 N/A N/A 0 0 6 1 2024-11-25 $62.01 $65.00 19.5% 5.6% 15.4% 18.2% 0.0% -2.8% -3.0% 1.3K -11.2K -51 0.00 156.65 N/A N/A 2 0 6 1 2024-11-26 $62.41 $65.00 19.2% 5.5% 15.5% 17.3% 0.0% -5.5% -3.7% 1.4K -10.7K -56 0.00 154.78 N/A N/A 0 0 6 1 2024-11-27 $62.79 $65.00 19.4% 5.5% 15.6% 17.7% 0.0% 0.3% -3.5% 1.4K -13.1K -59 0.00 156.37 N/A N/A 0 0 6 1 2024-11-29 $62.96 $65.00 20.6% 5.9% 14.1% 21.9% 0.0% 0.1% -5.2% 1.5K -13.5K -60 0.00 158.52 N/A N/A 0 0 6 1
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