USRT Options History — December 2024 In December 2024, USRT traded between $56.28 and $61.33. ATM implied volatility averaged 20.4%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 3.7% (HV 20d: 16.7%). Max pain ranged from $56.00 to $66.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-26 : Highest Volume — 106 contracts2024-12-11 : Largest IV drop — 33.5% change2024-12-10 : Highest IV Rank — 39.5%2024-12-04 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $58.95 $56.28 $61.33 $61.33 $57.13 Max Pain $64.13 $56.00 $66.00 $65.00 $65.00 ATM IV 20.4% 17.1% 25.9% 21.6% 21.1% Expected Move 5.5% 4.7% 6.4% 6.2% 6.0% HV 20d 16.7% 13.4% 19.8% 16.5% 17.4% HV 60d 14.9% 13.8% 16.3% 14.4% 16.3% IV Rank 21.0% 10.4% 39.5% 25.2% 22.7% IV Percentile 46.9% 11.9% 85.3% 62.7% 62.7% Term Structure -2.1% -7.7% 1.7% -5.6% -4.0% VWIV 22.9% 14.2% 32.7% 14.2% 32.7% Skew 25d -1.0% -10.1% 2.6% 0.0% 0.6% Skew 10d -2.6% -15.1% 3.0% -4.1% 0.4% Call IV 25d 20.7% 17.6% 24.6% 23.6% 23.6% Put IV 25d 19.8% 13.7% 25.4% 23.6% 24.1% Bid-Ask Spread % 149.97 136.96 157.06 154.97 147.09 Gamma HHI 0.44 0.28 0.75 0.45 0.30 Net GEX 443 -2.4K 1.7K 991 1.7K Net DEX -3.2K -7.3K -46 -7.3K -1.4K Net VEX -38 -58 -26 -49 -58 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 7.048 0 106 0 0 Total OI 26.333 4 112 7 112
Daily Data (21 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 2024-12-02 $61.33 $65.00 21.6% 6.2% 16.5% 25.2% 0.0% 0.0% -5.6% 991 -7.3K -49 0.00 154.97 N/A N/A 0 0 6 1 2024-12-03 $61.19 $65.00 22.0% 6.3% 16.5% 26.5% 14.2% -10.1% -6.3% 997 -7.3K -49 0.00 157.06 N/A N/A 0 10 6 1 2024-12-04 $61.00 $56.00 22.5% 6.4% 16.0% 28.0% 0.0% 0.5% -6.8% -460 -6.3K -47 0.00 156.13 N/A N/A 0 0 6 11 2024-12-05 $60.89 $0.00 22.4% 4.8% 15.5% 27.8% 0.0% -3.1% 0.5% 649 -6.0K -45 0.00 155.80 N/A N/A 0 0 6 11 2024-12-06 $60.74 $0.00 22.3% 4.7% 15.1% 27.5% 0.0% -4.0% -0.3% 387 -6.0K -44 0.00 154.47 N/A N/A 0 0 6 11 2024-12-09 $60.92 $0.00 24.9% 4.8% 14.4% 36.1% 0.0% -2.6% -0.7% 848 -6.2K -43 0.00 155.40 N/A N/A 0 0 6 11 2024-12-10 $60.13 $0.00 25.9% 4.9% 15.1% 39.5% 0.0% -0.4% 1.2% -1.4K -3.8K -40 0.00 154.03 N/A N/A 0 0 6 11 2024-12-11 $59.91 $0.00 17.3% 4.9% 14.4% 10.8% 0.0% -0.2% -1.7% -2.4K -2.6K -44 0.00 152.96 N/A N/A 0 10 6 11 2024-12-12 $60.11 $0.00 17.1% 4.9% 14.2% 10.4% 0.0% -0.0% 0.4% 641 -4.2K -38 0.00 152.57 N/A N/A 0 0 6 1 2024-12-13 $59.91 $0.00 17.7% 5.1% 13.4% 12.3% 0.0% 0.1% -0.6% 628 -4.0K -38 0.00 156.94 N/A N/A 0 0 6 1 2024-12-16 $59.88 $0.00 17.6% 5.1% 13.4% 12.0% 0.0% 0.1% -2.4% 565 -4.0K -36 0.00 155.19 N/A N/A 0 0 6 1 2024-12-17 $59.08 $0.00 17.8% 5.1% 14.1% 12.6% 0.0% 0.4% 0.8% 531 -3.1K -35 0.00 150.72 N/A N/A 0 0 6 1 2024-12-18 $56.80 $0.00 17.8% 5.1% 19.1% 12.6% 0.0% -2.6% -7.7% 395 -1.0K -28 0.00 138.44 N/A N/A 0 0 6 1 2024-12-19 $56.28 $0.00 21.8% 6.2% 19.3% 25.7% 0.0% -2.0% -7.6% 392 -155 -28 0.00 137.45 N/A N/A 0 0 6 1 2024-12-20 $57.08 $0.00 19.9% 5.7% 19.8% 19.4% 0.0% 1.0% -0.6% 423 -202 -28 0.00 136.96 N/A N/A 0 0 6 1 2024-12-23 $56.95 $0.00 19.9% 5.7% 19.7% 19.7% 22.0% 1.5% -0.4% 427 -46 -26 0.00 144.96 N/A N/A 21 0 3 1 2024-12-24 $57.36 $66.00 19.3% 5.5% 19.2% 17.5% 0.0% -4.0% -1.0% 798 -758 -30 0.00 148.26 N/A N/A 0 0 24 1 2024-12-26 $57.61 $66.00 19.1% 5.5% 19.1% 17.1% 32.7% 2.0% -1.8% 852 -1.2K -31 0.00 148.98 N/A N/A 106 0 24 1 2024-12-27 $56.88 $65.00 19.1% 5.5% 18.9% 16.4% 0.0% 0.0% 1.7% 866 -595 -30 0.00 144.22 N/A N/A 0 0 110 1 2024-12-30 $56.78 $65.00 20.5% 5.9% 18.7% 21.3% 0.0% 2.6% -2.0% 1.4K -830 -32 0.00 146.80 N/A N/A 0 1 110 1 2024-12-31 $57.13 $65.00 21.1% 6.0% 17.4% 22.7% 0.0% 0.6% -4.0% 1.7K -1.4K -58 0.00 147.09 N/A N/A 0 0 110 2
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