USRT Options History — January 2025 In January 2025, USRT traded between $55.20 and $58.52. ATM implied volatility averaged 22.3%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 3.3% (HV 20d: 19.0%). Max pain ranged from $56.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-21 : Highest Volume — 240 contracts2025-01-15 : Largest IV drop — 54.3% change2025-01-14 : Highest IV Rank — 97.2%2025-01-02 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $57.13 $55.20 $58.52 $56.70 $57.77 Max Pain $56.90 $56.00 $65.00 $65.00 $56.00 ATM IV 22.3% 16.7% 43.4% 23.9% 19.8% Expected Move 5.4% 4.8% 6.8% 6.8% 5.7% HV 20d 19.0% 17.4% 22.2% 17.4% 17.8% HV 60d 17.2% 16.3% 17.8% 16.3% 17.3% IV Rank 26.9% 8.3% 97.2% 32.1% 18.6% IV Percentile 44.2% 7.1% 99.6% 80.6% 48.0% Term Structure -0.5% -6.6% 8.3% -6.6% -2.8% VWIV 18.8% 14.4% 31.1% 15.9% 15.5% Skew 25d 1.0% -2.9% 3.1% 2.0% 0.0% Skew 10d -1.7% -9.0% 2.3% -1.5% 0.7% Call IV 25d 20.0% 18.1% 25.5% 25.5% 22.6% Put IV 25d 21.1% 16.7% 27.5% 27.5% 22.6% Bid-Ask Spread % 135.94 128.95 152.88 152.88 134.90 Gamma HHI 0.45 0.20 0.73 0.33 0.34 Net GEX 4.8K 353 8.9K 2.2K 6.5K Net DEX -12.4K -28.9K 2.1K -2.3K -19.2K Net VEX -98 -186 -41 -65 -133 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 13.5 0 240 0 0 Total OI 176.25 20 261 112 261
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 2025-01-02 $56.70 $65.00 23.9% 6.8% 17.4% 32.1% 0.0% 2.0% -6.6% 2.2K -2.3K -65 0.00 152.88 N/A N/A 0 0 110 2 2025-01-03 $57.53 $65.00 19.3% 5.5% 18.6% 16.9% 15.9% 3.1% -0.4% 384 1.1K -41 0.00 142.80 N/A N/A 12 0 110 2 2025-01-06 $56.72 $56.00 18.3% 5.2% 19.0% 13.6% 0.0% 1.4% -3.1% 5.5K -15.2K -82 0.00 128.95 N/A N/A 0 0 122 2 2025-01-07 $56.15 $56.00 26.6% 5.5% 19.2% 41.2% 31.1% 1.5% -4.8% 4.5K -12.0K -75 0.00 136.51 N/A N/A 0 10 122 2 2025-01-08 $56.36 $56.00 27.6% 5.1% 19.2% 44.4% 0.0% 1.6% 1.8% 4.3K -11.7K -69 0.00 133.76 N/A N/A 0 0 122 12 2025-01-10 $55.20 $56.00 31.5% 5.6% 19.9% 57.5% 14.4% 0.6% -1.8% 2.5K -2.0K -62 0.00 133.40 N/A N/A 0 1 122 12 2025-01-13 $55.63 $56.00 38.4% 5.5% 20.3% 80.6% 0.0% 2.4% 2.2% 3.0K -4.2K -59 0.00 132.14 N/A N/A 0 0 122 13 2025-01-14 $56.36 $56.00 43.4% 5.3% 21.1% 97.2% 0.0% 2.1% 1.3% 4.2K -9.6K -58 0.00 135.67 N/A N/A 0 1 122 13 2025-01-15 $56.35 $56.00 19.9% 5.7% 21.1% 18.7% 0.0% 0.8% -4.7% 4.0K -6.0K -75 0.00 129.64 N/A N/A 0 0 122 14 2025-01-16 $57.28 $56.00 16.7% 4.8% 22.2% 8.3% 0.0% 0.8% 8.3% 6.0K -14.4K -59 0.00 132.02 N/A N/A 1 0 122 14 2025-01-17 $57.31 $56.00 17.4% 5.0% 21.8% 10.6% 0.0% 0.5% 2.3% 6.0K -17.9K -74 0.00 139.26 N/A N/A 1 0 123 14 2025-01-21 $58.35 $56.00 16.9% 4.8% 17.7% 8.8% 17.2% 2.2% 0.6% 353 2.1K -51 0.00 136.03 N/A N/A 240 0 6 14 2025-01-22 $57.56 $56.00 17.3% 5.0% 18.1% 10.3% 0.0% -2.9% -1.1% 6.3K -15.7K -150 0.00 137.86 N/A N/A 0 0 246 14 2025-01-23 $57.75 $56.00 17.4% 5.0% 17.5% 10.6% 15.5% 2.0% -0.8% 6.0K -14.6K -140 0.00 135.56 N/A N/A 4 0 246 14 2025-01-24 $58.20 $56.00 17.3% 4.9% 17.6% 10.0% 0.0% 1.7% 1.8% 8.1K -25.7K -186 0.00 136.52 N/A N/A 0 0 247 14 2025-01-27 $58.52 $56.00 18.5% 5.3% 17.6% 14.1% 0.0% -0.7% -1.1% 8.9K -28.9K -180 0.00 136.43 N/A N/A 0 0 247 14 2025-01-28 $58.02 $56.00 18.9% 5.4% 17.8% 15.6% 0.0% 1.2% 1.0% 7.6K -23.6K -157 0.00 136.00 N/A N/A 0 0 247 14 2025-01-29 $57.30 $56.00 18.7% 5.4% 17.8% 14.8% 0.0% 0.5% 1.6% 4.9K -12.9K -118 0.00 134.01 N/A N/A 0 0 247 14 2025-01-30 $57.58 $56.00 18.7% 5.4% 17.9% 14.9% 0.0% 0.1% -3.2% 5.6K -15.9K -126 0.00 134.48 N/A N/A 0 0 247 14 2025-01-31 $57.77 $56.00 19.8% 5.7% 17.8% 18.6% 0.0% 0.0% -2.8% 6.5K -19.2K -133 0.00 134.90 N/A N/A 0 0 247 14
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