SPMB Options History — April 2021

In April 2021, SPMB traded between $25.97 and $26.03. ATM implied volatility averaged 13.2%. The 30-day expected move averaged 3.8%. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 2 of 11 days.

Notable Days

  • 2021-04-26: Largest IV spike — 926.1% change
  • 2021-04-26: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.00$25.97$26.03$25.98$26.03
ATM IV13.2%3.2%40.1%3.8%18.6%
Expected Move3.8%0.9%11.5%1.1%5.3%
Term Structure-1.5%-12.0%24.4%-0.6%-5.1%
Skew 25d-4.5%-40.8%11.1%1.4%-0.2%
Skew 10d-1.2%-23.1%14.7%0.6%0.3%
Call IV 25d18.0%3.7%52.1%3.8%25.4%
Put IV 25d13.5%4.5%26.9%5.2%25.1%
Bid-Ask Spread %94.3425.54151.2725.54151.27
Gamma HHI0.630.500.950.560.94
Net GEX-96-119-76-99-76
Net DEX8033501.3K816350
Net VEX-9-15-4-10-4
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI44444

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-16$25.98$0.003.8%1.1%0.0%0.0%0.0%1.4%-0.6%-99816-100.0025.54N/AN/A0004
2021-04-19$25.98$0.004.0%1.1%0.0%0.0%0.0%2.2%0.1%-100855-100.0040.67N/AN/A0004
2021-04-20$26.02$0.003.2%0.9%0.0%0.0%0.0%0.3%-1.3%-89656-80.0036.50N/AN/A0004
2021-04-21$26.02$0.0016.4%4.7%0.0%0.0%0.0%-0.4%-4.8%-103960-120.00127.30N/AN/A0004
2021-04-22$26.03$0.003.8%1.1%0.0%0.0%0.0%1.6%24.4%-86738-80.00102.75N/AN/A0004
2021-04-23$26.01$0.003.9%1.1%0.0%0.0%0.0%1.5%-0.7%-1171.2K-150.0052.35N/AN/A0004
2021-04-26$26.01$0.0040.1%11.5%0.0%0.0%0.0%-40.8%-11.8%-1191.3K-150.00114.52N/AN/A0004
2021-04-27$25.97$0.004.1%1.2%0.0%0.0%0.0%11.1%-0.1%-87748-80.00103.78N/AN/A0004
2021-04-28$25.98$0.0029.3%8.4%0.0%0.0%0.0%-25.2%-12.0%-103857-100.00132.99N/AN/A0004
2021-04-29$25.98$0.0018.2%5.2%0.0%0.0%0.0%-0.4%-4.7%-78365-40.00150.10N/AN/A0004
2021-04-30$26.03$0.0018.6%5.3%0.0%0.0%0.0%-0.2%-5.1%-76350-40.00151.27N/AN/A0004