SPMB Options History — May 2021

In May 2021, SPMB traded between $25.86 and $26.01. ATM implied volatility averaged 17.7%. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 15.9% (HV 20d: 1.9%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-05-14: Highest Volume — 15 contracts
  • 2021-05-25: Largest IV spike — 647.6% change
  • 2021-05-11: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.91$25.86$26.01$25.97$25.90
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV17.7%4.0%30.1%19.5%18.1%
Expected Move5.0%1.2%11.3%5.6%5.2%
HV 20d1.9%1.8%2.0%1.8%1.8%
Term Structure-5.7%-48.4%12.3%-6.4%-5.9%
VWIV21.3%19.3%23.3%19.3%23.3%
Skew 25d3.2%-2.5%14.0%-0.2%9.3%
Skew 10d1.0%-14.5%17.7%0.4%4.5%
Call IV 25d22.1%3.3%63.1%26.9%13.8%
Put IV 25d25.3%6.0%74.8%26.7%23.1%
Bid-Ask Spread %125.1251.81152.65151.01119.27
Gamma HHI0.580.361.000.940.40
Net GEX128-921993-78993
Net DEX-5.9K-20.9K6.0K366-14.6K
Net VEX-47-109-4-4-88
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.501500
Total OI17.4432432

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$25.97$0.0019.5%5.6%0.0%0.0%0.0%-0.2%-6.4%-78366-40.00151.01N/AN/A0004
2021-05-04$26.01$0.0020.6%5.9%0.0%0.0%0.0%-0.3%-7.7%-80435-50.00150.93N/AN/A0004
2021-05-05$25.98$0.0021.3%6.1%0.0%0.0%0.0%0.1%-9.0%-78359-40.00152.65N/AN/A0004
2021-05-06$25.99$0.0022.0%4.0%0.0%0.0%0.0%-2.5%-4.6%-80462-50.00132.30N/AN/A0104
2021-05-07$25.99$0.0021.5%2.3%1.8%0.0%0.0%2.6%5.9%-2381.6K-120.00129.28N/AN/A0005
2021-05-10$25.95$0.0023.6%4.1%1.9%0.0%0.0%0.1%-4.5%-2002.0K-150.00126.59N/AN/A0005
2021-05-11$25.90$0.0016.0%11.3%1.9%0.0%0.0%11.7%-48.4%-1832.1K-160.00132.35N/AN/A0005
2021-05-12$25.86$0.0014.4%4.1%2.0%0.0%0.0%-0.2%-5.5%-2191.7K-120.00131.68N/AN/A0005
2021-05-13$25.88$0.0015.9%4.6%1.9%0.0%0.0%-0.2%-4.8%-2011.9K-140.00123.83N/AN/A0005
2021-05-14$25.88$0.008.9%2.6%1.9%0.0%0.0%3.5%5.6%-2231.6K-60.0084.58N/AN/A01505
2021-05-17$25.88$0.0015.1%4.3%1.9%0.0%19.3%-0.2%-5.9%-9216.0K-680.00127.22N/AN/A100020
2021-05-18$25.86$25.009.8%2.8%1.8%0.0%0.0%3.2%7.0%794-14.0K-910.00110.03N/AN/A201020
2021-05-19$25.86$25.0017.2%4.9%1.8%0.0%0.0%0.1%0.0%789-16.4K-880.00132.74N/AN/A001220
2021-05-20$25.88$25.0016.7%4.8%1.8%0.0%0.0%-0.8%12.3%820-16.8K-870.00131.42N/AN/A001220
2021-05-21$25.87$25.0017.0%4.9%1.8%0.0%0.0%0.1%-4.4%755-20.9K-610.00123.62N/AN/A001220
2021-05-24$25.89$25.004.0%1.2%1.8%0.0%0.0%2.8%-0.6%-506-13.5K-1090.0051.81N/AN/A001020
2021-05-25$25.93$25.0030.1%8.6%1.9%0.0%23.3%9.3%-12.3%68-11.0K-910.00130.57N/AN/A201020
2021-05-26$25.91$25.0024.5%7.0%1.9%0.0%0.0%14.0%-19.8%402-12.8K-940.00131.63N/AN/A001220
2021-05-27$25.88$25.0018.6%5.3%1.9%0.0%0.0%11.4%-5.0%941-16.2K-710.00128.85N/AN/A001220
2021-05-28$25.90$25.0018.1%5.2%1.8%0.0%0.0%9.3%-5.9%993-14.6K-880.00119.27N/AN/A001220