SPMB Options History — July 2021

In July 2021, SPMB traded between $25.79 and $25.94. ATM implied volatility averaged 22.6%. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 20.6% (HV 20d: 2.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.

Notable Days

  • 2021-07-08: Highest Volume — 8 contracts
  • 2021-07-02: Largest IV spike — 155.2% change
  • 2021-07-02: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.87$25.79$25.94$25.79$25.94
ATM IV22.6%8.5%49.1%14.7%8.5%
Expected Move4.5%1.3%10.8%4.2%2.4%
HV 20d2.0%1.5%2.2%1.5%1.8%
HV 60d1.7%1.6%1.8%1.6%1.7%
Term Structure-3.9%-9.7%1.3%-9.1%0.3%
Skew 25d-0.3%-19.8%24.8%-19.8%-11.5%
Skew 10d0.6%-16.4%23.1%-7.6%-16.4%
Call IV 25d19.9%9.5%37.6%26.9%18.0%
Put IV 25d19.7%5.7%60.1%7.1%6.6%
Bid-Ask Spread %141.72114.05161.07132.15138.91
Gamma HHI0.430.400.480.420.45
Net GEX-1.9K-2.2K-1.2K-1.6K-2.0K
Net DEX11.4K4.6K16.0K7.6K15.4K
Net VEX-110-152-49-76-138
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.3810800
Total OI38.09532403240

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$25.79$0.0014.7%4.2%1.5%0.0%0.0%-19.8%-9.1%-1.6K7.6K-760.00132.15N/AN/A00032
2021-07-02$25.81$0.0037.6%10.8%1.5%0.0%0.0%24.8%0.3%-1.8K12.7K-1190.00135.63N/AN/A00032
2021-07-06$25.87$0.0014.4%1.3%1.7%0.0%0.0%2.5%-0.9%-1.2K4.6K-490.00137.23N/AN/A00032
2021-07-07$25.87$0.0028.4%4.1%1.7%0.0%0.0%-0.0%-5.5%-1.6K8.0K-790.00149.54N/AN/A00032
2021-07-08$25.90$0.0031.7%4.2%1.8%0.0%0.0%0.0%-5.1%-1.6K8.0K-790.00161.07N/AN/A08032
2021-07-09$25.84$0.0031.3%1.3%2.0%0.0%0.0%4.0%-0.6%-1.8K9.2K-980.00129.25N/AN/A00040
2021-07-12$25.81$0.0043.7%1.3%2.0%0.0%0.0%5.1%-1.2%-1.9K9.1K-940.00114.05N/AN/A00040
2021-07-13$25.80$0.0049.1%3.0%2.0%0.0%0.0%-0.7%-6.9%-1.9K11.0K-1120.00134.92N/AN/A00040
2021-07-14$25.84$0.0020.8%6.0%2.0%0.0%0.0%0.0%-5.8%-2.2K15.9K-1520.00154.22N/AN/A00040
2021-07-15$25.87$0.0011.1%3.2%2.0%0.0%0.0%-0.4%-1.2%-2.0K15.7K-1460.00135.46N/AN/A00040
2021-07-16$25.84$0.0010.1%2.9%2.0%0.0%0.0%-0.3%-3.5%-2.1K11.8K-1180.00130.33N/AN/A00040
2021-07-19$25.90$0.0022.4%6.4%2.2%0.0%0.0%0.2%-6.4%-2.1K15.6K-1430.00155.62N/AN/A00040
2021-07-20$25.90$0.0017.0%4.9%2.1%0.0%0.0%0.1%-4.1%-1.9K8.9K-940.00153.14N/AN/A00040
2021-07-21$25.88$0.0016.0%4.6%2.2%0.0%0.0%-0.0%-4.1%-2.0K15.3K-1420.00144.75N/AN/A00040
2021-07-22$25.89$0.0023.1%6.6%2.2%0.0%0.0%-3.4%-4.2%-2.0K11.9K-1170.00148.93N/AN/A00040
2021-07-23$25.91$0.0022.2%6.4%2.2%0.0%0.0%-4.9%-9.7%-1.8K13.7K-1270.00136.09N/AN/A00040
2021-07-26$25.90$0.0015.2%4.4%2.2%0.0%0.0%0.5%1.3%-1.7K7.6K-830.00153.31N/AN/A00040
2021-07-27$25.90$0.0019.3%5.5%2.1%0.0%0.0%-1.0%-5.4%-2.2K16.0K-1450.00132.53N/AN/A00040
2021-07-28$25.91$0.0017.8%5.1%2.1%0.0%0.0%-0.9%-5.3%-1.7K12.8K-1160.00153.45N/AN/A00040
2021-07-29$25.93$0.0019.1%5.5%2.1%0.0%0.0%0.5%-4.9%-1.8K8.8K-880.00145.47N/AN/A00040
2021-07-30$25.94$0.008.5%2.4%1.8%0.0%0.0%-11.5%0.3%-2.0K15.4K-1380.00138.91N/AN/A00040