SPMB Options History — August 2021

In August 2021, SPMB traded between $25.79 and $25.94. ATM implied volatility averaged 18.8%. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 17.1% (HV 20d: 1.6%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days.

Notable Days

  • 2021-08-16: Highest Volume — 5 contracts
  • 2021-08-23: Largest IV spike — 274.6% change
  • 2021-08-25: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.85$25.79$25.94$25.94$25.86
Max Pain$26.00$26.00$26.00$26.00$26.00
ATM IV18.8%5.0%32.3%19.5%21.2%
Expected Move4.7%1.4%9.2%5.6%6.1%
HV 20d1.6%1.4%1.8%1.8%1.7%
HV 60d1.7%1.6%1.7%1.7%1.7%
Term Structure-6.5%-30.7%25.2%-6.1%-7.5%
Skew 25d-2.0%-22.9%9.4%0.0%0.0%
Skew 10d1.7%-13.0%15.2%1.1%-0.4%
Call IV 25d22.7%7.9%55.9%26.8%26.6%
Put IV 25d20.6%5.1%33.0%26.8%26.6%
Bid-Ask Spread %124.2781.69154.89154.89130.25
Gamma HHI0.370.260.470.420.37
Net GEX-2.2K-2.9K-1.7K-1.8K-2.2K
Net DEX11.7K6.9K22.8K7.3K9.3K
Net VEX-85-140-54-76-73
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.4090510
Total OI42.27340464044

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$25.94$0.0019.5%5.6%1.8%0.0%0.0%0.0%-6.1%-1.8K7.3K-760.00154.89N/AN/A01040
2021-08-03$25.94$0.0019.0%5.4%1.7%0.0%0.0%-0.1%-6.5%-2.0K12.6K-1160.00150.77N/AN/A00040
2021-08-04$25.94$0.0012.7%3.6%1.7%0.0%0.0%-3.1%-16.6%-2.3K10.9K-1010.00128.98N/AN/A00041
2021-08-05$25.91$26.0022.6%3.9%1.7%0.0%0.0%-0.1%-4.8%-1.9K9.1K-840.00117.61N/AN/A00041
2021-08-06$25.86$26.0022.1%2.6%1.6%0.0%0.0%-0.2%-4.1%-1.7K7.9K-690.00129.73N/AN/A00041
2021-08-09$25.81$26.0025.7%4.1%1.7%0.0%0.0%0.6%-5.0%-2.1K9.4K-840.00125.57N/AN/A00041
2021-08-10$25.79$26.0027.7%3.0%1.7%0.0%0.0%9.4%1.7%-2.2K10.6K-900.00124.55N/AN/A00041
2021-08-11$25.82$26.0016.3%4.7%1.7%0.0%0.0%0.2%-4.8%-2.1K9.1K-800.00132.74N/AN/A00041
2021-08-12$25.81$26.0010.7%3.1%1.6%0.0%0.0%8.0%-5.8%-2.2K11.9K-940.00114.05N/AN/A00041
2021-08-13$25.82$26.0016.4%4.7%1.6%0.0%0.0%0.3%-5.6%-2.0K9.3K-800.00129.74N/AN/A00041
2021-08-16$25.85$26.0010.5%3.0%1.4%0.0%0.0%-13.2%-12.7%-2.4K18.7K-1400.00105.99N/AN/A05041
2021-08-17$25.81$26.0011.1%3.2%1.5%0.0%0.0%-14.1%-13.9%-2.1K9.0K-790.00101.94N/AN/A00041
2021-08-18$25.81$26.0017.7%5.1%1.5%0.0%0.0%0.2%-6.0%-2.9K22.6K-1030.00133.14N/AN/A00046
2021-08-19$25.84$26.0017.5%5.0%1.5%0.0%0.0%4.7%25.2%-2.5K17.6K-640.00129.38N/AN/A00046
2021-08-20$25.81$26.005.0%1.4%1.5%0.0%0.0%5.8%-0.9%-2.3K22.8K-790.0081.69N/AN/A00046
2021-08-23$25.82$26.0018.9%5.4%1.5%0.0%0.0%0.2%-5.1%-1.9K9.6K-760.00128.84N/AN/A03041
2021-08-24$25.84$26.0019.3%5.5%1.6%0.0%0.0%-5.0%-4.7%-2.1K10.4K-830.00111.09N/AN/A00041
2021-08-25$25.82$26.0032.3%9.2%1.6%0.0%0.0%-22.9%-30.7%-2.4K13.4K-1020.00136.22N/AN/A00044
2021-08-26$25.80$26.0019.1%5.5%1.6%0.0%0.0%0.1%-5.9%-2.1K8.8K-630.00127.37N/AN/A00044
2021-08-27$25.85$26.0018.6%5.3%1.7%0.0%0.0%1.2%-6.1%-1.9K6.9K-540.00118.08N/AN/A00044
2021-08-30$25.86$26.0028.8%8.3%1.7%0.0%0.0%-16.5%-16.7%-2.4K10.7K-860.00121.42N/AN/A00044
2021-08-31$25.86$26.0021.2%6.1%1.7%0.0%0.0%0.0%-7.5%-2.2K9.3K-730.00130.25N/AN/A00044