SPMB Options History — September 2021 In September 2021, SPMB traded between $25.66 and $25.82. ATM implied volatility averaged 22.1%. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 20.6% (HV 20d: 1.5%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-09-13 : Highest Volume — 5 contracts2021-09-28 : Largest IV spike — 235.8% change2021-09-21 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.77 $25.66 $25.82 $25.80 $25.70 Max Pain $24.24 $24.00 $26.00 $26.00 $25.00 ATM IV 22.1% 7.7% 51.2% 23.0% 7.7% Expected Move 5.9% 2.2% 14.7% 6.6% 2.2% HV 20d 1.5% 1.2% 1.9% 1.9% 1.2% HV 60d 1.7% 1.6% 1.8% 1.8% 1.6% Term Structure -10.3% -61.3% 9.9% 9.9% -1.7% VWIV 55.1% 8.4% 91.7% 8.4% 91.7% Skew 25d -3.0% -49.2% 16.7% 16.7% 4.1% Skew 10d 1.9% -17.9% 55.4% 1.9% -0.5% Call IV 25d 25.6% 3.8% 97.9% 31.9% 3.8% Put IV 25d 22.6% 5.2% 57.6% 48.6% 7.9% Bid-Ask Spread % 125.82 50.41 158.27 136.40 59.51 Gamma HHI 0.37 0.29 0.45 0.42 0.30 Net GEX -2.4K -3.1K -1.6K -2.6K -2.9K Net DEX 13.2K 6.7K 27.1K 17.3K 11.3K Net VEX -85 -153 -53 -127 -78 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 0.667 0 5 0 0 Total OI 45.476 44 51 44 51
Daily Data (21 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 2021-09-01 $25.80 $26.00 23.0% 6.6% 1.9% 0.0% 0.0% 16.7% 9.9% -2.6K 17.3K -127 0.00 136.40 N/A N/A 0 0 0 44 2021-09-02 $25.81 $24.00 22.0% 4.3% 1.9% 0.0% 0.0% 0.9% -3.2% -2.2K 8.8K -64 0.00 138.39 N/A N/A 0 0 0 44 2021-09-03 $25.81 $24.00 22.8% 4.3% 1.8% 0.0% 0.0% 0.1% -3.3% -1.7K 7.5K -54 0.00 135.57 N/A N/A 0 0 0 44 2021-09-07 $25.80 $24.00 26.9% 2.9% 1.6% 0.0% 0.0% 6.9% -11.5% -2.4K 10.5K -78 0.00 104.95 N/A N/A 0 0 0 44 2021-09-08 $25.81 $24.00 10.2% 2.9% 1.6% 0.0% 0.0% -4.2% -3.8% -2.4K 10.2K -75 0.00 132.72 N/A N/A 0 0 0 44 2021-09-09 $25.80 $24.00 15.3% 4.4% 1.6% 0.0% 0.0% 0.1% -4.0% -2.2K 8.8K -62 0.00 140.17 N/A N/A 0 0 0 44 2021-09-10 $25.79 $24.00 24.6% 7.0% 1.6% 0.0% 0.0% -1.2% -3.6% -2.4K 11.1K -75 0.00 142.75 N/A N/A 0 0 0 44 2021-09-13 $25.80 $24.00 11.3% 3.3% 1.6% 0.0% 0.0% 0.6% -4.5% -2.5K 11.9K -85 0.00 119.94 N/A N/A 0 5 0 44 2021-09-14 $25.82 $24.00 10.7% 3.1% 1.5% 0.0% 0.0% -13.4% -4.6% -2.4K 12.2K -73 0.00 120.61 N/A N/A 0 0 0 44 2021-09-15 $25.81 $24.00 17.7% 5.1% 1.4% 0.0% 0.0% -0.4% -5.1% -2.7K 16.3K -95 0.00 148.86 N/A N/A 0 0 0 49 2021-09-16 $25.80 $24.00 11.5% 3.3% 1.4% 0.0% 0.0% 8.9% -13.3% -3.1K 12.6K -75 0.00 102.63 N/A N/A 0 0 0 49 2021-09-17 $25.78 $24.00 18.3% 5.2% 1.4% 0.0% 0.0% 1.0% -5.3% -2.3K 13.3K -72 0.00 141.57 N/A N/A 0 1 0 49 2021-09-20 $25.80 $24.00 40.7% 11.7% 1.4% 0.0% 0.0% 0.2% -12.9% -2.3K 24.6K -145 0.00 158.27 N/A N/A 0 0 0 44 2021-09-21 $25.79 $24.00 51.2% 14.7% 1.4% 0.0% 0.0% -49.2% -27.7% -2.1K 27.1K -153 0.00 144.79 N/A N/A 0 0 0 44 2021-09-22 $25.76 $24.00 20.2% 5.8% 1.4% 0.0% 0.0% 0.2% -6.5% -2.5K 12.3K -81 0.00 143.73 N/A N/A 0 0 0 44 2021-09-23 $25.71 $24.00 13.1% 3.8% 1.5% 0.0% 0.0% -9.4% -7.0% -1.6K 6.7K -53 0.00 50.41 N/A N/A 0 0 0 44 2021-09-24 $25.70 $24.00 13.9% 4.0% 1.5% 0.0% 8.4% -14.3% -7.4% -2.0K 11.2K -82 0.00 91.35 N/A N/A 0 3 0 44 2021-09-27 $25.69 $24.00 14.7% 4.2% 1.3% 0.0% 65.2% -9.3% -1.5% -2.3K 10.8K -76 0.00 134.72 N/A N/A 0 3 0 44 2021-09-28 $25.66 $25.00 49.4% 14.2% 1.3% 0.0% 91.7% -0.6% -61.3% -3.0K 17.8K -103 0.00 154.71 N/A N/A 0 1 0 47 2021-09-29 $25.66 $25.00 38.7% 11.1% 1.3% 0.0% 0.0% -0.1% -37.8% -2.9K 14.6K -81 0.00 140.25 N/A N/A 1 0 0 50 2021-09-30 $25.70 $25.00 7.7% 2.2% 1.2% 0.0% 0.0% 4.1% -1.7% -2.9K 11.3K -78 0.00 59.51 N/A N/A 0 0 0 51
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