SPMB Options History — October 2021 In October 2021, SPMB traded between $25.50 and $25.71. ATM implied volatility averaged 35.3%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 33.7% (HV 20d: 1.6%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 3.45.
Notable Days 2021-10-25 : Highest Volume — 40 contracts2021-10-15 : Largest IV spike — 394.0% change2021-10-28 : Highest IV Rank — 41.3%2021-10-04 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $25.59 $25.50 $25.71 $25.70 $25.59 Max Pain $25.76 $25.00 $26.00 $25.00 $25.00 ATM IV 35.3% 5.5% 104.2% 25.8% 21.9% Expected Move 7.0% 1.4% 12.9% 7.4% 6.3% HV 20d 1.6% 1.2% 1.9% 1.2% 1.7% HV 60d 1.6% 1.5% 1.6% 1.6% 1.6% IV Rank 22.0% 2.3% 41.3% 2.3% 18.5% IV Percentile 66.6% 7.1% 94.9% 7.1% 65.0% Term Structure -9.9% -35.4% 23.8% -10.9% -6.8% VWIV 28.4% 10.6% 58.2% 28.3% 26.2% Skew 25d 2.8% -8.6% 20.2% 0.3% -0.2% Skew 10d 3.6% -6.8% 39.0% 2.7% 0.3% Call IV 25d 29.1% 2.7% 61.9% 31.5% 25.9% Put IV 25d 31.9% 5.1% 62.7% 31.7% 25.7% Bid-Ask Spread % 147.99 69.15 173.41 139.53 151.30 Gamma HHI 0.40 0.31 0.54 0.35 0.34 Net GEX -2.1K -3.2K 151 -2.8K -757 Net DEX 11.1K -12.3K 32.4K 13.6K -11.8K Net VEX -84 -166 -17 -88 -60 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.45 3.00 3.75 3.00 3.75 Total Volume 13.524 0 40 0 38 Total OI 50.19 44 55 52 55
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 2021-10-01 $25.70 $25.00 25.8% 7.4% 1.2% 0.0% 0.0% 0.3% -10.9% -2.8K 13.6K -88 0.00 139.53 N/A N/A 0 0 1 51 2021-10-04 $25.71 $26.00 90.9% 12.9% 1.2% 0.0% 0.0% 0.8% -35.4% -2.1K 32.4K -166 0.00 173.41 N/A N/A 0 0 1 51 2021-10-05 $25.65 $26.00 31.2% 3.0% 1.5% 0.0% 0.0% 0.6% -5.7% -2.6K 8.7K -59 0.00 121.77 N/A N/A 0 0 1 51 2021-10-06 $25.64 $26.00 67.9% 7.1% 1.4% 0.0% 0.0% 18.7% -22.5% -2.7K 23.7K -129 0.00 156.60 N/A N/A 0 0 1 51 2021-10-07 $25.62 $26.00 8.3% 1.4% 1.4% 0.0% 0.0% 2.4% -0.6% -1.3K 2.4K -17 0.00 69.15 N/A N/A 0 0 1 51 2021-10-08 $25.61 $26.00 23.7% 5.8% 1.4% 0.0% 0.0% 20.2% -24.5% -3.1K 21.1K -127 0.00 153.56 N/A N/A 0 0 1 51 2021-10-11 $25.56 $26.00 104.2% 9.9% 1.5% 0.0% 0.0% 0.3% -23.9% -2.6K 28.3K -136 0.00 172.28 N/A N/A 0 0 1 51 2021-10-12 $25.56 $26.00 58.1% 5.0% 1.5% 0.0% 0.0% 11.1% -6.5% -3.2K 13.0K -73 0.00 144.96 N/A N/A 0 0 1 51 2021-10-13 $25.57 $26.00 25.8% 7.4% 1.5% 0.0% 0.0% -0.3% -5.4% -2.9K 20.7K -103 0.00 165.07 N/A N/A 0 0 1 51 2021-10-14 $25.61 $26.00 5.5% 1.6% 1.7% 2.3% 0.0% 13.1% 23.8% -1.7K 3.4K -34 0.00 88.74 N/A N/A 0 0 1 51 2021-10-15 $25.59 $26.00 27.3% 7.8% 1.7% 23.9% 0.0% -0.0% -21.4% -2.2K 14.8K -86 0.00 167.48 N/A N/A 0 0 1 51 2021-10-18 $25.55 $26.00 24.4% 7.0% 1.7% 21.0% 0.0% -0.8% -4.5% -2.3K 11.7K -70 0.00 157.75 N/A N/A 0 0 1 43 2021-10-19 $25.55 $26.00 38.7% 11.1% 1.7% 35.2% 0.0% 0.3% -9.8% -2.1K 22.6K -120 0.00 172.22 N/A N/A 0 0 1 43 2021-10-20 $25.54 $26.00 19.7% 5.6% 1.6% 16.3% 28.3% -8.6% -4.8% -2.2K 9.0K -59 0.00 141.62 N/A N/A 0 30 1 43 2021-10-21 $25.50 $26.00 19.1% 5.5% 1.6% 15.7% 26.7% -0.2% -5.5% -2.7K 10.1K -68 0.00 154.76 N/A N/A 0 30 1 43 2021-10-22 $25.51 $26.00 19.4% 5.6% 1.6% 16.0% 26.6% 0.2% -4.9% -2.7K 7.3K -44 0.00 150.76 N/A N/A 0 30 1 43 2021-10-25 $25.55 $26.00 20.1% 5.7% 1.8% 16.7% 10.6% -0.2% -5.7% -2.0K 4.7K -28 3.00 143.02 N/A N/A 10 30 1 43 2021-10-26 $25.56 $25.00 20.0% 5.7% 1.7% 16.6% 10.7% 0.4% -5.7% 151 -12.3K -46 3.00 140.60 N/A N/A 10 30 11 43 2021-10-27 $25.60 $25.00 44.4% 12.7% 1.9% 40.8% 39.5% 0.4% -13.4% -1.5K 4.9K -124 3.75 170.70 N/A N/A 8 30 11 43 2021-10-28 $25.59 $25.00 44.9% 12.9% 1.7% 41.3% 58.2% 0.1% -14.2% -1.4K 5.6K -131 3.75 172.55 N/A N/A 8 30 12 43 2021-10-29 $25.59 $25.00 21.9% 6.3% 1.7% 18.5% 26.2% -0.2% -6.8% -757 -11.8K -60 3.75 151.30 N/A N/A 8 30 12 43
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