SPMB Options History — November 2021 In November 2021, SPMB traded between $25.37 and $25.63. ATM implied volatility averaged 25.1%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 22.8% (HV 20d: 2.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 5.58.
Notable Days 2021-11-01 : Highest Volume — 38 contracts2021-11-02 : Largest IV spike — 120.6% change2021-11-02 : Highest IV Rank — 47.4%2021-11-02 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.50 $25.37 $25.63 $25.55 $25.51 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 25.1% 17.2% 51.1% 23.2% 24.3% Expected Move 6.6% 4.5% 14.6% 6.6% 7.0% HV 20d 2.2% 1.7% 2.9% 1.8% 2.9% HV 60d 1.8% 1.6% 2.1% 1.6% 2.1% IV Rank 21.6% 13.8% 47.4% 19.8% 20.9% IV Percentile 66.9% 38.4% 96.4% 73.2% 72.2% Term Structure -8.3% -27.8% 6.1% -8.7% -9.6% VWIV 41.1% 26.4% 66.0% 26.4% 30.8% Skew 25d 0.4% -0.5% 9.4% -0.3% 0.3% Skew 10d 1.5% -0.4% 11.5% 1.0% 0.0% Call IV 25d 27.1% 18.0% 69.6% 26.7% 27.3% Put IV 25d 27.6% 18.0% 70.0% 26.4% 27.6% Bid-Ask Spread % 139.59 130.01 172.97 149.44 130.01 Gamma HHI 0.56 0.32 1.00 0.35 1.00 Net GEX -616 -1.4K 498 -451 -679 Net DEX -5.7K -23.7K 5.5K -11.6K 2.4K Net VEX -43 -121 -9 -61 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.58 3.75 6.20 3.75 6.20 Total Volume 28.667 11 38 38 11 Total OI 42.762 15 55 55 15
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 2021-11-01 $25.55 $25.00 23.2% 6.6% 1.8% 19.8% 26.4% -0.3% -8.7% -451 -11.6K -61 3.75 149.44 N/A N/A 8 30 12 43 2021-11-02 $25.57 $25.00 51.1% 14.6% 1.7% 47.4% 66.0% 0.4% -18.6% -1.4K 5.5K -121 3.75 172.97 N/A N/A 8 30 12 43 2021-11-03 $25.54 $25.00 24.6% 7.0% 1.7% 21.1% 30.8% -0.2% -9.7% -240 -11.6K -50 3.75 147.14 N/A N/A 8 30 12 43 2021-11-04 $25.58 $0.00 26.6% 4.9% 1.8% 23.2% 0.0% -0.2% -4.6% -389 -11.5K -50 6.00 132.37 N/A N/A 5 30 12 43 2021-11-05 $25.63 $0.00 25.7% 4.7% 1.9% 22.3% 0.0% 0.1% -5.1% -585 -10.5K -53 6.00 137.48 N/A N/A 5 30 11 43 2021-11-08 $25.60 $0.00 29.0% 4.8% 1.8% 25.6% 0.0% 0.0% -5.5% -645 -10.0K -50 6.00 136.51 N/A N/A 5 30 11 43 2021-11-09 $25.61 $0.00 28.9% 4.5% 1.8% 25.5% 0.0% 0.3% -4.9% -397 -11.6K -40 6.00 134.66 N/A N/A 5 30 11 43 2021-11-10 $25.50 $0.00 17.7% 5.1% 2.4% 14.4% 0.0% 0.3% -7.5% -568 -9.5K -48 6.00 137.48 N/A N/A 5 30 11 43 2021-11-11 $25.48 $0.00 17.2% 4.9% 2.3% 13.8% 0.0% 0.1% -7.1% -634 -9.6K -47 6.00 137.37 N/A N/A 5 30 11 42 2021-11-12 $25.47 $0.00 17.4% 5.0% 2.3% 14.1% 0.0% 0.3% -7.4% -648 -9.4K -46 6.00 137.29 N/A N/A 5 30 11 42 2021-11-15 $25.45 $0.00 18.2% 5.2% 2.3% 14.9% 0.0% -0.5% 3.7% -1.3K -357 -66 6.00 144.27 N/A N/A 5 30 11 42 2021-11-16 $25.45 $0.00 28.0% 8.0% 2.3% 24.6% 0.0% -0.2% -27.8% -314 -10.2K -24 6.00 132.51 N/A N/A 5 30 11 42 2021-11-17 $25.48 $0.00 39.8% 11.4% 2.3% 36.2% 0.0% 0.1% -16.4% -1.4K 5.4K -68 6.00 150.53 N/A N/A 5 30 11 42 2021-11-18 $25.47 $0.00 19.6% 5.6% 2.3% 16.2% 0.0% 0.1% 6.1% 498 -13.2K -30 6.20 132.72 N/A N/A 5 31 11 42 2021-11-19 $25.49 $0.00 19.4% 5.6% 2.3% 16.1% 0.0% -0.2% -7.0% -666 -23.7K -21 6.20 138.14 N/A N/A 5 31 11 43 2021-11-22 $25.43 $0.00 19.2% 5.5% 2.3% 15.9% 0.0% -0.3% -7.1% -676 1.4K -16 0.00 135.13 N/A N/A 0 11 1 14 2021-11-23 $25.37 $0.00 33.9% 9.7% 2.4% 30.4% 0.0% 9.4% -12.6% -722 4.5K -39 0.00 139.29 N/A N/A 0 11 1 14 2021-11-24 $25.37 $0.00 19.1% 5.5% 2.3% 15.8% 0.0% 0.1% -7.2% -705 1.7K -18 0.00 135.15 N/A N/A 0 11 1 14 2021-11-26 $25.48 $0.00 20.3% 5.8% 2.9% 16.9% 0.0% 0.2% -7.7% -356 844 -9 0.00 135.59 N/A N/A 0 11 1 14 2021-11-29 $25.48 $0.00 23.1% 6.6% 2.9% 19.7% 0.0% -0.3% -10.6% -661 1.4K -16 0.00 135.43 N/A N/A 0 11 1 14 2021-11-30 $25.51 $0.00 24.3% 7.0% 2.9% 20.9% 0.0% 0.3% -9.6% -679 2.4K -25 0.00 130.01 N/A N/A 0 11 1 14
« Oct 2021 | All History | Dec 2021 » Home SPMB History November 2021