SPMB Options History — December 2021

In December 2021, SPMB traded between $25.34 and $25.46. ATM implied volatility averaged 32.6%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 30.2% (HV 20d: 2.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days.

Notable Days

  • 2021-12-30: Highest Volume — 12 contracts
  • 2021-12-13: Largest IV spike — 200.2% change
  • 2021-12-13: Highest IV Rank — 100.0%
  • 2021-12-02: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.39$25.34$25.46$25.45$25.38
ATM IV32.6%15.5%106.7%25.2%20.0%
Expected Move6.5%4.0%15.8%7.2%5.7%
HV 20d2.4%1.6%3.0%3.0%1.7%
HV 60d2.2%2.1%2.2%2.1%2.2%
IV Rank28.7%11.8%100.0%21.8%16.2%
IV Percentile70.2%27.2%100.0%74.8%51.7%
Term Structure-5.9%-25.5%10.7%-13.2%10.7%
Skew 25d3.0%-2.3%12.8%-0.3%-0.9%
Skew 10d1.6%-4.3%18.0%-0.4%-0.1%
Call IV 25d25.0%10.5%60.1%29.8%27.0%
Put IV 25d28.0%17.1%72.9%29.5%26.1%
Bid-Ask Spread %137.59124.43150.05131.34149.42
Gamma HHI0.990.791.001.000.79
Net GEX-527-7760-655-776
Net DEX2.4K9556.2K1.3K5.2K
Net VEX-18-46-6-15-35
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume11.09111121112
Total OI15.04515161516

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$25.45$0.0025.2%7.2%3.0%21.8%0.0%-0.3%-13.2%-6551.3K-150.00131.34N/AN/A011114
2021-12-02$25.44$0.0055.1%15.8%3.0%51.4%0.0%12.8%-25.5%-6415.9K-460.00138.96N/AN/A011114
2021-12-03$25.46$0.0025.6%7.3%2.9%22.2%0.0%1.0%-12.9%-5481.0K-120.00141.19N/AN/A011114
2021-12-06$25.42$0.0029.0%4.2%2.8%25.5%0.0%0.4%-2.9%-6971.9K-190.00135.25N/AN/A011114
2021-12-07$25.38$0.0030.5%4.2%2.8%27.0%0.0%0.3%-3.0%-6801.4K-140.00135.31N/AN/A011114
2021-12-08$25.38$0.0032.1%4.2%2.8%28.7%0.0%-0.4%-3.1%-7293.0K-270.00142.39N/AN/A011114
2021-12-09$25.38$0.0053.5%4.0%2.4%49.9%0.0%-2.3%-2.9%-6841.4K-140.00136.12N/AN/A011114
2021-12-10$25.38$0.0035.5%4.2%2.4%32.0%0.0%6.1%-10.7%01.7K-60.00124.43N/AN/A011114
2021-12-13$25.41$0.00106.7%10.0%2.5%100.0%0.0%0.4%-8.1%-6366.1K-430.00150.05N/AN/A011114
2021-12-14$25.39$0.0051.4%4.3%2.5%46.6%0.0%7.2%-3.3%-331955-80.00133.51N/AN/A011114
2021-12-15$25.39$0.0015.5%4.4%2.5%11.8%0.0%6.9%-3.6%-6951.5K-140.00134.22N/AN/A011114
2021-12-16$25.43$0.0015.6%4.5%2.5%12.0%0.0%7.1%-3.6%-5851.2K-120.00133.69N/AN/A011114
2021-12-17$25.38$0.0037.0%10.6%2.6%32.6%0.0%0.4%-9.3%-6426.2K-420.00149.33N/AN/A011114
2021-12-20$25.37$0.0016.2%4.7%2.6%12.6%0.0%-0.9%-4.1%-4101.0K-70.00135.16N/AN/A011114
2021-12-21$25.34$0.0027.7%7.9%2.5%23.7%0.0%2.5%-4.4%-6621.4K-110.00139.67N/AN/A011114
2021-12-22$25.35$0.0016.8%4.8%2.3%13.1%0.0%0.0%-4.5%-5441.1K-100.00135.60N/AN/A011114
2021-12-23$25.34$0.0023.8%6.8%2.3%19.8%0.0%2.3%-18.1%01.1K-70.00126.46N/AN/A011114
2021-12-27$25.36$0.0018.4%5.3%1.7%14.6%0.0%4.0%-5.6%-110967-70.00135.35N/AN/A011114
2021-12-28$25.39$0.0018.7%5.4%1.8%15.0%0.0%7.2%-5.7%-302963-70.00135.11N/AN/A011114
2021-12-29$25.35$0.0031.6%9.1%1.8%27.5%0.0%11.9%-6.1%-6011.2K-100.00143.16N/AN/A011114
2021-12-30$25.34$0.0032.3%9.3%1.6%28.1%0.0%0.9%10.6%-6695.5K-350.00141.18N/AN/A012114
2021-12-31$25.38$0.0020.0%5.7%1.7%16.2%0.0%-0.9%10.7%-7765.2K-350.00149.42N/AN/A012115