SPMB Options History — January 2022 In January 2022, SPMB traded between $24.84 and $25.30. ATM implied volatility averaged 29.1%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 26.0% (HV 20d: 3.1%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2022-01-25 : Highest Volume — 54 contracts2022-01-18 : Largest IV spike — 568.0% change2022-01-26 : Highest IV Rank — 78.8%2022-01-26 : Largest Expected Move — 24.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.04 $24.84 $25.30 $25.29 $24.97 Max Pain $23.71 $23.00 $26.00 $26.00 $23.00 ATM IV 29.1% 4.0% 84.7% 36.4% 48.6% Expected Move 7.4% 1.1% 24.3% 10.4% 13.9% HV 20d 3.1% 2.0% 4.2% 2.1% 4.2% HV 60d 2.7% 2.3% 3.1% 2.3% 3.1% IV Rank 25.0% 0.8% 78.8% 32.1% 43.9% IV Percentile 57.2% 2.6% 98.5% 87.8% 92.5% Term Structure -7.4% -44.5% 13.8% 9.2% -17.1% VWIV 31.8% 4.9% 77.2% 44.2% 67.3% Skew 25d 8.0% -20.9% 48.8% 0.7% 21.3% Skew 10d 10.0% -7.7% 74.5% 5.3% 4.9% Call IV 25d 28.0% 4.6% 105.9% 66.2% 47.4% Put IV 25d 36.0% 5.1% 85.0% 67.0% 68.7% Bid-Ask Spread % 131.60 104.43 148.83 144.73 144.18 Gamma HHI 0.65 0.41 0.83 0.75 0.75 Net GEX -1.9K -10.7K -118 -828 -5.5K Net DEX 14.8K 807 78.8K 4.7K 78.8K Net VEX -105 -542 -6 -31 -542 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 15.7 12 54 12 12 Total OI 28.05 15 89 16 89
Daily Data (20 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 2022-01-03 $25.29 $0.00 36.4% 10.4% 2.1% 32.1% 0.0% 0.7% 9.2% -828 4.7K -31 0.00 144.73 N/A N/A 0 12 1 15 2022-01-04 $25.30 $0.00 21.2% 6.1% 2.0% 17.4% 0.0% -0.4% -7.6% -721 2.6K -14 0.00 131.39 N/A N/A 0 12 1 15 2022-01-05 $25.21 $0.00 37.5% 10.8% 2.3% 33.1% 0.0% 2.4% -20.1% -849 6.3K -36 0.00 142.94 N/A N/A 0 12 1 15 2022-01-06 $25.18 $26.00 53.6% 9.4% 2.3% 48.7% 44.2% 0.3% -12.3% -742 7.6K -40 0.00 143.60 N/A N/A 0 12 1 15 2022-01-07 $25.12 $26.00 22.3% 3.9% 2.4% 18.4% 17.2% 23.5% -5.4% -728 3.2K -17 0.00 133.38 N/A N/A 0 12 1 15 2022-01-10 $25.04 $26.00 24.5% 3.9% 2.6% 20.6% 4.9% 10.5% -5.4% -295 2.8K -10 0.00 127.88 N/A N/A 0 12 1 15 2022-01-11 $25.08 $26.00 63.5% 9.9% 2.6% 58.3% 46.8% 0.3% -13.7% -752 7.9K -38 0.00 143.17 N/A N/A 0 12 1 15 2022-01-12 $25.08 $23.00 13.7% 3.9% 2.7% 10.2% 23.0% 12.7% 0.8% -596 1.2K -12 0.00 129.43 N/A N/A 0 12 1 14 2022-01-13 $25.07 $23.00 13.9% 4.0% 2.6% 10.4% 9.1% 10.9% -5.8% -118 807 -8 0.00 104.43 N/A N/A 0 12 1 14 2022-01-14 $24.99 $23.00 4.0% 1.1% 2.7% 0.8% 20.8% 48.8% -1.3% -187 1.3K -6 0.00 119.41 N/A N/A 0 12 1 14 2022-01-18 $24.84 $23.00 26.7% 7.7% 3.2% 22.7% 46.8% 17.6% -7.6% -887 4.3K -25 0.00 131.22 N/A N/A 0 12 1 14 2022-01-19 $24.93 $23.00 16.3% 4.7% 3.6% 12.7% 26.0% 13.1% -7.1% -761 1.9K -14 0.00 126.72 N/A N/A 0 12 1 14 2022-01-20 $24.93 $23.00 9.7% 2.8% 3.6% 6.3% 8.9% -5.5% 13.8% -179 1.2K -7 0.00 107.40 N/A N/A 0 12 1 14 2022-01-21 $24.98 $23.00 32.7% 9.4% 3.7% 28.5% 28.8% 11.0% -4.4% -807 3.8K -23 0.00 129.76 N/A N/A 0 12 1 14 2022-01-24 $25.00 $23.00 17.4% 5.0% 3.8% 13.7% 24.6% 12.8% -5.3% -402 946 -7 0.00 128.84 N/A N/A 0 12 1 14 2022-01-25 $25.00 $23.00 17.1% 4.9% 3.7% 13.4% 29.4% 0.1% -4.2% -751 2.0K -14 0.00 130.87 N/A N/A 0 54 1 14 2022-01-26 $24.87 $23.00 84.7% 24.3% 4.0% 78.8% 77.2% -20.9% -44.5% -2.7K 51.4K -334 0.00 148.83 N/A N/A 0 34 1 56 2022-01-27 $24.93 $23.00 19.4% 5.6% 4.2% 15.6% 32.5% 0.8% -5.0% -9.0K 54.4K -430 0.00 132.61 N/A N/A 0 22 1 78 2022-01-28 $24.95 $23.00 18.8% 5.4% 4.2% 15.0% 32.8% -0.1% -5.9% -10.7K 59.5K -483 0.00 131.19 N/A N/A 0 12 1 88 2022-01-31 $24.97 $23.00 48.6% 13.9% 4.2% 43.9% 67.3% 21.3% -17.1% -5.5K 78.8K -542 0.00 144.18 N/A N/A 0 12 1 88
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