SPMB Options History — February 2022 In February 2022, SPMB traded between $24.45 and $24.92. ATM implied volatility averaged 30.2%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 25.5% (HV 20d: 4.6%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 9 of 19 days.
Notable Days 2022-02-25 : Highest Volume — 19 contracts2022-02-24 : Largest IV spike — 410.9% change2022-02-08 : Highest IV Rank — 60.9%2022-02-02 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $24.62 $24.45 $24.92 $24.89 $24.68 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 30.2% 6.9% 66.2% 61.8% 22.6% Expected Move 6.8% 2.0% 18.3% 17.7% 6.5% HV 20d 4.6% 4.1% 5.3% 4.1% 5.1% HV 60d 3.5% 3.1% 3.9% 3.1% 3.9% IV Rank 26.0% 3.5% 60.9% 56.6% 18.7% IV Percentile 51.2% 5.6% 97.6% 97.0% 61.2% Term Structure 1.2% -33.0% 41.6% -22.1% 27.6% VWIV 83.0% 81.7% 84.4% 81.7% 84.4% Skew 25d 3.6% -8.8% 11.3% 0.9% 0.8% Skew 10d 2.9% -50.1% 49.2% 9.0% -50.1% Call IV 25d 34.4% 5.6% 87.3% 87.3% 60.3% Put IV 25d 38.0% 5.8% 88.6% 88.1% 61.1% Bid-Ask Spread % 138.20 122.66 150.96 147.56 133.68 Gamma HHI 0.84 0.72 0.99 0.73 0.96 Net GEX -10.3K -33.2K -4.7K -4.7K -9.5K Net DEX 84.7K 68.4K 103.9K 81.8K 96.8K Net VEX -546 -645 -382 -541 -630 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 13.421 3 19 12 19 Total OI 93.263 85 101 89 101
Daily Data (19 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 2022-02-01 $24.89 $23.00 61.8% 17.7% 4.1% 56.6% 81.7% 0.9% -22.1% -4.7K 81.8K -541 0.00 147.56 N/A N/A 0 12 1 88 2022-02-02 $24.92 $23.00 63.7% 18.3% 4.2% 58.4% 84.4% 11.3% -23.4% -4.7K 81.0K -539 0.00 147.79 N/A N/A 0 12 1 88 2022-02-03 $24.86 $0.00 53.3% 9.5% 4.1% 48.4% 0.0% 0.1% -10.7% -5.5K 80.1K -537 0.00 150.74 N/A N/A 0 12 1 88 2022-02-04 $24.73 $0.00 55.9% 8.7% 4.4% 50.9% 0.0% -8.8% -11.0% -5.8K 82.2K -532 0.00 142.60 N/A N/A 0 13 1 88 2022-02-07 $24.75 $0.00 63.1% 9.9% 4.4% 57.9% 0.0% 0.1% -11.9% -5.6K 82.8K -534 0.00 150.96 N/A N/A 0 14 1 89 2022-02-08 $24.68 $0.00 66.2% 5.5% 4.4% 60.9% 0.0% 0.3% 20.5% -5.7K 86.8K -554 0.00 149.94 N/A N/A 0 14 1 91 2022-02-09 $24.66 $0.00 10.1% 2.9% 4.3% 6.7% 0.0% 5.2% 6.9% -11.9K 70.9K -514 0.00 127.55 N/A N/A 0 13 1 91 2022-02-10 $24.48 $0.00 18.3% 5.2% 4.9% 14.6% 0.0% 7.0% -7.6% -11.3K 83.3K -539 0.00 135.55 N/A N/A 0 12 1 92 2022-02-11 $24.60 $0.00 11.5% 3.3% 5.3% 8.0% 0.0% -6.2% 41.6% -4.8K 90.4K -555 0.00 140.83 N/A N/A 0 16 1 92 2022-02-14 $24.52 $0.00 12.8% 3.7% 5.3% 9.2% 0.0% 7.3% 14.4% -9.1K 88.4K -560 0.00 133.69 N/A N/A 0 12 1 96 2022-02-15 $24.50 $0.00 18.8% 5.4% 5.0% 15.1% 0.0% 8.0% -8.0% -12.0K 85.2K -554 0.00 131.91 N/A N/A 0 12 1 96 2022-02-16 $24.49 $0.00 18.2% 5.2% 4.7% 14.5% 0.0% 8.6% -7.5% -12.9K 84.1K -550 0.00 133.29 N/A N/A 0 12 1 96 2022-02-17 $24.55 $0.00 12.5% 3.6% 4.8% 9.0% 0.0% 8.1% 26.8% -13.1K 81.8K -536 0.00 132.50 N/A N/A 0 12 1 96 2022-02-18 $24.55 $0.00 11.8% 3.4% 4.7% 8.3% 0.0% 7.1% 9.1% -11.1K 81.1K -542 0.00 138.83 N/A N/A 0 12 1 96 2022-02-22 $24.51 $0.00 15.6% 4.5% 4.7% 12.0% 0.0% 5.7% 4.4% -9.7K 84.7K -539 0.00 130.50 N/A N/A 0 3 0 85 2022-02-23 $24.45 $0.00 6.9% 2.0% 4.7% 3.5% 0.0% 0.1% -2.5% -33.2K 68.4K -382 0.00 122.66 N/A N/A 0 18 0 85 2022-02-24 $24.50 $0.00 35.1% 10.1% 4.6% 30.8% 0.0% 4.5% -33.0% -8.2K 103.9K -645 0.00 132.26 N/A N/A 0 18 0 100 2022-02-25 $24.53 $0.00 14.8% 4.3% 4.5% 11.3% 0.0% 7.8% 8.6% -16.1K 96.2K -600 0.00 142.95 N/A N/A 0 19 0 100 2022-02-28 $24.68 $0.00 22.6% 6.5% 5.1% 18.7% 0.0% 0.8% 27.6% -9.5K 96.8K -630 0.00 133.68 N/A N/A 0 19 0 101
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