SPMB Options History — March 2022

In March 2022, SPMB traded between $23.75 and $24.76. ATM implied volatility averaged 23.1%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 16.7% (HV 20d: 6.4%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 21.09.

Notable Days

  • 2022-03-28: Highest Volume — 57 contracts
  • 2022-03-03: Largest IV spike — 77.7% change
  • 2022-03-31: Highest IV Rank — 31.7%
  • 2022-03-11: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.22$23.75$24.76$24.76$23.96
Max Pain$26.00$26.00$26.00$26.00$26.00
ATM IV23.1%13.9%36.0%14.2%36.0%
Expected Move5.9%2.7%12.6%4.1%4.4%
HV 20d6.4%5.2%7.3%5.2%6.3%
HV 60d4.9%4.0%5.6%4.0%5.6%
IV Rank19.2%10.3%31.7%10.6%31.7%
IV Percentile57.1%20.8%86.0%21.8%86.0%
Term Structure-7.6%-42.0%10.3%10.3%-11.6%
VWIV18.4%5.2%34.7%18.3%17.4%
Skew 25d-0.4%-25.8%24.5%6.5%1.2%
Skew 10d0.1%-18.4%29.1%0.5%-13.8%
Call IV 25d27.4%13.4%60.5%20.6%13.4%
Put IV 25d27.1%14.7%49.5%27.1%14.7%
Bid-Ask Spread %132.28116.42142.62129.96130.59
Gamma HHI0.890.510.980.970.51
Net GEX-16.8K-36.5K-10.4K-14.4K-19.0K
Net DEX131.0K83.8K213.9K83.8K182.2K
Net VEX-655-833-460-579-826
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio21.096.0056.0019.0056.00
Total Volume22.0877572057
Total OI119.435101169101169

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$24.76$0.0014.2%4.1%5.2%10.6%0.0%6.5%10.3%-14.4K83.8K-57919.00129.96N/AN/A1190101
2022-03-02$24.51$0.0013.9%4.0%6.2%10.3%0.0%-1.3%-23.3%-12.0K91.4K-62019.00135.92N/AN/A1191101
2022-03-03$24.57$0.0024.6%7.1%6.3%20.7%0.0%-0.8%-1.6%-13.2K96.9K-61419.00134.01N/AN/A1191101
2022-03-04$24.67$0.0025.1%7.2%6.5%21.1%0.0%0.2%-3.8%-13.6K87.9K-60220.00130.02N/AN/A1201101
2022-03-07$24.61$0.0027.3%7.8%6.3%23.3%0.0%0.1%-4.2%-14.1K93.0K-60620.00130.40N/AN/A1201103
2022-03-08$24.50$0.0017.6%9.7%6.4%13.9%0.0%0.7%-5.1%-13.8K99.9K-61920.00136.78N/AN/A1201103
2022-03-09$24.47$0.0017.5%6.6%6.4%13.8%0.0%0.3%-5.2%-36.5K85.0K-46020.00120.82N/AN/A1201103
2022-03-10$24.40$0.0017.0%10.2%6.4%13.3%0.0%0.1%-5.0%-15.4K105.9K-61021.00131.95N/AN/A1211103
2022-03-11$24.33$0.0019.9%12.6%6.0%16.1%0.0%-1.2%-1.8%-15.2K111.4K-61914.00129.33N/AN/A1141104
2022-03-14$24.17$26.0027.7%3.8%6.1%23.6%18.3%0.6%-5.7%-19.0K120.7K-6659.00135.16N/AN/A191112
2022-03-15$24.17$26.0022.7%4.6%6.0%18.8%18.6%-0.1%-5.8%-15.2K133.1K-6839.00135.28N/AN/A191115
2022-03-16$24.14$26.0017.1%3.5%6.0%13.4%16.4%1.1%-4.5%-20.0K140.8K-6539.00133.65N/AN/A191115
2022-03-17$24.15$26.0017.3%3.8%6.0%13.7%17.0%0.0%-4.8%-19.7K143.8K-6316.00132.74N/AN/A161115
2022-03-18$24.23$26.0019.1%4.0%6.1%15.3%18.5%1.0%-5.7%-23.9K138.0K-6366.00134.58N/AN/A161117
2022-03-21$24.05$26.0030.4%7.6%6.5%26.2%20.5%-2.1%-14.9%-16.4K150.5K-6498.00132.91N/AN/A181117
2022-03-22$23.97$26.0028.6%4.1%6.6%24.5%21.4%-0.9%-6.1%-12.4K147.5K-6938.00141.69N/AN/A181120
2022-03-23$24.06$26.0021.8%4.5%6.8%18.0%22.7%24.5%-6.1%-12.5K143.3K-6948.00142.62N/AN/A181120
2022-03-24$23.97$26.0020.7%2.7%6.8%16.9%18.6%0.8%-7.8%-16.5K168.4K-60111.00132.60N/AN/A1111120
2022-03-25$23.75$26.0021.7%4.0%7.3%17.9%21.5%0.8%-7.6%-14.0K158.0K-69315.00133.57N/AN/A1151123
2022-03-28$23.77$26.0032.3%5.5%6.8%28.1%5.2%-9.9%-22.3%-10.4K149.9K-70956.00125.73N/AN/A1561127
2022-03-29$23.88$26.0026.0%9.6%6.9%22.0%34.7%-25.8%10.0%-19.2K213.9K-76956.00135.66N/AN/A1561168
2022-03-30$23.95$26.0033.3%4.7%6.4%29.1%6.6%-4.7%-42.0%-20.4K167.8K-83356.00116.42N/AN/A1561168
2022-03-31$23.96$26.0036.0%4.4%6.3%31.7%17.4%1.2%-11.6%-19.0K182.2K-82656.00130.59N/AN/A1561168