SPMB Options History — June 2022

In June 2022, SPMB traded between $22.11 and $23.19. ATM implied volatility averaged 37.0%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 27.3% (HV 20d: 9.7%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.37.

Notable Days

  • 2022-06-13: Highest Volume — 147 contracts
  • 2022-06-16: Largest IV spike — 206.1% change
  • 2022-06-16: Highest IV Rank — 63.5%
  • 2022-06-16: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.70$22.11$23.19$23.11$22.88
Max Pain$22.94$22.00$23.00$22.00$23.00
ATM IV37.0%11.2%69.3%35.7%27.5%
Expected Move9.1%3.2%19.9%10.2%7.9%
HV 20d9.7%7.1%11.4%8.2%11.4%
HV 60d8.5%7.5%9.2%7.5%9.2%
IV Rank32.1%7.0%63.5%30.8%22.9%
IV Percentile65.6%6.7%98.0%81.3%66.7%
Term Structure-20.5%-59.0%5.1%-5.4%-18.2%
VWIV49.7%19.8%77.7%29.4%71.6%
Skew 25d1.3%-46.2%66.3%-46.2%-0.3%
Skew 10d3.8%-36.4%84.7%-11.9%-5.5%
Call IV 25d39.0%7.5%85.1%56.7%32.3%
Put IV 25d40.3%10.5%85.8%10.5%32.0%
Bid-Ask Spread %131.2276.40150.09132.07126.26
Gamma HHI0.390.270.540.470.43
Net GEX-864-9.7K10.3K4.4K4.1K
Net DEX234.2K142.3K340.5K161.5K243.4K
Net VEX-1.3K-1.8K-1.1K-1.3K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.270.610.390.35
Total Volume114.199314713397
Total OI398.333367436367408

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$23.11$22.0035.7%10.2%8.2%30.8%0.0%-46.2%-5.4%4.4K161.5K-1.3K0.39132.07N/AN/A9637135232
2022-06-02$23.19$0.0053.5%9.2%7.9%48.2%0.0%19.4%-25.8%8.5K168.7K-1.3K0.39132.10N/AN/A9637135244
2022-06-03$23.12$0.0016.5%3.5%7.1%12.2%0.0%-3.8%-9.2%10.3K186.0K-1.2K0.36129.19N/AN/A9635135244
2022-06-06$22.94$0.0050.3%3.4%7.6%45.1%0.0%66.3%-3.0%7.3K259.0K-1.1K0.36137.53N/AN/A9635135254
2022-06-07$23.03$23.0065.9%4.9%7.4%60.3%0.0%0.4%-8.9%6.4K227.2K-1.3K0.27129.75N/AN/A9626135259
2022-06-08$22.93$23.0016.3%4.7%7.4%11.9%0.0%0.5%-9.7%9.2K246.0K-1.3K0.27126.34N/AN/A9626135260
2022-06-09$22.97$23.0016.9%4.8%7.4%12.6%0.0%0.1%-5.2%-7.8K183.1K-1.5K0.27133.82N/AN/A9626135260
2022-06-10$22.73$23.0016.7%4.8%8.0%12.3%0.0%0.1%-13.6%-2.6K267.6K-1.4K0.30135.01N/AN/A9629135260
2022-06-13$22.32$23.0024.9%7.1%10.0%20.4%29.4%-7.7%-19.0%1.1K330.3K-1.1K0.53131.57N/AN/A9651135255
2022-06-14$22.11$23.0040.7%11.7%10.1%35.7%19.8%-22.4%-18.2%-4.0K340.5K-1.3K0.43140.79N/AN/A9641135280
2022-06-15$22.33$23.0022.6%6.5%10.9%18.1%53.8%-4.4%5.1%-8.1K184.4K-1.8K0.61135.40N/AN/A7244135278
2022-06-16$22.43$23.0069.3%19.9%11.0%63.5%77.7%2.9%-56.6%-2.2K298.7K-1.5K0.49140.03N/AN/A7235155281
2022-06-17$22.44$23.0056.6%16.2%10.9%51.3%67.2%0.2%-47.4%-3.9K304.4K-1.3K0.47150.09N/AN/A7234135280
2022-06-21$22.38$23.0061.8%17.7%10.8%56.3%72.0%15.0%-53.5%-4.3K269.3K-1.4K0.33141.79N/AN/A7224135264
2022-06-22$22.58$23.0024.9%7.1%11.4%20.3%33.0%0.3%-19.1%-9.7K173.7K-1.4K0.33129.82N/AN/A7224135260
2022-06-23$22.67$23.0024.9%7.1%11.1%20.4%34.5%0.3%-15.3%533245.4K-1.2K0.31131.37N/AN/A7222135260
2022-06-24$22.65$23.0063.7%18.2%11.0%58.1%37.8%-17.3%-59.0%-8.8K188.9K-1.6K0.31142.69N/AN/A7222135261
2022-06-27$22.58$23.0056.9%16.3%11.0%51.5%71.6%0.4%-27.4%-6.9K142.3K-1.4K0.40139.63N/AN/A7229135261
2022-06-28$22.55$23.0019.6%5.6%10.9%15.2%0.0%2.8%-21.9%-6.2K259.0K-1.3K0.29113.89N/AN/A7221135271
2022-06-29$22.71$23.0011.2%3.2%11.2%7.0%0.0%21.0%-0.2%-5.2K238.5K-1.3K0.3276.40N/AN/A7223135273
2022-06-30$22.88$23.0027.5%7.9%11.4%22.9%0.0%-0.3%-18.2%4.1K243.4K-1.2K0.35126.26N/AN/A7225135273