SPMB Options History — July 2022

In July 2022, SPMB traded between $22.74 and $23.54. ATM implied volatility averaged 20.6%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 12.0% (HV 20d: 8.6%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.38.

Notable Days

  • 2022-07-20: Highest Volume — 113 contracts
  • 2022-07-12: Largest IV spike — 208.4% change
  • 2022-07-12: Highest IV Rank — 61.9%
  • 2022-07-01: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.05$22.74$23.54$23.00$23.54
Max Pain$23.95$23.00$24.00$23.00$24.00
ATM IV20.6%6.9%67.6%56.5%9.4%
Expected Move3.1%2.0%16.2%16.2%2.7%
HV 20d8.6%6.7%11.5%11.5%6.9%
HV 60d9.1%8.9%9.2%9.1%9.0%
IV Rank16.2%2.8%61.9%51.1%5.3%
IV Percentile30.1%2.0%97.2%92.5%6.7%
Term Structure10.8%-47.5%62.5%-47.5%62.5%
VWIV12.5%6.2%84.5%84.5%10.3%
Skew 25d16.9%-16.2%87.1%1.3%-16.2%
Skew 10d28.9%-82.9%128.7%5.6%-82.9%
Call IV 25d14.9%7.7%77.0%77.0%25.4%
Put IV 25d31.7%8.0%95.2%78.3%9.2%
Bid-Ask Spread %126.85108.11136.48129.19130.50
Gamma HHI0.520.410.860.440.44
Net GEX8.4K-4.8K29.6K1.9K-4.8K
Net DEX158.0K-23.1K242.9K197.7K-14.2K
Net VEX-1.1K-1.2K-959-1.2K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.310.570.350.32
Total Volume100.05951139798
Total OI400.35382422405422

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$23.00$23.0056.5%16.2%11.5%51.1%84.5%1.3%-47.5%1.9K197.7K-1.2K0.35129.19N/AN/A7225135270
2022-07-05$23.06$24.0051.0%2.3%11.5%45.7%8.6%-7.4%1.4%3.1K183.6K-1.2K0.36129.09N/AN/A7226135267
2022-07-06$22.89$24.0025.9%2.1%11.5%21.3%7.3%-4.2%2.5%6.1K212.9K-1.1K0.36116.84N/AN/A7226135268
2022-07-07$22.83$24.0037.7%2.4%11.4%32.9%8.9%-4.5%0.3%4.5K235.6K-1.1K0.38129.23N/AN/A7227135268
2022-07-08$22.74$24.0039.4%2.6%11.4%34.4%10.2%-14.0%-0.9%3.0K242.9K-1.1K0.40135.83N/AN/A7229135264
2022-07-11$22.85$24.0021.9%2.4%11.5%17.4%8.9%-4.5%0.1%5.6K218.7K-1.1K0.40132.42N/AN/A7229135263
2022-07-12$22.87$24.0067.6%2.4%10.9%61.9%8.4%-6.6%0.2%8.4K227.5K-1.1K0.40108.11N/AN/A7229135263
2022-07-13$22.96$24.009.6%2.7%8.4%5.4%9.6%0.7%0.8%4.4K199.0K-1.1K0.40129.92N/AN/A7229135263
2022-07-14$22.92$24.0010.1%2.9%7.5%5.9%10.1%0.5%43.2%3.1K210.7K-1.1K0.36128.03N/AN/A7226135263
2022-07-15$23.00$24.009.7%2.8%6.9%5.5%9.7%46.5%11.4%2.6K189.2K-1.1K0.36124.36N/AN/A7226135263
2022-07-18$22.95$24.009.2%2.6%7.0%5.0%9.7%51.4%17.5%9.5K204.0K-1.0K0.32125.73N/AN/A7223135257
2022-07-19$22.97$24.008.3%2.4%6.9%4.2%8.5%50.1%10.1%14.4K201.3K-1.0K0.32119.88N/AN/A7223135257
2022-07-20$22.88$24.007.6%2.2%7.1%3.5%7.2%56.5%11.7%21.0K227.8K-9590.57123.92N/AN/A7241135257
2022-07-21$23.02$24.006.9%2.0%6.7%2.8%7.4%87.1%10.9%29.6K188.8K-9620.40133.97N/AN/A7229135251
2022-07-22$23.22$24.007.2%2.1%7.2%3.1%6.2%1.2%60.4%-2.5K96.5K-1.1K0.35136.48N/AN/A7426135247
2022-07-25$23.23$24.009.2%2.6%7.1%5.1%8.8%31.8%6.5%21.6K65.0K-1.1K0.35127.76N/AN/A7426165247
2022-07-26$23.19$24.007.8%2.2%7.0%3.7%7.6%48.9%12.0%22.7K67.0K-1.1K0.35125.95N/AN/A7426165244
2022-07-27$23.30$24.008.8%2.5%7.1%4.7%8.5%17.7%6.8%13.5K28.4K-1.0K0.31126.05N/AN/A7423165244
2022-07-28$23.50$24.008.9%2.5%7.2%4.8%9.1%1.3%6.1%746-23.1K-1.0K0.49123.76N/AN/A7436165244
2022-07-29$23.54$24.009.4%2.7%6.9%5.3%10.3%-16.2%62.5%-4.8K-14.2K-1.2K0.32130.50N/AN/A7424165257