SPMB Options History — August 2022

In August 2022, SPMB traded between $22.71 and $23.57. ATM implied volatility averaged 17.9%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 8.3% (HV 20d: 9.6%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.48.

Notable Days

  • 2022-08-31: Highest Volume — 129 contracts
  • 2022-08-30: Largest IV spike — 216.5% change
  • 2022-08-18: Highest IV Rank — 46.9%
  • 2022-08-18: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.13$22.71$23.57$23.57$22.71
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV17.9%7.0%52.2%7.9%17.8%
Expected Move5.5%2.0%15.0%2.3%5.1%
HV 20d9.6%6.8%19.8%6.8%19.8%
HV 60d9.5%8.9%13.9%8.9%13.9%
IV Rank13.5%3.0%46.9%3.8%13.4%
IV Percentile30.5%2.4%89.3%4.0%31.7%
Term Structure1.7%-38.9%53.9%34.4%14.8%
VWIV7.7%6.3%8.8%8.0%6.3%
Skew 25d1.1%-13.2%27.3%1.5%-6.6%
Skew 10d3.1%-38.4%41.9%-38.4%-20.4%
Call IV 25d28.2%7.4%101.2%7.4%39.4%
Put IV 25d29.3%8.9%88.2%8.9%32.8%
Bid-Ask Spread %128.7359.52145.87134.72132.16
Gamma HHI0.620.350.980.510.38
Net GEX15.7K-9.7K85.8K-9.7K-5.5K
Net DEX48.3K-53.5K116.7K-53.5K80.2K
Net VEX-957-1.3K-711-1.0K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.221.480.321.48
Total Volume36.348012998129
Total OI371.174224423423322

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$23.57$24.007.9%2.3%6.8%3.8%8.0%1.5%34.4%-9.7K-53.5K-1.0K0.32134.72N/AN/A7424165258
2022-08-02$23.24$24.007.0%2.0%8.6%3.0%8.8%-12.9%22.0%-2.9K5.9K-1.2K0.32132.73N/AN/A7424165258
2022-08-03$23.33$24.007.5%2.2%8.2%3.4%6.3%1.3%10.2%13.7K25.0K-9850.32123.33N/AN/A7424165258
2022-08-04$23.35$0.008.4%3.7%8.1%4.3%0.0%-2.9%-7.0%9.5K20.7K-9870.32119.11N/AN/A7424165258
2022-08-05$23.11$0.008.2%5.1%8.9%4.1%0.0%-13.2%-9.2%30.0K103.3K-1.0K0.41135.69N/AN/A7430165258
2022-08-08$23.22$0.008.0%4.6%8.9%3.9%0.0%-2.3%-13.9%31.0K61.0K-9370.41126.54N/AN/A7430165258
2022-08-09$23.19$0.009.4%6.1%8.9%5.3%0.0%0.7%-23.2%29.7K74.4K-9520.00119.35N/AN/A05165258
2022-08-10$23.27$0.0022.1%6.3%8.9%17.6%0.0%1.3%-11.7%10.1K43.6K-9890.00128.50N/AN/A00165258
2022-08-11$23.20$0.0042.0%12.1%9.0%37.0%0.0%9.4%-38.9%25.5K67.9K-9470.00145.87N/AN/A00165258
2022-08-12$23.26$0.0016.5%4.7%8.9%12.2%0.0%1.5%-4.9%22.3K54.8K-9020.00135.74N/AN/A00165258
2022-08-15$23.31$0.008.4%2.4%8.9%4.3%0.0%-5.4%-1.5%19.7K34.5K-8510.00125.24N/AN/A01165258
2022-08-16$23.30$0.009.5%2.7%8.9%5.4%0.0%2.2%0.5%23.9K33.9K-8470.0059.52N/AN/A00165258
2022-08-17$23.07$0.0020.9%6.0%9.6%16.5%0.0%1.0%-11.6%43.9K94.0K-8570.00135.21N/AN/A01165248
2022-08-18$23.18$0.0052.2%15.0%9.5%46.9%0.0%14.3%9.5%47.2K45.5K-8160.00143.14N/AN/A00165248
2022-08-19$23.02$0.0013.3%3.8%9.3%9.1%0.0%1.1%53.9%85.8K116.7K-7780.00123.37N/AN/A01165248
2022-08-22$22.88$0.0010.7%3.1%9.5%6.6%0.0%27.3%24.5%-1.8K46.9K-7470.00127.78N/AN/A0083141
2022-08-23$22.87$0.0032.0%9.2%9.5%27.3%0.0%1.5%5.3%-1.6K51.1K-7360.00142.73N/AN/A0083141
2022-08-24$22.78$0.0023.4%6.7%9.3%18.9%0.0%0.7%-17.7%-1.6K65.6K-7110.22135.66N/AN/A32783141
2022-08-25$22.89$0.0020.0%5.7%8.9%15.6%0.0%2.7%2.8%4.3K12.5K-8900.00135.93N/AN/A060115147
2022-08-26$22.86$0.0018.2%5.2%8.8%13.8%0.0%2.6%7.4%-4.4K64.1K-1.2K0.00137.46N/AN/A00115207
2022-08-29$22.74$0.0011.3%3.2%8.8%7.1%0.0%-4.0%3.9%-4.3K92.5K-1.2K0.00126.66N/AN/A00115207
2022-08-30$23.55$0.0035.8%10.3%14.9%30.9%0.0%4.7%-10.8%-5.0K-29.7K-1.3K0.00134.34N/AN/A00115207
2022-08-31$22.71$0.0017.8%5.1%19.8%13.4%0.0%-6.6%14.8%-5.5K80.2K-1.2K1.48132.16N/AN/A5277115207