SPMB Options History — September 2022

In September 2022, SPMB traded between $21.21 and $27.71. ATM implied volatility averaged 36.0%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 40.4% (HV 20d: 76.3%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.03.

Notable Days

  • 2022-09-13: Highest Volume — 132 contracts
  • 2022-09-06: Largest IV spike — 290.4% change
  • 2022-09-15: Highest IV Rank — 84.7%
  • 2022-09-15: Largest Expected Move — 26.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.54$21.21$27.71$22.52$21.46
Max Pain$22.79$21.00$23.00$23.00$21.00
ATM IV36.0%9.5%91.0%20.0%13.0%
Expected Move8.8%2.7%26.1%5.7%3.7%
HV 20d76.3%19.7%116.9%19.9%115.7%
HV 60d44.6%13.1%66.8%13.9%66.8%
IV Rank31.1%5.3%84.7%15.6%8.8%
IV Percentile63.5%9.5%99.2%43.3%15.9%
Term Structure-6.0%-36.4%25.8%25.8%1.9%
VWIV31.1%18.9%58.2%30.2%25.1%
Skew 25d2.7%-17.5%38.7%38.7%3.5%
Skew 10d3.3%-32.5%43.6%7.3%-10.9%
Call IV 25d29.3%7.3%60.5%32.2%11.6%
Put IV 25d32.0%9.7%70.9%70.9%15.1%
Bid-Ask Spread %128.5570.35146.68137.4670.35
Gamma HHI0.430.310.630.540.35
Net GEX-6.8K-13.1K-1.2K-5.7K-12.2K
Net DEX122.1K-96.8K233.9K92.2K233.9K
Net VEX-992-1.3K-600-1.2K-609
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.381.541.481.04
Total Volume45.85701321106
Total OI319.286305339322339

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$22.52$0.0020.0%5.7%19.9%15.6%0.0%38.7%25.8%-5.7K92.2K-1.2K0.00137.46N/AN/A01115207
2022-09-02$22.60$0.009.5%2.7%19.7%5.3%0.0%2.3%13.4%-8.6K65.7K-1.1K0.00101.33N/AN/A00115207
2022-09-06$22.40$23.0037.0%5.9%19.8%32.2%30.2%-1.5%-9.8%-9.3K130.7K-1.0K1.48115.33N/AN/A5277115207
2022-09-07$22.50$23.0025.4%5.8%19.9%20.9%18.9%1.8%-12.5%-6.2K146.5K-9951.48120.75N/AN/A5277115207
2022-09-08$22.41$23.0041.4%5.5%19.8%36.4%0.0%7.9%17.8%-5.2K98.7K-1.2K0.00132.94N/AN/A00115207
2022-09-09$22.36$23.0046.5%9.4%19.8%41.4%0.0%2.5%-31.2%-5.9K72.0K-1.1K0.00140.30N/AN/A00115207
2022-09-12$22.36$23.0058.8%7.9%19.8%53.3%0.0%1.7%-24.1%-5.9K110.7K-1.1K0.00135.71N/AN/A00115207
2022-09-13$22.17$23.0059.2%10.4%19.8%53.7%25.5%-13.2%-13.1%-5.6K129.7K-1.1K1.54146.68N/AN/A5280115207
2022-09-14$27.65$23.0084.7%24.3%81.8%78.6%0.0%-3.5%-3.4%-1.2K-95.2K-1.3K0.00139.66N/AN/A00115203
2022-09-15$27.71$23.0091.0%26.1%81.5%84.7%0.0%21.9%-3.2%-1.3K-96.8K-1.3K0.00133.18N/AN/A04115203
2022-09-16$22.11$23.0039.6%11.3%116.7%34.6%58.2%-10.5%-0.2%-6.2K51.8K-1.1K0.38139.75N/AN/A5220115200
2022-09-19$22.02$23.0024.3%7.0%116.7%19.7%0.0%-12.1%-10.3%-12.2K139.6K-1.0K0.00139.39N/AN/A00115196
2022-09-20$21.95$23.0015.9%4.5%116.7%11.6%0.0%8.1%-1.0%-5.6K216.6K-6000.00132.09N/AN/A00115196
2022-09-21$22.02$23.0037.4%10.7%116.7%32.5%0.0%2.8%-36.4%-4.1K158.6K-9670.00135.12N/AN/A01115196
2022-09-22$21.74$23.0023.3%6.7%116.7%18.8%0.0%-17.5%-6.8%-8.2K167.5K-9490.00139.96N/AN/A06115196
2022-09-23$21.62$23.0024.2%6.9%116.7%19.7%0.0%0.7%-8.7%-6.0K179.1K-8450.00134.11N/AN/A02115190
2022-09-26$21.21$23.0027.9%8.0%116.8%23.3%31.0%2.0%-6.2%-5.1K179.7K-8730.46124.81N/AN/A5224115190
2022-09-27$21.33$23.0024.1%6.9%116.9%19.6%33.0%1.2%-5.4%-7.1K212.4K-7720.90129.01N/AN/A5247115200
2022-09-28$21.71$23.0026.4%7.6%116.3%21.8%31.9%4.9%-10.1%-7.1K174.7K-8590.96126.52N/AN/A5250115218
2022-09-29$21.57$21.0025.4%7.3%115.7%20.9%26.5%15.0%-3.2%-13.1K196.7K-7601.00125.07N/AN/A5252115222
2022-09-30$21.46$21.0013.0%3.7%115.7%8.8%25.1%3.5%1.9%-12.2K233.9K-6091.0470.35N/AN/A5254115224