SPMB Options History — October 2022

In October 2022, SPMB traded between $20.74 and $21.68. ATM implied volatility averaged 37.5%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 14.8% (HV 20d: 52.3%). 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 3 of 21 days. Put/call ratio averaged 3.09.

Notable Days

  • 2022-10-18: Highest Volume — 250 contracts
  • 2022-10-26: Largest IV spike — 177.2% change
  • 2022-10-27: Highest IV Rank — 62.4%
  • 2022-10-27: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.18$20.74$21.68$21.61$21.12
Max Pain$22.81$21.00$23.00$23.00$23.00
ATM IV37.5%18.8%68.1%30.2%31.1%
Expected Move9.8%5.4%19.5%8.6%8.9%
HV 20d52.3%8.5%115.7%115.7%8.5%
HV 60d66.8%66.8%66.8%66.8%66.8%
IV Rank32.7%14.4%62.4%25.5%26.4%
IV Percentile70.5%32.5%97.6%67.9%67.5%
Term Structure-6.7%-44.9%53.8%-6.4%-13.6%
VWIV22.0%13.8%37.2%34.6%22.5%
Skew 25d-1.4%-40.2%26.9%1.0%8.3%
Skew 10d7.7%-20.7%36.4%-20.7%1.5%
Call IV 25d29.8%9.4%81.2%35.6%9.4%
Put IV 25d28.4%14.3%77.2%36.6%17.6%
Bid-Ask Spread %125.9563.60138.17134.6063.60
Gamma HHI0.480.270.770.310.77
Net GEX-12.3K-24.4K-3.0K-8.6K-24.0K
Net DEX215.1K104.6K299.4K174.5K189.9K
Net VEX-894-1.2K-560-928-711
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.091.047.891.043.86
Total Volume109.42964250106107
Total OI379.286339450340409

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$21.61$23.0030.2%8.6%115.7%25.5%34.6%1.0%-6.4%-8.6K174.5K-9281.04134.60N/AN/A5254115225
2022-10-04$21.68$21.0028.4%8.1%115.7%23.7%33.6%2.1%-4.8%-8.4K171.9K-9411.04129.86N/AN/A5254115224
2022-10-05$21.57$21.0031.3%9.0%115.7%26.5%37.2%-4.8%-10.6%-8.7K177.2K-8861.68131.46N/AN/A2542115224
2022-10-06$21.39$23.0038.5%7.2%115.7%33.6%14.1%6.3%-9.4%-9.4K184.2K-9411.68123.23N/AN/A2542110234
2022-10-07$21.33$23.0057.4%6.2%115.7%52.0%13.8%0.0%-8.0%-11.0K220.5K-8161.68126.38N/AN/A2542110234
2022-10-10$21.28$23.0035.6%7.0%115.7%30.8%14.5%0.2%-9.0%-10.2K225.9K-8011.68125.48N/AN/A2542110234
2022-10-11$21.27$23.0036.5%6.8%115.7%31.6%14.4%-1.8%-7.7%-10.6K232.9K-7741.56126.58N/AN/A2539110234
2022-10-12$21.23$23.0025.8%7.4%80.3%21.2%15.0%-1.8%-9.5%-9.7K225.7K-8071.68128.41N/AN/A2542110231
2022-10-13$21.15$23.0059.0%16.9%80.2%53.5%24.5%-29.3%-24.8%-6.2K178.5K-9342.04132.09N/AN/A2551110231
2022-10-14$21.03$23.0020.4%5.8%12.1%16.0%18.9%5.6%-6.3%-11.6K243.4K-6881.72122.54N/AN/A2543110237
2022-10-17$21.06$23.0024.6%7.1%12.2%20.1%18.1%-11.0%4.8%-9.0K204.6K-7851.44138.01N/AN/A2739110248
2022-10-18$21.09$23.0043.7%12.5%12.2%38.6%20.8%-10.1%-8.3%-14.2K236.6K-7515.76134.61N/AN/A37213112248
2022-10-19$20.92$23.0023.1%6.6%12.2%18.6%17.3%-8.2%-10.6%-18.3K256.0K-1.0K7.89105.78N/AN/A27213122328
2022-10-20$20.74$23.0018.8%5.4%11.9%14.4%17.9%-7.4%53.8%-17.0K268.2K-1.1K7.89128.14N/AN/A27213122328
2022-10-21$20.81$23.0029.3%8.4%12.0%24.6%20.7%9.8%-15.2%-24.4K299.4K-9533.15122.62N/AN/A2785122328
2022-10-24$20.78$23.0042.9%12.3%10.1%37.9%22.5%23.9%29.9%-17.2K253.7K-1.1K3.55134.66N/AN/A227895324
2022-10-25$21.01$23.0020.5%5.9%10.7%16.1%18.8%5.0%-5.2%-14.8K268.2K-9353.86133.05N/AN/A228595324
2022-10-26$21.15$23.0056.8%16.3%8.7%51.4%30.6%26.9%-14.0%-11.5K220.7K-1.2K3.86138.17N/AN/A228595314
2022-10-27$21.28$23.0068.1%19.5%8.9%62.4%25.6%-4.0%-20.9%-3.0K104.6K-5603.86128.78N/AN/A228595314
2022-10-28$21.25$23.0066.5%19.1%8.7%60.9%25.9%-40.2%-44.9%-10.1K179.6K-1.1K3.86136.89N/AN/A228595314
2022-10-31$21.12$23.0031.1%8.9%8.5%26.4%22.5%8.3%-13.6%-24.0K189.9K-7113.8663.60N/AN/A228595314