SPMB Options History — November 2022

In November 2022, SPMB traded between $20.97 and $21.93. ATM implied volatility averaged 48.7%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 38.5% (HV 20d: 10.2%). 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 10.47.

Notable Days

  • 2022-11-14: Highest Volume — 151 contracts
  • 2022-11-07: Largest IV spike — 231.6% change
  • 2022-11-02: Highest IV Rank — 100.0%
  • 2022-11-02: Largest Expected Move — 40.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.51$20.97$21.93$21.13$21.93
Max Pain$21.31$21.00$23.00$23.00$21.00
ATM IV48.7%11.3%141.2%65.6%61.6%
Expected Move14.3%3.7%40.5%18.8%17.7%
HV 20d10.2%7.9%12.1%8.4%10.7%
HV 60d66.7%66.1%67.0%66.8%66.1%
IV Rank33.3%5.3%100.0%60.0%41.9%
IV Percentile77.0%11.9%100.0%95.6%91.7%
Term Structure-15.7%-58.6%18.6%-19.6%-32.1%
VWIV61.5%36.7%102.3%36.7%102.3%
Skew 25d-2.9%-47.6%48.1%21.4%48.1%
Skew 10d6.2%-62.1%62.2%35.3%62.2%
Call IV 25d56.4%11.5%188.9%25.6%52.1%
Put IV 25d53.5%12.5%196.0%47.0%100.2%
Bid-Ask Spread %147.93104.99156.84127.30156.31
Gamma HHI0.510.370.770.670.41
Net GEX-12.4K-19.4K-6.6K-11.1K-10.7K
Net DEX161.0K61.4K247.7K187.9K122.9K
Net VEX-848-1.1K-587-1.0K-944
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.473.5038.003.8638.00
Total Volume95.66701511070
Total OI369.381246461409256

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$21.13$23.0065.6%18.8%8.4%60.0%36.7%21.4%-19.6%-11.1K187.9K-1.0K3.86127.30N/AN/A228595314
2022-11-02$21.08$23.00141.2%40.5%8.3%100.0%44.0%7.1%-58.6%-11.7K159.1K-1.1K3.50134.67N/AN/A227795313
2022-11-03$21.00$0.0032.8%10.1%7.9%21.0%0.0%-12.0%-8.9%-19.4K238.1K-8703.82155.07N/AN/A228495313
2022-11-04$21.06$0.0011.3%13.2%7.9%5.3%0.0%-47.6%-30.6%-6.6K247.7K-7463.82139.76N/AN/A228495304
2022-11-07$20.97$0.0037.4%10.5%8.0%24.3%0.0%1.0%-35.4%-17.4K218.5K-8074.82153.54N/AN/A2210695304
2022-11-08$21.07$0.0026.1%3.7%8.3%16.1%0.0%0.9%8.1%-16.8K241.0K-8684.82104.99N/AN/A2210695334
2022-11-09$21.07$0.0054.1%15.5%8.3%36.5%0.0%2.3%-39.0%-13.0K230.9K-9684.82155.77N/AN/A2210695334
2022-11-10$21.60$0.0051.5%14.8%12.1%34.6%0.0%4.5%-27.2%-10.3K229.3K-8674.82156.15N/AN/A2210695334
2022-11-11$21.58$0.0032.5%9.3%11.8%20.7%0.0%-4.7%-6.0%-11.5K156.9K-9284.91150.55N/AN/A2210895323
2022-11-14$21.52$0.0031.3%9.0%11.9%19.9%56.5%1.8%18.6%-12.3K115.3K-5875.29142.16N/AN/A2412795323
2022-11-15$21.66$21.0038.5%11.0%12.1%25.1%59.8%-1.0%-8.5%-13.8K150.0K-7455.04156.58N/AN/A2412197349
2022-11-16$21.81$21.0049.1%14.1%11.7%32.9%61.0%-3.2%-7.4%-11.2K164.8K-1.1K5.04156.84N/AN/A2412197364
2022-11-17$21.69$21.0047.0%13.5%11.3%31.3%61.6%-0.1%-21.5%-11.1K187.0K-9655.04156.56N/AN/A2412197364
2022-11-18$21.68$21.0031.4%9.0%11.4%20.0%62.9%-4.2%0.7%-12.2K151.5K-6114.38154.74N/AN/A2410597364
2022-11-21$21.67$21.0033.2%9.5%11.3%21.3%74.1%-35.6%5.3%-13.6K142.7K-91638.00131.62N/AN/A27612234
2022-11-22$21.79$21.0036.3%10.4%10.9%23.6%55.9%-0.4%-5.6%-13.0K94.3K-80538.00154.77N/AN/A27612244
2022-11-23$21.89$21.0078.2%22.4%10.8%54.1%102.3%-0.7%-16.4%-11.8K70.5K-68138.00155.35N/AN/A27612244
2022-11-25$21.90$21.0044.1%12.6%10.7%29.2%0.0%-36.9%-6.8%-12.3K61.4K-6030.00152.92N/AN/A0012244
2022-11-28$21.91$21.0070.4%20.2%10.7%48.4%0.0%0.8%-28.3%-10.7K83.1K-7560.00156.34N/AN/A0012244
2022-11-29$21.79$21.0049.2%14.1%10.6%32.9%0.0%-2.7%-10.3%-11.0K128.6K-9550.00154.63N/AN/A0012244
2022-11-30$21.93$21.0061.6%17.7%10.7%41.9%0.0%48.1%-32.1%-10.7K122.9K-9440.00156.31N/AN/A0012244