SPMB Options History — February 2023 In February 2023, SPMB traded between $21.73 and $22.62. ATM implied volatility averaged 36.7%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 28.9% (HV 20d: 7.8%). Max pain ranged from $19.00 to $22.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.02.
Notable Days 2023-02-03 : Highest Volume — 23 contracts2023-02-15 : Largest IV spike — 64.7% change2023-02-28 : Highest IV Rank — 39.9%2023-02-28 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.07 $21.73 $22.62 $22.62 $21.80 Max Pain $19.18 $19.00 $22.00 $22.00 $19.00 ATM IV 36.7% 18.4% 59.9% 18.4% 59.9% Expected Move 10.7% 5.3% 17.2% 5.3% 17.2% HV 20d 7.8% 6.9% 8.6% 8.1% 7.9% HV 60d 8.5% 8.1% 9.6% 9.2% 8.3% IV Rank 22.8% 9.3% 39.9% 9.3% 39.9% IV Percentile 66.0% 25.8% 93.3% 25.8% 93.3% Term Structure -8.7% -43.0% 34.9% 9.8% -43.0% VWIV 19.7% 10.2% 24.7% 24.7% 24.2% Skew 25d -1.3% -14.8% 9.7% 8.5% 0.8% Skew 10d -0.6% -24.9% 14.9% 0.3% 7.5% Call IV 25d 36.3% 11.6% 80.6% 22.3% 80.6% Put IV 25d 35.0% 9.5% 81.3% 30.8% 81.3% Bid-Ask Spread % 145.39 118.02 150.68 132.79 149.49 Gamma HHI 0.34 0.18 0.57 0.57 0.18 Net GEX 6.6K -4 20.1K 14.9K 112 Net DEX -60.7K -150.2K -16.7K -150.2K -22.4K Net VEX -897 -1.1K -681 -818 -848 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.10 0.00 0.00 Total Volume 2.579 0 23 0 1 Total OI 382.842 216 469 425 216
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $22.62 $22.00 18.4% 5.3% 8.1% 9.3% 0.0% 8.5% 9.8% 14.9K -150.2K -818 0.00 132.79 N/A N/A 0 0 169 256 2023-02-02 $22.59 $0.00 28.6% 8.0% 8.0% 16.8% 0.0% 0.8% 34.9% 6.5K -107.6K -1.1K 0.00 150.68 N/A N/A 20 0 169 256 2023-02-03 $22.41 $0.00 32.7% 8.3% 8.6% 19.8% 24.7% -4.9% -12.8% 6.5K -112.3K -1.1K 0.10 146.20 N/A N/A 21 2 189 256 2023-02-06 $22.20 $19.00 19.2% 7.2% 8.3% 9.9% 0.0% -12.7% -13.7% 14.7K -94.6K -803 0.00 133.05 N/A N/A 0 0 210 258 2023-02-07 $22.18 $19.00 27.2% 11.5% 8.2% 15.8% 0.0% 2.8% -13.3% 13.1K -82.1K -1.0K 0.00 149.93 N/A N/A 0 0 210 258 2023-02-08 $22.23 $19.00 25.4% 7.3% 8.2% 14.4% 0.0% 3.2% -14.5% 20.1K -70.7K -681 0.00 118.02 N/A N/A 0 0 210 258 2023-02-09 $22.18 $19.00 30.3% 8.7% 7.9% 18.1% 0.0% -14.8% -14.7% 14.3K -100.7K -787 0.00 137.31 N/A N/A 0 0 210 258 2023-02-10 $22.06 $19.00 30.0% 8.6% 7.6% 17.8% 0.0% 0.6% -13.8% 8.1K -69.2K -993 0.00 150.21 N/A N/A 0 0 210 258 2023-02-13 $22.14 $19.00 41.4% 11.9% 7.7% 26.3% 0.0% -0.7% -16.5% 6.8K -77.4K -1.0K 0.00 150.22 N/A N/A 0 0 210 258 2023-02-14 $22.02 $19.00 27.0% 7.7% 7.8% 15.6% 10.2% 9.7% 16.3% 5.3K -26.2K -878 0.00 147.99 N/A N/A 2 0 210 258 2023-02-15 $22.01 $19.00 44.5% 12.7% 6.9% 28.5% 0.0% -1.0% -30.6% 8.6K -60.6K -933 0.00 148.25 N/A N/A 0 0 211 258 2023-02-16 $21.95 $19.00 45.8% 13.1% 6.9% 29.5% 0.0% 4.4% 21.5% 388 -42.2K -970 0.00 150.30 N/A N/A 0 0 211 258 2023-02-17 $21.96 $19.00 46.1% 13.2% 6.9% 29.7% 0.0% -8.6% -13.1% 5.1K -42.3K -892 0.00 150.09 N/A N/A 0 3 211 258 2023-02-21 $21.73 $19.00 49.9% 14.3% 7.7% 32.5% 0.0% -0.7% -16.9% 115 -19.4K -876 0.00 149.95 N/A N/A 0 0 110 106 2023-02-22 $21.79 $19.00 37.7% 10.8% 7.6% 23.5% 0.0% 0.1% -7.7% 500 -17.9K -811 0.00 147.44 N/A N/A 0 0 110 106 2023-02-23 $21.87 $19.00 52.0% 14.9% 7.6% 34.1% 0.0% -11.1% -20.9% 498 -24.2K -860 0.00 150.50 N/A N/A 0 0 110 106 2023-02-24 $21.73 $19.00 38.9% 11.2% 7.8% 24.4% 0.0% -0.4% -7.1% -4 -16.9K -822 0.00 149.99 N/A N/A 0 0 110 106 2023-02-27 $21.79 $19.00 42.0% 12.0% 7.9% 26.7% 0.0% -0.3% -9.6% 437 -16.7K -823 0.00 150.02 N/A N/A 0 0 110 106 2023-02-28 $21.80 $19.00 59.9% 17.2% 7.9% 39.9% 24.2% 0.8% -43.0% 112 -22.4K -848 0.00 149.49 N/A N/A 1 0 110 106
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