SPMB Options History — April 2023 In April 2023, SPMB traded between $21.98 and $22.41. ATM implied volatility averaged 42.3%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 33.5% (HV 20d: 8.8%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.38.
Notable Days 2023-04-04 : Highest Volume — 7 contracts2023-04-10 : Largest IV spike — 105.7% change2023-04-10 : Highest IV Rank — 59.8%2023-04-13 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.18 $21.98 $22.41 $22.21 $22.20 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 42.3% 26.7% 86.9% 26.7% 53.3% Expected Move 11.0% 7.6% 17.2% 7.6% 15.3% HV 20d 8.8% 6.7% 10.7% 10.4% 6.8% HV 60d 8.9% 8.8% 9.3% 9.3% 8.8% IV Rank 26.8% 15.4% 59.8% 15.4% 34.6% IV Percentile 65.3% 40.9% 99.2% 40.9% 86.5% Term Structure -11.7% -39.9% 26.9% 10.7% -17.1% VWIV 22.3% 22.3% 22.3% 22.3% 22.3% Skew 25d -6.8% -93.4% 30.6% 28.6% -32.3% Skew 10d -4.0% -22.0% 15.5% 7.9% -13.4% Call IV 25d 36.7% 15.2% 111.1% 32.9% 58.6% Put IV 25d 29.9% 14.5% 68.6% 61.5% 26.2% Bid-Ask Spread % 144.35 129.66 152.79 136.24 148.18 Gamma HHI 0.24 0.22 0.28 0.25 0.25 Net GEX 4.8K 2.4K 8.8K 3.0K 4.7K Net DEX -70.7K -100.7K -41.8K -86.4K -67.2K Net VEX -904 -1.1K -761 -997 -846 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.00 0.75 0.75 0.00 Total Volume 0.526 0 7 0 0 Total OI 255.158 249 257 249 255
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 2023-04-03 $22.21 $22.00 26.7% 7.6% 10.4% 15.4% 0.0% 28.6% 10.7% 3.0K -86.4K -997 0.00 136.24 N/A N/A 0 0 145 104 2023-04-04 $22.34 $22.00 43.0% 12.3% 10.4% 27.5% 0.0% 30.6% 11.0% 5.2K -72.6K -935 0.75 137.11 N/A N/A 4 3 145 104 2023-04-05 $22.41 $22.00 29.2% 8.4% 10.4% 17.3% 0.0% 1.7% 10.8% 4.3K -95.3K -1.0K 0.00 135.64 N/A N/A 0 0 149 107 2023-04-06 $22.38 $22.00 42.2% 11.2% 10.4% 26.9% 0.0% -14.9% -15.3% 3.1K -97.4K -1.1K 0.00 148.11 N/A N/A 0 0 149 107 2023-04-10 $22.16 $22.00 86.9% 14.1% 10.7% 59.8% 0.0% -47.9% -20.2% 3.2K -75.3K -1.0K 0.00 150.93 N/A N/A 0 1 149 107 2023-04-11 $22.20 $22.00 75.4% 11.5% 10.1% 51.4% 0.0% 10.6% -15.8% 8.8K -51.8K -885 0.00 129.66 N/A N/A 0 0 149 107 2023-04-12 $22.27 $22.00 30.7% 8.8% 9.8% 18.3% 0.0% -1.6% -16.3% 5.8K -63.1K -845 0.00 146.97 N/A N/A 0 0 149 107 2023-04-13 $22.24 $22.00 60.2% 17.2% 9.4% 40.1% 0.0% -93.4% -39.9% 2.4K -81.2K -1.1K 0.00 152.79 N/A N/A 0 0 149 107 2023-04-14 $22.12 $22.00 41.9% 12.0% 9.5% 26.6% 0.0% -5.7% -17.5% 3.6K -76.1K -970 0.00 146.81 N/A N/A 0 0 149 107 2023-04-17 $21.98 $22.00 32.9% 9.4% 9.1% 19.9% 0.0% 0.7% -17.5% 4.2K -41.8K -799 0.00 147.10 N/A N/A 0 0 149 107 2023-04-18 $21.99 $22.00 33.4% 9.6% 8.7% 20.3% 22.3% -2.4% -10.0% 4.2K -56.0K -897 0.00 148.28 N/A N/A 2 0 149 107 2023-04-19 $22.02 $22.00 44.4% 12.7% 8.6% 28.5% 0.0% -10.0% -38.7% 5.4K -51.6K -859 0.00 135.82 N/A N/A 0 0 150 107 2023-04-20 $22.11 $22.00 34.9% 10.0% 7.7% 21.4% 0.0% 2.7% 26.9% 4.3K -65.5K -897 0.00 148.42 N/A N/A 0 0 150 107 2023-04-21 $22.09 $22.00 28.7% 8.2% 7.5% 16.9% 0.0% 0.5% -11.4% 6.4K -100.7K -761 0.00 142.60 N/A N/A 0 0 150 107 2023-04-24 $22.16 $22.00 36.4% 10.4% 7.6% 22.0% 0.0% -5.2% -13.9% 8.4K -49.1K -774 0.00 140.83 N/A N/A 0 0 148 107 2023-04-25 $22.29 $22.00 34.7% 10.0% 6.7% 20.7% 0.0% 11.5% -17.2% 4.7K -76.3K -861 0.00 152.06 N/A N/A 0 0 148 107 2023-04-26 $22.18 $22.00 37.9% 10.9% 6.7% 23.1% 0.0% -3.1% -15.1% 4.6K -69.1K -843 0.00 147.24 N/A N/A 0 0 148 107 2023-04-27 $22.11 $22.00 30.8% 8.8% 6.7% 17.8% 0.0% 0.5% -16.2% 4.3K -66.8K -819 0.00 147.82 N/A N/A 0 0 148 107 2023-04-28 $22.20 $22.00 53.3% 15.3% 6.8% 34.6% 0.0% -32.3% -17.1% 4.7K -67.2K -846 0.00 148.18 N/A N/A 0 0 148 107
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