SPMB Options History — June 2023 In June 2023, SPMB traded between $21.80 and $22.02. ATM implied volatility averaged 39.0%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 31.7% (HV 20d: 7.3%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2023-06-13 : Largest IV spike — 90.1% change2023-06-13 : Highest IV Rank — 69.9%2023-06-21 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $21.92 $21.80 $22.02 $22.02 $21.89 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 39.0% 26.3% 100.8% 28.1% 38.8% Expected Move 9.3% 6.3% 11.6% 8.0% 11.1% HV 20d 7.3% 6.8% 7.8% 6.8% 7.5% HV 60d 8.0% 7.4% 8.8% 8.7% 7.6% IV Rank 23.9% 14.4% 69.9% 15.8% 23.8% IV Percentile 58.9% 31.7% 99.6% 35.7% 66.7% Term Structure -2.9% -15.8% 13.0% -11.2% -3.0% Skew 25d 0.5% -19.6% 28.9% 1.3% 12.0% Skew 10d 0.2% -21.2% 34.9% 1.0% 0.2% Call IV 25d 32.6% 23.8% 52.0% 34.6% 36.2% Put IV 25d 33.1% 18.6% 60.6% 35.9% 48.2% Bid-Ask Spread % 149.12 133.89 152.03 133.89 150.50 Gamma HHI 0.47 0.33 0.54 0.33 0.49 Net GEX 6.6K 5.0K 10.6K 10.6K 6.1K Net DEX -67.2K -84.5K -48.2K -58.9K -66.6K Net VEX -710 -772 -641 -702 -677 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 171.619 171 173 171 172
Daily Data (21 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 2023-06-01 $22.02 $22.00 28.1% 8.0% 6.8% 15.8% 0.0% 1.3% -11.2% 10.6K -58.9K -702 0.00 133.89 N/A N/A 0 0 138 33 2023-06-02 $21.88 $22.00 29.1% 8.3% 7.1% 16.5% 0.0% -0.8% 5.2% 6.2K -61.0K -716 0.00 135.92 N/A N/A 0 0 138 33 2023-06-05 $21.87 $0.00 45.2% 9.6% 7.0% 28.5% 0.0% 0.7% -14.5% 6.2K -74.2K -772 0.00 151.26 N/A N/A 0 0 138 33 2023-06-06 $21.93 $0.00 34.4% 8.0% 6.9% 20.5% 0.0% -6.1% -3.2% 6.4K -76.5K -767 0.00 150.21 N/A N/A 0 0 138 33 2023-06-07 $21.80 $0.00 26.3% 6.3% 7.2% 14.4% 0.0% 0.7% 2.9% 6.4K -68.3K -761 0.00 151.19 N/A N/A 0 0 138 33 2023-06-08 $21.95 $0.00 37.5% 8.1% 7.2% 22.8% 0.0% 0.2% -3.4% 6.6K -75.0K -762 0.00 152.03 N/A N/A 0 0 138 33 2023-06-09 $21.89 $0.00 39.1% 8.2% 7.1% 24.0% 0.0% -5.0% -6.2% 9.8K -48.2K -670 0.00 150.72 N/A N/A 0 0 138 33 2023-06-12 $21.95 $0.00 53.0% 8.5% 7.0% 34.3% 0.0% -3.3% 13.0% 5.6K -84.5K -771 0.00 152.03 N/A N/A 0 0 138 33 2023-06-13 $21.81 $0.00 100.8% 8.8% 7.2% 69.9% 0.0% 0.8% 1.2% 6.0K -72.0K -736 0.00 151.97 N/A N/A 0 0 138 33 2023-06-14 $21.80 $0.00 39.3% 11.3% 7.2% 24.1% 0.0% -0.1% -5.9% 7.9K -56.8K -691 0.00 151.49 N/A N/A 0 0 138 33 2023-06-15 $21.98 $0.00 30.5% 8.8% 7.8% 17.6% 0.0% -19.6% -11.3% 7.1K -57.7K -682 0.00 151.83 N/A N/A 0 0 138 35 2023-06-16 $21.94 $0.00 30.5% 8.7% 7.6% 17.6% 0.0% -2.3% -10.7% 5.0K -68.2K -700 0.00 151.90 N/A N/A 0 0 138 35 2023-06-20 $21.95 $0.00 32.4% 9.3% 7.4% 19.0% 0.0% -7.2% 7.7% 5.6K -53.7K -641 0.00 136.51 N/A N/A 0 0 137 35 2023-06-21 $21.98 $0.00 40.4% 11.6% 7.4% 25.0% 0.0% -8.0% -3.7% 5.7K -77.5K -721 0.00 151.43 N/A N/A 0 0 137 35 2023-06-22 $21.87 $0.00 33.6% 9.6% 7.7% 19.8% 0.0% 0.2% -2.2% 5.9K -56.6K -659 0.00 150.92 N/A N/A 0 0 137 35 2023-06-23 $21.95 $0.00 33.6% 9.6% 7.7% 19.9% 0.0% 28.9% -5.6% 5.9K -77.2K -728 0.00 151.76 N/A N/A 0 0 137 35 2023-06-26 $22.02 $0.00 35.5% 10.2% 7.5% 21.3% 0.0% 17.5% -2.0% 6.0K -78.4K -717 0.00 151.91 N/A N/A 0 0 137 35 2023-06-27 $21.96 $0.00 35.7% 10.2% 7.6% 21.5% 0.0% 0.5% 10.1% 6.5K -68.7K -690 0.00 151.09 N/A N/A 0 0 137 35 2023-06-28 $22.01 $0.00 37.0% 10.6% 7.0% 22.4% 0.0% 0.0% -3.4% 6.3K -72.8K -689 0.00 151.54 N/A N/A 0 0 137 35 2023-06-29 $21.80 $0.00 38.5% 11.0% 7.4% 23.6% 0.0% -0.3% -15.8% 6.4K -58.6K -658 0.00 151.51 N/A N/A 0 0 137 35 2023-06-30 $21.89 $0.00 38.8% 11.1% 7.5% 23.8% 0.0% 12.0% -3.0% 6.1K -66.6K -677 0.00 150.50 N/A N/A 0 0 137 35
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