SPMB Options History — July 2023 In July 2023, SPMB traded between $21.46 and $21.96. ATM implied volatility averaged 34.0%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 25.9% (HV 20d: 8.1%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-13 : Highest Volume — 20 contracts2023-07-12 : Largest IV spike — 199.6% change2023-07-31 : Highest IV Rank — 37.1%2023-07-31 : Largest Expected Move — 16.3%Monthly Statistics Metric Avg Min Max Open Close Price $21.75 $21.46 $21.96 $21.77 $21.77 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 34.0% 10.8% 56.9% 26.9% 56.9% Expected Move 10.0% 7.6% 16.3% 7.7% 16.3% HV 20d 8.1% 7.4% 8.8% 7.4% 8.2% HV 60d 7.7% 7.4% 8.0% 7.6% 7.4% IV Rank 20.1% 2.9% 37.1% 14.9% 37.1% IV Percentile 51.6% 9.9% 91.3% 29.8% 91.3% Term Structure -8.0% -27.1% 11.1% -6.1% -19.5% VWIV 27.9% 14.3% 41.5% 14.3% 41.5% Skew 25d -4.0% -32.4% 19.0% -0.3% 0.7% Skew 10d 0.4% -23.0% 32.2% 0.9% 7.2% Call IV 25d 39.3% 10.0% 76.6% 32.5% 76.6% Put IV 25d 35.2% 11.9% 77.3% 32.2% 77.3% Bid-Ask Spread % 149.11 137.75 152.18 140.32 151.47 Gamma HHI 0.41 0.26 0.51 0.49 0.43 Net GEX 5.5K 4.7K 6.7K 6.0K 4.7K Net DEX -48.1K -70.0K 9.9K -62.6K -50.7K Net VEX -611 -696 -367 -646 -591 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.35 0 20 0 0 Total OI 182.7 172 191 172 190
Daily Data (20 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 2023-07-03 $21.77 $0.00 26.9% 7.7% 7.4% 14.9% 0.0% -0.3% -6.1% 6.0K -62.6K -646 0.00 140.32 N/A N/A 0 0 137 35 2023-07-05 $21.63 $0.00 28.5% 8.2% 7.8% 16.1% 0.0% -32.4% -10.0% 5.9K -55.8K -631 0.00 137.75 N/A N/A 0 0 137 35 2023-07-06 $21.46 $22.00 33.0% 8.0% 8.1% 19.4% 0.0% -18.4% -16.7% 5.2K -55.9K -623 0.00 151.32 N/A N/A 0 0 137 35 2023-07-07 $21.46 $22.00 32.6% 7.6% 7.9% 19.1% 0.0% 1.8% -15.7% 5.2K 9.9K -367 0.00 140.08 N/A N/A 0 0 137 35 2023-07-10 $21.55 $22.00 36.9% 11.8% 7.6% 22.3% 0.0% -23.3% -27.1% 5.2K -59.8K -631 0.00 151.31 N/A N/A 0 0 137 35 2023-07-11 $21.59 $22.00 10.8% 9.9% 7.6% 2.9% 0.0% -4.2% -12.7% 6.7K -38.7K -561 0.00 150.96 N/A N/A 0 0 137 35 2023-07-12 $21.81 $22.00 32.5% 9.3% 8.5% 19.0% 0.0% 1.4% 0.4% 6.3K -61.9K -616 0.00 150.63 N/A N/A 0 0 137 35 2023-07-13 $21.96 $22.00 32.8% 9.4% 8.5% 19.3% 0.0% -4.8% -10.5% 6.3K -70.0K -628 0.00 151.72 N/A N/A 0 20 137 35 2023-07-14 $21.87 $22.00 31.5% 9.0% 8.7% 18.3% 0.0% -1.9% -8.5% 5.3K -53.2K -696 0.00 151.79 N/A N/A 1 0 137 51 2023-07-17 $21.88 $22.00 32.9% 9.4% 8.1% 19.4% 0.0% 16.7% -7.8% 5.3K -55.6K -681 0.00 152.18 N/A N/A 0 0 138 51 2023-07-18 $21.91 $22.00 32.9% 9.4% 8.1% 19.4% 0.0% 19.0% -8.4% 5.1K -59.6K -677 0.00 152.00 N/A N/A 0 2 138 51 2023-07-19 $21.95 $22.00 34.0% 9.7% 8.1% 20.2% 0.0% -26.1% -8.6% 5.3K -58.1K -670 0.00 151.78 N/A N/A 0 0 138 52 2023-07-20 $21.81 $22.00 34.1% 9.8% 8.4% 20.3% 0.0% -12.6% 11.1% 4.9K -53.0K -667 0.00 151.41 N/A N/A 0 0 138 52 2023-07-21 $21.81 $22.00 30.7% 8.8% 8.2% 17.7% 14.3% 5.5% 3.5% 6.4K 732 -454 0.00 139.98 N/A N/A 3 0 138 52 2023-07-24 $21.81 $22.00 30.6% 8.8% 8.1% 17.7% 0.0% -1.8% 4.1% 5.8K -47.7K -630 0.00 151.72 N/A N/A 0 0 140 51 2023-07-25 $21.77 $22.00 46.5% 13.3% 8.0% 29.4% 41.5% 3.6% -6.6% 4.9K -58.2K -641 0.00 151.91 N/A N/A 1 0 140 51 2023-07-26 $21.87 $22.00 37.7% 10.8% 8.2% 22.8% 0.0% -1.9% -6.2% 5.5K -50.2K -614 0.00 151.88 N/A N/A 0 0 139 51 2023-07-27 $21.66 $22.00 38.6% 11.1% 8.8% 23.5% 0.0% -0.3% -8.5% 5.1K -37.2K -586 0.00 150.45 N/A N/A 0 0 139 51 2023-07-28 $21.76 $22.00 39.5% 11.3% 8.3% 24.2% 0.0% -1.7% -7.0% 5.4K -44.2K -604 0.00 151.46 N/A N/A 0 0 139 51 2023-07-31 $21.77 $22.00 56.9% 16.3% 8.2% 37.1% 0.0% 0.7% -19.5% 4.7K -50.7K -591 0.00 151.47 N/A N/A 0 0 139 51
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