SPMB Options History — August 2023 In August 2023, SPMB traded between $21.14 and $21.64. ATM implied volatility averaged 38.6%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 30.2% (HV 20d: 8.4%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-08-30 : Highest Volume — 19 contracts2023-08-22 : Largest IV spike — 144.2% change2023-08-30 : Highest IV Rank — 45.1%2023-08-30 : Largest Expected Move — 19.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.39 $21.14 $21.64 $21.57 $21.55 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 38.6% 16.4% 67.7% 43.8% 52.4% Expected Move 11.0% 4.7% 19.4% 12.6% 15.0% HV 20d 8.4% 7.7% 9.2% 8.6% 7.7% HV 60d 7.9% 7.6% 8.3% 7.6% 8.0% IV Rank 23.4% 6.8% 45.1% 27.4% 33.6% IV Percentile 60.0% 4.8% 96.4% 78.2% 88.1% Term Structure -13.5% -29.0% 21.2% -7.9% -13.1% VWIV 27.2% 27.2% 27.2% 27.2% 27.2% Skew 25d -1.6% -31.4% 36.3% -4.4% -0.9% Skew 10d 2.6% -27.3% 43.9% 2.2% 2.8% Call IV 25d 36.9% 19.2% 75.7% 42.1% 51.9% Put IV 25d 35.2% 12.7% 79.6% 37.7% 50.9% Bid-Ask Spread % 150.04 133.79 155.45 137.82 154.34 Gamma HHI 0.32 0.27 0.37 0.33 0.27 Net GEX 2.9K -999 6.1K 5.8K -999 Net DEX 7.2K -27.6K 31.4K -27.6K 26.1K Net VEX -436 -548 -364 -548 -444 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 2.348 0 19 0 0 Total OI 165.783 106 195 190 148
Daily Data (23 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 2023-08-01 $21.57 $22.00 43.8% 12.6% 8.6% 27.4% 0.0% -4.4% -7.9% 5.8K -27.6K -548 0.00 137.82 N/A N/A 0 0 139 51 2023-08-02 $21.45 $22.00 43.3% 12.4% 8.5% 27.0% 0.0% -1.5% -23.6% 4.9K -24.3K -531 0.00 142.36 N/A N/A 0 0 139 51 2023-08-03 $21.30 $0.00 26.0% 8.8% 8.4% 14.1% 0.0% 1.1% -13.2% 5.3K -842 -485 0.00 150.89 N/A N/A 0 5 139 51 2023-08-04 $21.51 $0.00 33.4% 8.8% 9.2% 19.4% 0.0% 1.0% -11.7% 5.4K -7.0K -523 0.00 149.59 N/A N/A 0 0 139 56 2023-08-07 $21.48 $0.00 19.7% 5.2% 9.1% 9.2% 0.0% -12.3% 14.5% 5.1K 20.1K -452 0.00 150.46 N/A N/A 0 0 139 56 2023-08-08 $21.57 $0.00 36.9% 9.2% 9.2% 22.1% 0.0% 0.7% -6.0% 5.7K -10.4K -497 0.00 148.75 N/A N/A 0 0 139 56 2023-08-09 $21.64 $0.00 42.1% 12.1% 8.4% 25.9% 0.0% 0.2% -26.8% 6.1K -19.5K -509 0.00 150.94 N/A N/A 0 0 139 56 2023-08-10 $21.52 $0.00 31.6% 9.1% 8.2% 18.1% 0.0% 9.5% -5.7% 5.4K 4.2K -454 0.00 133.79 N/A N/A 0 0 139 56 2023-08-11 $21.38 $0.00 33.4% 9.6% 8.3% 19.4% 0.0% 0.2% -15.6% 5.0K -4.8K -473 0.00 151.26 N/A N/A 0 0 139 56 2023-08-14 $21.32 $0.00 34.5% 9.9% 8.3% 20.3% 0.0% -0.7% -17.6% 4.4K 6.2K -417 0.00 149.61 N/A N/A 0 0 139 56 2023-08-15 $21.27 $0.00 34.6% 9.9% 8.3% 20.4% 0.0% 0.3% -18.5% 4.2K 16.6K -411 0.00 151.49 N/A N/A 0 0 139 56 2023-08-16 $21.23 $0.00 35.3% 10.1% 8.2% 20.8% 0.0% -15.2% -18.3% 3.3K 27.7K -393 0.00 146.20 N/A N/A 0 2 139 56 2023-08-17 $21.20 $0.00 34.8% 10.0% 8.0% 20.5% 0.0% 0.2% 21.2% 4.0K 14.8K -392 0.00 151.54 N/A N/A 0 0 139 54 2023-08-18 $21.26 $0.00 36.5% 10.5% 8.1% 21.7% 0.0% -26.5% -14.2% -66 31.4K -387 0.00 151.28 N/A N/A 0 5 139 54 2023-08-21 $21.14 $0.00 16.4% 4.7% 8.3% 6.8% 27.2% 1.3% -2.5% -152 24.1K -364 0.00 155.02 N/A N/A 12 0 59 47 2023-08-22 $21.14 $22.00 40.2% 11.5% 8.3% 24.5% 0.0% -0.3% -21.0% 469 16.3K -384 0.00 155.29 N/A N/A 0 0 71 47 2023-08-23 $21.37 $22.00 42.4% 12.2% 9.1% 26.2% 0.0% 0.1% -19.8% 674 9.5K -401 0.00 151.26 N/A N/A 0 0 71 47 2023-08-24 $21.30 $22.00 42.9% 12.3% 8.6% 26.5% 0.0% -0.3% -21.2% 686 9.8K -397 0.00 154.70 N/A N/A 0 0 71 47 2023-08-25 $21.30 $22.00 43.3% 12.4% 8.4% 26.8% 0.0% -0.1% -22.2% 587 12.2K -381 0.00 155.45 N/A N/A 0 0 71 47 2023-08-28 $21.37 $22.00 47.9% 13.7% 8.5% 30.3% 0.0% 5.0% -27.0% 476 12.8K -372 0.00 153.68 N/A N/A 0 11 71 47 2023-08-29 $21.52 $22.00 49.3% 14.1% 8.4% 31.3% 0.0% 36.3% -10.3% 182 13.7K -418 0.00 153.96 N/A N/A 0 0 71 58 2023-08-30 $21.49 $22.00 67.7% 19.4% 8.1% 45.1% 0.0% -31.4% -29.0% -40 15.5K -399 0.00 151.24 N/A N/A 0 19 71 58 2023-08-31 $21.55 $22.00 52.4% 15.0% 7.7% 33.6% 0.0% -0.9% -13.1% -999 26.1K -444 0.00 154.34 N/A N/A 0 0 71 77
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