SPMB Options History — June 2024

In June 2024, SPMB traded between $21.39 and $21.77. ATM implied volatility averaged 57.4%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 50.9% (HV 20d: 6.6%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2024-06-12: Largest IV drop — 47.9% change
  • 2024-06-11: Highest IV Rank — 52.1%
  • 2024-06-05: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.62$21.39$21.77$21.41$21.56
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV57.4%43.1%83.5%63.9%56.5%
Expected Move14.5%11.7%18.5%18.3%16.2%
HV 20d6.6%6.0%7.2%6.0%6.5%
HV 60d7.2%6.9%7.4%6.9%7.3%
IV Rank34.1%24.2%52.1%38.6%33.5%
IV Percentile77.4%55.6%94.4%88.9%81.3%
Term Structure-13.5%-24.3%-7.3%-24.3%-17.7%
Skew 25d-0.2%-16.2%1.3%0.4%0.5%
Skew 10d11.1%-20.4%16.6%-16.5%15.2%
Call IV 25d66.3%53.8%86.3%82.1%75.9%
Put IV 25d66.2%51.7%86.7%82.4%76.5%
Bid-Ask Spread %176.98175.07178.40175.46176.57
Gamma HHI0.850.850.870.850.87
Net GEX-37.1K-37.8K-36.5K-37.0K-37.8K
Net DEX684.5K665.3K716.8K710.7K695.1K
Net VEX-2.8K-3.0K-2.5K-3.0K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI826.632820829829820

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$21.41$20.0063.9%18.3%6.0%38.6%0.0%0.4%-24.3%-37.0K710.7K-3.0K0.00175.46N/AN/A003826
2024-06-04$21.52$20.0064.1%18.4%6.2%38.7%0.0%0.3%-22.5%-36.5K695.8K-3.0K0.00177.32N/AN/A003826
2024-06-05$21.57$20.0064.6%18.5%6.1%39.1%0.0%0.4%-22.8%-36.8K688.8K-3.0K0.00175.22N/AN/A003826
2024-06-06$21.62$0.0067.4%11.7%6.1%41.0%0.0%1.3%-7.3%-36.7K682.5K-3.0K0.00178.12N/AN/A003826
2024-06-07$21.41$0.0072.4%12.3%7.0%44.5%0.0%1.2%-8.8%-37.1K712.4K-2.9K0.00176.75N/AN/A003826
2024-06-10$21.39$0.0080.9%12.7%6.8%50.3%0.0%1.1%-10.2%-37.2K716.8K-2.9K0.00178.40N/AN/A003826
2024-06-11$21.51$0.0083.5%12.6%7.0%52.1%0.0%1.1%-8.7%-37.3K699.8K-2.9K0.00177.97N/AN/A003826
2024-06-12$21.63$0.0043.5%12.5%7.2%24.5%0.0%1.0%-9.0%-37.6K682.5K-2.8K0.00177.93N/AN/A003826
2024-06-13$21.73$0.0043.1%12.3%6.9%24.2%0.0%1.0%-9.0%-37.1K669.6K-2.8K0.00178.35N/AN/A003826
2024-06-14$21.76$0.0044.1%12.7%6.7%24.9%0.0%1.0%-9.3%-37.2K665.4K-2.8K0.00176.44N/AN/A003826
2024-06-17$21.69$0.0047.2%13.5%6.7%27.0%0.0%0.8%-10.6%-37.3K677.1K-2.7K0.00175.30N/AN/A003826
2024-06-18$21.77$0.0046.4%13.3%6.7%26.5%0.0%0.8%-10.8%-37.6K665.3K-2.7K0.00177.55N/AN/A003826
2024-06-20$21.73$0.0048.0%13.8%6.7%27.6%0.0%0.6%-11.6%-37.3K673.2K-2.7K0.00177.42N/AN/A003826
2024-06-21$21.74$0.0049.3%14.1%6.7%28.5%0.0%0.5%-12.4%-36.8K667.1K-2.6K0.00175.07N/AN/A003826
2024-06-24$21.73$0.0052.2%15.0%6.4%30.5%0.0%-16.2%-14.2%-36.9K670.1K-2.6K0.00176.75N/AN/A003817
2024-06-25$21.73$0.0053.3%15.3%6.4%31.2%0.0%0.5%-14.6%-36.9K670.5K-2.5K0.00176.75N/AN/A003817
2024-06-26$21.63$0.0055.1%15.8%6.4%32.5%0.0%0.5%-15.7%-37.1K685.1K-2.5K0.00177.53N/AN/A003817
2024-06-27$21.69$0.0056.3%16.1%6.2%33.3%0.0%0.5%-16.3%-37.2K676.6K-2.5K0.00177.66N/AN/A003817
2024-06-28$21.56$0.0056.5%16.2%6.5%33.5%0.0%0.5%-17.7%-37.8K695.1K-2.5K0.00176.57N/AN/A003817