SPMB Options History — August 2024

In August 2024, SPMB traded between $22.09 and $22.46. ATM implied volatility averaged 71.7%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 65.5% (HV 20d: 6.2%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-08-12: Highest Volume — 63 contracts
  • 2024-08-21: Largest IV spike — 71.8% change
  • 2024-08-06: Highest IV Rank — 98.4%
  • 2024-08-06: Largest Expected Move — 21.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.31$22.09$22.46$22.09$22.37
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV71.7%27.8%150.5%63.2%56.7%
Expected Move14.3%8.0%21.4%18.1%16.2%
HV 20d6.2%4.2%6.7%4.2%4.5%
HV 60d6.4%6.1%6.7%6.1%6.2%
IV Rank44.0%13.6%98.4%38.1%33.6%
IV Percentile70.7%6.0%99.6%83.7%74.6%
Term Structure-14.6%-30.7%19.4%-29.9%-19.8%
VWIV84.5%84.5%84.5%84.5%84.5%
Skew 25d-2.2%-34.5%11.9%-16.1%0.7%
Skew 10d10.6%-29.8%29.2%8.2%11.6%
Call IV 25d63.6%16.3%91.7%87.4%72.3%
Put IV 25d61.4%28.2%97.8%71.3%72.9%
Bid-Ask Spread %174.87154.69180.64154.87175.54
Gamma HHI0.810.501.000.830.50
Net GEX-19.8K-46.8K8-39.9K6
Net DEX307.3K-388652.1K606.9K-356
Net VEX-471-1.3K-4-1.3K-10
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume3.364063100
Total OI476.72739148414

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$22.09$21.0063.2%18.1%4.2%38.1%84.5%-16.1%-29.9%-39.9K606.9K-1.3K0.00154.87N/AN/A0106835
2024-08-02$22.38$21.0067.0%19.2%5.8%40.7%0.0%-12.6%-30.7%-39.4K560.0K-1.3K0.00154.69N/AN/A006845
2024-08-05$22.34$0.00111.2%15.9%5.9%71.3%0.0%2.8%-13.9%-30.0K622.6K-1.2K0.00176.60N/AN/A006845
2024-08-06$22.20$0.00150.5%21.4%6.5%98.4%0.0%6.2%-25.3%-26.1K652.1K-1.1K0.00178.04N/AN/A006845
2024-08-07$22.13$0.0082.4%11.4%6.7%51.4%0.0%1.3%-11.6%-40.1K603.6K-1.0K0.00177.47N/AN/A006845
2024-08-08$22.09$0.00125.4%16.1%6.5%81.1%0.0%2.7%-15.5%-30.7K649.7K-1.0K0.00180.64N/AN/A006845
2024-08-09$22.18$0.0093.3%11.6%6.6%58.9%0.0%1.2%-11.6%-42.7K582.6K-9240.00178.50N/AN/A006845
2024-08-12$22.21$0.00121.8%12.0%6.3%78.6%0.0%1.1%-13.2%-43.9K571.1K-6980.00178.64N/AN/A0636845
2024-08-13$22.29$0.00143.4%12.1%6.4%93.6%0.0%1.1%-13.1%-44.0K638.3K-6600.00176.53N/AN/A006908
2024-08-14$22.30$0.0043.2%12.4%6.3%24.3%0.0%1.0%-14.4%-44.5K634.1K-5410.00178.41N/AN/A006908
2024-08-15$22.23$0.0043.0%12.3%6.4%24.1%0.0%0.9%19.4%-46.8K636.4K-3830.00175.73N/AN/A006908
2024-08-16$22.27$0.0043.6%12.5%6.3%24.5%0.0%1.1%-10.1%-6.2K1.7K-60.00177.79N/AN/A006908
2024-08-19$22.30$0.0045.5%13.1%6.3%25.9%0.0%0.8%-11.2%-46547-40.00178.34N/AN/A0003
2024-08-20$22.38$0.0027.8%8.0%6.3%13.6%0.0%-20.5%-12.0%-45532-40.00176.58N/AN/A0003
2024-08-21$22.43$0.0047.8%13.7%6.2%27.5%0.0%0.9%-13.3%-45524-40.00176.36N/AN/A0003
2024-08-22$22.37$0.0048.2%13.8%6.4%27.7%0.0%11.9%-13.0%-46529-40.00172.80N/AN/A0003
2024-08-23$22.46$0.0048.9%14.0%6.4%28.2%0.0%0.5%-14.0%-45507-40.00177.50N/AN/A0003
2024-08-26$22.44$0.0051.8%14.9%6.5%30.2%0.0%0.4%-15.3%-43446-40.00175.94N/AN/A1003
2024-08-27$22.45$0.0052.9%15.2%6.5%31.0%0.0%-34.5%-16.7%8-376-100.00176.03N/AN/A0013
2024-08-28$22.45$0.0054.6%15.6%6.3%32.1%0.0%0.4%-17.1%8-388-100.00176.54N/AN/A0013
2024-08-29$22.41$0.0055.3%15.9%6.4%32.6%0.0%0.4%-18.6%6-367-100.00173.56N/AN/A0013
2024-08-30$22.37$0.0056.7%16.2%4.5%33.6%0.0%0.7%-19.8%6-356-100.00175.54N/AN/A0013