SPMB Options History — September 2024 In September 2024, SPMB traded between $22.41 and $22.73. ATM implied volatility averaged 55.8%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 52.4% (HV 20d: 3.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.21.
Notable Days 2024-09-17 : Highest Volume — 213 contracts2024-09-11 : Largest IV drop — 46.8% change2024-09-10 : Highest IV Rank — 48.3%2024-09-26 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $22.60 $22.41 $22.73 $22.41 $22.52 ATM IV 55.8% 41.5% 78.0% 62.1% 60.2% Expected Move 14.3% 11.3% 22.3% 17.8% 17.3% HV 20d 3.5% 3.2% 4.5% 4.5% 3.5% HV 60d 5.5% 4.7% 6.2% 6.2% 4.7% IV Rank 33.0% 23.1% 48.3% 37.3% 36.0% IV Percentile 63.6% 32.9% 90.1% 80.2% 75.4% Term Structure -12.8% -25.9% -6.6% -23.3% -19.8% Skew 25d -1.6% -28.3% 1.3% 0.2% 1.1% Skew 10d 7.9% -58.3% 14.8% 14.8% -58.3% Call IV 25d 64.5% 51.3% 100.7% 81.1% 74.3% Put IV 25d 62.9% 35.7% 97.7% 81.3% 75.4% Bid-Ask Spread % 177.35 174.17 178.57 176.20 175.28 Gamma HHI 0.70 0.50 0.98 0.50 0.97 Net GEX 3.3K 9 8.0K 9 7.3K Net DEX -45.9K -115.3K -398 -398 -96.9K Net VEX -387 -809 -9 -10 -732 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.00 0.43 0.00 0.43 Total Volume 18.1 0 213 0 0 Total OI 88.1 4 217 4 153
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 2024-09-03 $22.41 $0.00 62.1% 17.8% 4.5% 37.3% 0.0% 0.2% -23.3% 9 -398 -10 0.00 176.20 N/A N/A 0 0 1 3 2024-09-04 $22.45 $0.00 64.6% 18.5% 3.8% 39.1% 0.0% 0.7% -25.9% 9 -422 -10 0.00 176.84 N/A N/A 0 0 1 3 2024-09-05 $22.52 $0.00 65.2% 11.4% 3.6% 39.5% 0.0% 1.3% -6.6% 11 -461 -9 0.00 177.62 N/A N/A 0 0 1 3 2024-09-06 $22.55 $0.00 65.3% 11.3% 3.5% 39.6% 0.0% 1.1% -6.7% 12 -491 -9 0.00 176.62 N/A N/A 0 0 1 3 2024-09-09 $22.59 $0.00 74.4% 12.0% 3.3% 45.8% 0.0% 1.0% -7.4% 13 -510 -9 0.00 176.60 N/A N/A 0 0 1 3 2024-09-10 $22.66 $0.00 78.0% 11.9% 3.4% 48.3% 0.0% 1.0% -7.5% 14 -537 -9 0.00 178.05 N/A N/A 0 0 1 3 2024-09-11 $22.70 $0.00 41.5% 11.9% 3.3% 23.1% 0.0% 1.0% -7.7% 15 -559 -9 0.00 178.37 N/A N/A 0 0 1 3 2024-09-12 $22.63 $0.00 42.6% 12.2% 3.6% 23.8% 0.0% 0.9% -8.2% 14 -531 -9 0.00 178.05 N/A N/A 0 0 1 3 2024-09-13 $22.70 $0.00 42.7% 12.2% 3.3% 23.9% 0.0% 0.9% -8.4% 16 -558 -9 0.00 178.16 N/A N/A 0 0 1 3 2024-09-16 $22.73 $0.00 44.1% 12.7% 3.3% 24.9% 0.0% 0.8% -9.4% 18 -563 -9 0.00 178.24 N/A N/A 149 0 1 3 2024-09-17 $22.73 $0.00 44.8% 12.9% 3.4% 25.4% 0.0% 0.7% -9.8% 8.0K -101.8K -775 0.43 178.25 N/A N/A 149 64 150 3 2024-09-18 $22.66 $0.00 46.1% 13.2% 3.5% 26.3% 0.0% 0.7% -11.1% 3.9K -47.7K -809 0.00 178.13 N/A N/A 0 0 150 67 2024-09-19 $22.64 $0.00 47.4% 13.6% 3.5% 27.2% 0.0% 0.6% -10.6% 3.9K -46.3K -794 0.00 177.60 N/A N/A 0 0 150 67 2024-09-20 $22.62 $0.00 47.7% 13.7% 3.3% 27.4% 0.0% 0.5% -11.2% 7.4K -102.9K -761 0.00 177.40 N/A N/A 0 0 150 67 2024-09-23 $22.57 $0.00 51.6% 14.8% 3.2% 30.1% 0.0% 0.4% -13.8% 7.3K -100.2K -752 0.00 177.66 N/A N/A 0 0 150 3 2024-09-24 $22.61 $0.00 52.6% 15.1% 3.2% 30.8% 0.0% -28.3% -14.3% 7.4K -101.6K -749 0.00 174.17 N/A N/A 0 0 150 3 2024-09-25 $22.55 $0.00 53.3% 15.3% 3.4% 31.2% 0.0% -13.2% -15.3% 7.3K -99.5K -745 0.00 177.01 N/A N/A 0 0 150 3 2024-09-26 $22.55 $0.00 77.8% 22.3% 3.4% 48.2% 0.0% -3.0% -23.7% 6.3K -115.3K -781 0.00 178.57 N/A N/A 0 0 150 3 2024-09-27 $22.59 $0.00 55.1% 15.8% 3.3% 32.5% 0.0% 0.4% -15.6% 7.3K -100.6K -740 0.00 178.13 N/A N/A 0 0 150 3 2024-09-30 $22.52 $0.00 60.2% 17.3% 3.5% 36.0% 0.0% 1.1% -19.8% 7.3K -96.9K -732 0.00 175.28 N/A N/A 0 0 150 3
« Aug 2024 | All History | Oct 2024 » Home SPMB History September 2024