SPMB Options History — October 2024 In October 2024, SPMB traded between $21.84 and $22.55. ATM implied volatility averaged 45.5%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 41.2% (HV 20d: 4.3%). Max pain ranged from $17.00 to $22.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-31 : Highest Volume — 10 contracts2024-10-31 : Largest IV spike — 78.3% change2024-10-08 : Highest IV Rank — 47.7%2024-10-31 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $22.10 $21.84 $22.55 $22.55 $21.84 Max Pain $20.33 $17.00 $22.00 $17.00 $22.00 ATM IV 45.5% 29.7% 77.1% 61.2% 65.7% Expected Move 11.6% 8.5% 18.8% 17.5% 18.8% HV 20d 4.3% 3.5% 4.7% 3.5% 4.5% HV 60d 4.9% 4.1% 5.2% 4.7% 4.1% IV Rank 25.8% 14.9% 47.7% 36.7% 39.8% IV Percentile 38.6% 7.9% 88.9% 76.6% 82.1% Term Structure -19.5% -26.3% -14.0% -20.5% -26.3% VWIV 41.2% 14.2% 68.1% 14.2% 68.1% Skew 25d -4.9% -49.2% 34.6% 0.4% 0.7% Skew 10d -1.7% -63.4% 62.3% -8.5% -63.4% Call IV 25d 64.7% 44.7% 84.7% 79.5% 84.7% Put IV 25d 59.7% 14.2% 102.8% 79.9% 85.4% Bid-Ask Spread % 176.94 170.94 178.71 177.35 173.38 Gamma HHI 0.88 0.80 0.99 0.98 0.83 Net GEX 6.3K 5.6K 7.4K 7.4K 5.6K Net DEX -76.9K -100.7K -58.5K -100.7K -63.2K Net VEX -645 -738 -541 -738 -576 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 0.652 0 10 0 10 Total OI 159.304 153 164 153 164
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 2024-10-01 $22.55 $0.00 61.2% 17.5% 3.5% 36.7% 0.0% 0.4% -20.5% 7.4K -100.7K -738 0.00 177.35 N/A N/A 0 0 150 3 2024-10-02 $22.49 $0.00 52.2% 15.0% 3.6% 30.5% 0.0% -15.3% -26.2% 7.3K -98.8K -734 0.00 177.40 N/A N/A 0 0 150 3 2024-10-03 $22.41 $17.00 66.8% 11.8% 3.6% 40.6% 0.0% 1.3% -16.4% 7.2K -95.6K -731 0.00 177.90 N/A N/A 0 0 150 3 2024-10-04 $22.21 $17.00 66.6% 11.7% 4.7% 40.5% 0.0% 1.1% -16.2% 6.9K -88.3K -678 0.00 178.48 N/A N/A 0 0 150 3 2024-10-07 $22.18 $17.00 73.6% 12.0% 4.6% 45.3% 0.0% 1.1% -16.9% 6.8K -87.2K -671 0.00 178.60 N/A N/A 0 0 150 3 2024-10-08 $22.20 $17.00 77.1% 12.1% 4.4% 47.7% 0.0% 1.1% -18.2% 6.8K -87.6K -668 0.00 178.44 N/A N/A 0 0 150 3 2024-10-09 $22.16 $17.00 43.0% 12.3% 4.3% 24.1% 0.0% 1.0% -18.9% 6.8K -86.0K -665 0.00 176.17 N/A N/A 0 0 150 3 2024-10-10 $22.16 $17.00 41.7% 12.0% 4.2% 23.2% 0.0% 0.9% -16.7% 6.8K -85.6K -662 0.00 178.71 N/A N/A 0 0 150 3 2024-10-11 $22.16 $17.00 29.7% 8.5% 4.0% 14.9% 14.2% -11.5% -21.0% 6.8K -85.7K -657 0.00 170.94 N/A N/A 0 4 150 3 2024-10-14 $22.13 $22.00 44.3% 12.7% 3.9% 25.0% 0.0% 0.7% -19.6% 6.2K -74.2K -676 0.00 178.68 N/A N/A 0 0 150 13 2024-10-15 $22.20 $22.00 36.1% 10.3% 4.2% 19.3% 0.0% 0.9% -21.8% 6.3K -77.4K -673 0.00 178.48 N/A N/A 0 0 150 13 2024-10-16 $22.20 $22.00 36.7% 10.5% 4.1% 19.8% 0.0% 1.0% -23.0% 6.6K -68.1K -625 0.00 176.49 N/A N/A 0 0 150 13 2024-10-17 $22.12 $22.00 36.4% 10.4% 4.2% 19.6% 0.0% 0.8% -16.2% 6.2K -73.2K -666 0.00 178.08 N/A N/A 0 0 150 13 2024-10-18 $22.13 $22.00 34.4% 9.9% 4.3% 18.2% 0.0% -15.4% -14.0% 6.1K -74.0K -663 0.00 176.25 N/A N/A 0 0 150 13 2024-10-21 $21.98 $22.00 34.4% 9.9% 4.7% 18.2% 0.0% 34.6% -15.8% 5.6K -77.2K -648 0.00 176.62 N/A N/A 0 0 150 13 2024-10-22 $21.98 $22.00 34.6% 9.9% 4.6% 18.3% 0.0% -49.2% -16.2% 5.8K -68.2K -600 0.00 173.18 N/A N/A 0 0 150 13 2024-10-23 $21.91 $22.00 32.5% 9.3% 4.6% 16.9% 0.0% 0.8% -16.9% 5.7K -65.4K -597 0.00 178.37 N/A N/A 0 0 150 13 2024-10-24 $21.93 $22.00 33.2% 9.5% 4.7% 17.4% 0.0% 0.8% -17.6% 5.8K -65.8K -594 0.00 178.02 N/A N/A 1 0 150 13 2024-10-25 $21.87 $22.00 34.6% 9.9% 4.5% 18.3% 0.0% 0.8% -19.3% 5.7K -64.4K -597 0.00 177.11 N/A N/A 0 0 151 13 2024-10-28 $21.84 $22.00 36.7% 10.5% 4.5% 19.8% 0.0% -22.1% -22.4% 5.7K -58.5K -541 0.00 175.85 N/A N/A 0 0 151 13 2024-10-29 $21.88 $22.00 37.1% 10.6% 4.5% 20.0% 0.0% -23.1% -23.7% 5.8K -60.5K -585 0.00 177.79 N/A N/A 0 0 151 13 2024-10-30 $21.86 $22.00 36.8% 10.6% 4.5% 19.9% 0.0% -25.3% -25.2% 5.6K -63.8K -580 0.00 177.39 N/A N/A 0 0 151 13 2024-10-31 $21.84 $22.00 65.7% 18.8% 4.5% 39.8% 68.1% 0.7% -26.3% 5.6K -63.2K -576 0.00 173.38 N/A N/A 0 10 151 13
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