SPXS Options History — April 2019

In April 2019, SPXS traded between $1863.00 and $2019.00. ATM implied volatility averaged 30.9%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 5.2% (HV 20d: 25.7%). Max pain ranged from $1900.00 to $2000.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2019-04-23: Highest Volume — 65 contracts
  • 2019-04-12: Largest IV drop — 14.7% change
  • 2019-04-10: Highest IV Rank — 15.7%
  • 2019-04-03: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1942.57$1863.00$2019.00$2019.00$1869.00
Max Pain$1957.14$1900.00$2000.00$1900.00$1900.00
ATM IV30.9%28.3%34.9%32.0%33.1%
Expected Move9.2%8.1%10.3%10.2%9.5%
HV 20d25.7%13.4%36.3%36.3%13.4%
HV 60d30.4%26.4%37.3%37.3%26.4%
IV Rank10.6%7.1%15.7%11.9%13.3%
IV Percentile29.3%13.1%41.3%32.1%41.3%
Term Structure4.4%1.9%7.1%3.7%2.7%
VWIV35.9%31.8%42.9%38.6%32.4%
Skew 25d-12.2%-16.3%-5.5%-11.3%-12.0%
Skew 10d-26.3%-34.3%-16.9%-16.9%-20.3%
Call IV 25d40.2%34.6%47.1%43.0%39.5%
Put IV 25d27.9%24.9%31.6%31.6%27.5%
Bid-Ask Spread %54.8330.9773.2446.3558.94
Gamma HHI0.200.110.340.170.15
Net GEX685.0K275.8K1.2M773.5K328.8K
Net DEX7.0M2.4M11.8M6.3M8.0M
Net VEX-170.0K-198.7K-143.5K-179.8K-156.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.081.650.090.17
Total Volume32.95211652818
Total OI661.333499773652557

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$2019.00$1900.0032.0%10.2%36.3%11.9%38.6%-11.3%3.7%773.5K6.3M-179.8K0.0946.35N/AN/A262469183
2019-04-02$2012.00$1900.0030.4%9.8%36.3%9.9%36.8%-9.6%3.8%857.7K5.9M-180.2K0.3146.46N/AN/A299487183
2019-04-03$2005.00$1900.0032.2%10.3%34.7%12.2%37.4%-16.0%3.2%921.4K2.4M-198.7K0.6536.85N/AN/A3321500182
2019-04-04$1994.00$2000.0032.0%10.2%32.5%11.9%37.0%-15.4%4.2%959.1K3.9M-185.8K0.4553.61N/AN/A2511514186
2019-04-05$1966.00$2000.0029.6%9.8%32.0%8.9%32.1%-16.3%5.4%943.7K6.6M-178.2K0.4055.97N/AN/A3413522187
2019-04-08$1961.00$2000.0030.1%9.9%28.1%9.5%36.0%-13.6%4.8%961.7K8.7M-154.7K0.0848.44N/AN/A242536189
2019-04-09$1990.00$2000.0032.8%10.2%28.9%13.0%41.1%-14.7%4.3%1.0M3.1M-188.1K0.3453.62N/AN/A207536190
2019-04-10$1971.00$2000.0034.9%10.0%28.3%15.7%42.9%-12.1%4.9%1.1M5.2M-183.3K0.5258.15N/AN/A137545193
2019-04-11$1973.00$2000.0033.9%9.7%28.2%14.4%37.6%-15.2%4.7%1.2M4.5M-183.9K0.3959.97N/AN/A166551194
2019-04-12$1937.00$2000.0028.9%8.3%28.5%8.0%34.2%-10.2%6.6%911.8K9.3M-171.0K0.1865.16N/AN/A255554195
2019-04-15$1939.00$2000.0029.0%8.3%28.4%8.1%34.3%-10.4%6.9%933.9K10.0M-159.7K0.2661.30N/AN/A185560195
2019-04-16$1938.00$2000.0028.8%8.3%28.2%7.8%33.6%-7.8%6.2%482.9K11.5M-163.3K0.1762.69N/AN/A234567198
2019-04-17$1944.00$2000.0028.3%8.1%28.3%7.1%34.9%-8.9%7.1%842.7K9.4M-170.9K0.4964.80N/AN/A2512569200
2019-04-18$1939.00$2000.0028.7%8.2%26.4%7.7%37.1%-13.4%6.0%334.6K11.8M-160.6K0.1873.24N/AN/A326571202
2019-04-22$1935.00$2000.0029.7%8.5%16.2%8.9%31.8%-5.5%2.4%339.3K4.6M-156.2K0.2149.42N/AN/A174341158
2019-04-23$1888.00$1900.0030.2%8.7%17.1%9.6%33.8%-9.9%2.5%335.6K6.5M-154.9K0.2858.68N/AN/A5114353160
2019-04-24$1884.00$1900.0030.8%8.8%17.2%10.4%33.2%-13.2%3.5%300.2K6.6M-157.3K1.1430.97N/AN/A1315358169
2019-04-25$1887.00$1900.0030.9%8.9%17.4%10.5%36.7%-14.4%5.2%277.8K7.2M-165.9K1.6556.35N/AN/A2134358178
2019-04-26$1880.00$1900.0030.8%8.8%17.4%10.4%37.5%-13.1%2.3%309.5K5.7M-177.7K0.9745.19N/AN/A2120365181
2019-04-29$1863.00$1900.0032.6%9.3%16.9%12.6%34.1%-14.2%1.9%275.8K9.8M-143.5K0.2365.35N/AN/A92370182
2019-04-30$1869.00$1900.0033.1%9.5%13.4%13.3%32.4%-12.0%2.7%328.8K8.0M-156.0K0.1758.94N/AN/A153374183