SPXS Options History — March 2022 In March 2022, SPXS traded between $165.30 and $229.50. ATM implied volatility averaged 72.4%, placing in the 66.2% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded below realized volatility by 0.2% (HV 20d: 72.6%). Max pain ranged from $150.00 to $190.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.13.
Notable Days 2022-03-16 : Highest Volume — 2,171 contracts2022-03-07 : Largest IV spike — 14.1% change2022-03-07 : Highest IV Rank — 94.1%2022-03-08 : Largest Expected Move — 30.8%Monthly Statistics Metric Avg Min Max Open Close Price $197.85 $165.30 $229.50 $213.90 $173.10 Max Pain $168.64 $150.00 $190.00 $180.00 $150.00 ATM IV 72.4% 47.1% 102.6% 97.1% 49.5% Expected Move 21.7% 15.2% 30.8% 27.8% 15.8% HV 20d 72.6% 65.7% 79.4% 66.9% 65.7% HV 60d 61.0% 56.3% 64.0% 57.0% 64.0% IV Rank 66.2% 42.8% 94.1% 89.1% 45.0% IV Percentile 85.5% 62.3% 99.6% 99.2% 67.1% Term Structure 0.7% -10.5% 7.0% -10.5% 5.6% VWIV 79.1% 55.9% 104.8% 101.1% 59.8% Skew 25d -27.4% -38.3% -13.9% -34.7% -15.7% Skew 10d -46.3% -65.3% -17.0% -65.1% -24.6% Call IV 25d 88.5% 55.5% 119.2% 119.2% 60.9% Put IV 25d 61.1% 40.5% 84.4% 84.4% 45.1% Bid-Ask Spread % 25.65 13.49 43.71 13.49 19.97 Gamma HHI 0.13 0.09 0.21 0.10 0.14 Net GEX 1.1M 744.9K 1.5M 835.3K 1.5M Net DEX -47.4M -76.9M -21.9M -55.0M -36.3M Net VEX -187.1K -213.2K -157.5K -194.9K -181.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.10 0.18 0.16 0.14 Total Volume 1,448.522 1,057 2,171 1,077 1,213 Total OI 8,161.478 6,637 10,159 6,912 9,734
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 2022-03-01 $213.90 $180.00 97.1% 27.8% 66.9% 89.1% 101.1% -34.7% -10.5% 835.3K -55.0M -194.9K 0.16 13.49 N/A N/A 930 147 5,115 1,797 2022-03-02 $198.70 $180.00 83.9% 24.0% 71.4% 76.9% 89.2% -37.6% -1.3% 767.3K -41.6M -185.8K 0.18 38.66 N/A N/A 1,078 190 5,120 1,816 2022-03-03 $205.20 $180.00 91.0% 26.1% 70.9% 83.5% 91.5% -36.6% -3.0% 1.1M -54.0M -196.1K 0.10 38.52 N/A N/A 1,104 115 5,758 1,793 2022-03-04 $210.00 $180.00 90.0% 25.8% 67.4% 82.5% 92.7% -38.3% -2.2% 1.1M -62.5M -213.2K 0.10 38.06 N/A N/A 1,432 145 6,013 1,802 2022-03-07 $224.70 $180.00 102.6% 29.4% 70.0% 94.1% 103.1% -35.7% -4.4% 1.1M -73.6M -208.4K 0.13 40.15 N/A N/A 1,660 210 5,814 1,852 2022-03-08 $229.50 $190.00 94.1% 30.8% 70.0% 86.3% 104.8% -34.9% -4.7% 1.1M -72.4M -201.9K 0.13 41.76 N/A N/A 1,775 231 5,746 1,930 2022-03-09 $211.10 $190.00 83.8% 26.7% 76.8% 76.7% 97.6% -34.4% -1.5% 1.1M -53.4M -192.6K 0.10 40.98 N/A N/A 1,770 180 5,820 1,968 2022-03-10 $217.00 $190.00 84.9% 26.3% 74.7% 77.8% 89.7% -32.4% -2.3% 1.4M -65.8M -201.5K 0.12 21.22 N/A N/A 1,392 165 6,249 1,979 2022-03-11 $223.00 $190.00 82.5% 25.5% 73.1% 75.5% 88.6% -29.9% 0.2% 1.4M -72.3M -198.0K 0.17 43.71 N/A N/A 943 162 6,283 2,029 2022-03-14 $229.40 $150.00 89.1% 24.9% 71.9% 81.6% 86.9% -29.8% -2.1% 1.4M -76.9M -193.3K 0.15 17.15 N/A N/A 1,337 202 6,153 2,045 2022-03-15 $215.00 $150.00 79.6% 23.3% 76.2% 72.8% 84.5% -30.1% 2.6% 1.4M -61.1M -187.8K 0.13 31.11 N/A N/A 1,452 190 6,251 2,055 2022-03-16 $203.70 $150.00 70.1% 21.3% 77.4% 64.1% 80.9% -27.6% 4.8% 1.5M -49.5M -184.6K 0.10 25.02 N/A N/A 1,965 206 6,847 2,084 2022-03-17 $193.40 $0.00 64.6% 19.3% 79.4% 58.9% 72.4% -27.6% 3.4% 1.1M -37.3M -182.6K 0.14 17.66 N/A N/A 1,581 214 7,508 2,107 2022-03-18 $186.10 $180.00 64.5% 19.1% 77.6% 58.9% 65.5% -25.8% 2.3% 744.9K -28.8M -174.1K 0.18 16.52 N/A N/A 1,238 220 8,055 2,104 2022-03-21 $188.20 $170.00 65.6% 18.9% 77.3% 59.9% 68.9% -24.5% 0.9% 895.7K -35.0M -176.3K 0.16 18.66 N/A N/A 1,072 172 5,304 1,333 2022-03-22 $179.40 $160.00 58.1% 17.3% 77.3% 52.9% 70.3% -23.4% 1.9% 895.6K -30.0M -175.2K 0.12 18.77 N/A N/A 1,318 154 5,709 1,369 2022-03-23 $184.50 $160.00 57.8% 17.2% 74.9% 52.7% 68.4% -23.8% 1.9% 1.1M -38.4M -188.6K 0.12 17.66 N/A N/A 1,050 121 6,134 1,384 2022-03-24 $179.50 $160.00 55.4% 17.0% 74.7% 50.4% 65.1% -21.6% 4.1% 1.1M -35.5M -186.4K 0.12 17.53 N/A N/A 993 120 6,350 1,412 2022-03-25 $177.40 $160.00 54.7% 17.0% 70.7% 49.8% 65.1% -19.7% 4.6% 1.1M -33.2M -184.6K 0.13 17.33 N/A N/A 1,018 136 6,703 1,443 2022-03-28 $173.00 $160.00 47.1% 15.2% 70.4% 42.8% 60.2% -13.9% 7.0% 813.2K -23.5M -157.5K 0.10 18.24 N/A N/A 959 98 7,034 1,479 2022-03-29 $165.30 $150.00 49.1% 15.4% 69.2% 44.6% 57.0% -15.0% 4.2% 907.1K -21.9M -159.4K 0.12 19.73 N/A N/A 1,307 151 7,298 1,488 2022-03-30 $169.50 $150.00 50.2% 15.7% 66.5% 45.6% 55.9% -17.6% 4.5% 1.3M -32.2M -179.0K 0.10 18.13 N/A N/A 1,093 107 7,925 1,522 2022-03-31 $173.10 $150.00 49.5% 15.8% 65.7% 45.0% 59.8% -15.7% 5.6% 1.5M -36.3M -181.0K 0.14 19.97 N/A N/A 1,063 150 8,199 1,535
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