SPXS Options History — June 2022 In June 2022, SPXS traded between $208.90 and $298.90. ATM implied volatility averaged 80.2%, placing in the 75.4% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded below realized volatility by 6.6% (HV 20d: 86.8%). Max pain ranged from $180.00 to $240.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.21.
Notable Days 2022-06-13 : Highest Volume — 4,007 contracts2022-06-13 : Largest IV spike — 21.0% change2022-06-13 : Highest IV Rank — 92.0%2022-06-13 : Largest Expected Move — 28.0%Monthly Statistics Metric Avg Min Max Open Close Price $251.17 $208.90 $298.90 $216.30 $266.90 Max Pain $200.95 $180.00 $240.00 $200.00 $240.00 ATM IV 80.2% 70.1% 97.6% 76.7% 81.7% Expected Move 22.8% 19.6% 28.0% 22.0% 23.4% HV 20d 86.8% 75.0% 95.4% 95.4% 90.0% HV 60d 80.0% 75.3% 85.1% 76.9% 84.6% IV Rank 75.4% 65.9% 92.0% 72.1% 76.9% IV Percentile 83.4% 74.6% 98.4% 82.1% 82.5% Term Structure 0.4% -6.3% 4.9% -3.7% 0.5% VWIV 81.4% 71.4% 98.4% 74.3% 82.1% Skew 25d -19.4% -26.2% -15.2% -15.2% -16.2% Skew 10d -35.3% -43.4% -25.8% -25.8% -31.6% Call IV 25d 91.9% 80.9% 112.5% 83.4% 90.7% Put IV 25d 72.5% 60.2% 90.9% 68.2% 74.6% Bid-Ask Spread % 21.39 6.18 37.56 37.56 13.58 Gamma HHI 0.12 0.08 0.20 0.12 0.12 Net GEX 2.0M 1.4M 2.8M 1.7M 2.2M Net DEX -124.1M -230.7M -67.0M -77.2M -128.4M Net VEX -338.5K -377.1K -293.4K -303.9K -375.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.08 0.41 0.21 0.15 Total Volume 1,924.619 835 4,007 1,544 2,214 Total OI 11,439.714 9,172 13,707 11,075 11,357
Daily Data (21 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 2022-06-01 $216.30 $200.00 76.7% 22.0% 95.4% 72.1% 74.3% -15.2% -3.7% 1.7M -77.2M -303.9K 0.21 37.56 N/A N/A 1,272 272 8,960 2,115 2022-06-02 $208.90 $180.00 71.5% 19.9% 89.1% 67.2% 75.7% -23.8% 4.9% 1.6M -67.0M -293.4K 0.11 28.10 N/A N/A 2,095 237 9,014 2,080 2022-06-03 $218.00 $180.00 73.1% 20.6% 81.7% 68.7% 71.4% -21.8% 4.3% 1.9M -82.9M -315.3K 0.12 8.06 N/A N/A 1,694 207 9,524 2,135 2022-06-06 $215.30 $180.00 78.0% 20.7% 81.8% 73.3% 81.1% -21.7% 3.2% 1.9M -81.3M -306.8K 0.20 8.20 N/A N/A 918 188 9,602 2,210 2022-06-07 $209.10 $180.00 71.6% 19.6% 75.0% 67.3% 74.2% -20.7% 4.7% 1.9M -72.3M -305.5K 0.18 26.15 N/A N/A 889 160 9,823 2,222 2022-06-08 $215.30 $180.00 70.1% 20.1% 76.1% 65.9% 73.8% -19.5% 4.9% 2.1M -83.8M -308.0K 0.23 6.57 N/A N/A 719 164 10,051 2,256 2022-06-09 $228.30 $180.00 75.5% 21.6% 77.8% 71.0% 80.0% -19.6% 2.8% 2.4M -108.9M -325.7K 0.21 6.48 N/A N/A 1,012 208 10,085 2,326 2022-06-10 $248.30 $180.00 80.6% 23.1% 83.5% 75.8% 81.1% -18.0% 0.9% 2.6M -146.2M -342.7K 0.20 13.78 N/A N/A 2,235 439 10,045 2,358 2022-06-13 $281.30 $180.00 97.6% 28.0% 87.7% 92.0% 98.4% -17.5% -6.3% 1.9M -197.0M -352.9K 0.12 37.34 N/A N/A 3,589 418 9,857 2,512 2022-06-14 $282.70 $190.00 90.5% 25.9% 87.7% 85.2% 90.7% -21.1% -3.4% 2.2M -203.4M -354.5K 0.21 10.54 N/A N/A 2,016 415 10,341 2,647 2022-06-15 $268.90 $200.00 85.5% 24.5% 87.1% 80.5% 82.5% -20.4% -2.4% 2.2M -168.8M -354.7K 0.20 36.41 N/A N/A 2,361 462 10,110 2,876 2022-06-16 $298.90 $200.00 94.6% 27.1% 86.7% 89.2% 91.4% -26.2% -3.5% 2.4M -230.7M -377.1K 0.17 14.48 N/A N/A 2,777 467 10,601 2,957 2022-06-17 $294.40 $200.00 84.5% 24.2% 87.1% 79.5% 84.9% -23.1% 0.8% 2.8M -220.2M -365.6K 0.31 34.83 N/A N/A 1,554 487 10,577 3,130 2022-06-21 $272.40 $200.00 82.5% 23.7% 91.8% 77.7% 81.9% -20.0% 0.2% 1.5M -124.4M -347.1K 0.21 6.18 N/A N/A 1,714 368 7,396 1,790 2022-06-22 $274.00 $210.00 81.3% 23.3% 88.7% 76.5% 83.8% -17.7% -0.9% 1.5M -122.5M -341.2K 0.24 6.89 N/A N/A 935 226 7,363 1,856 2022-06-23 $267.20 $220.00 82.0% 23.5% 89.4% 77.2% 83.7% -18.3% -0.5% 1.6M -110.9M -351.3K 0.32 26.22 N/A N/A 634 201 7,325 1,873 2022-06-24 $245.00 $220.00 73.6% 21.1% 94.7% 69.2% 81.5% -17.3% 1.9% 1.4M -80.4M -326.3K 0.32 29.78 N/A N/A 1,447 457 7,246 1,926 2022-06-27 $244.00 $230.00 74.5% 21.4% 91.3% 70.1% 79.9% -16.0% 0.3% 1.6M -79.9M -338.7K 0.41 32.50 N/A N/A 824 335 8,077 2,160 2022-06-28 $258.90 $230.00 79.3% 22.7% 90.0% 74.5% 76.4% -16.6% -0.3% 1.9M -103.5M -351.5K 0.08 29.05 N/A N/A 2,286 194 8,198 2,213 2022-06-29 $260.40 $240.00 79.3% 22.7% 89.9% 74.6% 80.6% -16.1% -0.7% 2.0M -116.8M -370.7K 0.14 36.42 N/A N/A 1,160 167 8,763 2,277 2022-06-30 $266.90 $240.00 81.7% 23.4% 90.0% 76.9% 82.1% -16.2% 0.5% 2.2M -128.4M -375.1K 0.15 13.58 N/A N/A 1,932 282 9,010 2,347
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