SPXS Options History — May 2023 In May 2023, SPXS traded between $165.90 and $184.80. ATM implied volatility averaged 45.9%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 4.0% (HV 20d: 41.9%). Max pain ranged from $170.00 to $180.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.16.
Notable Days 2023-05-04 : Highest Volume — 4,073 contracts2023-05-03 : Largest IV spike — 55.1% change2023-05-03 : Highest IV Rank — 45.5%2023-05-04 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $173.12 $165.90 $184.80 $170.20 $167.70 Max Pain $171.36 $170.00 $180.00 $180.00 $170.00 ATM IV 45.9% 40.2% 69.8% 40.2% 44.6% Expected Move 13.1% 11.6% 15.3% 11.6% 12.8% HV 20d 41.9% 36.5% 44.9% 36.5% 37.4% HV 60d 45.1% 43.5% 46.4% 45.2% 44.1% IV Rank 10.2% 0.9% 45.5% 0.9% 8.6% IV Percentile 7.5% 0.4% 57.5% 0.4% 6.7% Term Structure 0.3% -6.4% 7.0% 1.0% -0.8% VWIV 50.3% 38.3% 59.5% 53.8% 49.9% Skew 25d -21.3% -34.6% -16.9% -17.4% -18.3% Skew 10d -34.3% -49.6% -10.6% -32.1% -14.5% Call IV 25d 59.0% 51.9% 78.8% 52.9% 54.1% Put IV 25d 37.7% 34.9% 55.7% 35.5% 35.8% Bid-Ask Spread % 10.59 2.23 28.43 3.48 6.45 Gamma HHI 0.22 0.17 0.29 0.19 0.25 Net GEX 3.8M 2.7M 5.1M 3.3M 4.1M Net DEX -58.2M -102.8M -34.5M -36.1M -60.0M Net VEX -346.3K -394.9K -320.1K -335.2K -339.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.06 0.31 0.09 0.11 Total Volume 2,192.773 941 4,073 2,000 1,896 Total OI 19,736.182 17,592 22,431 18,991 18,920
Daily Data (22 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 2023-05-01 $170.20 $180.00 40.2% 11.6% 36.5% 0.9% 53.8% -17.4% 1.0% 3.3M -36.1M -335.2K 0.09 3.48 N/A N/A 1,840 160 14,994 3,997 2023-05-02 $177.00 $180.00 45.0% 13.1% 38.5% 8.2% 56.7% -20.5% 0.9% 4.4M -66.0M -366.6K 0.07 3.92 N/A N/A 3,604 266 16,120 4,088 2023-05-03 $179.80 $180.00 69.8% 14.5% 37.9% 45.5% 50.2% -21.4% -6.4% 4.3M -75.2M -387.3K 0.21 25.08 N/A N/A 1,715 356 15,813 4,143 2023-05-04 $184.80 $170.00 54.0% 15.3% 39.1% 21.7% 59.5% -34.6% 0.4% 5.1M -102.8M -394.9K 0.20 4.60 N/A N/A 3,398 675 16,370 4,220 2023-05-05 $174.10 $170.00 44.3% 12.8% 44.7% 7.1% 50.7% -20.0% 0.8% 3.9M -46.0M -348.9K 0.21 17.08 N/A N/A 2,312 494 15,760 4,454 2023-05-08 $173.90 $170.00 43.8% 12.6% 44.7% 6.3% 55.0% -20.9% 0.0% 3.8M -49.8M -352.4K 0.06 3.28 N/A N/A 1,958 126 15,583 4,172 2023-05-09 $176.20 $170.00 44.7% 14.5% 44.9% 7.7% 51.4% -21.5% 5.4% 4.3M -61.6M -337.8K 0.10 3.88 N/A N/A 1,239 118 15,707 4,204 2023-05-10 $173.60 $170.00 43.4% 12.3% 44.9% 5.7% 50.9% -19.8% -0.4% 3.9M -45.6M -330.9K 0.23 13.89 N/A N/A 1,984 457 15,780 4,223 2023-05-11 $175.70 $170.00 43.0% 13.8% 42.6% 5.4% 50.8% -19.8% 6.5% 3.9M -53.3M -343.2K 0.20 2.84 N/A N/A 1,182 240 16,434 4,259 2023-05-12 $176.90 $170.00 42.7% 13.5% 42.5% 5.4% 49.8% -19.4% 7.0% 3.7M -60.2M -337.5K 0.22 6.83 N/A N/A 2,503 560 16,628 4,309 2023-05-15 $175.10 $170.00 45.8% 13.6% 42.7% 10.8% 51.4% -21.4% -1.5% 3.7M -53.5M -346.2K 0.14 2.85 N/A N/A 1,080 151 15,692 4,022 2023-05-16 $177.00 $170.00 46.8% 13.6% 42.7% 12.5% 46.8% -23.9% -1.5% 4.4M -65.2M -359.7K 0.09 24.35 N/A N/A 1,321 119 16,144 4,002 2023-05-17 $171.80 $170.00 40.9% 11.7% 44.1% 2.3% 48.1% -19.3% 1.7% 3.4M -46.2M -333.1K 0.31 3.81 N/A N/A 1,787 555 16,332 4,045 2023-05-18 $167.00 $170.00 41.8% 12.1% 44.2% 3.9% 43.8% -16.9% -3.5% 2.9M -34.5M -320.1K 0.16 28.43 N/A N/A 2,736 448 17,325 4,128 2023-05-19 $167.70 $170.00 43.5% 12.4% 44.3% 6.8% 38.3% -18.1% 1.3% 3.0M -42.1M -332.9K 0.19 2.23 N/A N/A 2,722 519 18,218 4,213 2023-05-22 $167.40 $170.00 42.2% 11.8% 44.2% 4.5% 45.2% -21.4% -0.8% 3.2M -51.6M -331.1K 0.07 19.70 N/A N/A 1,412 105 13,926 3,666 2023-05-23 $172.30 $170.00 45.6% 12.9% 42.6% 10.5% 51.1% -23.1% -0.5% 4.0M -74.0M -355.9K 0.14 2.97 N/A N/A 1,595 227 14,733 3,703 2023-05-24 $176.80 $170.00 51.6% 14.5% 43.2% 20.7% 56.4% -24.1% -1.2% 3.8M -88.4M -361.1K 0.28 5.78 N/A N/A 1,440 408 14,416 3,770 2023-05-25 $171.60 $170.00 47.2% 13.5% 38.9% 13.2% 49.7% -24.6% -1.6% 3.4M -67.3M -348.6K 0.17 3.36 N/A N/A 807 134 14,737 3,841 2023-05-26 $165.90 $170.00 44.9% 12.6% 40.1% 9.1% 49.7% -22.0% -0.2% 2.7M -47.4M -326.0K 0.21 22.11 N/A N/A 1,539 326 15,061 3,840 2023-05-30 $166.10 $170.00 43.4% 12.5% 40.1% 6.6% 46.8% -20.3% -0.7% 3.5M -52.8M -330.4K 0.10 26.11 N/A N/A 1,574 153 14,665 3,539 2023-05-31 $167.70 $170.00 44.6% 12.8% 37.4% 8.6% 49.9% -18.3% -0.8% 4.1M -60.0M -339.8K 0.11 6.45 N/A N/A 1,713 183 15,269 3,651
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