SPXS Options History — October 2023 In October 2023, SPXS traded between $148.80 and $180.50. ATM implied volatility averaged 50.1%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 11.4% (HV 20d: 38.7%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.36.
Notable Days 2023-10-06 : Highest Volume — 5,122 contracts2023-10-18 : Largest IV spike — 16.6% change2023-10-27 : Highest IV Rank — 54.4%2023-10-27 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $160.79 $148.80 $180.50 $159.10 $170.10 Max Pain $142.73 $140.00 $150.00 $140.00 $140.00 ATM IV 50.1% 42.5% 57.3% 49.3% 49.1% Expected Move 14.5% 12.3% 17.0% 14.3% 14.7% HV 20d 38.7% 32.3% 46.1% 32.3% 44.8% HV 60d 35.2% 33.1% 38.3% 33.1% 38.1% IV Rank 33.2% 17.5% 54.4% 28.2% 39.2% IV Percentile 50.2% 30.6% 69.4% 44.0% 47.6% Term Structure -0.7% -4.3% 0.5% -0.7% 0.0% VWIV 52.8% 42.0% 61.0% 56.8% 49.5% Skew 25d -15.4% -20.0% -11.7% -13.4% -14.1% Skew 10d -30.4% -38.7% -23.4% -27.1% -27.4% Call IV 25d 60.1% 51.3% 68.7% 57.3% 58.2% Put IV 25d 44.8% 38.5% 51.4% 43.9% 44.1% Bid-Ask Spread % 21.55 2.80 47.52 2.80 47.52 Gamma HHI 0.16 0.10 0.28 0.12 0.10 Net GEX 2.2M 1.3M 3.6M 2.2M 1.6M Net DEX -77.7M -118.3M -41.7M -83.6M -78.6M Net VEX -302.6K -324.2K -269.5K -301.1K -269.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.07 0.99 0.26 0.72 Total Volume 2,850 1,422 5,122 2,444 1,422 Total OI 30,350.091 23,281 35,662 29,408 24,388
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 2023-10-02 $159.10 $140.00 49.3% 14.3% 32.3% 28.2% 56.8% -13.4% -0.7% 2.2M -83.6M -301.1K 0.26 2.80 N/A N/A 1,943 501 14,089 15,319 2023-10-03 $164.90 $140.00 54.6% 15.9% 33.7% 36.6% 55.7% -14.6% -0.3% 2.2M -104.2M -314.9K 0.27 7.32 N/A N/A 2,479 665 14,095 15,666 2023-10-04 $160.50 $140.00 49.7% 14.3% 35.4% 28.9% 49.8% -13.0% -0.1% 2.2M -87.4M -306.4K 0.41 3.46 N/A N/A 1,723 709 14,295 15,876 2023-10-05 $160.70 $150.00 49.1% 14.0% 35.4% 28.0% 50.3% -13.4% -0.3% 2.5M -91.6M -309.2K 0.87 43.70 N/A N/A 1,380 1,205 14,968 15,914 2023-10-06 $154.60 $150.00 46.5% 12.8% 38.9% 23.8% 42.0% -11.7% 0.0% 2.7M -63.9M -299.0K 0.99 6.26 N/A N/A 2,570 2,552 15,069 16,966 2023-10-09 $153.40 $150.00 48.1% 13.3% 37.9% 26.4% 52.3% -13.1% -1.4% 1.8M -54.6M -315.8K 0.29 41.41 N/A N/A 1,472 422 14,109 17,776 2023-10-10 $150.00 $150.00 44.3% 12.8% 38.9% 20.3% 45.7% -12.6% 0.4% 1.7M -42.1M -321.2K 0.61 3.73 N/A N/A 2,656 1,615 14,493 17,872 2023-10-11 $148.80 $150.00 42.9% 12.4% 39.0% 18.2% 49.1% -12.9% 0.5% 2.0M -41.7M -321.9K 0.07 43.37 N/A N/A 2,107 150 15,396 18,892 2023-10-12 $151.60 $150.00 42.5% 12.3% 37.7% 17.5% 45.3% -13.5% 0.3% 3.6M -60.2M -314.2K 0.18 3.32 N/A N/A 2,059 371 16,246 18,904 2023-10-13 $154.80 $140.00 48.6% 13.4% 36.1% 27.2% 53.9% -17.9% -2.4% 3.5M -80.8M -324.2K 0.08 40.50 N/A N/A 3,700 305 16,603 19,059 2023-10-16 $148.90 $140.00 45.2% 13.0% 39.2% 22.7% 47.5% -15.4% -1.2% 1.6M -41.7M -310.4K 0.19 15.20 N/A N/A 2,286 430 15,407 18,758 2023-10-17 $150.40 $140.00 46.2% 13.2% 39.0% 24.6% 50.7% -16.2% -1.2% 2.3M -52.3M -319.6K 0.24 39.13 N/A N/A 2,476 606 16,188 18,752 2023-10-18 $156.40 $140.00 53.9% 15.4% 40.2% 39.7% 51.7% -18.3% -4.3% 3.2M -80.1M -308.2K 0.21 3.47 N/A N/A 2,783 575 16,263 19,002 2023-10-19 $160.40 $140.00 54.9% 15.8% 37.8% 41.9% 61.0% -20.0% -1.6% 2.6M -94.5M -304.7K 0.14 40.14 N/A N/A 2,844 391 15,946 19,264 2023-10-20 $165.20 $140.00 57.0% 16.7% 38.9% 45.8% 60.2% -19.1% -3.7% 2.9M -113.9M -299.0K 0.24 2.96 N/A N/A 3,004 720 16,132 19,437 2023-10-23 $165.90 $140.00 53.1% 15.6% 38.9% 39.1% 49.1% -18.6% 0.5% 1.4M -76.2M -293.5K 0.58 32.70 N/A N/A 2,048 1,188 11,079 12,202 2023-10-24 $162.40 $140.00 49.0% 14.4% 37.7% 32.5% 57.8% -16.6% 0.4% 1.3M -66.5M -299.6K 0.33 3.47 N/A N/A 1,334 435 11,324 13,070 2023-10-25 $170.10 $140.00 54.2% 16.1% 41.0% 42.2% 55.0% -16.6% 0.3% 2.1M -92.5M -289.9K 0.29 39.22 N/A N/A 1,798 521 11,656 13,188 2023-10-26 $176.60 $140.00 56.0% 16.7% 41.5% 49.1% 59.5% -16.1% 0.0% 2.0M -105.8M -281.8K 0.21 12.01 N/A N/A 2,290 485 11,597 13,344 2023-10-27 $180.50 $140.00 57.3% 17.0% 41.9% 54.4% 59.9% -16.2% -0.3% 2.5M -118.3M -280.4K 0.34 38.66 N/A N/A 2,126 720 11,852 13,615 2023-10-30 $172.10 $140.00 51.7% 15.5% 46.1% 43.9% 59.2% -15.1% 0.2% 1.4M -80.0M -271.5K 0.41 3.82 N/A N/A 1,159 475 10,717 12,914 2023-10-31 $170.10 $140.00 49.1% 14.7% 44.8% 39.2% 49.5% -14.1% 0.0% 1.6M -78.6M -269.5K 0.72 47.52 N/A N/A 826 596 11,264 13,124
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