SPXS Options History — April 2024 In April 2024, SPXS traded between $87.90 and $104.30. ATM implied volatility averaged 42.9%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 8.8% (HV 20d: 34.1%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.20.
Notable Days 2024-04-15 : Highest Volume — 5,991 contracts2024-04-04 : Largest IV spike — 14.1% change2024-04-15 : Highest IV Rank — 55.6%2024-04-15 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $95.04 $87.90 $104.30 $87.90 $98.20 Max Pain $86.59 $80.00 $90.00 $85.00 $90.00 ATM IV 42.9% 36.6% 51.8% 36.6% 42.8% Expected Move 12.2% 10.0% 14.8% 10.0% 13.0% HV 20d 34.1% 28.4% 41.0% 31.4% 41.0% HV 60d 36.6% 34.2% 38.9% 34.2% 37.5% IV Rank 33.5% 18.0% 55.6% 18.0% 33.2% IV Percentile 72.6% 48.0% 96.0% 48.0% 75.4% Term Structure -0.3% -8.7% 6.6% 6.6% -0.5% VWIV 45.3% 35.8% 53.0% 35.8% 45.8% Skew 25d -11.6% -16.4% -6.9% -8.0% -10.3% Skew 10d -22.9% -36.1% -13.1% -14.6% -16.9% Call IV 25d 51.3% 41.5% 61.5% 41.5% 47.9% Put IV 25d 39.7% 33.6% 46.6% 33.6% 37.6% Bid-Ask Spread % 77.02 68.48 84.01 76.70 81.78 Gamma HHI 0.21 0.14 0.33 0.20 0.22 Net GEX 1.9M 898.4K 3.0M 1.6M 1.6M Net DEX -27.8M -56.7M -11.0M -11.0M -27.1M Net VEX -193.3K -217.2K -168.8K -171.6K -193.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.07 0.41 0.25 0.20 Total Volume 2,848.091 1,046 5,991 1,451 1,609 Total OI 25,855.273 17,222 31,123 29,444 18,004
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 2024-04-01 $87.90 $85.00 36.6% 10.0% 31.4% 18.0% 35.8% -8.0% 6.6% 1.6M -11.0M -171.6K 0.25 76.70 N/A N/A 1,159 292 25,472 3,972 2024-04-02 $89.80 $85.00 38.3% 10.5% 32.6% 22.2% 40.6% -10.8% 1.2% 2.1M -20.6M -196.7K 0.14 73.82 N/A N/A 2,004 276 25,948 4,084 2024-04-03 $89.30 $85.00 37.0% 10.6% 28.6% 19.0% 37.3% -9.1% 0.3% 1.7M -13.9M -178.2K 0.14 74.37 N/A N/A 1,645 224 25,705 4,252 2024-04-04 $92.50 $80.00 42.2% 11.8% 31.0% 31.9% 48.2% -14.1% -2.2% 2.6M -32.7M -207.0K 0.21 82.11 N/A N/A 2,160 460 26,162 4,220 2024-04-05 $90.00 $80.00 39.4% 12.0% 30.5% 25.0% 46.3% -10.2% -0.5% 2.9M -20.4M -192.7K 0.22 79.86 N/A N/A 2,847 626 26,278 4,431 2024-04-08 $89.80 $80.00 40.7% 11.5% 29.5% 28.1% 44.9% -10.9% -1.6% 2.1M -19.0M -183.7K 0.22 78.13 N/A N/A 857 189 25,812 3,988 2024-04-09 $90.40 $80.00 40.6% 11.6% 29.5% 28.0% 42.8% -10.1% 0.4% 2.3M -20.2M -190.9K 0.16 78.24 N/A N/A 2,068 333 26,187 4,126 2024-04-10 $92.10 $80.00 40.4% 11.6% 28.4% 27.4% 45.3% -13.0% 0.3% 2.5M -27.3M -196.0K 0.24 81.35 N/A N/A 2,070 505 26,225 4,198 2024-04-11 $89.80 $90.00 41.8% 11.6% 29.7% 30.9% 42.6% -11.3% -0.7% 1.9M -14.6M -168.8K 0.24 81.95 N/A N/A 1,993 476 26,079 4,394 2024-04-12 $94.30 $80.00 45.6% 12.4% 34.2% 40.3% 48.0% -15.2% -3.3% 2.3M -36.0M -207.4K 0.13 74.11 N/A N/A 4,346 543 26,840 4,283 2024-04-15 $97.90 $90.00 51.8% 14.8% 36.4% 55.6% 53.0% -16.4% -0.2% 2.7M -42.7M -211.1K 0.07 71.72 N/A N/A 5,619 372 25,354 4,205 2024-04-16 $97.70 $90.00 50.2% 14.3% 35.0% 51.5% 49.4% -15.7% -8.7% 2.3M -40.0M -201.8K 0.11 73.59 N/A N/A 4,942 529 23,866 4,328 2024-04-17 $99.80 $90.00 48.6% 13.9% 34.5% 47.5% 50.0% -14.8% 1.8% 2.2M -42.4M -207.3K 0.20 69.09 N/A N/A 4,217 842 21,947 4,553 2024-04-18 $100.70 $90.00 47.4% 13.6% 32.3% 44.7% 49.4% -15.3% 1.1% 3.0M -49.5M -217.2K 0.22 68.48 N/A N/A 2,923 632 22,933 4,824 2024-04-19 $104.30 $90.00 49.9% 13.9% 32.6% 50.8% 50.3% -12.8% 1.7% 2.0M -56.7M -216.0K 0.19 69.21 N/A N/A 3,543 668 22,321 5,283 2024-04-22 $100.90 $90.00 45.0% 13.0% 35.9% 38.9% 47.1% -9.6% -0.1% 1.1M -30.3M -198.2K 0.23 72.61 N/A N/A 1,615 366 13,092 4,211 2024-04-23 $97.50 $90.00 41.1% 11.7% 38.8% 29.1% 43.8% -9.3% -1.5% 898.4K -20.0M -182.7K 0.34 75.94 N/A N/A 1,270 429 13,504 4,397 2024-04-24 $97.50 $90.00 40.3% 11.6% 38.8% 27.2% 42.7% -9.7% -2.1% 1.2M -22.5M -183.9K 0.09 82.76 N/A N/A 1,677 156 14,087 4,291 2024-04-25 $99.10 $90.00 44.0% 12.8% 38.4% 36.3% 46.1% -11.3% -2.1% 1.5M -28.2M -186.3K 0.41 81.34 N/A N/A 1,921 782 14,512 4,352 2024-04-26 $95.70 $90.00 40.4% 11.4% 40.7% 27.5% 42.1% -6.9% 2.5% 960.9K -18.3M -180.7K 0.34 84.01 N/A N/A 1,583 546 14,495 4,379 2024-04-29 $95.70 $90.00 38.9% 11.4% 40.7% 23.6% 45.1% -10.1% 0.5% 1.3M -18.9M -180.8K 0.15 83.39 N/A N/A 1,171 173 13,311 3,911 2024-04-30 $98.20 $90.00 42.8% 13.0% 41.0% 33.2% 45.8% -10.3% -0.5% 1.6M -27.1M -193.8K 0.20 81.78 N/A N/A 1,346 263 14,007 3,997
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