SPXS Options History — May 2024 In May 2024, SPXS traded between $85.00 and $98.90. ATM implied volatility averaged 36.4%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 2.9% (HV 20d: 33.5%). Max pain ranged from $85.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.16.
Notable Days 2024-05-30 : Highest Volume — 4,295 contracts2024-05-23 : Largest IV spike — 28.4% change2024-05-06 : Highest IV Rank — 45.2%2024-05-02 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $89.30 $85.00 $98.90 $98.90 $88.90 Max Pain $90.91 $85.00 $100.00 $90.00 $85.00 ATM IV 36.4% 30.2% 44.0% 44.0% 40.6% Expected Move 10.1% 8.3% 12.9% 12.6% 10.2% HV 20d 33.5% 25.1% 42.4% 40.8% 27.2% HV 60d 35.5% 32.8% 38.2% 37.5% 32.8% IV Rank 23.6% 3.3% 45.2% 36.4% 40.3% IV Percentile 42.4% 0.8% 79.0% 79.0% 73.0% Term Structure 3.9% -5.2% 28.3% 0.6% 9.3% VWIV 37.9% 32.4% 43.7% 40.4% 39.9% Skew 25d -7.0% -16.3% 16.7% -8.9% -7.8% Skew 10d -10.2% -29.4% 4.7% 3.2% -2.6% Call IV 25d 41.2% 36.1% 49.5% 48.3% 43.5% Put IV 25d 34.2% 27.2% 57.1% 39.4% 35.7% Bid-Ask Spread % 87.14 78.24 93.01 86.47 84.47 Gamma HHI 0.30 0.18 0.60 0.22 0.41 Net GEX 2.0M 660.8K 4.3M 1.5M 2.4M Net DEX -16.9M -40.0M -470.4K -27.3M -28.3M Net VEX -172.2K -209.9K -138.9K -180.4K -189.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.05 0.34 0.22 0.09 Total Volume 2,339.682 958 4,295 3,562 3,740 Total OI 21,529.5 17,536 25,012 18,032 23,620
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 2024-05-01 $98.90 $90.00 44.0% 12.6% 40.8% 36.4% 40.4% -8.9% 0.6% 1.5M -27.3M -180.4K 0.22 86.47 N/A N/A 2,915 647 13,930 4,102 2024-05-02 $98.60 $90.00 42.2% 12.9% 39.3% 31.8% 43.7% -6.5% -0.6% 1.4M -24.1M -174.6K 0.25 88.34 N/A N/A 1,534 391 14,095 4,293 2024-05-03 $94.30 $90.00 37.4% 10.8% 41.5% 20.0% 38.7% -7.0% 1.4% 1.0M -11.3M -170.8K 0.32 85.31 N/A N/A 1,858 593 14,524 4,248 2024-05-06 $92.30 $100.00 42.0% 10.5% 42.3% 45.2% 41.1% -7.7% -3.2% 1.2M -9.3M -160.3K 0.14 84.38 N/A N/A 2,116 306 13,688 3,848 2024-05-07 $91.40 $100.00 35.2% 10.6% 42.4% 21.1% 40.6% -7.0% 1.2% 1.4M -9.5M -158.3K 0.19 86.29 N/A N/A 1,340 252 15,426 3,977 2024-05-08 $91.30 $100.00 34.2% 10.3% 41.9% 17.3% 42.9% -5.7% 1.2% 1.6M -10.2M -165.1K 0.12 81.15 N/A N/A 932 113 16,311 3,956 2024-05-09 $90.20 $100.00 34.2% 10.0% 41.1% 17.5% 35.1% -6.6% 0.9% 1.4M -7.8M -157.0K 0.28 78.24 N/A N/A 1,536 435 16,874 3,960 2024-05-10 $89.60 $100.00 33.4% 9.8% 36.9% 14.5% 36.3% -7.2% 1.1% 1.6M -5.4M -160.6K 0.17 83.63 N/A N/A 1,948 337 17,412 3,964 2024-05-13 $89.80 $90.00 36.1% 10.2% 33.8% 24.3% 35.8% -8.3% -1.3% 1.5M -11.8M -152.8K 0.06 81.75 N/A N/A 1,352 83 15,434 3,656 2024-05-14 $88.40 $90.00 35.6% 10.1% 34.0% 22.6% 39.2% -7.5% -0.2% 1.6M -10.2M -163.7K 0.12 85.26 N/A N/A 2,256 280 16,346 3,699 2024-05-15 $85.40 $90.00 32.2% 9.8% 34.1% 10.3% 36.1% -6.2% 2.4% 660.8K -470.4K -138.9K 0.34 83.52 N/A N/A 2,810 955 17,753 3,986 2024-05-16 $85.70 $90.00 41.0% 10.3% 33.8% 41.9% 35.2% -8.8% -5.1% 1.2M -8.7M -145.0K 0.13 88.54 N/A N/A 2,253 289 19,452 3,869 2024-05-17 $85.90 $90.00 34.8% 9.8% 30.0% 19.8% 32.9% -4.3% -2.6% 2.1M -14.6M -157.8K 0.16 86.52 N/A N/A 1,211 191 21,053 3,959 2024-05-20 $85.40 $90.00 31.6% 9.0% 28.7% 8.4% 38.7% -6.8% -5.2% 2.2M -13.6M -146.8K 0.06 92.35 N/A N/A 1,979 120 17,973 3,488 2024-05-21 $85.00 $90.00 30.2% 8.6% 27.1% 3.3% 35.3% -5.5% 13.3% 2.3M -13.8M -182.0K 0.27 89.69 N/A N/A 1,036 278 19,130 3,568 2024-05-22 $86.10 $90.00 31.3% 9.0% 27.9% 7.0% 32.4% -7.3% 6.4% 2.6M -19.7M -184.8K 0.08 91.56 N/A N/A 2,033 161 19,617 3,813 2024-05-23 $87.90 $85.00 40.2% 10.6% 28.4% 38.8% 38.8% -11.2% 18.1% 3.2M -31.3M -209.9K 0.07 91.31 N/A N/A 3,582 242 20,525 3,955 2024-05-24 $86.10 $85.00 31.8% 8.3% 26.9% 8.9% 38.0% -12.5% 4.1% 2.2M -24.1M -203.0K 0.11 92.82 N/A N/A 2,280 254 20,669 4,002 2024-05-28 $86.40 $85.00 39.3% 8.9% 27.0% 35.7% 38.7% -16.3% 2.4% 2.6M -22.6M -189.3K 0.16 93.01 N/A N/A 829 129 18,896 3,682 2024-05-29 $87.30 $85.00 36.3% 9.4% 25.1% 25.0% 36.8% -11.7% 13.3% 2.9M -27.8M -197.0K 0.05 91.80 N/A N/A 1,505 77 19,287 3,714 2024-05-30 $89.60 $85.00 37.4% 10.7% 27.2% 29.0% 37.3% 16.7% 28.3% 4.3M -40.0M -200.0K 0.06 90.79 N/A N/A 4,059 236 20,040 3,855 2024-05-31 $88.90 $85.00 40.6% 10.2% 27.2% 40.3% 39.9% -7.8% 9.3% 2.4M -28.3M -189.8K 0.09 84.47 N/A N/A 3,438 302 19,702 3,918
« Apr 2024 | All History | Jun 2024 » Home SPXS History May 2024