SPXS Options History — July 2024

In July 2024, SPXS traded between $70.90 and $80.40. ATM implied volatility averaged 38.0%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 11.4% (HV 20d: 26.6%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.17.

Notable Days

  • 2024-07-24: Highest Volume — 3,814 contracts
  • 2024-07-18: Largest IV spike — 29.1% change
  • 2024-07-29: Highest IV Rank — 64.2%
  • 2024-07-30: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.66$70.90$80.40$78.30$75.80
Max Pain$75.00$70.00$80.00$80.00$75.00
ATM IV38.0%27.6%46.7%35.3%45.4%
Expected Move10.9%7.7%14.1%8.7%13.4%
HV 20d26.6%18.2%43.4%19.5%43.4%
HV 60d28.3%26.2%30.4%30.1%30.4%
IV Rank34.9%0.0%64.2%23.8%59.9%
IV Percentile50.3%0.0%89.3%40.5%84.9%
Term Structure1.1%-13.5%13.9%-3.6%0.5%
VWIV38.9%19.1%50.0%19.1%47.5%
Skew 25d-7.6%-23.9%1.0%-1.2%-17.1%
Skew 10d-10.3%-30.4%4.5%-2.0%-20.8%
Call IV 25d43.9%33.5%61.1%37.7%61.1%
Put IV 25d36.2%27.8%47.1%36.5%44.0%
Bid-Ask Spread %94.1384.02101.6687.95100.48
Gamma HHI0.360.220.630.490.25
Net GEX1.4M707.1K4.0M1.8M722.0K
Net DEX-14.5M-30.3M-4.1M-15.3M-12.3M
Net VEX-160.8K-188.2K-133.3K-168.5K-169.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.030.480.050.21
Total Volume1,839.2276803,8141,5412,508
Total OI18,473.27314,83122,44317,90215,343

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$78.30$80.0035.3%8.7%19.5%23.8%19.1%-1.2%-3.6%1.8M-15.3M-168.5K0.0587.95N/AN/A1,4726915,1212,781
2024-07-02$76.90$80.0038.3%7.7%19.9%34.1%31.2%-7.1%3.2%1.5M-12.4M-160.7K0.0691.46N/AN/A8624815,5212,832
2024-07-03$75.80$80.0027.6%7.8%20.0%0.0%31.6%-7.2%4.9%1.1M-8.9M-163.5K0.1996.30N/AN/A57110915,9442,851
2024-07-05$74.40$80.0034.0%8.2%18.3%21.3%34.0%-6.5%8.4%783.0K-4.1M-145.4K0.2688.56N/AN/A1,03726816,2282,885
2024-07-08$74.40$80.0030.1%8.8%18.3%8.4%35.8%-4.3%2.7%999.4K-5.9M-142.0K0.1789.49N/AN/A95415814,8312,737
2024-07-09$74.10$80.0034.9%11.9%18.2%24.5%39.8%-1.7%13.9%1.0M-6.3M-151.2K0.0390.24N/AN/A2,0375415,2622,833
2024-07-10$72.20$80.0037.0%12.2%19.4%31.5%33.7%1.0%-13.5%1.2M-6.9M-138.5K0.0699.32N/AN/A2,34714516,7602,770
2024-07-11$73.60$80.0030.9%9.0%21.6%11.2%35.9%-4.4%-2.7%2.5M-13.7M-151.1K0.1789.25N/AN/A2,12335718,3912,862
2024-07-12$72.20$80.0034.4%8.9%20.9%22.9%37.0%-3.3%-12.1%1.7M-9.0M-143.5K0.2399.07N/AN/A1,30329618,8032,964
2024-07-15$72.20$70.0030.3%8.2%20.9%9.1%35.9%-5.0%-3.9%1.9M-9.3M-144.9K0.39101.35N/AN/A93036217,9863,006
2024-07-16$70.90$70.0033.2%9.6%20.9%18.9%35.5%-2.5%6.6%1.2M-6.0M-133.3K0.19101.56N/AN/A97718918,4143,038
2024-07-17$73.60$70.0035.0%10.0%23.9%24.8%40.4%-5.9%2.9%3.0M-18.4M-173.1K0.1097.06N/AN/A1,90918919,1153,084
2024-07-18$75.40$70.0045.2%12.9%25.8%59.2%42.7%-12.7%5.1%4.0M-28.0M-174.3K0.0794.97N/AN/A2,99619619,2573,186
2024-07-19$77.20$70.0042.4%12.5%27.3%49.8%44.6%-10.3%-3.9%1.1M-30.3M-178.8K0.1086.99N/AN/A2,86928518,2113,321
2024-07-22$74.60$70.0038.1%11.0%29.5%35.1%40.4%-4.1%5.4%826.3K-10.9M-156.4K0.48100.66N/AN/A1,05850512,3623,062
2024-07-23$75.00$70.0036.3%11.0%29.6%29.1%37.6%-23.9%4.8%968.7K-11.8M-155.2K0.13101.66N/AN/A6047912,6713,230
2024-07-24$79.90$70.0045.8%13.2%37.2%61.1%44.7%-14.6%-0.3%1.5M-26.7M-167.4K0.1695.86N/AN/A3,27454013,0473,246
2024-07-25$80.40$70.0046.2%13.5%37.2%62.6%47.6%-8.5%3.6%1.0M-24.9M-188.2K0.2584.02N/AN/A2,16753412,5863,623
2024-07-26$79.10$75.0045.2%13.2%37.7%59.2%46.6%-11.7%0.7%707.1K-18.3M-177.7K0.2290.90N/AN/A1,45131212,2903,808
2024-07-29$78.30$75.0046.7%13.4%37.8%64.2%45.1%-13.7%-2.1%808.1K-16.3M-175.6K0.1392.09N/AN/A80210411,5853,246
2024-07-30$80.20$75.0044.3%14.1%38.8%56.2%50.0%-3.7%2.9%949.6K-22.5M-179.3K0.1391.57N/AN/A1,25515812,0243,295
2024-07-31$75.80$75.0045.4%13.4%43.4%59.9%47.5%-17.1%0.5%722.0K-12.3M-169.6K0.21100.48N/AN/A2,07143711,9783,365