SPXS Options History — August 2024 In August 2024, SPXS traded between $71.70 and $92.50. ATM implied volatility averaged 51.0%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded below realized volatility by 12.7% (HV 20d: 63.7%). 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 12 of 22 days. Put/call ratio averaged 0.23.
Notable Days 2024-08-05 : Highest Volume — 5,436 contracts2024-08-05 : Largest IV spike — 46.0% change2024-08-02 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 23.6%Monthly Statistics Metric Avg Min Max Open Close Price $78.23 $71.70 $92.50 $80.20 $72.00 Max Pain $75.68 $70.00 $80.00 $75.00 $70.00 ATM IV 51.0% 35.8% 88.7% 47.4% 37.8% Expected Move 13.6% 9.8% 23.6% 15.3% 9.8% HV 20d 63.7% 47.5% 70.6% 47.5% 54.4% HV 60d 42.9% 32.5% 45.2% 32.5% 44.6% IV Rank 41.9% 13.3% 100.0% 66.5% 16.6% IV Percentile 83.3% 42.1% 100.0% 90.1% 54.4% Term Structure -0.2% -22.8% 11.4% 0.8% 3.3% VWIV 52.6% 42.0% 94.0% 55.6% 42.1% Skew 25d -15.7% -49.1% -2.3% -7.4% -15.8% Skew 10d -22.5% -52.8% 3.3% -4.7% -15.3% Call IV 25d 60.2% 45.2% 124.7% 58.5% 49.3% Put IV 25d 44.5% 33.4% 75.6% 51.1% 33.4% Bid-Ask Spread % 68.28 32.99 89.42 89.42 69.23 Gamma HHI 0.23 0.14 0.33 0.33 0.20 Net GEX 949.3K 513.6K 1.7M 1.3M 862.4K Net DEX -17.8M -44.0M -3.6M -25.8M -8.7M Net VEX -167.9K -243.0K -130.4K -196.7K -147.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.08 0.51 0.22 0.16 Total Volume 2,485.909 1,080 5,436 3,831 1,566 Total OI 17,631.636 14,903 22,697 16,540 22,697
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 2024-08-01 $80.20 $75.00 47.4% 15.3% 47.5% 66.5% 55.6% -7.4% 0.8% 1.3M -25.8M -196.7K 0.22 89.42 N/A N/A 3,152 679 13,067 3,473 2024-08-02 $84.80 $75.00 60.7% 18.7% 50.3% 100.0% 67.3% -9.7% 8.1% 1.5M -33.9M -206.3K 0.18 80.99 N/A N/A 4,036 735 12,540 3,647 2024-08-05 $92.50 $70.00 88.7% 23.6% 57.8% 100.0% 94.0% -49.1% -4.4% 607.7K -44.0M -243.0K 0.35 60.86 N/A N/A 4,025 1,411 11,519 3,622 2024-08-06 $87.10 $80.00 61.2% 18.6% 62.9% 54.9% 66.9% -21.3% -3.7% 630.3K -29.9M -208.6K 0.26 62.76 N/A N/A 2,220 569 11,320 4,150 2024-08-07 $90.00 $80.00 67.1% 18.7% 62.1% 64.6% 71.6% -27.2% -3.0% 980.7K -38.9M -211.6K 0.18 51.20 N/A N/A 3,224 573 12,193 4,237 2024-08-08 $84.80 $80.00 56.0% 15.6% 66.8% 46.5% 63.9% -22.9% 3.7% 691.3K -25.5M -172.6K 0.16 59.85 N/A N/A 2,387 392 11,256 4,262 2024-08-09 $83.80 $80.00 54.4% 14.2% 66.5% 43.9% 58.8% -19.5% 4.4% 681.0K -22.2M -175.2K 0.28 55.77 N/A N/A 1,571 441 12,357 4,393 2024-08-12 $84.10 $80.00 58.1% 14.2% 66.5% 49.8% 57.5% -13.0% -10.3% 832.6K -23.5M -167.2K 0.10 64.89 N/A N/A 1,221 120 10,965 3,938 2024-08-13 $79.90 $80.00 47.3% 13.4% 69.2% 32.3% 51.4% -16.3% -0.7% 798.8K -14.5M -162.7K 0.32 68.07 N/A N/A 1,321 429 11,457 4,006 2024-08-14 $78.80 $80.00 45.2% 12.5% 68.5% 28.8% 44.9% -14.0% -3.3% 918.8K -11.9M -158.1K 0.20 72.92 N/A N/A 1,365 278 12,138 4,158 2024-08-15 $74.90 $80.00 47.6% 10.9% 70.6% 32.8% 47.0% -10.3% -3.7% 513.6K -3.6M -132.9K 0.28 78.97 N/A N/A 2,148 594 12,800 4,218 2024-08-16 $74.60 $80.00 38.8% 10.7% 70.0% 18.2% 42.8% -9.8% -0.4% 1.1M -7.3M -138.1K 0.19 81.48 N/A N/A 1,271 241 14,414 4,121 2024-08-19 $72.90 $80.00 35.8% 10.0% 69.4% 13.3% 42.0% -2.3% 8.4% 595.7K -4.9M -130.4K 0.51 76.10 N/A N/A 1,202 611 12,482 3,569 2024-08-20 $72.80 $80.00 40.9% 11.7% 69.4% 21.8% 45.9% -12.0% 4.2% 708.2K -6.5M -148.3K 0.17 77.89 N/A N/A 1,510 257 13,303 3,766 2024-08-21 $72.20 $75.00 38.1% 10.9% 65.0% 17.1% 42.1% -12.8% 6.6% 843.9K -9.7M -158.9K 0.19 72.07 N/A N/A 1,483 277 14,324 3,771 2024-08-22 $73.90 $70.00 45.7% 12.7% 65.7% 29.6% 44.8% -13.1% 3.4% 1.3M -16.1M -159.5K 0.17 68.05 N/A N/A 2,350 389 15,159 3,795 2024-08-23 $72.00 $70.00 39.2% 10.7% 66.0% 19.0% 44.9% -11.9% 4.4% 867.4K -11.5M -156.3K 0.19 73.62 N/A N/A 1,911 370 15,936 3,917 2024-08-26 $72.20 $70.00 57.0% 10.9% 66.1% 48.2% 42.3% -15.2% -22.8% 1.1M -12.8M -151.7K 0.34 75.13 N/A N/A 1,308 449 15,391 3,588 2024-08-27 $71.70 $70.00 45.9% 10.7% 65.2% 30.0% 42.2% -11.8% -11.3% 1.1M -11.8M -155.5K 0.16 71.64 N/A N/A 933 147 15,914 3,983 2024-08-28 $72.90 $70.00 53.0% 12.7% 62.8% 41.6% 47.1% -15.8% 0.7% 1.3M -14.5M -155.1K 0.08 58.21 N/A N/A 3,110 262 16,309 4,075 2024-08-29 $72.90 $70.00 55.9% 11.8% 58.9% 46.3% 43.1% -15.3% 11.4% 1.7M -13.5M -157.6K 0.34 32.99 N/A N/A 1,609 543 17,405 4,261 2024-08-30 $72.00 $70.00 37.8% 9.8% 54.4% 16.6% 42.1% -15.8% 3.3% 862.4K -8.7M -147.3K 0.16 69.23 N/A N/A 1,348 218 18,227 4,470
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