SPXS Options History — October 2024 In October 2024, SPXS traded between $63.00 and $69.10. ATM implied volatility averaged 45.4%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 14.6% (HV 20d: 30.8%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.14.
Notable Days 2024-10-01 : Highest Volume — 3,920 contracts2024-10-24 : Largest IV spike — 43.8% change2024-10-08 : Highest IV Rank — 48.9%2024-10-31 : Largest Expected Move — 18.9%Monthly Statistics Metric Avg Min Max Open Close Price $65.60 $63.00 $69.10 $68.10 $68.10 Max Pain $60.87 $60.00 $70.00 $70.00 $60.00 ATM IV 45.4% 32.6% 57.4% 46.0% 56.0% Expected Move 14.5% 12.0% 18.9% 13.9% 18.9% HV 20d 30.8% 28.1% 34.5% 32.4% 34.5% HV 60d 46.0% 35.7% 49.2% 48.6% 36.5% IV Rank 29.4% 8.5% 48.9% 30.3% 46.6% IV Percentile 76.5% 14.3% 97.6% 81.7% 96.4% Term Structure 3.1% -19.8% 28.0% 3.5% -2.6% VWIV 56.5% 48.0% 66.7% 52.9% 66.3% Skew 25d -17.9% -34.3% 12.7% -11.0% -17.2% Skew 10d -19.9% -35.5% 8.7% -21.8% -26.9% Call IV 25d 57.5% 37.9% 66.9% 52.6% 66.9% Put IV 25d 39.6% 26.1% 50.6% 41.6% 49.7% Bid-Ask Spread % 81.78 61.07 97.73 61.07 83.69 Gamma HHI 0.33 0.22 0.50 0.47 0.29 Net GEX 1.7M 1.0M 2.8M 2.5M 1.5M Net DEX -22.0M -35.3M -12.6M -29.4M -34.6M Net VEX -182.8K -216.5K -153.7K -201.4K -196.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.06 0.37 0.13 0.07 Total Volume 1,770.217 702 3,920 3,920 3,071 Total OI 26,331.565 20,805 30,472 29,020 22,046
Daily Data (23 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 2024-10-01 $68.10 $70.00 46.0% 13.9% 32.4% 30.3% 52.9% -11.0% 3.5% 2.5M -29.4M -201.4K 0.13 61.07 N/A N/A 3,473 447 24,792 4,228 2024-10-02 $68.10 $70.00 45.5% 13.5% 32.5% 29.5% 50.1% -18.6% 15.0% 2.6M -31.1M -209.8K 0.12 62.34 N/A N/A 1,369 161 25,596 4,403 2024-10-03 $69.10 $60.00 48.7% 15.5% 32.6% 34.8% 60.3% -14.0% 4.2% 2.8M -35.3M -216.5K 0.09 74.11 N/A N/A 1,940 172 25,652 4,403 2024-10-04 $67.10 $60.00 39.2% 14.8% 28.1% 19.2% 59.4% -12.9% 4.2% 1.9M -22.5M -194.0K 0.15 82.99 N/A N/A 1,566 236 25,996 4,433 2024-10-07 $68.90 $60.00 54.5% 16.0% 30.0% 44.2% 66.7% 12.7% -0.3% 2.3M -31.5M -202.6K 0.06 73.33 N/A N/A 1,247 80 23,717 4,167 2024-10-08 $66.70 $60.00 57.4% 15.6% 31.2% 48.9% 63.9% 2.2% 4.0% 2.0M -21.6M -190.9K 0.15 76.74 N/A N/A 1,005 150 24,000 4,215 2024-10-09 $65.50 $60.00 42.8% 15.5% 30.9% 25.2% 52.3% -34.3% 4.9% 1.7M -17.0M -178.1K 0.13 70.77 N/A N/A 1,602 207 24,442 4,267 2024-10-10 $66.10 $60.00 41.1% 15.5% 29.7% 22.3% 55.2% -29.9% 28.0% 2.1M -21.1M -184.4K 0.27 75.47 N/A N/A 995 272 25,382 4,288 2024-10-11 $64.60 $60.00 46.9% 12.8% 30.3% 31.9% 56.6% -11.5% -2.8% 1.9M -13.7M -174.3K 0.20 78.33 N/A N/A 2,606 515 25,516 4,077 2024-10-14 $63.00 $60.00 48.8% 13.9% 31.0% 34.9% 60.3% -16.1% -3.6% 1.1M -12.6M -165.9K 0.16 73.63 N/A N/A 1,537 245 24,318 3,944 2024-10-15 $65.00 $60.00 43.0% 12.0% 33.7% 25.5% 48.0% -17.0% 11.1% 1.9M -19.8M -177.8K 0.06 70.10 N/A N/A 2,011 118 24,987 3,991 2024-10-16 $63.80 $60.00 43.4% 12.4% 33.9% 26.1% 54.2% -13.3% 4.2% 1.5M -18.5M -181.5K 0.15 84.07 N/A N/A 883 136 25,719 3,986 2024-10-17 $63.80 $60.00 43.6% 12.3% 29.1% 26.4% 55.5% -17.0% 4.1% 1.4M -16.5M -174.0K 0.14 79.04 N/A N/A 1,090 157 25,853 4,009 2024-10-18 $63.40 $60.00 46.9% 12.4% 28.9% 31.8% 49.1% -14.0% 6.5% 1.0M -13.9M -153.7K 0.15 79.13 N/A N/A 1,037 152 26,526 3,946 2024-10-21 $64.10 $60.00 39.8% 13.8% 29.4% 20.2% 53.9% -27.9% -0.0% 1.3M -16.8M -158.5K 0.06 88.12 N/A N/A 1,253 69 17,295 3,528 2024-10-22 $63.70 $60.00 42.8% 13.9% 28.7% 25.0% 54.8% -24.5% -1.7% 1.3M -18.3M -176.1K 0.08 96.68 N/A N/A 649 53 17,829 3,558 2024-10-23 $65.50 $60.00 32.6% 14.3% 30.5% 8.5% 53.7% -12.8% 10.4% 1.6M -25.9M -185.3K 0.27 97.73 N/A N/A 2,472 663 18,068 3,589 2024-10-24 $65.10 $60.00 46.9% 14.5% 30.3% 31.8% 57.0% -24.3% 5.2% 1.6M -22.8M -178.1K 0.10 97.24 N/A N/A 1,580 163 18,330 4,007 2024-10-25 $65.30 $60.00 48.2% 14.7% 30.3% 33.9% 54.0% -15.8% -1.3% 1.5M -24.4M -179.0K 0.37 96.64 N/A N/A 1,476 540 18,512 4,040 2024-10-28 $64.60 $60.00 41.7% 15.2% 30.5% 23.4% 55.6% -29.2% -19.8% 1.1M -17.3M -163.3K 0.09 97.16 N/A N/A 900 81 17,312 3,493 2024-10-29 $64.20 $60.00 48.8% 15.6% 29.9% 34.9% 55.7% -31.4% -0.8% 1.1M -19.5M -176.2K 0.07 91.98 N/A N/A 1,469 110 17,757 3,533 2024-10-30 $65.00 $60.00 39.6% 16.0% 30.3% 19.9% 64.2% -33.0% -1.0% 1.3M -22.8M -186.8K 0.16 90.46 N/A N/A 653 104 18,289 3,587 2024-10-31 $68.10 $60.00 56.0% 18.9% 34.5% 46.6% 66.3% -17.2% -2.6% 1.5M -34.6M -196.9K 0.07 83.69 N/A N/A 2,872 199 18,433 3,613
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