SPYX Options History — July 2021

Name: SPYX Options Analytics - July 2021
Creator: Options Analysis Suite

In July 2021, SPYX traded between $34.99 and $36.45. ATM implied volatility averaged 15.2%. The 30-day expected move averaged 4.4%. Max pain ranged from $33.33 to $35.67. Net GEX was positive for 11 of 11 trading days. Term structure was in contango for 4 of 11 days. Put/call ratio averaged 0.07.

Notable Days

2021-07-16: Highest Volume — 12 contracts
2021-07-19: Largest IV spike — 94.4% change
2021-07-19: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.03	$34.99	$36.45	$35.67	$36.22
Max Pain	$34.61	$33.33	$35.67	$35.67	$33.33
ATM IV	15.2%	12.0%	25.0%	12.9%	13.8%
Expected Move	4.4%	3.4%	7.2%	3.7%	4.0%
Term Structure	0.5%	-2.7%	7.8%	1.8%	-1.0%
VWIV	14.8%	9.1%	21.4%	21.4%	10.8%
Skew 25d	4.0%	2.4%	9.7%	3.1%	3.1%
Skew 10d	4.9%	2.3%	10.8%	10.8%	3.0%
Call IV 25d	12.4%	10.5%	15.5%	11.3%	11.3%
Put IV 25d	16.4%	12.9%	25.2%	14.4%	14.3%
Bid-Ask Spread %	127.32	121.57	134.13	129.28	125.92
Gamma HHI	0.24	0.21	0.35	0.35	0.21
Net GEX	11.5K	3.4K	20.4K	20.4K	14.3K
Net DEX	-71.1K	-95.3K	-25.1K	-73.7K	-86.2K
Net VEX	-375	-411	-343	-394	-374
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.50	0.00	0.00
Total Volume	4.091	0	12	12	3
Total OI	76.364	69	102	102	78

Daily Data (11 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
2021-07-16	$35.67	$35.67	12.9%	3.7%	0.0%	0.0%	0.0%	3.1%	1.8%	20.4K	-73.7K	-394	0.00	129.28	N/A	N/A	12	0	75	27
2021-07-19	$34.99	$35.67	25.0%	7.2%	0.0%	0.0%	21.4%	9.7%	-2.7%	3.4K	-25.1K	-386	0.50	131.14	N/A	N/A	6	3	45	24
2021-07-20	$35.73	$35.67	15.0%	4.3%	0.0%	0.0%	0.0%	3.4%	-0.4%	7.6K	-44.0K	-343	0.00	133.33	N/A	N/A	0	0	48	24
2021-07-21	$35.88	$35.67	17.3%	5.0%	0.0%	0.0%	18.2%	5.3%	-0.1%	7.3K	-50.7K	-383	0.00	130.29	N/A	N/A	3	0	48	24
2021-07-22	$36.00	$35.67	17.1%	4.9%	0.0%	0.0%	0.0%	4.0%	-1.0%	9.1K	-64.2K	-411	0.00	121.78	N/A	N/A	0	0	51	24
2021-07-23	$36.39	$35.67	12.0%	3.4%	0.0%	0.0%	15.6%	2.4%	0.5%	11.3K	-84.3K	-378	0.00	125.38	N/A	N/A	3	0	51	24
2021-07-26	$36.42	$33.33	13.9%	4.0%	0.0%	0.0%	13.5%	3.0%	1.5%	13.6K	-92.1K	-351	0.00	121.57	N/A	N/A	12	0	51	21
2021-07-27	$36.24	$33.33	14.1%	4.0%	0.0%	0.0%	0.0%	2.5%	-0.0%	10.0K	-74.2K	-361	0.00	121.71	N/A	N/A	0	0	48	21
2021-07-28	$36.34	$33.33	13.0%	3.7%	0.0%	0.0%	0.0%	2.5%	-0.8%	14.7K	-92.0K	-381	0.00	125.96	N/A	N/A	0	0	57	21
2021-07-29	$36.45	$33.33	13.0%	3.7%	0.0%	0.0%	9.1%	4.9%	7.8%	14.8K	-95.3K	-368	0.00	134.13	N/A	N/A	3	0	57	21
2021-07-30	$36.22	$33.33	13.8%	4.0%	0.0%	0.0%	10.8%	3.1%	-1.0%	14.3K	-86.2K	-374	0.00	125.92	N/A	N/A	3	0	57	21