SPYX Options History — June 2022

In June 2022, SPYX traded between $29.67 and $33.74. ATM implied volatility averaged 26.7%, placing in the 53.5% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 2.8% (HV 20d: 29.5%). Max pain ranged from $31.67 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.25.

Notable Days

  • 2022-06-13: Highest Volume — 750 contracts
  • 2022-06-07: Largest IV drop — 21.7% change
  • 2022-06-13: Highest IV Rank — 71.2%
  • 2022-06-13: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.62$29.67$33.74$33.39$30.72
Max Pain$32.73$31.67$35.00$35.00$31.67
ATM IV26.7%20.7%32.0%26.1%29.7%
Expected Move7.6%6.4%9.2%7.5%8.5%
HV 20d29.5%25.6%32.5%32.5%30.5%
HV 60d27.4%25.7%29.0%26.3%28.8%
IV Rank53.5%33.7%71.2%51.4%63.4%
IV Percentile80.3%60.4%94.8%79.6%91.3%
Term Structure-0.4%-4.7%7.1%-2.4%-1.8%
VWIV23.6%19.7%28.6%21.6%26.5%
Skew 25d7.5%0.4%15.8%3.9%6.7%
Skew 10d5.8%2.8%14.7%4.0%4.6%
Call IV 25d18.8%14.0%25.7%22.0%20.8%
Put IV 25d26.3%22.1%35.5%26.0%27.5%
Bid-Ask Spread %110.70103.46116.49113.94112.32
Gamma HHI0.410.110.950.220.28
Net GEX-35.3K-194.2K-770-3.3K-8.8K
Net DEX270.5K43.1K961.8K104.1K129.7K
Net VEX-399-774-264-323-391
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.633.480.701.02
Total Volume367.857252750270297
Total OI362.571198693204240

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$33.39$35.0026.1%7.5%32.5%51.4%21.6%3.9%-2.4%-3.3K104.1K-3230.70113.94N/AN/A15911113272
2022-06-02$33.74$33.3323.4%6.4%30.6%42.6%21.0%12.0%0.6%-4.5K95.2K-3110.70107.17N/AN/A15911113272
2022-06-03$33.26$33.3325.0%6.8%27.7%47.8%20.0%10.3%-0.2%-3.3K105.5K-3170.70108.88N/AN/A15911113272
2022-06-06$33.40$33.3326.5%6.8%27.7%52.7%20.2%10.0%-0.3%-3.0K103.5K-3030.70110.86N/AN/A15911113272
2022-06-07$33.63$33.3320.7%6.5%25.6%33.7%19.7%9.0%-0.1%-2.9K103.0K-2770.70112.16N/AN/A15911113272
2022-06-08$33.37$33.3322.7%6.5%25.8%40.3%20.0%7.6%1.4%-2.7K120.5K-2713.48105.54N/AN/A16256413275
2022-06-09$32.67$33.3322.5%6.4%26.4%39.5%20.0%7.2%3.6%-24.6K186.2K-4603.13109.48N/AN/A180564135525
2022-06-10$31.74$33.3326.9%7.7%28.3%54.1%22.6%3.5%-1.2%-64.3K424.2K-7743.13113.38N/AN/A180564141525
2022-06-13$30.30$33.3332.0%9.2%30.5%71.2%24.5%7.2%-3.6%-108.0K707.1K-7573.17103.46N/AN/A180570141525
2022-06-14$30.26$33.3330.9%8.9%30.5%67.6%25.7%11.2%-2.8%-97.8K754.7K-7110.63106.95N/AN/A186117141525
2022-06-15$30.79$32.6728.7%8.2%30.2%60.3%26.0%15.8%-2.5%-96.3K567.3K-6320.63114.36N/AN/A186117147531
2022-06-16$29.67$32.6731.2%9.0%29.6%68.6%28.6%4.8%7.1%-115.1K961.8K-5160.77114.29N/AN/A186144147531
2022-06-17$29.93$32.6729.7%8.5%29.9%63.4%27.9%10.9%-4.7%-194.2K901.4K-3500.77109.93N/AN/A186144147546
2022-06-21$30.53$32.6727.3%7.8%30.9%55.6%25.8%4.5%-0.5%-2.4K75.5K-2740.79111.48N/AN/A14111113860
2022-06-22$30.51$31.6726.3%7.5%30.0%52.1%26.0%11.3%0.8%-1.8K62.2K-2930.83106.30N/AN/A14111714163
2022-06-23$30.81$31.6727.5%7.9%30.3%56.3%24.8%5.3%0.0%-2.4K70.4K-2910.83114.19N/AN/A14111714166
2022-06-24$31.68$31.6724.2%6.9%32.0%45.3%23.4%5.5%0.0%-1.0K44.5K-2790.83116.49N/AN/A14111714166
2022-06-27$31.62$31.6725.1%7.2%31.0%48.2%22.2%4.2%-0.1%-77043.1K-2650.83111.73N/AN/A14111714166
2022-06-28$31.00$31.6727.2%7.8%30.5%55.0%24.9%0.4%-1.4%-1.8K59.9K-2640.82111.28N/AN/A14712014166
2022-06-29$30.98$31.6727.1%7.8%30.4%55.0%25.0%5.7%-0.8%-1.8K61.5K-3191.02110.53N/AN/A14715014169
2022-06-30$30.72$31.6729.7%8.5%30.5%63.4%26.5%6.7%-1.8%-8.8K129.7K-3911.02112.32N/AN/A14715014199