SPYX Options History — October 2022

In October 2022, SPYX traded between $28.91 and $31.41. ATM implied volatility averaged 28.9%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 30.2% (HV 20d: 59.1%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.03.

Notable Days

  • 2022-10-21: Highest Volume — 231 contracts
  • 2022-10-06: Largest IV spike — 21.5% change
  • 2022-10-11: Highest IV Rank — 35.5%
  • 2022-10-03: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.06$28.91$31.41$29.81$31.26
Max Pain$29.33$29.00$30.00$30.00$29.00
ATM IV28.9%24.3%35.8%32.6%26.7%
Expected Move8.1%7.0%9.3%9.3%7.6%
HV 20d59.1%25.9%104.3%103.7%25.9%
HV 60d61.9%61.5%62.2%61.5%62.2%
IV Rank25.7%19.4%35.5%31.0%21.8%
IV Percentile81.4%56.7%97.6%94.4%70.6%
Term Structure-2.9%-8.3%1.0%-8.3%-2.0%
VWIV26.7%22.8%30.5%27.0%23.7%
Skew 25d7.9%1.7%17.7%8.6%2.2%
Skew 10d6.7%1.8%16.6%8.7%2.3%
Call IV 25d19.4%15.6%26.8%17.9%20.9%
Put IV 25d27.4%21.4%34.4%26.6%23.1%
Bid-Ask Spread %111.15104.46119.81112.10119.81
Gamma HHI0.250.170.350.310.27
Net GEX5.3K92717.6K1.8K1.6K
Net DEX4.6K-95.1K83.9K34.8K-36.3K
Net VEX-737-854-637-784-707
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.651.401.400.65
Total Volume179.714105231180114
Total OI187.714114243180123

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$29.81$30.0032.6%9.3%103.7%31.0%27.0%8.6%-8.3%1.8K34.8K-7841.40112.10N/AN/A751059684
2022-10-04$30.59$30.0026.6%7.6%104.3%22.5%26.1%4.0%1.0%4.0K-41.6K-8411.00110.18N/AN/A10510510584
2022-10-05$30.64$30.0024.3%7.0%104.0%19.4%24.0%9.7%1.0%6.5K-54.4K-8541.30110.63N/AN/A8110511184
2022-10-06$30.17$30.0029.6%7.7%104.1%26.7%26.9%10.1%-2.4%3.2K-17.2K-8321.35107.33N/AN/A7810510584
2022-10-07$29.28$30.0028.8%8.2%104.1%25.6%27.8%10.3%-1.9%3.3K49.5K-7701.09105.18N/AN/A9610510887
2022-10-10$29.19$30.0033.4%8.4%103.9%32.1%27.8%12.8%-2.7%6.5K40.7K-7791.13104.46N/AN/A9610812687
2022-10-11$28.91$30.0035.8%9.1%103.1%35.5%29.5%11.2%-4.4%5.4K56.8K-7421.19105.90N/AN/A9611412690
2022-10-12$28.92$29.0030.2%8.7%101.1%27.6%28.3%11.9%-2.7%5.0K79.3K-7601.22110.26N/AN/A9611712696
2022-10-13$29.54$29.0028.6%8.2%82.0%25.4%26.9%17.7%-2.9%5.9K43.4K-7841.19105.77N/AN/A96114126102
2022-10-14$28.97$29.0030.2%8.6%26.3%27.6%28.5%3.3%-2.6%3.0K83.9K-7551.19108.44N/AN/A96114126111
2022-10-17$29.73$29.0028.4%8.2%28.2%25.2%28.3%9.9%-1.8%9.3K26.7K-7391.19111.78N/AN/A96114126111
2022-10-18$30.00$29.0029.1%8.3%28.5%26.0%29.3%2.7%-2.5%7.5K-20.9K-7391.19109.80N/AN/A96114123102
2022-10-19$29.70$29.0030.8%8.8%28.1%28.5%30.5%7.0%-3.4%10.7K8.0K-7031.03111.58N/AN/A111114126102
2022-10-20$29.51$29.0029.2%8.4%28.1%26.3%28.5%2.2%-6.3%14.4K35.1K-6521.03116.04N/AN/A111114141102
2022-10-21$30.25$29.0025.5%7.3%28.3%21.0%27.6%14.4%-7.7%17.6K-95.1K-6371.08111.07N/AN/A11112014193
2022-10-24$30.63$29.0027.6%7.9%28.5%23.9%22.8%7.7%-5.6%1.1K-3.9K-6540.75118.36N/AN/A60456648
2022-10-25$31.10$29.0028.6%8.2%28.7%25.3%23.3%8.6%-1.8%1.0K-18.9K-6640.75114.00N/AN/A60456648
2022-10-26$30.88$29.0028.0%8.0%27.9%24.5%23.5%6.2%-3.6%927-17.9K-6540.65108.17N/AN/A69456648
2022-10-27$30.73$29.0027.8%8.0%26.2%24.2%25.1%1.7%-1.3%1.5K-20.4K-7140.65116.77N/AN/A69457548
2022-10-28$31.41$29.0024.9%7.1%26.7%19.9%25.1%4.7%0.2%1.5K-35.3K-7170.65116.51N/AN/A69457548
2022-10-31$31.26$29.0026.7%7.6%25.9%21.8%23.7%2.2%-2.0%1.6K-36.3K-7070.65119.81N/AN/A69457548