SPYX Options History — February 2023 In February 2023, SPYX traded between $32.10 and $33.72. ATM implied volatility averaged 24.3%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 8.3% (HV 20d: 15.9%). Max pain ranged from $32.33 to $34.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 1.07.
Notable Days 2023-02-02 : Highest Volume — 23 contracts2023-02-16 : Largest IV spike — 52.7% change2023-02-28 : Highest IV Rank — 28.6%2023-02-28 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $33.03 $32.10 $33.72 $33.46 $32.22 Max Pain $33.15 $32.33 $34.00 $32.33 $33.00 ATM IV 24.3% 17.3% 33.0% 32.3% 33.0% Expected Move 6.5% 5.0% 9.4% 9.3% 9.4% HV 20d 15.9% 14.9% 16.8% 16.1% 15.8% HV 60d 18.4% 16.8% 20.8% 20.8% 16.8% IV Rank 15.9% 5.7% 28.6% 27.7% 28.6% IV Percentile 46.2% 4.0% 93.7% 92.9% 93.7% Term Structure -1.7% -9.2% 7.6% -9.1% -9.2% VWIV 24.8% 19.1% 29.2% 22.3% 19.1% Skew 25d 6.8% -0.9% 52.4% 3.0% 10.4% Skew 10d 8.2% 2.4% 48.0% 5.1% 5.1% Call IV 25d 19.7% 16.2% 24.5% 24.5% 20.6% Put IV 25d 26.4% 20.3% 70.8% 27.5% 31.0% Bid-Ask Spread % 134.48 126.52 149.89 149.89 126.52 Gamma HHI 0.19 0.17 0.21 0.20 0.21 Net GEX 5.4K 92 8.5K 3.0K 8.3K Net DEX -142.0K -177.0K -107.2K -107.2K -121.6K Net VEX -408 -483 -269 -330 -408 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.07 0.00 5.00 0.00 0.00 Total Volume 3.053 0 23 0 1 Total OI 92.316 73 116 73 85
Daily Data (19 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 2023-02-01 $33.46 $32.33 32.3% 9.3% 16.1% 27.7% 0.0% 3.0% -9.1% 3.0K -107.2K -330 0.00 149.89 N/A N/A 0 0 57 16 2023-02-02 $33.72 $0.00 22.9% 5.2% 16.2% 13.9% 0.0% 3.5% 0.6% 3.6K -125.9K -269 0.00 134.60 N/A N/A 23 0 57 16 2023-02-03 $33.55 $0.00 23.8% 5.6% 16.1% 15.2% 0.0% 3.6% 0.9% 5.6K -159.1K -476 0.00 131.41 N/A N/A 0 0 78 16 2023-02-06 $33.26 $0.00 26.6% 5.7% 14.9% 19.2% 0.0% 52.4% 0.7% 5.2K -150.1K -483 0.00 133.33 N/A N/A 0 2 78 16 2023-02-07 $33.68 $0.00 31.5% 5.5% 15.3% 26.5% 0.0% 5.9% 1.9% 6.3K -174.9K -374 0.00 131.95 N/A N/A 0 0 78 18 2023-02-08 $33.33 $0.00 20.9% 6.0% 16.0% 11.0% 0.0% 1.4% -0.7% 5.4K -158.1K -435 0.00 133.93 N/A N/A 1 0 78 18 2023-02-09 $33.05 $0.00 21.9% 6.3% 16.1% 12.3% 0.0% 3.4% -1.0% 4.8K -140.8K -471 0.00 127.93 N/A N/A 0 0 79 18 2023-02-10 $33.05 $0.00 22.2% 6.4% 16.1% 12.8% 0.0% 2.6% -4.0% 4.9K -144.5K -445 0.00 135.92 N/A N/A 0 0 79 18 2023-02-13 $33.44 $0.00 22.7% 6.5% 16.4% 13.6% 0.0% 4.6% 1.2% 5.1K -152.5K -448 0.00 136.20 N/A N/A 0 0 79 18 2023-02-14 $33.51 $0.00 19.0% 5.4% 16.3% 8.1% 0.0% 8.0% 7.6% 5.1K -167.3K -397 0.00 135.90 N/A N/A 0 7 79 18 2023-02-15 $33.51 $0.00 17.3% 5.0% 15.1% 5.7% 0.0% 5.2% 4.8% 5.9K -177.0K -329 5.00 133.29 N/A N/A 2 10 79 24 2023-02-16 $33.17 $34.00 26.5% 7.6% 15.5% 19.2% 0.0% 7.0% -4.6% 2.3K -146.9K -406 0.00 135.13 N/A N/A 0 4 79 35 2023-02-17 $33.03 $34.00 21.6% 6.2% 15.1% 11.9% 22.3% 8.7% -1.4% 92 -138.5K -402 1.50 135.22 N/A N/A 2 3 79 37 2023-02-21 $32.46 $33.00 23.6% 6.8% 15.9% 15.0% 0.0% 1.8% -2.3% 7.3K -127.7K -419 0.00 134.23 N/A N/A 0 0 76 8 2023-02-22 $32.26 $33.00 22.0% 6.3% 16.1% 12.6% 29.2% -0.9% -2.3% 6.9K -128.3K -410 1.00 136.02 N/A N/A 1 1 76 8 2023-02-23 $32.54 $33.00 25.6% 7.3% 16.4% 17.8% 28.6% 3.9% -7.4% 7.6K -131.4K -424 0.00 133.84 N/A N/A 1 0 77 7 2023-02-24 $32.10 $33.00 22.8% 6.5% 16.8% 13.7% 0.0% 2.3% -3.8% 7.6K -119.6K -424 0.00 135.40 N/A N/A 0 0 78 7 2023-02-27 $32.26 $33.00 24.9% 7.1% 16.5% 16.8% 0.0% 1.5% -4.9% 8.5K -125.8K -397 0.00 134.36 N/A N/A 0 0 78 7 2023-02-28 $32.22 $33.00 33.0% 9.4% 15.8% 28.6% 19.1% 10.4% -9.2% 8.3K -121.6K -408 0.00 126.52 N/A N/A 1 0 78 7
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