SPYX Options History — April 2023 In April 2023, SPYX traded between $32.80 and $33.69. ATM implied volatility averaged 22.8%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 9.6% (HV 20d: 13.2%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.36.
Notable Days 2023-04-17 : Highest Volume — 41 contracts2023-04-10 : Largest IV spike — 50.4% change2023-04-05 : Highest IV Rank — 23.2%2023-04-05 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.33 $32.80 $33.69 $33.35 $33.69 Max Pain $30.75 $30.00 $33.00 $30.00 $33.00 ATM IV 22.8% 17.7% 31.7% 19.4% 22.3% Expected Move 6.5% 5.1% 9.1% 5.6% 6.4% HV 20d 13.2% 10.5% 17.7% 17.7% 12.6% HV 60d 15.3% 14.8% 16.3% 16.3% 14.8% IV Rank 9.9% 1.6% 23.2% 8.7% 8.7% IV Percentile 34.8% 2.0% 89.3% 12.7% 30.6% Term Structure -3.3% -10.2% 5.9% 0.2% -4.9% VWIV 17.4% 11.6% 23.1% 17.4% 17.6% Skew 25d 4.0% -1.5% 10.3% 2.5% 6.7% Skew 10d -5.7% -11.3% 3.2% -1.3% -9.5% Call IV 25d 18.0% 12.9% 23.7% 19.9% 12.9% Put IV 25d 22.0% 14.8% 31.5% 22.4% 19.6% Bid-Ask Spread % 119.91 104.47 137.95 133.19 112.58 Gamma HHI 0.33 0.17 0.59 0.23 0.37 Net GEX 6.8K 1.2K 17.9K 9.6K 1.2K Net DEX -122.3K -220.8K -20.1K -220.8K -27.1K Net VEX -278 -382 -164 -382 -196 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.00 1.67 0.00 0.00 Total Volume 10.421 0 41 3 0 Total OI 86.263 31 123 114 36
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 2023-04-03 $33.35 $30.00 19.4% 5.6% 17.7% 8.7% 17.4% 2.5% 0.2% 9.6K -220.8K -382 0.00 133.19 N/A N/A 3 0 100 14 2023-04-04 $33.09 $30.00 24.1% 6.9% 17.0% 15.6% 23.1% -1.5% -10.2% 9.7K -207.9K -379 0.04 137.95 N/A N/A 26 1 100 14 2023-04-05 $33.06 $30.00 31.7% 9.1% 17.0% 23.2% 11.6% 7.8% -7.9% 8.0K -198.9K -370 0.00 136.89 N/A N/A 0 12 96 15 2023-04-06 $33.20 $0.00 19.8% 6.1% 15.4% 4.8% 0.0% 6.5% 1.0% 6.9K -207.0K -376 0.00 121.71 N/A N/A 0 0 96 26 2023-04-10 $33.19 $0.00 29.7% 8.0% 13.8% 20.2% 0.0% 1.5% -3.8% 7.5K -201.9K -352 0.00 132.13 N/A N/A 0 1 96 26 2023-04-11 $33.27 $0.00 26.2% 6.2% 13.8% 14.7% 0.0% 6.8% 0.1% 7.4K -202.9K -358 0.00 118.73 N/A N/A 2 0 96 27 2023-04-12 $33.11 $0.00 20.2% 5.8% 13.9% 5.4% 0.0% 3.9% -2.8% 7.7K -204.2K -351 0.00 109.58 N/A N/A 0 0 96 27 2023-04-13 $33.57 $0.00 25.9% 7.4% 14.3% 14.3% 0.0% 2.6% -9.4% 7.2K -214.1K -364 0.00 118.92 N/A N/A 30 0 96 27 2023-04-14 $33.48 $0.00 24.2% 6.9% 12.7% 11.6% 0.0% 7.1% -2.2% 6.1K -107.9K -349 0.00 124.28 N/A N/A 0 0 66 27 2023-04-17 $33.53 $0.00 19.6% 5.6% 11.7% 4.6% 0.0% 3.6% -0.7% 6.7K -112.6K -326 0.03 110.76 N/A N/A 40 1 66 27 2023-04-18 $33.63 $0.00 23.8% 6.8% 11.7% 11.0% 0.0% 5.5% -2.6% 3.6K -62.0K -164 0.00 124.21 N/A N/A 23 0 41 28 2023-04-19 $33.60 $0.00 20.9% 6.0% 10.9% 6.6% 0.0% -1.1% -2.9% 17.9K -110.7K -179 1.67 111.83 N/A N/A 3 5 60 28 2023-04-20 $33.34 $0.00 20.9% 6.0% 10.8% 6.6% 0.0% 5.3% 5.9% 14.1K -75.9K -204 1.50 113.61 N/A N/A 2 3 58 33 2023-04-21 $33.41 $0.00 20.9% 6.0% 10.5% 6.6% 0.0% 5.4% -4.1% 9.2K -75.4K -197 0.00 111.06 N/A N/A 37 0 57 36 2023-04-24 $33.45 $0.00 21.4% 6.1% 10.5% 7.3% 0.0% 10.3% -5.0% 1.8K -26.3K -185 0.00 118.96 N/A N/A 0 0 23 8 2023-04-25 $32.98 $0.00 21.5% 6.2% 11.9% 7.4% 0.0% -0.7% -5.3% 1.6K -20.5K -183 0.00 124.40 N/A N/A 0 3 23 8 2023-04-26 $32.80 $0.00 22.7% 6.5% 11.9% 9.4% 0.0% 5.3% -6.7% 1.8K -20.1K -179 0.00 112.96 N/A N/A 0 0 23 8 2023-04-27 $33.47 $0.00 17.7% 5.1% 12.6% 1.6% 17.6% -0.9% -1.1% 1.8K -26.7K -182 0.00 104.47 N/A N/A 0 6 23 8 2023-04-28 $33.69 $33.00 22.3% 6.4% 12.6% 8.7% 0.0% 6.7% -4.9% 1.2K -27.1K -196 0.00 112.58 N/A N/A 0 0 23 13
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