SPYX Options History — June 2023

In June 2023, SPYX traded between $34.34 and $36.22. ATM implied volatility averaged 24.8%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 13.2% (HV 20d: 11.6%). Max pain ranged from $31.33 to $34.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2023-06-16: Highest Volume — 10 contracts
2023-06-09: Largest IV spike — 53.1% change
2023-06-12: Highest IV Rank — 53.8%
2023-06-07: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.37	$34.34	$36.22	$34.34	$36.22
Max Pain	$31.58	$31.33	$34.00	$34.00	$31.33
ATM IV	24.8%	14.7%	50.8%	19.7%	14.7%
Expected Move	5.9%	4.0%	9.9%	5.6%	4.2%
HV 20d	11.6%	11.0%	12.7%	12.2%	12.0%
HV 60d	12.6%	11.9%	14.2%	13.9%	12.1%
IV Rank	14.6%	0.0%	53.8%	6.9%	0.0%
IV Percentile	45.9%	0.0%	98.8%	15.1%	0.0%
Term Structure	-3.1%	-5.6%	0.8%	-2.6%	-2.8%
VWIV	10.7%	9.6%	11.4%	9.6%	11.4%
Skew 25d	5.9%	-5.7%	12.8%	10.8%	2.5%
Skew 10d	7.8%	1.2%	44.9%	5.7%	2.1%
Call IV 25d	15.9%	9.1%	58.0%	11.5%	16.7%
Put IV 25d	21.9%	14.8%	56.8%	22.3%	19.2%
Bid-Ask Spread %	140.84	107.10	154.57	107.10	133.31
Gamma HHI	0.27	0.17	0.44	0.21	0.44
Net GEX	5.4K	2.4K	7.6K	2.4K	7.6K
Net DEX	-67.5K	-122.8K	-28.7K	-56.9K	-39.0K
Net VEX	-137	-175	-112	-175	-119
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	1.667	0	10	0	2
Total OI	49.238	36	66	50	36

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-06-01	$34.34	$34.00	19.7%	5.6%	12.2%	6.9%	0.0%	10.8%	-2.6%	2.4K	-56.9K	-175	107.10	N/A	N/A	0	0	31	19
2023-06-02	$34.89	$34.00	23.8%	6.8%	12.7%	13.0%	0.0%	-5.7%	-5.3%	2.5K	-63.9K	-172	119.12	N/A	N/A	0	0	31	19
2023-06-05	$34.81	$31.33	25.8%	4.0%	11.3%	16.1%	9.6%	7.8%	0.8%	3.3K	-64.8K	-152	145.22	N/A	N/A	2	0	31	19
2023-06-06	$34.87	$31.33	27.0%	4.5%	11.3%	18.0%	0.0%	1.7%	-2.2%	5.2K	-74.1K	-131	145.13	N/A	N/A	5	0	33	19
2023-06-07	$34.71	$31.33	27.9%	9.9%	11.3%	19.3%	0.0%	-1.1%	-2.9%	3.8K	-91.1K	-112	145.54	N/A	N/A	0	1	38	19
2023-06-08	$34.95	$31.33	22.4%	5.2%	11.4%	10.9%	0.0%	5.0%	-5.6%	5.6K	-93.5K	-159	147.03	N/A	N/A	0	0	42	19
2023-06-09	$35.02	$31.33	34.2%	4.5%	11.2%	28.8%	0.0%	1.2%	-0.3%	6.2K	-100.4K	-128	147.56	N/A	N/A	0	0	43	19
2023-06-12	$35.32	$31.33	50.8%	5.1%	11.3%	53.8%	0.0%	6.8%	0.5%	6.5K	-106.1K	-132	154.57	N/A	N/A	0	0	44	19
2023-06-13	$35.55	$31.33	36.7%	5.9%	11.4%	32.6%	0.0%	9.6%	-5.0%	6.6K	-111.3K	-127	151.11	N/A	N/A	3	0	44	19
2023-06-14	$35.59	$31.33	20.5%	5.9%	11.2%	8.1%	0.0%	11.3%	-4.6%	6.7K	-109.2K	-122	150.96	N/A	N/A	6	0	44	19
2023-06-15	$36.13	$31.33	19.9%	5.7%	11.8%	7.3%	11.2%	4.9%	-2.9%	6.9K	-122.8K	-145	138.42	N/A	N/A	6	0	46	19
2023-06-16	$36.02	$31.33	20.8%	6.0%	11.7%	8.7%	11.4%	5.3%	-2.3%	7.6K	-118.8K	-160	139.43	N/A	N/A	10	0	47	19
2023-06-20	$35.72	$31.33	21.9%	6.3%	12.3%	10.3%	0.0%	3.5%	-4.3%	4.5K	-37.9K	-142	139.84	N/A	N/A	0	0	24	13
2023-06-21	$35.52	$31.33	22.1%	6.3%	12.6%	10.5%	0.0%	5.3%	-3.9%	4.8K	-34.9K	-136	142.47	N/A	N/A	0	0	24	13
2023-06-22	$35.60	$31.33	21.8%	6.3%	11.8%	10.1%	0.0%	4.8%	-4.0%	5.1K	-34.8K	-133	142.52	N/A	N/A	0	0	24	13
2023-06-23	$35.41	$31.33	24.5%	7.0%	11.3%	14.2%	0.0%	11.4%	-3.5%	4.5K	-31.5K	-137	143.72	N/A	N/A	0	0	24	13
2023-06-26	$35.25	$31.33	25.1%	7.2%	11.1%	15.1%	0.0%	9.3%	-3.7%	3.8K	-28.7K	-137	145.06	N/A	N/A	0	0	24	13
2023-06-27	$35.63	$31.33	19.5%	5.6%	11.0%	6.6%	0.0%	12.8%	-2.0%	7.1K	-33.3K	-120	143.23	N/A	N/A	0	0	24	13
2023-06-28	$35.52	$31.33	23.5%	6.7%	11.1%	12.6%	0.0%	9.4%	-4.8%	4.9K	-32.2K	-128	137.70	N/A	N/A	0	0	24	13
2023-06-29	$35.66	$31.33	18.2%	5.2%	11.0%	4.7%	0.0%	7.5%	-3.6%	7.1K	-33.1K	-116	138.63	N/A	N/A	0	0	24	13
2023-06-30	$36.22	$31.33	14.7%	4.2%	12.0%	0.0%	0.0%	2.5%	-2.8%	7.6K	-39.0K	-119	133.31	N/A	N/A	2	0	23	13