SPYX Options History — September 2023 In September 2023, SPYX traded between $34.50 and $36.68. ATM implied volatility averaged 23.8%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 11.8% (HV 20d: 12.0%). Max pain ranged from $34.00 to $37.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-15 : Highest Volume — 10 contracts2023-09-13 : Largest IV drop — 58.7% change2023-09-12 : Highest IV Rank — 45.2%2023-09-21 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $35.78 $34.50 $36.68 $36.68 $34.70 Max Pain $34.15 $34.00 $37.00 $37.00 $34.00 ATM IV 23.8% 16.7% 42.8% 21.6% 21.7% Expected Move 5.5% 4.8% 6.5% 6.2% 6.2% HV 20d 12.0% 10.6% 12.7% 12.0% 11.1% HV 60d 11.1% 10.8% 11.3% 11.0% 11.2% IV Rank 18.7% 8.9% 45.2% 15.3% 16.3% IV Percentile 42.8% 3.2% 98.0% 38.1% 42.9% Term Structure -2.3% -6.3% 3.4% -6.3% -4.3% VWIV 16.7% 14.2% 19.2% 19.2% 14.2% Skew 25d 0.5% -7.8% 9.0% -5.7% -7.8% Skew 10d -2.2% -9.3% 2.8% 0.9% -9.3% Call IV 25d 16.9% 9.9% 21.1% 20.3% 19.1% Put IV 25d 17.3% 11.3% 20.5% 14.6% 11.3% Bid-Ask Spread % 133.99 130.66 137.50 137.28 131.53 Gamma HHI 0.26 0.20 0.31 0.25 0.27 Net GEX 2.4K 1.8K 3.5K 2.6K 2.3K Net DEX -23.9K -31.7K -12.8K -30.4K -18.8K Net VEX -102 -126 -74 -119 -74 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 0.8 0 10 0 0 Total OI 28.45 26 31 30 28
Daily Data (20 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 2023-09-01 $36.68 $37.00 21.6% 6.2% 12.0% 15.3% 0.0% -5.7% -6.3% 2.6K -30.4K -119 0.00 137.28 N/A N/A 0 0 22 8 2023-09-05 $36.64 $34.00 28.6% 5.5% 11.7% 25.3% 0.0% 4.9% -4.2% 2.6K -29.5K -116 0.00 135.48 N/A N/A 0 0 22 8 2023-09-06 $36.28 $34.00 26.9% 5.8% 12.2% 22.7% 0.0% 2.3% -4.3% 2.0K -25.2K -125 0.00 132.75 N/A N/A 0 1 22 8 2023-09-07 $36.21 $34.00 35.6% 5.5% 12.0% 35.1% 0.0% -2.6% -4.7% 2.2K -22.9K -126 0.00 136.17 N/A N/A 0 0 22 8 2023-09-08 $36.18 $34.00 29.3% 4.9% 11.9% 26.2% 0.0% 4.1% -1.5% 2.2K -23.3K -113 0.00 137.50 N/A N/A 0 0 22 8 2023-09-11 $36.49 $34.00 39.0% 5.4% 12.3% 39.8% 0.0% 4.8% -4.7% 2.1K -28.0K -106 0.00 135.83 N/A N/A 0 0 22 8 2023-09-12 $36.26 $34.00 42.8% 5.0% 12.4% 45.2% 19.2% 9.0% -2.9% 2.3K -24.7K -111 0.00 135.55 N/A N/A 1 0 22 8 2023-09-13 $36.28 $34.00 17.7% 5.1% 11.8% 9.7% 0.0% 4.7% -2.7% 2.4K -26.7K -118 0.00 135.06 N/A N/A 0 0 23 8 2023-09-14 $36.63 $34.00 17.1% 4.9% 12.1% 8.9% 0.0% 5.9% -0.0% 2.7K -31.7K -118 0.00 133.68 N/A N/A 0 0 23 8 2023-09-15 $36.17 $34.00 17.9% 5.1% 12.3% 10.1% 0.0% 2.9% -2.1% 1.8K -23.8K -111 0.00 132.88 N/A N/A 0 10 23 8 2023-09-18 $36.04 $34.00 18.2% 5.2% 12.4% 10.4% 0.0% 4.0% -0.4% 3.5K -30.1K -108 0.00 131.45 N/A N/A 0 0 23 3 2023-09-19 $36.03 $34.00 19.4% 5.5% 12.2% 12.9% 0.0% 4.1% 0.8% 3.4K -30.0K -105 0.00 135.09 N/A N/A 0 0 23 3 2023-09-20 $35.72 $34.00 18.2% 5.2% 12.5% 11.2% 0.0% -1.3% 3.0% 3.1K -26.5K -102 0.00 137.28 N/A N/A 0 0 23 3 2023-09-21 $35.17 $34.00 22.7% 6.5% 12.7% 17.9% 0.0% -5.0% -4.2% 2.6K -20.0K -93 0.00 132.74 N/A N/A 0 0 23 3 2023-09-22 $35.07 $34.00 19.7% 5.6% 12.0% 13.3% 0.0% -2.7% -2.5% 2.5K -17.9K -85 0.00 133.14 N/A N/A 0 0 23 3 2023-09-25 $35.07 $34.00 20.1% 5.8% 11.7% 14.0% 0.0% -1.8% -0.6% 2.4K -17.5K -81 0.00 130.66 N/A N/A 0 0 23 3 2023-09-26 $34.59 $34.00 20.6% 5.9% 12.2% 14.7% 0.0% -3.0% -4.7% 1.8K -12.8K -77 0.00 133.22 N/A N/A 0 0 23 3 2023-09-27 $34.50 $34.00 16.7% 4.8% 10.6% 8.9% 0.0% -0.3% 3.4% 2.0K -17.6K -74 0.00 130.89 N/A N/A 0 0 25 3 2023-09-28 $34.80 $34.00 21.9% 6.3% 11.2% 16.7% 14.2% -7.0% -4.2% 2.3K -20.8K -78 0.00 131.62 N/A N/A 4 0 25 3 2023-09-29 $34.70 $34.00 21.7% 6.2% 11.1% 16.3% 0.0% -7.8% -4.3% 2.3K -18.8K -74 0.00 131.53 N/A N/A 0 0 25 3
« Aug 2023 | All History | Oct 2023 » Home SPYX History September 2023