SPYX Options History — May 2024 In May 2024, SPYX traded between $41.13 and $43.42. ATM implied volatility averaged 24.3%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 13.1% (HV 20d: 11.2%). Max pain ranged from $41.00 to $44.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-22 : Highest Volume — 6 contracts2024-05-15 : Largest IV drop — 65.4% change2024-05-14 : Highest IV Rank — 96.1%2024-05-03 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $42.69 $41.13 $43.42 $41.13 $42.84 Max Pain $43.55 $41.00 $44.00 $41.00 $44.00 ATM IV 24.3% 16.4% 49.8% 24.1% 20.6% Expected Move 5.4% 4.0% 7.2% 6.9% 5.9% HV 20d 11.2% 8.1% 14.5% 13.9% 8.9% HV 60d 11.9% 10.9% 12.8% 12.6% 10.9% IV Rank 35.1% 16.3% 96.1% 34.6% 26.4% IV Percentile 56.0% 15.1% 99.2% 79.4% 54.8% Term Structure -5.4% -11.4% -0.1% -7.3% -7.1% VWIV 22.0% 16.8% 27.3% 16.8% 27.3% Skew 25d 3.2% -5.5% 4.8% -0.9% 4.5% Skew 10d 3.3% 0.9% 8.3% 8.3% 1.3% Call IV 25d 14.6% 12.9% 19.5% 19.5% 15.8% Put IV 25d 17.7% 14.0% 20.3% 18.6% 20.3% Bid-Ask Spread % 157.92 152.29 162.39 152.29 156.53 Gamma HHI 0.47 0.22 0.81 0.22 0.75 Net GEX 12.1K 5.0K 19.2K 5.0K 11.4K Net DEX -202.1K -263.4K -106.9K -106.9K -185.5K Net VEX -630 -766 -537 -766 -548 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 0.545 0 6 0 0 Total OI 130.182 95 153 150 101
Daily Data (22 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 2024-05-01 $41.13 $41.00 24.1% 6.9% 13.9% 34.6% 0.0% -0.9% -7.3% 5.0K -106.9K -766 0.00 152.29 N/A N/A 0 0 107 43 2024-05-02 $41.18 $41.00 25.1% 7.2% 13.4% 37.1% 0.0% -5.5% -8.1% 6.6K -111.8K -757 0.00 157.23 N/A N/A 0 0 107 43 2024-05-03 $41.80 $41.00 25.1% 7.2% 14.2% 37.1% 0.0% 3.3% -7.8% 9.9K -157.7K -732 0.00 160.42 N/A N/A 0 0 107 43 2024-05-06 $42.11 $0.00 27.4% 5.0% 14.4% 42.5% 0.0% 4.8% -1.6% 11.5K -179.8K -721 0.00 159.83 N/A N/A 1 0 107 43 2024-05-07 $42.27 $0.00 23.2% 5.1% 14.5% 32.4% 16.8% 4.0% -1.8% 12.2K -194.0K -706 0.00 153.54 N/A N/A 0 2 108 43 2024-05-08 $42.29 $44.00 32.0% 5.1% 14.3% 53.7% 0.0% 4.3% -1.8% 12.0K -189.2K -697 0.00 162.39 N/A N/A 0 0 108 45 2024-05-09 $42.47 $44.00 32.3% 5.0% 13.9% 54.2% 0.0% 4.5% -1.7% 12.8K -203.4K -689 0.00 160.01 N/A N/A 0 0 108 45 2024-05-10 $42.57 $44.00 33.1% 4.9% 12.4% 56.2% 0.0% 4.0% -4.2% 13.2K -205.4K -692 0.00 159.79 N/A N/A 0 0 108 45 2024-05-13 $42.56 $44.00 44.5% 4.0% 11.4% 83.4% 0.0% 3.5% -5.5% 13.2K -204.8K -647 0.00 161.07 N/A N/A 0 0 108 45 2024-05-14 $42.80 $44.00 49.8% 5.0% 11.5% 96.1% 0.0% 4.6% -3.8% 14.1K -226.4K -647 0.00 159.19 N/A N/A 0 0 108 45 2024-05-15 $43.28 $44.00 17.2% 4.9% 11.4% 18.1% 0.0% 4.6% -8.3% 16.7K -260.4K -620 0.00 157.72 N/A N/A 1 0 108 45 2024-05-16 $43.25 $44.00 17.7% 5.1% 11.3% 19.3% 0.0% 3.1% -5.5% 19.2K -255.0K -598 0.00 157.10 N/A N/A 0 0 107 45 2024-05-17 $43.25 $44.00 17.9% 5.1% 9.9% 19.9% 0.0% 4.0% -5.3% 18.4K -263.4K -565 0.00 159.98 N/A N/A 0 0 107 45 2024-05-20 $43.33 $44.00 18.2% 5.2% 9.5% 20.6% 0.0% 3.0% -5.5% 12.3K -228.2K -551 0.00 154.90 N/A N/A 0 0 83 12 2024-05-21 $43.42 $44.00 18.5% 5.3% 9.0% 21.2% 0.0% 3.5% -5.6% 12.4K -232.7K -537 0.00 158.74 N/A N/A 0 0 83 12 2024-05-22 $43.28 $44.00 18.4% 5.3% 9.2% 20.9% 0.0% 3.6% -6.3% 12.6K -227.6K -538 0.00 155.71 N/A N/A 0 6 83 12 2024-05-23 $43.00 $44.00 18.1% 5.2% 9.3% 20.1% 0.0% 2.1% -7.3% 10.5K -200.8K -588 0.00 152.59 N/A N/A 0 0 83 18 2024-05-24 $43.30 $44.00 18.7% 5.4% 8.7% 21.8% 0.0% 4.3% -6.3% 10.9K -212.6K -576 0.00 158.12 N/A N/A 0 0 83 18 2024-05-28 $43.24 $44.00 19.4% 5.6% 8.8% 23.4% 0.0% 3.2% -7.3% 10.8K -215.0K -553 0.00 158.39 N/A N/A 0 0 83 18 2024-05-29 $43.09 $44.00 16.4% 4.7% 8.1% 16.3% 27.3% 4.3% -0.1% 10.9K -203.1K -556 0.00 159.18 N/A N/A 0 2 83 18 2024-05-30 $42.73 $44.00 16.6% 4.8% 8.9% 16.7% 0.0% 2.9% -11.4% 10.2K -183.5K -582 0.00 159.52 N/A N/A 0 0 83 18 2024-05-31 $42.84 $44.00 20.6% 5.9% 8.9% 26.4% 0.0% 4.5% -7.1% 11.4K -185.5K -548 0.00 156.53 N/A N/A 0 0 83 18
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