SPYX Options History — June 2024

In June 2024, SPYX traded between $43.06 and $44.92. ATM implied volatility averaged 20.4%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 12.5% (HV 20d: 7.9%). Max pain ranged from $39.00 to $44.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.40.

Notable Days

2024-06-07: Highest Volume — 28 contracts
2024-06-12: Largest IV drop — 47.9% change
2024-06-11: Highest IV Rank — 46.6%
2024-06-05: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.27	$43.06	$44.92	$43.06	$44.66
Max Pain	$40.84	$39.00	$44.00	$44.00	$43.00
ATM IV	20.4%	13.4%	29.1%	21.9%	18.9%
Expected Move	5.0%	3.7%	6.6%	6.3%	5.4%
HV 20d	7.9%	6.7%	8.4%	7.6%	6.7%
HV 60d	10.6%	10.5%	10.9%	10.7%	10.5%
IV Rank	25.8%	8.9%	46.6%	29.4%	22.1%
IV Percentile	48.3%	6.7%	90.1%	66.3%	38.1%
Term Structure	-2.6%	-9.6%	4.2%	-8.8%	-4.3%
VWIV	12.3%	8.5%	18.3%	18.3%	8.5%
Skew 25d	1.9%	-1.4%	4.7%	2.9%	0.0%
Skew 10d	1.4%	-2.8%	5.7%	1.8%	-2.8%
Call IV 25d	14.7%	12.8%	18.5%	17.3%	16.9%
Put IV 25d	16.6%	13.6%	21.0%	20.2%	16.9%
Bid-Ask Spread %	132.28	123.32	155.10	153.35	124.47
Gamma HHI	0.47	0.22	0.88	0.76	0.50
Net GEX	6.1K	461	13.2K	11.0K	9.7K
Net DEX	-185.3K	-253.4K	-112.8K	-199.2K	-150.9K
Net VEX	-339	-536	-238	-536	-238
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	2.00	2.00	1.00
Total Volume	3.684	0	28	3	4
Total OI	79.895	58	104	101	63

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
2024-06-03	$43.06	$44.00	21.9%	6.3%	7.6%	29.4%	0.0%	2.9%	-8.8%	11.0K	-199.2K	-536	2.00	153.35	N/A	N/A	1	2	83	18
2024-06-04	$43.22	$44.00	22.8%	6.5%	7.3%	31.5%	0.0%	3.6%	-9.6%	11.7K	-219.3K	-533	0.00	155.10	N/A	N/A	0	0	84	20
2024-06-05	$43.71	$44.00	22.9%	6.6%	8.1%	31.9%	0.0%	2.4%	-9.0%	13.2K	-253.4K	-463	0.00	153.33	N/A	N/A	0	0	84	20
2024-06-06	$43.73	$39.00	25.6%	3.7%	8.1%	38.1%	18.3%	0.1%	2.1%	13.0K	-252.6K	-466	0.00	129.82	N/A	N/A	4	0	84	20
2024-06-07	$43.76	$39.00	25.5%	3.7%	8.0%	38.0%	11.8%	4.0%	3.7%	10.7K	-244.7K	-466	0.00	133.30	N/A	N/A	28	0	80	20
2024-06-10	$43.82	$39.00	28.2%	3.9%	8.0%	44.4%	0.0%	0.3%	2.1%	1.5K	-159.3K	-297	0.00	129.77	N/A	N/A	0	0	52	20
2024-06-11	$43.91	$39.00	29.1%	3.9%	8.0%	46.6%	0.0%	1.2%	2.2%	1.6K	-163.7K	-282	0.00	129.31	N/A	N/A	0	0	52	20
2024-06-12	$44.31	$39.00	15.2%	4.4%	8.3%	13.2%	14.4%	0.6%	-0.7%	858	-174.0K	-281	0.20	125.75	N/A	N/A	15	3	52	20
2024-06-13	$44.48	$39.00	13.4%	3.8%	7.6%	8.9%	8.6%	1.7%	4.2%	461	-182.9K	-248	0.00	123.78	N/A	N/A	5	0	52	21
2024-06-14	$44.43	$39.00	14.4%	4.1%	7.6%	11.3%	11.2%	0.6%	1.8%	2.1K	-195.3K	-278	0.00	125.73	N/A	N/A	3	0	57	21
2024-06-17	$44.92	$39.00	16.8%	4.8%	8.3%	17.1%	13.2%	4.7%	-4.0%	3.6K	-207.5K	-278	0.00	123.32	N/A	N/A	5	0	60	21
2024-06-18	$44.92	$39.00	17.8%	5.1%	8.3%	19.4%	0.0%	3.6%	-4.7%	5.2K	-221.3K	-300	0.00	126.76	N/A	N/A	0	0	65	21
2024-06-20	$44.86	$39.00	18.1%	5.2%	8.4%	20.2%	0.0%	3.6%	-3.2%	5.1K	-212.5K	-319	0.00	135.03	N/A	N/A	0	0	65	21
2024-06-21	$44.77	$39.00	19.2%	5.5%	8.3%	22.8%	0.0%	3.7%	-3.8%	5.4K	-211.4K	-305	0.00	128.08	N/A	N/A	0	0	65	21
2024-06-24	$44.55	$43.00	19.2%	5.5%	8.1%	22.8%	0.0%	-1.4%	-4.1%	5.0K	-112.8K	-295	0.00	128.65	N/A	N/A	0	0	40	18
2024-06-25	$44.61	$43.00	19.8%	5.7%	7.9%	24.4%	0.0%	0.3%	-4.2%	4.8K	-112.9K	-289	0.00	129.30	N/A	N/A	0	0	40	18
2024-06-26	$44.64	$43.00	19.4%	5.6%	7.8%	23.4%	0.0%	1.8%	-4.3%	5.2K	-117.5K	-272	0.00	129.00	N/A	N/A	0	0	40	18
2024-06-27	$44.72	$43.00	19.9%	5.7%	7.6%	24.5%	0.0%	1.8%	-4.6%	6.3K	-129.1K	-290	0.00	129.46	N/A	N/A	0	0	44	18
2024-06-28	$44.66	$43.00	18.9%	5.4%	6.7%	22.1%	8.5%	0.0%	-4.3%	9.7K	-150.9K	-238	1.00	124.47	N/A	N/A	2	2	45	18