SPYX Options History — July 2024

In July 2024, SPYX traded between $44.33 and $46.25. ATM implied volatility averaged 20.3%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 11.0% (HV 20d: 9.3%). Max pain ranged from $43.00 to $46.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-07-29: Highest Volume — 44 contracts
  • 2024-07-10: Largest IV drop — 40.3% change
  • 2024-07-09: Highest IV Rank — 42.0%
  • 2024-07-29: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.26$44.33$46.25$44.63$45.23
Max Pain$44.23$43.00$46.00$43.00$43.00
ATM IV20.3%13.1%27.2%21.0%23.1%
Expected Move5.5%3.7%7.0%6.0%6.6%
HV 20d9.3%6.4%14.9%6.8%14.9%
HV 60d9.6%8.8%10.3%10.2%10.3%
IV Rank25.5%8.2%42.0%27.3%32.3%
IV Percentile50.3%6.3%87.7%60.7%73.8%
Term Structure-4.2%-7.5%8.8%-5.6%-6.9%
VWIV16.3%10.8%19.8%15.2%16.5%
Skew 25d2.6%-8.8%10.1%-1.0%5.0%
Skew 10d2.5%-7.1%5.5%3.4%2.8%
Call IV 25d14.6%6.6%18.5%15.4%17.9%
Put IV 25d17.2%9.1%22.9%14.4%22.9%
Bid-Ask Spread %152.26128.34162.63129.19157.54
Gamma HHI0.360.250.560.440.56
Net GEX7.7K-6.3K11.7K6.1K-6.3K
Net DEX-135.6K-206.9K44.1K-124.2K-13.9K
Net VEX-301-644-231-293-644
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume4.81804400
Total OI78.6826011665116

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$44.63$43.0021.0%6.0%6.8%27.3%0.0%-1.0%-5.6%6.1K-124.2K-2930.00129.19N/AN/A004520
2024-07-02$44.92$43.0020.6%5.9%6.9%26.3%0.0%2.0%-5.3%6.1K-136.5K-2700.00128.45N/AN/A004520
2024-07-03$45.13$43.0021.4%6.1%6.9%28.2%15.2%2.0%-5.5%6.0K-145.0K-2440.00128.34N/AN/A1104520
2024-07-05$45.50$46.0023.4%4.6%6.4%33.0%0.0%5.9%-4.0%9.0K-177.5K-2690.00160.65N/AN/A305520
2024-07-08$45.50$46.0026.0%5.0%6.5%39.3%0.0%3.2%-7.4%10.0K-180.7K-2720.00161.83N/AN/A105820
2024-07-09$45.58$46.0027.2%4.7%6.4%42.0%0.0%3.5%-3.2%9.7K-181.5K-2720.00162.63N/AN/A005720
2024-07-10$45.97$46.0016.2%4.6%6.8%15.7%0.0%4.3%-3.2%9.5K-198.7K-2310.00159.47N/AN/A105720
2024-07-11$45.68$46.0016.3%4.7%7.5%15.9%0.0%1.8%-3.5%10.4K-187.8K-2490.00157.26N/AN/A105820
2024-07-12$45.97$46.0016.2%4.7%7.2%15.8%0.0%3.1%-2.8%10.4K-194.3K-2590.00157.51N/AN/A205920
2024-07-15$45.97$46.0013.1%3.7%7.2%8.2%10.8%2.0%8.8%10.1K-187.6K-2760.00158.97N/AN/A1305920
2024-07-16$46.25$46.0015.5%4.4%7.3%14.0%0.0%10.1%0.4%11.6K-206.9K-2560.00160.67N/AN/A107020
2024-07-17$45.66$46.0018.1%5.2%8.2%20.2%13.6%4.0%-4.6%11.7K-184.9K-2610.00159.93N/AN/A0107020
2024-07-18$45.28$43.0018.6%5.3%8.9%21.4%17.8%5.0%-3.3%9.7K-163.5K-2880.00158.30N/AN/A207030
2024-07-19$44.95$43.0017.7%5.1%9.3%19.2%18.3%-1.8%-2.7%9.5K-151.8K-2740.00149.16N/AN/A207230
2024-07-22$45.51$43.0020.8%6.0%10.2%26.7%19.8%2.8%-6.3%7.5K-110.5K-2670.00151.68N/AN/A205010
2024-07-23$45.47$43.0019.7%5.6%10.0%24.1%18.3%-8.8%-4.1%7.7K-105.5K-2450.00139.37N/AN/A305110
2024-07-24$44.45$43.0021.3%6.1%13.1%27.8%16.5%1.4%-6.7%8.0K-86.5K-2660.00153.27N/AN/A205210
2024-07-25$44.33$43.0020.7%5.9%13.1%26.4%0.0%3.1%-5.9%8.1K-82.6K-2790.00150.14N/AN/A405410
2024-07-26$44.60$43.0021.5%6.2%13.3%28.4%0.0%2.8%-5.8%8.7K-98.8K-3380.00154.92N/AN/A005810
2024-07-29$44.76$43.0024.5%7.0%13.3%35.7%0.0%3.3%-7.4%9.5K-107.8K-3060.00156.63N/AN/A0445810
2024-07-30$44.42$43.0023.1%6.6%13.6%32.3%0.0%3.6%-7.5%-4.8K44.1K-5570.00153.87N/AN/A405854
2024-07-31$45.23$43.0023.1%6.6%14.9%32.3%0.0%5.0%-6.9%-6.3K-13.9K-6440.00157.54N/AN/A006254