SPYX Options History — August 2024

In August 2024, SPYX traded between $42.23 and $46.08. ATM implied volatility averaged 23.8%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 1.8% (HV 20d: 21.9%). Max pain ranged from $43.00 to $46.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 3.29.

Notable Days

2024-08-05: Highest Volume — 24 contracts
2024-08-05: Largest IV spike — 67.7% change
2024-08-06: Highest IV Rank — 100.0%
2024-08-06: Largest Expected Move — 9.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.79	$42.23	$46.08	$44.39	$46.08
Max Pain	$45.73	$43.00	$46.00	$43.00	$46.00
ATM IV	23.8%	10.5%	57.5%	22.2%	10.6%
Expected Move	5.0%	3.0%	9.2%	6.4%	3.0%
HV 20d	21.9%	16.3%	24.3%	16.3%	19.2%
HV 60d	14.7%	11.0%	15.6%	11.0%	15.4%
IV Rank	30.4%	1.9%	100.0%	30.0%	2.0%
IV Percentile	43.9%	3.2%	100.0%	69.0%	3.6%
Term Structure	0.2%	-12.8%	9.7%	-8.7%	9.7%
VWIV	13.6%	10.1%	20.0%	13.1%	10.1%
Skew 25d	6.0%	-0.6%	14.2%	-0.6%	4.5%
Skew 10d	3.5%	0.5%	5.3%	0.5%	3.9%
Call IV 25d	14.9%	10.5%	23.1%	19.1%	15.0%
Put IV 25d	21.0%	17.2%	31.2%	18.5%	19.5%
Bid-Ask Spread %	150.16	138.47	162.78	157.25	149.77
Gamma HHI	0.52	0.27	0.71	0.52	0.62
Net GEX	-7.7K	-16.6K	552	-4.5K	-14.6K
Net DEX	7.0K	-50.1K	106.6K	38.3K	-50.1K
Net VEX	-535	-642	-461	-596	-461
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.29	0.00	23.00	23.00	0.00
Total Volume	1.864	0	24	0	0
Total OI	106.682	86	127	116	89

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
2024-08-01	$44.39	$43.00	22.2%	6.4%	16.3%	30.0%	0.0%	-0.6%	-8.7%	-4.5K	38.3K	-596	0.00	157.25	N/A	N/A	0	0	62	54
2024-08-02	$43.61	$43.00	27.3%	7.8%	17.0%	42.3%	0.0%	2.7%	-9.7%	-3.2K	81.6K	-548	0.00	153.25	N/A	N/A	0	0	62	54
2024-08-05	$42.23	$46.00	45.8%	8.4%	20.0%	86.6%	13.1%	10.0%	-4.5%	-174	95.7K	-527	23.00	155.28	N/A	N/A	1	23	62	54
2024-08-06	$43.13	$46.00	57.5%	9.2%	21.8%	100.0%	0.0%	13.9%	-12.8%	552	61.8K	-597	0.00	162.78	N/A	N/A	0	0	63	57
2024-08-07	$42.66	$46.00	31.1%	5.6%	21.5%	44.8%	20.0%	5.4%	-0.7%	-2.5K	106.6K	-514	0.00	138.47	N/A	N/A	4	0	66	57
2024-08-08	$43.47	$46.00	46.3%	7.4%	22.9%	76.5%	0.0%	14.2%	-4.4%	473	55.2K	-642	0.00	158.43	N/A	N/A	0	0	70	57
2024-08-09	$43.67	$46.00	33.9%	5.5%	22.9%	50.7%	0.0%	10.9%	-2.4%	-689	58.4K	-597	0.00	146.57	N/A	N/A	0	0	70	57
2024-08-12	$43.59	$46.00	42.8%	5.5%	22.9%	69.2%	0.0%	9.0%	-2.0%	-651	63.8K	-556	0.00	149.39	N/A	N/A	0	0	70	57
2024-08-13	$44.40	$46.00	47.3%	5.4%	23.9%	78.7%	0.0%	9.4%	-2.4%	-681	21.5K	-565	0.00	149.32	N/A	N/A	0	0	70	57
2024-08-14	$44.56	$46.00	18.2%	5.2%	23.6%	17.8%	0.0%	7.5%	-2.3%	-775	13.3K	-576	0.00	149.10	N/A	N/A	0	0	70	57
2024-08-15	$45.33	$46.00	17.8%	5.1%	24.3%	16.9%	0.0%	6.6%	-2.1%	-1.4K	-39.1K	-565	0.00	150.08	N/A	N/A	5	0	70	57
2024-08-16	$45.42	$46.00	18.2%	5.2%	24.1%	17.8%	0.0%	7.1%	-2.2%	-4.9K	-39.1K	-546	0.00	150.58	N/A	N/A	0	0	70	57
2024-08-19	$45.78	$46.00	11.4%	3.3%	23.9%	3.7%	11.4%	4.7%	3.0%	-16.1K	-25.4K	-524	0.00	144.96	N/A	N/A	1	0	42	44
2024-08-20	$45.83	$46.00	12.0%	3.4%	23.9%	4.9%	0.0%	3.6%	3.4%	-15.4K	-31.3K	-519	0.00	147.67	N/A	N/A	0	0	42	44
2024-08-21	$45.96	$46.00	10.6%	3.1%	22.3%	2.1%	0.0%	3.5%	6.7%	-14.9K	-39.8K	-513	0.00	151.78	N/A	N/A	0	0	42	44
2024-08-22	$45.59	$46.00	10.5%	3.0%	22.5%	1.9%	0.0%	1.0%	7.9%	-14.1K	-17.2K	-517	0.00	146.60	N/A	N/A	0	0	42	44
2024-08-23	$46.03	$46.00	10.6%	3.1%	22.7%	2.1%	0.0%	3.7%	5.2%	-16.6K	-46.9K	-494	0.00	150.63	N/A	N/A	0	0	42	44
2024-08-26	$45.95	$46.00	11.1%	3.2%	22.7%	3.0%	0.0%	2.1%	6.8%	-15.0K	-43.6K	-476	0.00	149.11	N/A	N/A	5	0	42	44
2024-08-27	$46.08	$46.00	11.3%	3.2%	22.4%	3.4%	0.0%	3.9%	6.1%	-15.1K	-46.8K	-477	0.00	150.53	N/A	N/A	0	0	43	44
2024-08-28	$45.84	$46.00	14.7%	4.2%	21.7%	10.6%	0.0%	6.5%	1.8%	-13.9K	-31.5K	-501	0.00	143.09	N/A	N/A	1	0	43	44
2024-08-29	$45.83	$46.00	11.5%	3.3%	20.5%	3.8%	10.1%	2.9%	8.0%	-15.8K	-31.2K	-467	0.00	148.79	N/A	N/A	1	0	44	44
2024-08-30	$46.08	$46.00	10.6%	3.0%	19.2%	2.0%	0.0%	4.5%	9.7%	-14.6K	-50.1K	-461	0.00	149.77	N/A	N/A	0	0	45	44