SPYX Options History — October 2024

In October 2024, SPYX traded between $46.47 and $47.97. ATM implied volatility averaged 21.8%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 11.5% (HV 20d: 10.3%). Max pain ranged from $43.00 to $51.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-10-04: Highest Volume — 14 contracts
  • 2024-10-09: Largest IV drop — 29.5% change
  • 2024-10-07: Highest IV Rank — 38.8%
  • 2024-10-31: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.40$46.47$47.97$46.72$46.89
Max Pain$49.17$43.00$51.00$43.00$48.00
ATM IV21.8%18.4%28.2%21.4%26.3%
Expected Move5.9%5.1%7.5%6.1%7.5%
HV 20d10.3%9.4%11.8%10.7%11.8%
HV 60d15.7%12.1%16.9%16.7%12.4%
IV Rank25.3%18.3%38.8%24.6%34.7%
IV Percentile60.1%31.0%89.7%62.7%86.5%
Term Structure-5.6%-9.5%0.8%-7.0%-8.7%
VWIV16.1%13.4%20.8%14.0%20.8%
Skew 25d5.7%0.9%9.2%6.1%5.0%
Skew 10d10.0%2.2%13.2%7.0%2.2%
Call IV 25d15.7%11.3%20.4%19.6%20.4%
Put IV 25d21.4%18.7%25.6%25.6%25.4%
Bid-Ask Spread %154.06130.74158.43130.74155.37
Gamma HHI0.280.180.390.220.39
Net GEX5.8K4.3K7.1K7.1K4.3K
Net DEX-123.2K-171.3K-51.7K-161.1K-51.7K
Net VEX-169-199-138-195-166
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.30401400
Total OI41.1325525127

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$46.72$43.0021.4%6.1%10.7%24.6%0.0%6.1%-7.0%7.1K-161.1K-1950.00130.74N/AN/A00510
2024-10-02$46.72$43.0023.3%6.7%10.8%28.4%14.0%0.9%-5.2%7.1K-158.7K-1990.00131.76N/AN/A02510
2024-10-03$46.47$51.0025.6%5.4%10.9%33.4%0.0%6.3%0.8%6.9K-152.5K-1980.00155.66N/AN/A00511
2024-10-04$46.94$51.0023.8%5.1%9.4%29.6%0.0%6.1%-2.8%6.7K-165.5K-1900.00155.13N/AN/A140511
2024-10-07$46.50$51.0028.2%5.6%10.1%38.8%0.0%5.1%-4.2%6.8K-148.9K-1620.00154.65N/AN/A30481
2024-10-08$47.05$51.0026.1%5.3%10.6%34.4%0.0%9.2%-2.2%6.5K-160.6K-1970.00155.35N/AN/A10511
2024-10-09$47.34$51.0018.4%5.3%10.5%18.3%0.0%6.8%-3.4%6.3K-165.8K-1810.00155.48N/AN/A00501
2024-10-10$47.22$51.0019.2%5.5%10.0%19.9%0.0%6.1%-3.6%6.7K-163.8K-1830.00156.85N/AN/A00501
2024-10-11$47.58$51.0018.8%5.4%10.2%19.1%0.0%7.0%-8.4%6.5K-169.8K-1750.00158.43N/AN/A10501
2024-10-14$47.97$51.0018.7%5.4%10.4%18.9%0.0%7.6%-8.9%5.5K-170.8K-1660.00156.55N/AN/A10491
2024-10-15$47.55$51.0018.6%5.3%11.0%18.7%0.0%4.6%-9.5%6.1K-159.8K-1650.00152.93N/AN/A10481
2024-10-16$47.81$51.0019.3%5.5%11.1%20.2%0.0%7.2%-9.2%6.4K-166.8K-1610.00157.28N/AN/A00491
2024-10-17$47.81$51.0019.4%5.6%9.6%20.4%0.0%5.1%-3.4%6.3K-167.6K-1480.00157.85N/AN/A00491
2024-10-18$47.97$51.0019.3%5.5%9.6%20.1%13.4%5.8%-7.2%6.3K-171.3K-1380.00157.51N/AN/A40491
2024-10-21$47.83$49.0020.2%5.8%9.6%22.0%20.8%5.4%-4.3%4.6K-66.6K-1530.00157.15N/AN/A02250
2024-10-22$47.95$48.0020.3%5.8%9.6%22.3%0.0%6.2%-4.2%4.7K-65.4K-1510.00156.91N/AN/A00251
2024-10-23$47.45$48.0021.5%6.2%10.4%24.7%0.0%5.7%-5.2%4.4K-58.0K-1580.00153.33N/AN/A00251
2024-10-24$47.56$48.0021.3%6.1%10.3%24.3%0.0%5.9%-5.0%4.4K-59.5K-1590.00157.18N/AN/A00251
2024-10-25$47.56$48.0021.2%6.1%10.3%24.2%0.0%2.2%-5.8%4.5K-60.1K-1550.00154.92N/AN/A10251
2024-10-28$47.75$48.0022.9%6.6%10.4%27.7%0.0%5.3%-6.7%4.7K-64.4K-1620.00158.26N/AN/A00261
2024-10-29$47.84$48.0023.3%6.7%10.1%28.4%0.0%6.4%-6.7%4.8K-64.8K-1620.00156.67N/AN/A00261
2024-10-30$47.67$48.0023.7%6.8%10.2%29.3%0.0%4.7%-7.7%4.6K-61.1K-1670.00157.40N/AN/A00261
2024-10-31$46.89$48.0026.3%7.5%11.8%34.7%0.0%5.0%-8.7%4.3K-51.7K-1660.00155.37N/AN/A00261