S Options History — May 2022 In May 2022, S traded between $19.61 and $33.45. ATM implied volatility averaged 106.5%, placing in the 52.0% IV rank vs the trailing year. The 30-day expected move averaged 30.6%. IV traded below realized volatility by 3.6% (HV 20d: 110.1%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2022-05-20 : Highest Volume — 13,985 contracts2022-05-09 : Largest IV spike — 16.2% change2022-05-24 : Highest IV Rank — 60.1%2022-05-24 : Largest Expected Move — 34.1%Monthly Statistics Metric Avg Min Max Open Close Price $24.93 $19.61 $33.45 $33.45 $24.18 Max Pain $34.29 $30.00 $35.00 $35.00 $30.00 ATM IV 106.5% 79.9% 118.8% 88.1% 115.6% Expected Move 30.6% 22.9% 34.1% 25.2% 33.1% HV 20d 110.1% 74.8% 135.0% 82.7% 135.0% HV 60d 100.4% 88.8% 106.5% 89.2% 105.2% IV Rank 52.0% 35.2% 60.1% 40.3% 58.1% IV Percentile 88.9% 61.9% 97.2% 75.8% 94.8% Term Structure -13.6% -21.5% 5.2% 1.0% -19.8% VWIV 105.2% 82.7% 116.6% 86.6% 116.6% Skew 25d 10.0% 5.9% 14.5% 7.1% 10.6% Skew 10d 18.2% 11.6% 27.3% 15.6% 11.9% Call IV 25d 102.7% 78.9% 115.6% 85.1% 112.4% Put IV 25d 112.7% 89.5% 124.6% 92.2% 123.0% Bid-Ask Spread % 49.07 22.08 61.04 28.40 49.50 Gamma HHI 0.18 0.14 0.26 0.15 0.16 Net GEX 164.7K -12.0K 698.5K 698.5K 139.4K Net DEX 6.9M -18.1M 17.8M -18.1M 4.9M Net VEX -188.1K -315.3K -131.9K -315.3K -167.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.19 2.04 0.88 1.51 Total Volume 5,179.476 2,016 13,985 2,016 12,774 Total OI 61,632.571 49,758 70,008 63,641 53,629
Daily Data (21 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 2022-05-02 $33.45 $35.00 88.1% 25.2% 82.7% 40.3% 86.6% 7.1% 1.0% 698.5K -18.1M -315.3K 0.88 28.40 N/A N/A 1,070 946 47,131 16,510 2022-05-03 $32.24 $35.00 86.7% 24.9% 78.7% 39.4% 83.9% 7.1% 2.0% 566.8K -11.4M -295.6K 0.33 22.08 N/A N/A 2,723 895 47,195 16,505 2022-05-04 $32.77 $35.00 79.9% 22.9% 74.8% 35.2% 82.7% 10.6% 5.2% 511.2K -11.8M -294.9K 0.49 36.39 N/A N/A 2,114 1,027 47,031 16,524 2022-05-05 $29.32 $35.00 87.7% 26.1% 81.0% 40.1% 89.6% 5.9% -11.0% 256.8K 1.8M -249.5K 0.29 51.52 N/A N/A 3,157 909 47,335 16,658 2022-05-06 $25.91 $35.00 95.7% 27.8% 90.2% 45.0% 93.7% 7.9% -13.8% 75.3K 11.8M -200.5K 0.65 58.66 N/A N/A 2,669 1,723 46,510 16,698 2022-05-09 $21.99 $35.00 111.2% 32.0% 104.0% 54.7% 109.3% 10.5% -21.5% 1.0K 17.4M -150.5K 0.55 58.16 N/A N/A 3,139 1,723 46,621 16,933 2022-05-10 $21.76 $35.00 108.3% 31.3% 104.0% 52.9% 108.0% 9.2% -17.5% 39.5K 15.7M -154.3K 0.45 61.04 N/A N/A 4,183 1,901 48,338 16,758 2022-05-11 $19.61 $35.00 113.3% 32.5% 107.2% 56.0% 111.3% 11.0% -17.6% 31.5K 16.9M -131.9K 0.94 59.93 N/A N/A 2,368 2,219 50,846 16,783 2022-05-12 $21.29 $35.00 117.8% 33.8% 101.2% 58.8% 115.8% 9.0% -19.3% 49.9K 13.5M -154.5K 0.51 59.80 N/A N/A 4,919 2,533 48,341 16,980 2022-05-13 $24.42 $35.00 112.5% 32.3% 117.2% 55.5% 113.2% 6.7% -19.7% 173.4K 6.3M -193.4K 1.28 51.50 N/A N/A 4,833 6,210 49,946 17,077 2022-05-16 $22.51 $35.00 110.1% 31.6% 119.1% 54.0% 108.0% 10.8% -20.8% 14.6K 15.0M -158.2K 0.96 43.53 N/A N/A 1,658 1,598 49,412 18,295 2022-05-17 $22.77 $35.00 106.7% 30.6% 118.4% 52.5% 106.0% 8.8% -17.2% -12.0K 16.6M -152.8K 0.63 23.83 N/A N/A 2,107 1,322 49,141 18,203 2022-05-18 $21.60 $35.00 108.0% 31.0% 118.7% 53.3% 110.0% 10.5% -16.5% 48.6K 17.8M -141.4K 0.28 59.85 N/A N/A 2,428 670 49,995 18,228 2022-05-19 $23.77 $35.00 108.2% 31.0% 123.9% 53.5% 110.1% 11.9% -9.9% 45.5K 14.0M -162.6K 0.25 56.03 N/A N/A 4,279 1,085 49,600 18,285 2022-05-20 $24.78 $35.00 111.2% 31.9% 125.6% 55.3% 109.1% 14.5% -12.4% 185.2K 9.7M -180.7K 2.04 51.78 N/A N/A 4,607 9,378 51,461 18,547 2022-05-23 $23.81 $35.00 114.1% 32.7% 122.2% 57.1% 112.7% 12.4% -14.7% 94.8K 6.3M -166.1K 0.31 44.19 N/A N/A 2,447 757 35,257 14,501 2022-05-24 $22.24 $35.00 118.8% 34.1% 123.4% 60.1% 116.1% 9.8% -15.9% 66.8K 8.7M -149.7K 0.39 60.66 N/A N/A 1,806 699 35,578 14,534 2022-05-25 $23.47 $35.00 117.4% 33.6% 126.2% 59.2% 110.6% 10.8% -15.0% 82.5K 7.0M -160.4K 0.37 50.62 N/A N/A 1,805 671 35,605 14,643 2022-05-26 $24.88 $30.00 111.8% 32.1% 127.2% 55.7% 110.0% 12.0% -14.6% 140.8K 4.1M -175.2K 0.50 51.02 N/A N/A 1,956 976 36,355 14,659 2022-05-27 $26.86 $30.00 112.6% 32.3% 130.9% 56.2% 106.0% 13.3% -17.0% 248.6K -1.5M -195.2K 0.19 51.89 N/A N/A 3,772 713 37,106 14,530 2022-05-31 $24.18 $30.00 115.6% 33.1% 135.0% 58.1% 116.6% 10.6% -19.8% 139.4K 4.9M -167.4K 1.51 49.50 N/A N/A 5,080 7,694 38,937 14,692
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