S Options History — June 2022 In June 2022, S traded between $20.90 and $26.59. ATM implied volatility averaged 90.5%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded below realized volatility by 11.5% (HV 20d: 102.0%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.76.
Notable Days 2022-06-01 : Highest Volume — 12,317 contracts2022-06-02 : Largest IV drop — 24.0% change2022-06-01 : Highest IV Rank — 56.6%2022-06-01 : Largest Expected Move — 32.5%Monthly Statistics Metric Avg Min Max Open Close Price $23.82 $20.90 $26.59 $24.68 $23.30 Max Pain $25.24 $25.00 $30.00 $30.00 $25.00 ATM IV 90.5% 83.7% 113.2% 113.2% 89.6% Expected Move 25.7% 23.2% 32.5% 32.5% 25.7% HV 20d 102.0% 78.8% 135.3% 135.3% 80.7% HV 60d 100.8% 97.0% 104.7% 104.7% 100.2% IV Rank 42.2% 38.0% 56.6% 56.6% 41.7% IV Percentile 72.5% 64.3% 93.7% 93.7% 71.4% Term Structure -1.9% -18.2% 2.3% -18.2% 0.2% VWIV 88.5% 79.8% 113.7% 113.7% 88.2% Skew 25d 11.4% 7.4% 14.8% 14.8% 10.3% Skew 10d 21.8% 16.6% 32.9% 20.7% 23.9% Call IV 25d 83.8% 76.3% 108.1% 108.1% 84.3% Put IV 25d 95.2% 86.2% 122.8% 122.8% 94.6% Bid-Ask Spread % 20.98 9.96 50.34 50.34 14.92 Gamma HHI 0.17 0.11 0.25 0.20 0.12 Net GEX 62.3K -299.1K 435.3K 49.6K 231.3K Net DEX 2.9M -16.1M 20.5M 6.6M -4.8M Net VEX -187.5K -225.7K -148.9K -183.6K -182.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.23 1.79 0.41 0.99 Total Volume 4,257.952 1,648 12,317 12,317 3,039 Total OI 61,168.619 40,287 76,921 59,997 46,370
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 2022-06-01 $24.68 $30.00 113.2% 32.5% 135.3% 56.6% 113.7% 14.8% -18.2% 49.6K 6.6M -183.6K 0.41 50.34 N/A N/A 8,730 3,587 40,484 19,513 2022-06-02 $25.01 $25.00 86.0% 23.2% 135.3% 39.4% 79.8% 9.3% 2.3% -3.0K 5.3M -203.8K 0.81 25.25 N/A N/A 3,747 3,024 46,176 20,814 2022-06-03 $23.95 $25.00 84.4% 23.5% 130.8% 38.4% 84.1% 10.3% 1.1% -67.1K 8.9M -191.2K 1.11 16.44 N/A N/A 2,077 2,307 47,015 20,852 2022-06-06 $23.16 $25.00 93.2% 24.6% 124.2% 44.0% 84.9% 11.6% 0.6% -195.4K 13.5M -175.1K 1.17 13.62 N/A N/A 2,307 2,699 47,375 21,788 2022-06-07 $24.02 $25.00 83.7% 23.6% 109.8% 38.0% 81.4% 10.2% 1.3% -267.8K 9.1M -188.5K 0.41 24.80 N/A N/A 1,722 700 47,593 22,879 2022-06-08 $25.70 $25.00 84.0% 24.1% 111.9% 38.2% 81.0% 12.4% 0.6% -136.2K 743.6K -209.2K 0.31 13.54 N/A N/A 2,464 761 47,970 22,946 2022-06-09 $24.25 $25.00 84.5% 24.2% 106.9% 38.5% 83.3% 9.1% 1.0% -262.1K 6.7M -193.0K 0.46 29.26 N/A N/A 1,655 760 48,588 22,998 2022-06-10 $22.72 $25.00 90.6% 26.0% 106.6% 42.3% 86.3% 13.1% -0.6% -299.1K 14.5M -172.5K 0.41 26.88 N/A N/A 2,802 1,158 48,794 23,057 2022-06-13 $20.90 $25.00 100.1% 28.7% 98.2% 48.3% 97.6% 12.3% -5.7% -187.1K 20.5M -148.9K 0.86 20.65 N/A N/A 4,145 3,585 50,078 23,435 2022-06-14 $21.78 $25.00 95.3% 27.3% 95.7% 45.3% 96.8% 14.1% -4.7% -66.9K 15.3M -165.4K 0.86 17.39 N/A N/A 1,770 1,516 51,976 24,003 2022-06-15 $22.26 $25.00 91.0% 26.1% 95.9% 42.6% 91.6% 11.0% -0.5% -36.3K 13.1M -167.5K 0.67 26.18 N/A N/A 2,563 1,720 51,858 23,869 2022-06-16 $21.50 $25.00 94.4% 27.1% 94.8% 44.7% 94.7% 10.4% -2.5% 128.8K 17.7M -159.7K 0.51 18.86 N/A N/A 2,401 1,223 52,538 23,872 2022-06-17 $23.07 $25.00 92.7% 26.6% 91.8% 43.7% 93.7% 11.1% -2.2% 171.0K 5.8M -176.5K 1.37 29.18 N/A N/A 3,707 5,064 53,144 23,777 2022-06-21 $23.62 $25.00 91.1% 26.1% 90.9% 42.6% 88.3% 10.8% -5.5% 187.0K -5.5M -182.5K 0.23 17.90 N/A N/A 4,153 956 28,673 11,614 2022-06-22 $23.23 $25.00 90.8% 26.0% 90.0% 42.4% 85.6% 7.4% -2.0% 225.1K -6.0M -187.8K 0.61 29.37 N/A N/A 1,089 667 31,725 11,850 2022-06-23 $25.57 $25.00 87.1% 25.0% 92.7% 40.1% 85.1% 13.0% -1.9% 351.3K -12.5M -212.9K 0.45 14.76 N/A N/A 2,079 934 31,924 11,893 2022-06-24 $26.59 $25.00 86.1% 24.7% 91.8% 39.5% 80.7% 12.4% -1.1% 435.3K -16.1M -225.7K 0.60 17.39 N/A N/A 1,532 924 33,018 12,072 2022-06-27 $25.33 $25.00 86.2% 24.7% 91.6% 39.6% 85.0% 12.0% -1.5% 379.5K -11.6M -208.9K 1.07 11.26 N/A N/A 871 930 33,544 12,159 2022-06-28 $24.93 $25.00 87.3% 25.0% 87.2% 40.3% 87.4% 12.3% -0.7% 350.1K -10.2M -202.8K 0.86 12.61 N/A N/A 1,288 1,113 33,659 12,392 2022-06-29 $24.59 $25.00 88.5% 25.4% 78.8% 41.0% 89.3% 11.2% 0.3% 321.1K -9.3M -199.1K 1.79 9.96 N/A N/A 591 1,057 33,657 12,599 2022-06-30 $23.30 $25.00 89.6% 25.7% 80.7% 41.7% 88.2% 10.3% 0.2% 231.3K -4.8M -182.1K 0.99 14.92 N/A N/A 1,529 1,510 33,728 12,642
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