S Options History — August 2022 In August 2022, S traded between $24.90 and $28.80. ATM implied volatility averaged 78.9%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 7.3% (HV 20d: 71.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.59.
Notable Days 2022-08-31 : Highest Volume — 8,008 contracts2022-08-08 : Largest IV spike — 10.4% change2022-08-30 : Highest IV Rank — 26.0%2022-08-30 : Largest Expected Move — 25.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.27 $24.90 $28.80 $24.90 $27.56 Max Pain $29.35 $25.00 $30.00 $25.00 $30.00 ATM IV 78.9% 70.4% 89.8% 75.8% 88.1% Expected Move 22.9% 21.0% 25.7% 21.7% 25.3% HV 20d 71.6% 64.0% 77.2% 72.0% 64.0% HV 60d 81.3% 72.0% 98.8% 98.8% 72.0% IV Rank 17.6% 11.5% 26.0% 15.9% 24.7% IV Percentile 45.1% 23.8% 71.4% 38.1% 69.4% Term Structure -4.0% -10.4% 8.3% 8.3% -10.4% VWIV 80.1% 69.2% 95.8% 78.4% 93.6% Skew 25d 9.0% 7.1% 10.9% 9.5% 10.5% Skew 10d 16.5% 11.7% 23.8% 21.8% 17.2% Call IV 25d 76.7% 63.7% 88.1% 72.4% 87.5% Put IV 25d 85.7% 74.6% 98.0% 81.9% 98.0% Bid-Ask Spread % 34.72 12.51 48.28 12.51 17.93 Gamma HHI 0.20 0.16 0.31 0.16 0.17 Net GEX 539.9K 291.6K 942.9K 291.6K 437.2K Net DEX -14.4M -21.9M -5.8M -5.8M -13.3M Net VEX -222.5K -246.7K -196.5K -203.1K -235.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.03 3.72 0.64 1.24 Total Volume 2,557.348 372 8,008 2,116 8,008 Total OI 52,958.304 47,920 57,202 51,026 57,202
Daily Data (23 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 2022-08-01 $24.90 $25.00 75.8% 21.7% 72.0% 15.9% 78.4% 9.5% 8.3% 291.6K -5.8M -203.1K 0.64 12.51 N/A N/A 1,289 827 37,241 13,785 2022-08-02 $25.25 $25.00 73.7% 21.1% 68.7% 14.2% 74.9% 7.8% 6.6% 331.9K -7.3M -205.5K 1.08 28.24 N/A N/A 1,105 1,195 37,515 13,872 2022-08-03 $27.17 $25.00 73.5% 21.1% 73.3% 14.0% 69.2% 10.9% 6.8% 524.0K -14.6M -226.9K 0.32 38.70 N/A N/A 2,645 834 37,583 13,862 2022-08-04 $26.25 $30.00 71.5% 22.6% 73.7% 12.5% 77.2% 9.6% -4.5% 450.5K -11.1M -212.2K 0.52 41.22 N/A N/A 1,340 691 37,925 13,746 2022-08-05 $26.33 $30.00 70.4% 22.4% 73.0% 11.5% 76.5% 9.3% -2.8% 457.3K -11.1M -210.7K 1.12 48.28 N/A N/A 1,005 1,124 37,956 13,780 2022-08-08 $27.38 $30.00 77.7% 23.5% 73.6% 17.3% 76.2% 10.8% -8.0% 578.6K -15.2M -224.8K 0.41 46.18 N/A N/A 2,437 997 38,088 14,176 2022-08-09 $25.40 $30.00 75.8% 22.8% 69.5% 15.3% 77.1% 7.2% -4.7% 358.8K -6.8M -201.2K 0.66 41.09 N/A N/A 1,142 750 38,478 14,364 2022-08-10 $28.02 $30.00 76.8% 22.0% 77.2% 16.1% 77.3% 7.9% -3.6% 693.9K -19.0M -235.7K 0.15 44.93 N/A N/A 1,654 240 38,825 14,795 2022-08-11 $27.37 $30.00 80.2% 23.0% 75.0% 18.4% 76.9% 7.8% -4.4% 619.9K -15.6M -225.0K 0.22 35.87 N/A N/A 1,252 276 39,062 14,787 2022-08-12 $27.89 $30.00 73.1% 21.0% 73.1% 12.7% 74.6% 8.5% -1.5% 711.8K -17.3M -226.4K 0.44 44.84 N/A N/A 258 114 39,028 14,864 2022-08-15 $28.80 $30.00 76.4% 21.9% 73.4% 15.3% 74.9% 8.7% -4.3% 910.5K -21.9M -232.8K 0.17 42.98 N/A N/A 1,182 200 39,137 14,905 2022-08-16 $28.68 $30.00 76.0% 21.8% 73.1% 15.1% 80.1% 10.1% -4.6% 942.9K -21.2M -230.4K 0.31 31.10 N/A N/A 1,266 395 39,346 14,867 2022-08-17 $27.75 $30.00 77.4% 22.2% 73.0% 16.1% 79.7% 10.4% -5.5% 683.5K -15.9M -215.9K 0.35 45.61 N/A N/A 559 196 39,649 15,045 2022-08-18 $27.87 $30.00 76.9% 22.1% 73.0% 15.8% 78.6% 7.4% -4.5% 435.3K -15.6M -214.5K 0.72 36.10 N/A N/A 351 251 39,577 15,134 2022-08-19 $26.38 $30.00 82.8% 23.7% 74.4% 20.5% 80.7% 8.0% -6.3% 330.1K -10.6M -196.7K 0.50 33.64 N/A N/A 1,719 866 39,691 15,254 2022-08-22 $25.96 $30.00 88.1% 25.3% 73.3% 24.7% 84.9% 7.6% -9.0% 293.0K -6.2M -196.5K 0.12 29.34 N/A N/A 1,767 212 34,926 12,994 2022-08-23 $27.70 $30.00 84.1% 24.1% 71.2% 21.5% 83.1% 10.4% -8.9% 429.2K -13.1M -221.6K 0.03 30.91 N/A N/A 7,272 220 35,768 13,084 2022-08-24 $28.48 $30.00 81.7% 23.4% 67.4% 19.6% 82.2% 8.7% -5.0% 620.0K -18.8M -244.1K 0.37 29.40 N/A N/A 1,201 443 39,528 13,148 2022-08-25 $28.78 $30.00 76.5% 21.9% 67.3% 15.4% 78.8% 9.3% -2.8% 649.3K -19.7M -246.7K 0.17 40.76 N/A N/A 3,269 558 39,857 13,335 2022-08-26 $27.74 $30.00 82.2% 23.6% 69.0% 20.0% 83.9% 7.1% -5.8% 540.5K -16.3M -238.8K 0.20 17.96 N/A N/A 1,219 244 39,999 13,718 2022-08-29 $27.93 $30.00 86.1% 24.7% 68.8% 23.1% 87.0% 8.8% -7.6% 566.5K -16.9M -237.8K 0.18 28.99 N/A N/A 1,488 273 40,038 13,796 2022-08-30 $27.64 $30.00 89.8% 25.7% 69.0% 26.0% 95.8% 9.7% -9.0% 561.0K -17.2M -235.0K 3.72 32.04 N/A N/A 950 3,535 40,487 13,824 2022-08-31 $27.56 $30.00 88.1% 25.3% 64.0% 24.7% 93.6% 10.5% -10.4% 437.2K -13.3M -235.8K 1.24 17.93 N/A N/A 3,572 4,436 40,788 16,414
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