S Options History — March 2023 In March 2023, S traded between $13.89 and $16.41. ATM implied volatility averaged 84.8%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded above realized volatility by 26.3% (HV 20d: 58.5%). Max pain ranged from $14.00 to $16.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.27.
Notable Days 2023-03-14 : Highest Volume — 29,948 contracts2023-03-15 : Largest IV drop — 57.1% change2023-03-13 : Highest IV Rank — 100.0%2023-03-02 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $15.12 $13.89 $16.41 $15.27 $16.41 Max Pain $15.04 $14.00 $16.00 $15.00 $15.00 ATM IV 84.8% 57.8% 160.8% 90.8% 60.9% Expected Move 20.2% 16.6% 26.2% 26.0% 17.4% HV 20d 58.5% 51.6% 63.2% 63.2% 62.7% HV 60d 60.1% 58.5% 61.7% 60.2% 60.5% IV Rank 27.2% 0.0% 100.0% 32.9% 3.0% IV Percentile 39.3% 0.0% 100.0% 76.6% 1.6% Term Structure -1.4% -18.9% 5.3% -16.2% 1.2% VWIV 70.3% 58.8% 91.3% 91.0% 61.7% Skew 25d 6.4% 2.6% 9.9% 5.4% 2.6% Skew 10d 11.2% -18.3% 37.6% -18.3% 10.3% Call IV 25d 68.5% 55.8% 88.9% 87.8% 61.2% Put IV 25d 74.8% 63.1% 97.3% 93.2% 63.7% Bid-Ask Spread % 38.27 10.71 58.86 16.09 10.71 Gamma HHI 0.22 0.09 0.72 0.23 0.11 Net GEX 773.9K 312.6K 3.0M 582.6K 717.3K Net DEX -17.9M -34.5M -4.9M -16.4M -31.8M Net VEX -203.0K -231.5K -179.3K -206.4K -231.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.04 0.91 0.05 0.15 Total Volume 6,464.522 576 29,948 3,694 12,741 Total OI 96,680.609 74,779 136,595 95,856 86,424
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 2023-03-01 $15.27 $15.00 90.8% 26.0% 63.2% 32.9% 91.0% 5.4% -16.2% 582.6K -16.4M -206.4K 0.05 16.09 N/A N/A 3,503 191 69,288 26,568 2023-03-02 $15.71 $15.00 91.5% 26.2% 59.1% 33.8% 91.3% 8.4% -17.1% 584.8K -19.4M -214.3K 0.19 58.86 N/A N/A 2,093 401 67,670 26,579 2023-03-03 $16.41 $15.00 90.0% 25.8% 59.3% 31.8% 89.3% 8.3% -18.9% 688.9K -26.5M -219.9K 0.23 15.91 N/A N/A 1,790 408 68,175 26,570 2023-03-06 $16.16 $16.00 97.7% 20.8% 56.5% 41.9% 72.7% 8.3% -1.9% 684.7K -24.3M -212.2K 0.91 24.22 N/A N/A 958 867 68,635 26,712 2023-03-07 $15.61 $16.00 102.2% 20.6% 55.7% 47.9% 72.2% 5.9% -1.0% 619.5K -18.6M -203.0K 0.41 32.28 N/A N/A 8,934 3,651 69,134 27,249 2023-03-08 $15.66 $16.00 111.7% 21.3% 51.6% 60.4% 76.3% 7.7% -1.7% 708.0K -19.9M -206.6K 0.07 41.97 N/A N/A 6,826 488 72,666 27,558 2023-03-09 $14.52 $14.00 114.6% 21.6% 57.7% 73.4% 76.3% 5.1% -1.1% 484.3K -8.5M -185.7K 0.12 34.16 N/A N/A 7,825 926 72,042 27,800 2023-03-10 $13.89 $15.00 118.7% 22.1% 58.7% 79.5% 76.6% 3.5% -1.4% 385.4K -5.0M -180.6K 0.32 36.34 N/A N/A 2,906 920 73,750 28,053 2023-03-13 $13.98 $15.00 154.0% 22.9% 57.1% 100.0% 79.0% 7.0% -3.0% 403.2K -4.9M -179.3K 0.62 52.99 N/A N/A 3,193 1,972 74,412 28,312 2023-03-14 $14.34 $15.00 160.8% 22.8% 57.7% 100.0% 78.3% 7.5% -3.7% 505.0K -8.7M -183.5K 0.33 43.25 N/A N/A 22,566 7,382 76,101 28,271 2023-03-15 $15.54 $14.00 68.9% 19.8% 59.9% 3.3% 64.8% 6.9% 3.6% 2.4M -34.5M -209.0K 0.19 37.36 N/A N/A 17,836 3,409 92,548 43,177 2023-03-16 $15.30 $15.00 67.5% 19.3% 58.8% 1.8% 66.7% 7.0% 5.3% 2.0M -23.3M -198.5K 0.22 43.63 N/A N/A 4,846 1,086 90,850 42,924 2023-03-17 $14.98 $15.00 66.3% 19.0% 57.7% 0.5% 66.7% 4.2% 2.6% 3.0M -14.8M -199.2K 0.07 51.21 N/A N/A 8,846 614 93,804 42,791 2023-03-20 $14.68 $15.00 66.8% 19.2% 57.3% 1.1% 66.6% 6.9% -0.2% 312.6K -13.0M -188.6K 0.28 44.22 N/A N/A 1,997 557 56,374 18,405 2023-03-21 $14.96 $15.00 59.6% 17.1% 56.7% 0.0% 60.3% 5.8% 1.4% 326.8K -13.8M -187.6K 0.04 13.04 N/A N/A 9,335 337 56,381 18,754 2023-03-22 $14.43 $15.00 61.7% 17.7% 57.2% 2.0% 62.3% 4.1% 2.8% 426.2K -15.3M -201.9K 0.13 45.32 N/A N/A 1,766 230 64,657 18,905 2023-03-23 $15.02 $15.00 63.8% 18.3% 59.3% 4.2% 63.1% 8.9% 1.1% 471.4K -18.8M -213.2K 0.23 52.80 N/A N/A 1,657 382 64,919 19,132 2023-03-24 $14.68 $15.00 64.5% 18.5% 59.2% 4.8% 64.0% 4.8% 1.7% 451.2K -17.1M -210.3K 0.47 58.62 N/A N/A 1,280 608 65,819 19,433 2023-03-27 $15.27 $15.00 61.3% 17.6% 60.6% 1.6% 60.9% 9.9% 1.5% 517.3K -20.5M -212.6K 0.26 44.11 N/A N/A 799 204 65,605 19,466 2023-03-28 $14.79 $15.00 60.6% 17.4% 61.2% 0.9% 58.8% 6.5% 4.0% 474.6K -17.7M -206.6K 0.40 39.83 N/A N/A 553 221 65,952 19,500 2023-03-29 $14.89 $15.00 58.4% 16.7% 59.2% 0.0% 59.2% 4.6% 4.6% 499.1K -17.8M -204.9K 0.35 50.68 N/A N/A 744 260 66,317 19,575 2023-03-30 $15.27 $15.00 57.8% 16.6% 59.0% 0.0% 58.8% 7.2% 4.4% 555.0K -21.0M -213.2K 0.25 32.55 N/A N/A 462 114 66,721 19,676 2023-03-31 $16.41 $15.00 60.9% 17.4% 62.7% 3.0% 61.7% 2.6% 1.2% 717.3K -31.8M -231.5K 0.15 10.71 N/A N/A 11,080 1,661 66,681 19,743
« Feb 2023 | All History | Apr 2023 » Home S History March 2023