S Options History — August 2023 In August 2023, S traded between $14.25 and $16.98. ATM implied volatility averaged 77.3%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 13.9% (HV 20d: 63.4%). Max pain ranged from $14.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.42.
Notable Days 2023-08-21 : Highest Volume — 46,911 contracts2023-08-30 : Largest IV spike — 28.8% change2023-08-30 : Highest IV Rank — 44.9%2023-08-31 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $15.76 $14.25 $16.98 $16.98 $16.63 Max Pain $14.43 $14.00 $15.00 $15.00 $15.00 ATM IV 77.3% 65.7% 101.3% 65.7% 79.6% Expected Move 22.1% 15.7% 25.9% 15.7% 25.9% HV 20d 63.4% 53.9% 76.3% 56.8% 64.9% HV 60d 100.7% 60.7% 109.5% 105.8% 60.7% IV Rank 22.7% 12.0% 44.9% 12.0% 24.8% IV Percentile 61.8% 27.4% 95.2% 27.4% 73.4% Term Structure -3.7% -35.8% 2.7% 0.8% -1.2% VWIV 77.7% 56.5% 90.7% 56.5% 90.7% Skew 25d 6.5% -10.6% 34.5% 4.0% 6.2% Skew 10d -1.6% -30.4% 18.9% -3.9% 0.8% Call IV 25d 69.6% 37.4% 82.7% 67.3% 77.8% Put IV 25d 76.2% 42.0% 92.8% 71.3% 84.0% Bid-Ask Spread % 43.26 15.07 62.39 50.77 46.99 Gamma HHI 0.10 0.07 0.19 0.08 0.10 Net GEX 1.4M 535.3K 3.2M 1.1M 1.6M Net DEX -42.7M -71.9M -14.0M -56.4M -62.5M Net VEX -345.8K -404.1K -306.5K -358.1K -404.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.07 1.09 0.17 0.63 Total Volume 10,142.261 1,915 46,911 3,827 22,295 Total OI 167,955.261 142,800 199,151 142,800 199,151
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 2023-08-01 $16.98 $15.00 65.7% 15.7% 56.8% 12.0% 56.5% 4.0% 0.8% 1.1M -56.4M -358.1K 0.17 50.77 N/A N/A 3,263 564 98,367 44,433 2023-08-02 $15.96 $15.00 70.5% 16.9% 61.7% 16.5% 60.0% -0.7% 0.1% 884.5K -40.4M -341.4K 1.06 54.24 N/A N/A 3,159 3,364 99,105 44,638 2023-08-03 $15.98 $14.00 74.5% 20.9% 58.5% 20.1% 72.6% 1.8% -0.1% 912.6K -40.7M -347.3K 0.62 39.04 N/A N/A 1,182 733 100,841 46,783 2023-08-04 $15.68 $14.00 72.5% 20.4% 59.0% 18.3% 70.7% -0.4% 0.2% 874.1K -35.5M -339.9K 0.77 40.21 N/A N/A 2,261 1,735 100,940 47,128 2023-08-07 $15.55 $14.00 76.1% 20.9% 58.8% 21.6% 73.3% 2.5% -2.8% 791.5K -33.0M -334.9K 0.25 32.23 N/A N/A 8,186 2,043 99,210 43,850 2023-08-08 $14.84 $14.00 79.0% 21.9% 60.8% 24.3% 76.3% 2.4% -2.9% 733.4K -23.8M -331.3K 0.54 28.72 N/A N/A 2,955 1,605 104,937 45,665 2023-08-09 $15.23 $14.00 80.8% 22.8% 61.1% 26.0% 79.2% 2.4% -1.8% 844.9K -30.4M -342.1K 0.09 45.95 N/A N/A 7,213 666 106,411 46,762 2023-08-10 $15.09 $14.00 80.1% 22.3% 60.5% 25.3% 77.0% 1.5% -3.7% 892.0K -29.2M -339.6K 0.11 29.51 N/A N/A 4,546 508 110,549 47,130 2023-08-11 $15.18 $14.00 79.6% 22.1% 58.6% 24.9% 77.7% 1.1% -3.8% 1.0M -31.3M -340.5K 0.25 15.07 N/A N/A 3,519 879 114,540 47,238 2023-08-14 $15.05 $14.00 79.4% 22.6% 58.7% 24.6% 78.8% 2.3% -5.0% 1.0M -28.1M -327.3K 0.57 39.41 N/A N/A 2,426 1,378 115,530 45,772 2023-08-15 $14.66 $14.00 81.3% 23.3% 58.9% 26.4% 81.1% -2.0% -6.0% 790.6K -22.2M -314.2K 0.28 37.40 N/A N/A 1,958 552 117,181 46,523 2023-08-16 $14.75 $14.00 76.4% 21.9% 57.4% 21.9% 76.5% 0.8% -1.6% 697.3K -21.1M -310.5K 0.29 43.90 N/A N/A 5,979 1,757 118,286 46,960 2023-08-17 $14.25 $14.00 78.5% 22.7% 54.2% 23.9% 79.6% 1.3% -3.9% 535.3K -14.0M -306.5K 0.07 38.10 N/A N/A 9,353 687 123,405 48,599 2023-08-18 $14.52 $14.00 80.3% 23.4% 53.9% 25.5% 81.7% 3.0% -3.9% 772.0K -20.0M -316.7K 0.33 32.48 N/A N/A 5,787 1,932 129,666 48,342 2023-08-21 $16.84 $14.00 83.3% 25.0% 75.1% 28.3% 87.4% 9.1% -2.5% 2.7M -71.9M -346.3K 0.21 41.45 N/A N/A 38,774 8,137 124,640 45,606 2023-08-22 $16.31 $15.00 73.0% 22.8% 76.3% 18.8% 80.7% 34.5% -2.3% 2.3M -56.2M -352.8K 0.25 50.14 N/A N/A 9,896 2,466 130,925 52,263 2023-08-23 $16.73 $15.00 73.8% 22.3% 75.4% 19.5% 77.8% 22.0% -1.6% 2.9M -66.4M -366.9K 0.23 54.22 N/A N/A 4,343 998 135,476 53,093 2023-08-24 $16.20 $15.00 70.9% 22.7% 74.6% 16.8% 79.6% 4.6% -2.1% 2.4M -54.0M -344.1K 0.24 56.18 N/A N/A 5,418 1,284 138,095 53,303 2023-08-25 $16.52 $15.00 68.2% 23.6% 73.1% 14.4% 87.5% 9.9% 2.7% 3.2M -68.4M -375.6K 0.14 62.39 N/A N/A 18,745 2,546 144,237 53,995 2023-08-28 $16.54 $15.00 73.8% 21.8% 68.1% 19.5% 78.4% 33.4% -1.7% 1.9M -59.2M -363.4K 0.74 50.44 N/A N/A 5,951 4,419 127,573 47,791 2023-08-29 $16.63 $15.00 78.6% 23.1% 67.8% 24.0% 84.2% -10.6% -5.9% 1.8M -63.9M -374.1K 0.79 48.12 N/A N/A 4,288 3,369 131,247 50,787 2023-08-30 $16.26 $15.00 101.3% 22.7% 64.5% 44.9% 80.4% 20.5% -35.8% 1.7M -54.0M -375.3K 1.09 58.05 N/A N/A 9,636 10,517 133,446 52,552 2023-08-31 $16.63 $15.00 79.6% 25.9% 64.9% 24.8% 90.7% 6.2% -1.2% 1.6M -62.5M -404.1K 0.63 46.99 N/A N/A 13,674 8,621 137,349 61,802
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