S Options History — January 2024 In January 2024, S traded between $23.55 and $28.14. ATM implied volatility averaged 46.0%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 6.2% (HV 20d: 52.2%). Max pain ranged from $17.50 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.57.
Notable Days 2024-01-03 : Highest Volume — 23,129 contracts2024-01-23 : Largest IV drop — 5.7% change2024-01-17 : Highest IV Rank — 6.9%2024-01-30 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.26 $23.55 $28.14 $25.74 $26.82 Max Pain $24.76 $17.50 $27.00 $17.50 $26.00 ATM IV 46.0% 43.9% 49.1% 44.5% 46.6% Expected Move 13.5% 12.5% 14.7% 12.5% 14.0% HV 20d 52.2% 44.7% 74.7% 68.4% 52.3% HV 60d 55.3% 54.0% 56.6% 54.3% 56.2% IV Rank 4.3% 2.6% 6.9% 3.0% 4.8% IV Percentile 12.7% 4.8% 17.5% 6.0% 16.7% Term Structure -0.0% -1.2% 1.0% 0.3% -0.7% VWIV 47.3% 42.6% 51.4% 42.6% 49.3% Skew 25d 1.8% -0.2% 3.6% 2.0% 0.7% Skew 10d 3.7% 1.2% 10.4% 2.3% 2.8% Call IV 25d 45.7% 43.4% 47.6% 43.8% 47.3% Put IV 25d 47.5% 45.2% 51.0% 45.9% 48.1% Bid-Ask Spread % 49.35 15.25 59.75 59.75 53.27 Gamma HHI 0.11 0.09 0.14 0.10 0.10 Net GEX 2.5M 1.6M 3.2M 2.9M 2.8M Net DEX -161.3M -213.2M -129.7M -213.2M -155.5M Net VEX -677.0K -828.7K -641.5K -828.7K -690.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.11 2.59 0.38 0.20 Total Volume 8,330.095 3,075 23,129 4,059 6,768 Total OI 173,322.857 135,915 197,489 189,388 153,326
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 2024-01-02 $25.74 $17.50 44.5% 12.5% 68.4% 3.0% 42.6% 2.0% 0.3% 2.9M -213.2M -828.7K 0.38 59.75 N/A N/A 2,941 1,118 143,152 46,236 2024-01-03 $23.94 $17.50 45.1% 12.7% 74.6% 3.6% 44.0% 3.1% 0.8% 2.7M -165.0M -785.3K 0.33 58.35 N/A N/A 17,455 5,674 142,777 46,787 2024-01-04 $23.59 $27.00 45.3% 13.4% 74.7% 3.7% 46.7% 1.9% 0.6% 2.3M -143.0M -664.8K 0.53 15.25 N/A N/A 2,359 1,242 135,041 50,266 2024-01-05 $23.77 $26.00 43.9% 13.1% 48.2% 2.6% 45.3% 2.2% 0.1% 2.5M -149.0M -661.5K 1.14 39.45 N/A N/A 3,331 3,787 137,873 50,736 2024-01-08 $23.55 $26.00 44.2% 12.9% 48.3% 2.8% 45.1% 0.7% 0.5% 2.2M -144.5M -660.0K 0.17 54.14 N/A N/A 6,741 1,141 135,307 50,279 2024-01-09 $23.93 $26.00 45.6% 13.3% 47.2% 4.0% 47.6% 1.1% 0.8% 2.4M -153.0M -641.5K 0.11 44.67 N/A N/A 5,119 577 134,682 50,791 2024-01-10 $24.48 $25.00 45.9% 13.2% 47.8% 4.2% 45.7% 2.4% 0.1% 2.9M -170.4M -654.0K 0.50 53.72 N/A N/A 4,161 2,088 138,023 51,203 2024-01-11 $24.36 $25.00 45.5% 13.1% 45.2% 3.9% 46.1% 1.1% 0.8% 2.7M -167.1M -653.8K 2.59 57.10 N/A N/A 2,121 5,494 139,924 52,633 2024-01-12 $25.34 $25.00 45.9% 13.2% 47.1% 4.2% 47.1% -0.2% 1.0% 3.2M -197.0M -666.6K 0.20 53.40 N/A N/A 9,093 1,838 140,348 53,553 2024-01-16 $24.79 $25.00 46.5% 13.4% 47.5% 4.7% 46.9% 0.9% -0.8% 3.0M -175.4M -645.2K 1.20 54.23 N/A N/A 3,369 4,056 139,807 51,596 2024-01-17 $24.52 $25.00 49.1% 14.1% 46.1% 6.9% 49.1% 3.4% -1.1% 2.8M -166.7M -651.3K 1.23 57.03 N/A N/A 3,245 3,984 140,789 52,902 2024-01-18 $24.74 $25.00 47.1% 13.6% 45.7% 5.2% 48.1% 3.6% -1.2% 2.8M -170.7M -651.0K 0.23 57.69 N/A N/A 2,996 678 141,237 55,484 2024-01-19 $24.63 $25.00 46.0% 13.3% 44.7% 4.3% 46.3% 2.0% -1.1% 2.2M -165.5M -645.5K 0.15 58.05 N/A N/A 6,425 955 141,684 55,805 2024-01-22 $26.41 $25.00 48.1% 14.0% 50.5% 6.1% 49.2% 2.6% -0.5% 1.6M -141.0M -663.8K 0.36 39.30 N/A N/A 10,697 3,868 94,193 41,722 2024-01-23 $26.43 $25.00 45.4% 13.2% 48.6% 3.8% 47.1% 1.1% -0.3% 2.0M -145.7M -677.1K 0.75 42.06 N/A N/A 5,336 3,976 100,559 42,427 2024-01-24 $25.77 $25.00 45.5% 13.5% 49.1% 3.9% 47.6% 1.7% -0.2% 2.1M -132.8M -665.4K 0.63 44.98 N/A N/A 3,970 2,512 102,641 41,502 2024-01-25 $25.68 $26.00 46.4% 14.0% 49.0% 4.6% 48.3% 1.1% -0.3% 1.9M -129.7M -671.8K 0.38 46.72 N/A N/A 2,233 842 103,600 42,685 2024-01-26 $26.26 $26.00 45.5% 13.6% 49.9% 3.9% 48.1% 1.4% 0.3% 2.5M -144.9M -675.8K 0.27 47.44 N/A N/A 4,582 1,246 103,658 43,139 2024-01-29 $28.14 $26.00 47.2% 14.3% 56.1% 5.3% 50.6% 1.6% 0.8% 2.7M -183.2M -668.4K 0.31 50.97 N/A N/A 13,737 4,243 100,719 40,762 2024-01-30 $27.63 $26.00 47.4% 14.7% 56.2% 5.5% 51.4% 2.5% -0.0% 2.9M -175.0M -694.3K 0.24 48.80 N/A N/A 7,224 1,710 106,581 43,351 2024-01-31 $26.82 $26.00 46.6% 14.0% 52.3% 4.8% 49.3% 0.7% -0.7% 2.8M -155.5M -690.3K 0.20 53.27 N/A N/A 5,655 1,113 108,780 44,546
« Dec 2023 | All History | Feb 2024 » Home S History January 2024