S Options History — April 2024 In April 2024, S traded between $19.98 and $23.04. ATM implied volatility averaged 46.5%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 7.4% (HV 20d: 53.9%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.65.
Notable Days 2024-04-15 : Highest Volume — 10,563 contracts2024-04-29 : Largest IV spike — 10.6% change2024-04-30 : Highest IV Rank — 18.0%2024-04-16 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.63 $19.98 $23.04 $23.04 $21.24 Max Pain $22.59 $22.00 $23.00 $23.00 $22.00 ATM IV 46.5% 43.7% 51.7% 44.5% 51.7% Expected Move 13.2% 12.4% 14.4% 12.4% 13.4% HV 20d 53.9% 31.8% 82.7% 82.7% 37.3% HV 60d 63.9% 62.3% 65.3% 64.3% 62.3% IV Rank 9.4% 4.6% 18.0% 6.0% 18.0% IV Percentile 21.6% 6.0% 40.5% 10.3% 40.5% Term Structure 1.6% -12.3% 8.3% 0.6% 6.8% VWIV 46.2% 43.9% 50.4% 43.9% 46.1% Skew 25d 0.5% -1.2% 2.0% 0.3% -0.2% Skew 10d 1.5% -1.7% 5.3% -1.4% -0.4% Call IV 25d 46.4% 42.7% 53.9% 44.8% 53.9% Put IV 25d 46.9% 44.1% 53.8% 45.1% 53.7% Bid-Ask Spread % 63.92 43.94 73.23 47.04 63.01 Gamma HHI 0.08 0.06 0.19 0.08 0.07 Net GEX 1.2M -109.7K 2.0M 1.9M 1.8M Net DEX -50.7M -80.5M -11.6M -80.5M -54.9M Net VEX -762.8K -851.5K -676.6K -851.5K -739.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.08 1.55 0.54 1.55 Total Volume 5,380.864 1,762 10,563 3,013 3,391 Total OI 209,249.318 193,789 218,259 211,103 204,463
Daily Data (22 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 2024-04-01 $23.04 $23.00 44.5% 12.4% 82.7% 6.0% 43.9% 0.3% 0.6% 1.9M -80.5M -851.5K 0.54 47.04 N/A N/A 1,961 1,052 143,676 67,427 2024-04-02 $22.52 $23.00 45.7% 13.1% 82.7% 8.0% 45.4% 1.1% 1.1% 1.5M -66.6M -826.6K 0.19 43.94 N/A N/A 4,213 793 144,447 67,957 2024-04-03 $22.32 $23.00 45.8% 13.0% 80.1% 8.1% 44.7% 0.5% -0.2% 1.3M -62.1M -815.8K 0.27 45.56 N/A N/A 1,868 495 145,883 68,135 2024-04-04 $21.91 $23.00 43.7% 13.2% 77.7% 4.6% 45.9% -0.1% -12.3% 1.1M -53.5M -802.3K 1.51 63.54 N/A N/A 2,511 3,794 146,819 67,749 2024-04-05 $22.57 $23.00 44.5% 13.0% 78.4% 6.0% 45.8% 0.5% 0.5% -109.7K -69.6M -834.2K 0.86 72.24 N/A N/A 3,514 3,008 148,365 69,894 2024-04-08 $22.81 $23.00 45.0% 13.2% 78.2% 6.8% 45.6% 0.1% 1.2% 1.9M -77.1M -831.9K 0.24 63.91 N/A N/A 4,674 1,104 143,564 67,941 2024-04-09 $22.52 $23.00 45.5% 12.9% 77.9% 7.7% 45.7% -1.2% -0.5% 1.7M -68.8M -816.3K 0.18 68.11 N/A N/A 8,692 1,569 143,326 68,499 2024-04-10 $22.06 $23.00 46.5% 13.5% 75.8% 9.4% 47.1% 0.0% 1.2% 1.2M -52.1M -778.4K 0.32 73.23 N/A N/A 5,596 1,773 142,363 70,556 2024-04-11 $22.52 $23.00 44.0% 12.7% 76.6% 5.2% 45.2% 1.4% 0.7% 2.0M -65.6M -798.2K 1.31 69.49 N/A N/A 2,379 3,118 145,404 70,555 2024-04-12 $21.73 $23.00 46.3% 13.5% 41.5% 9.1% 48.3% 1.6% 2.1% 901.2K -43.1M -764.2K 1.47 70.89 N/A N/A 1,462 2,142 146,000 69,642 2024-04-15 $20.66 $23.00 48.2% 13.9% 40.7% 12.1% 48.8% -0.1% 0.0% 526.8K -22.5M -702.4K 0.68 62.59 N/A N/A 6,286 4,277 142,354 69,247 2024-04-16 $20.84 $23.00 50.1% 14.4% 33.6% 15.2% 50.4% 1.7% -1.3% 526.5K -30.2M -727.9K 0.31 72.70 N/A N/A 5,039 1,573 146,511 69,579 2024-04-17 $20.74 $23.00 48.6% 13.9% 33.1% 12.8% 47.8% -0.6% -0.9% 429.3K -28.8M -718.8K 1.44 71.04 N/A N/A 1,847 2,666 145,580 70,173 2024-04-18 $20.66 $22.00 47.3% 13.5% 31.8% 10.6% 47.3% 0.7% 0.5% 261.8K -28.0M -711.6K 0.70 69.39 N/A N/A 4,171 2,903 146,357 69,390 2024-04-19 $19.98 $22.00 47.1% 13.6% 33.1% 10.4% 47.7% 0.7% -1.4% 921.4K -11.6M -676.6K 0.85 71.32 N/A N/A 2,077 1,765 143,788 71,088 2024-04-22 $20.54 $22.00 45.6% 13.4% 35.2% 7.9% 46.4% 0.5% 6.8% 728.9K -30.2M -686.0K 0.22 59.15 N/A N/A 2,428 530 128,915 64,874 2024-04-23 $21.27 $22.00 44.6% 12.7% 37.8% 6.2% 44.6% 0.1% 5.3% 1.2M -46.8M -714.3K 0.15 62.91 N/A N/A 6,835 1,042 129,955 64,331 2024-04-24 $21.63 $22.00 45.1% 12.9% 38.3% 7.1% 45.0% -0.5% 4.2% 1.6M -59.0M -758.2K 0.51 62.65 N/A N/A 1,165 597 134,451 64,967 2024-04-25 $21.18 $22.00 45.7% 12.8% 38.4% 8.0% 44.2% 1.8% 7.5% 1.3M -48.8M -732.6K 0.57 61.67 N/A N/A 1,301 738 134,998 65,322 2024-04-26 $21.52 $22.00 46.7% 12.5% 37.7% 9.7% 44.0% 1.5% 8.3% 2.0M -58.8M -756.4K 0.29 66.13 N/A N/A 3,303 973 135,440 65,557 2024-04-29 $21.55 $22.00 51.7% 13.5% 37.8% 18.0% 46.4% 2.0% 4.4% 1.6M -56.3M -737.5K 0.08 65.76 N/A N/A 7,159 595 133,821 64,122 2024-04-30 $21.24 $22.00 51.7% 13.4% 37.3% 18.0% 46.1% -0.2% 6.8% 1.8M -54.9M -739.2K 1.55 63.01 N/A N/A 1,330 2,061 140,136 64,327
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