S Options History — May 2024 In May 2024, S traded between $16.82 and $22.56. ATM implied volatility averaged 64.2%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 30.7% (HV 20d: 33.5%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.70.
Notable Days 2024-05-31 : Highest Volume — 43,747 contracts2024-05-31 : Largest IV drop — 45.9% change2024-05-30 : Highest IV Rank — 60.9%2024-05-30 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $21.31 $16.82 $22.56 $21.59 $16.82 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 64.2% 42.0% 77.7% 53.7% 42.0% Expected Move 17.8% 12.8% 25.9% 12.9% 12.8% HV 20d 33.5% 26.7% 60.5% 37.8% 60.5% HV 60d 58.3% 54.1% 62.5% 62.5% 60.2% IV Rank 38.6% 1.9% 60.9% 21.2% 1.9% IV Percentile 68.4% 1.6% 90.9% 43.7% 1.6% Term Structure -2.5% -7.3% 5.4% 5.4% -2.5% VWIV 61.9% 44.1% 90.5% 44.1% 44.7% Skew 25d 1.9% -1.0% 18.9% -0.1% 0.1% Skew 10d 1.7% -3.5% 12.4% 12.4% 1.5% Call IV 25d 63.4% 43.1% 79.1% 53.4% 43.1% Put IV 25d 65.3% 43.2% 79.3% 53.2% 43.2% Bid-Ask Spread % 50.45 31.06 65.55 62.41 47.36 Gamma HHI 0.08 0.06 0.23 0.07 0.12 Net GEX 1.7M -393.7K 3.8M 2.0M -393.7K Net DEX -56.1M -90.5M 51.9M -61.5M 51.9M Net VEX -725.1K -766.3K -475.9K -755.7K -475.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.07 1.30 0.60 0.98 Total Volume 9,276.136 1,916 43,747 2,400 43,747 Total OI 208,304.227 184,898 230,583 206,636 230,583
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 2024-05-01 $21.59 $22.00 53.7% 12.9% 37.8% 21.2% 44.1% -0.1% 5.4% 2.0M -61.5M -755.7K 0.60 62.41 N/A N/A 1,502 898 140,644 65,992 2024-05-02 $21.39 $22.00 54.9% 12.8% 37.4% 23.2% 44.1% 18.9% 5.2% 1.9M -55.7M -740.8K 0.52 63.02 N/A N/A 2,924 1,516 140,874 66,008 2024-05-03 $21.26 $22.00 55.7% 12.8% 35.6% 24.5% 45.5% 0.6% 5.4% 1.3M -50.6M -737.9K 1.22 65.55 N/A N/A 3,784 4,603 141,337 66,974 2024-05-06 $21.68 $22.00 58.9% 16.1% 36.2% 29.9% 55.6% 1.0% -1.8% 1.8M -59.9M -735.7K 0.34 59.91 N/A N/A 2,453 836 139,711 66,519 2024-05-07 $21.62 $22.00 61.7% 16.2% 36.0% 34.4% 56.7% 1.9% -3.1% 1.8M -59.6M -734.7K 0.29 52.40 N/A N/A 1,485 431 141,073 66,832 2024-05-08 $20.99 $22.00 64.6% 17.0% 36.8% 39.3% 59.5% 1.5% -3.1% 1.1M -44.2M -716.4K 1.30 61.07 N/A N/A 1,212 1,575 141,566 67,005 2024-05-09 $21.23 $22.00 64.4% 16.9% 36.1% 39.0% 58.6% 2.5% -3.3% 1.1M -49.8M -735.3K 0.76 55.42 N/A N/A 4,069 3,086 142,028 67,643 2024-05-10 $21.07 $22.00 63.9% 16.6% 34.1% 38.1% 57.5% 1.6% -4.1% 284.4K -46.3M -715.4K 0.28 58.47 N/A N/A 4,004 1,101 144,405 69,525 2024-05-13 $21.49 $22.00 65.0% 17.3% 29.5% 40.0% 60.0% -0.1% -4.7% 1.7M -59.4M -732.2K 0.07 57.96 N/A N/A 8,602 621 144,666 68,398 2024-05-14 $21.51 $22.00 65.1% 17.7% 29.4% 40.1% 60.5% 2.2% -1.1% 2.1M -65.9M -737.7K 0.88 48.24 N/A N/A 3,653 3,225 151,572 68,562 2024-05-15 $22.27 $22.00 64.9% 17.5% 31.5% 39.8% 60.8% -1.0% -3.7% 2.9M -87.8M -765.0K 0.62 48.01 N/A N/A 3,309 2,062 152,994 70,004 2024-05-16 $22.26 $22.00 66.0% 18.2% 31.4% 41.6% 62.9% 0.5% -2.8% 3.1M -90.5M -761.4K 0.91 58.49 N/A N/A 1,680 1,528 155,109 70,032 2024-05-17 $21.89 $22.00 66.1% 18.1% 29.3% 41.9% 62.9% 0.5% -4.4% 3.8M -75.6M -743.5K 0.42 59.05 N/A N/A 4,673 1,946 155,547 70,749 2024-05-20 $22.52 $22.00 63.3% 17.8% 29.4% 37.2% 62.1% 2.4% -2.2% 2.5M -85.2M -761.3K 0.27 44.53 N/A N/A 4,857 1,297 126,817 58,081 2024-05-21 $22.56 $22.00 66.5% 18.9% 27.1% 42.5% 65.7% 1.6% -2.8% 3.0M -88.3M -766.3K 0.55 33.88 N/A N/A 3,748 2,067 129,606 59,127 2024-05-22 $22.20 $22.00 67.2% 19.3% 27.4% 43.6% 66.6% 1.3% -4.4% 2.7M -78.1M -747.8K 0.31 31.06 N/A N/A 7,511 2,327 130,943 60,349 2024-05-23 $21.79 $22.00 67.4% 19.5% 27.2% 43.9% 66.6% 3.1% -4.4% 2.0M -66.9M -744.1K 1.03 47.39 N/A N/A 4,695 4,833 131,430 61,511 2024-05-24 $21.69 $22.00 74.1% 20.9% 26.7% 55.0% 73.3% 0.9% -4.8% 1.4M -61.9M -755.3K 1.20 37.64 N/A N/A 4,616 5,551 134,256 65,282 2024-05-28 $20.86 $22.00 72.9% 22.6% 30.1% 53.0% 78.3% 0.8% -5.5% 1.1M -43.2M -713.1K 0.52 39.67 N/A N/A 5,480 2,869 130,855 67,840 2024-05-29 $20.76 $22.00 76.5% 24.0% 29.8% 59.0% 85.8% 0.7% -7.3% 1.1M -44.1M -716.7K 1.22 41.69 N/A N/A 7,938 9,703 134,289 69,944 2024-05-30 $19.29 $22.00 77.7% 25.9% 38.5% 60.9% 90.5% 0.2% -6.0% 469.3K -11.4M -660.0K 1.01 36.78 N/A N/A 12,947 13,111 138,421 77,590 2024-05-31 $16.82 $22.00 42.0% 12.8% 60.5% 1.9% 44.7% 0.1% -2.5% -393.7K 51.9M -475.9K 0.98 47.36 N/A N/A 22,040 21,707 145,313 85,270
« Apr 2024 | All History | Jun 2024 » Home S History May 2024