S Options History — July 2024 In July 2024, S traded between $19.70 and $24.48. ATM implied volatility averaged 47.1%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 1.0% (HV 20d: 48.2%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.20.
Notable Days 2024-07-22 : Highest Volume — 57,166 contracts2024-07-19 : Largest IV spike — 14.1% change2024-07-31 : Highest IV Rank — 45.0%2024-07-30 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $21.56 $19.70 $24.48 $20.37 $23.05 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 47.1% 38.5% 66.5% 38.9% 66.5% Expected Move 13.0% 10.4% 15.1% 11.1% 14.5% HV 20d 48.2% 37.2% 63.2% 37.3% 58.0% HV 60d 49.8% 46.2% 54.2% 47.7% 54.2% IV Rank 14.3% 0.5% 45.0% 1.2% 45.0% IV Percentile 31.1% 1.6% 77.8% 2.8% 77.8% Term Structure 3.6% -1.1% 15.5% 1.1% -0.2% VWIV 45.6% 37.0% 53.8% 38.7% 51.1% Skew 25d 0.5% -1.7% 4.1% 0.3% 4.1% Skew 10d 1.4% -2.6% 4.9% 2.4% -0.8% Call IV 25d 47.2% 38.9% 66.5% 39.6% 65.1% Put IV 25d 47.8% 38.6% 69.1% 39.9% 69.1% Bid-Ask Spread % 60.35 46.33 69.98 60.13 50.90 Gamma HHI 0.10 0.08 0.13 0.10 0.10 Net GEX 2.7M 1.5M 4.4M 2.3M 4.0M Net DEX -108.0M -188.8M -57.2M -78.5M -148.4M Net VEX -752.4K -912.5K -642.4K -670.1K -892.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.09 0.45 0.13 0.17 Total Volume 11,380.409 1,902 57,166 4,671 6,107 Total OI 206,387.591 185,410 246,472 189,423 237,842
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 2024-07-01 $20.37 $20.00 38.9% 11.1% 37.3% 1.2% 38.7% 0.3% 1.1% 2.3M -78.5M -670.1K 0.13 60.13 N/A N/A 4,127 544 135,099 54,324 2024-07-02 $20.48 $20.00 38.8% 11.0% 37.2% 1.1% 39.2% 0.2% 0.7% 2.3M -78.9M -673.6K 0.32 62.93 N/A N/A 2,075 668 135,637 54,652 2024-07-03 $20.06 $20.00 38.5% 10.4% 38.6% 0.5% 37.0% -0.3% -0.4% 2.1M -71.6M -661.2K 0.19 65.43 N/A N/A 1,592 310 136,658 54,843 2024-07-05 $20.31 $20.00 39.7% 11.3% 38.2% 2.6% 38.9% -0.5% -1.0% 1.8M -75.8M -658.5K 0.17 61.95 N/A N/A 4,262 707 136,540 54,915 2024-07-08 $20.44 $20.00 40.0% 11.7% 38.1% 2.9% 40.1% 0.9% 0.5% 1.8M -74.2M -666.1K 0.25 59.29 N/A N/A 2,112 526 130,998 54,412 2024-07-09 $19.70 $20.00 41.3% 11.9% 41.2% 5.1% 41.9% 2.5% -0.4% 1.5M -57.2M -642.4K 0.20 66.37 N/A N/A 5,745 1,122 132,585 54,665 2024-07-10 $19.95 $20.00 41.5% 12.1% 40.4% 5.4% 42.9% -0.5% 1.6% 1.6M -64.6M -660.6K 0.34 65.43 N/A N/A 2,693 919 136,596 55,532 2024-07-11 $20.30 $20.00 41.1% 12.3% 39.9% 4.8% 42.7% 0.5% 1.2% 1.9M -74.5M -682.5K 0.15 62.74 N/A N/A 3,593 528 137,924 56,276 2024-07-12 $20.46 $20.00 39.4% 11.7% 38.6% 2.0% 41.5% -1.5% 2.8% 1.9M -78.2M -686.6K 0.35 68.32 N/A N/A 1,960 679 139,205 56,668 2024-07-15 $21.73 $20.00 43.3% 12.5% 43.1% 8.1% 43.5% 1.8% -1.1% 2.3M -107.4M -715.2K 0.12 65.58 N/A N/A 9,305 1,129 137,563 56,110 2024-07-16 $21.88 $20.00 40.1% 11.5% 43.0% 3.2% 40.5% 0.8% 1.8% 2.7M -113.7M -721.4K 0.13 67.91 N/A N/A 6,310 789 140,870 56,564 2024-07-17 $21.14 $20.00 44.3% 12.7% 45.5% 9.8% 44.1% 1.7% -0.2% 2.4M -94.3M -713.7K 0.09 64.29 N/A N/A 4,243 395 142,072 56,896 2024-07-18 $20.14 $20.00 45.7% 13.1% 49.2% 11.9% 46.1% -0.3% 0.0% 1.8M -67.6M -670.1K 0.45 69.98 N/A N/A 2,159 970 143,375 56,972 2024-07-19 $21.48 $20.00 52.1% 14.7% 53.0% 22.1% 51.2% -0.3% 6.7% 3.1M -104.7M -725.9K 0.15 68.36 N/A N/A 24,301 3,687 143,851 57,410 2024-07-22 $23.34 $20.00 50.7% 14.7% 59.1% 19.9% 52.2% 0.8% 11.6% 2.7M -147.7M -791.2K 0.16 46.33 N/A N/A 49,236 7,930 136,259 53,146 2024-07-23 $24.48 $20.00 49.3% 14.4% 59.9% 17.6% 50.9% -0.9% 13.0% 4.1M -188.8M -842.6K 0.11 58.22 N/A N/A 39,398 4,363 154,138 57,398 2024-07-24 $23.59 $20.00 50.0% 14.6% 62.5% 18.8% 51.8% -0.8% 15.5% 4.3M -169.9M -888.9K 0.27 58.32 N/A N/A 16,638 4,442 173,097 60,269 2024-07-25 $23.20 $20.00 52.9% 14.8% 63.2% 23.4% 52.0% -1.7% 14.1% 4.3M -159.3M -910.2K 0.18 49.19 N/A N/A 9,198 1,647 179,961 61,671 2024-07-26 $23.19 $20.00 55.4% 14.5% 57.6% 27.4% 51.9% 1.3% 14.4% 4.4M -158.1M -912.5K 0.31 54.75 N/A N/A 9,281 2,833 184,480 61,992 2024-07-29 $22.52 $20.00 62.7% 14.9% 58.9% 38.9% 52.2% 2.0% -0.4% 3.3M -130.7M -883.4K 0.10 49.53 N/A N/A 6,607 682 174,071 60,129 2024-07-30 $22.54 $20.00 65.0% 15.1% 57.7% 42.5% 53.8% 2.1% -0.9% 3.5M -132.9M -884.3K 0.17 51.67 N/A N/A 3,898 659 176,497 60,365 2024-07-31 $23.05 $20.00 66.5% 14.5% 58.0% 45.0% 51.1% 4.1% -0.2% 4.0M -148.4M -892.7K 0.17 50.90 N/A N/A 5,241 866 177,434 60,408
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