S Options History — August 2024 In August 2024, S traded between $20.48 and $25.27. ATM implied volatility averaged 67.7%, placing in the 46.9% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 15.6% (HV 20d: 52.2%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.31.
Notable Days 2024-08-27 : Highest Volume — 55,724 contracts2024-08-28 : Largest IV drop — 39.6% change2024-08-05 : Highest IV Rank — 65.8%2024-08-27 : Largest Expected Move — 22.9%Monthly Statistics Metric Avg Min Max Open Close Price $22.96 $20.48 $25.27 $21.54 $23.45 Max Pain $21.05 $20.00 $22.00 $20.00 $22.00 ATM IV 67.7% 39.1% 79.7% 70.3% 40.3% Expected Move 18.5% 11.1% 22.9% 15.0% 11.1% HV 20d 52.2% 31.0% 64.5% 63.0% 34.0% HV 60d 54.4% 45.5% 57.0% 55.9% 46.4% IV Rank 46.9% 1.5% 65.8% 50.9% 3.4% IV Percentile 75.5% 4.4% 94.4% 84.1% 10.3% Term Structure -3.3% -5.8% 2.1% -2.8% -1.2% VWIV 64.2% 39.5% 79.0% 53.0% 39.5% Skew 25d 2.7% -2.8% 5.8% -1.5% 1.6% Skew 10d 5.9% 0.9% 12.4% 0.9% 2.3% Call IV 25d 66.2% 38.2% 82.8% 69.7% 38.2% Put IV 25d 68.9% 39.3% 80.9% 68.2% 39.8% Bid-Ask Spread % 40.99 24.10 51.99 44.92 51.99 Gamma HHI 0.12 0.08 0.28 0.09 0.12 Net GEX 3.4M 2.1M 5.5M 2.8M 2.1M Net DEX -136.6M -201.5M -83.0M -104.1M -104.0M Net VEX -844.2K -909.1K -741.4K -843.6K -741.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.04 0.94 0.42 0.43 Total Volume 13,317.364 3,660 55,724 6,169 12,046 Total OI 236,047.409 213,573 254,506 240,160 254,506
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 2024-08-01 $21.54 $20.00 70.3% 15.0% 63.0% 50.9% 53.0% -1.5% -2.8% 2.8M -104.1M -843.6K 0.42 44.92 N/A N/A 4,338 1,831 179,326 60,834 2024-08-02 $21.12 $20.00 73.3% 16.3% 63.5% 55.8% 57.8% 2.9% -1.5% 2.3M -91.3M -827.0K 0.28 47.52 N/A N/A 6,454 1,830 180,998 61,659 2024-08-05 $20.48 $21.00 79.7% 21.2% 64.5% 65.8% 71.9% 3.1% -3.1% 2.1M -83.0M -798.2K 0.30 46.19 N/A N/A 4,030 1,201 175,318 59,001 2024-08-06 $20.84 $21.00 75.6% 20.1% 63.2% 59.3% 69.1% 3.8% -2.3% 2.3M -88.1M -804.3K 0.28 46.12 N/A N/A 3,485 984 175,678 59,418 2024-08-07 $20.80 $21.00 76.4% 20.2% 63.1% 60.6% 69.6% 1.9% -4.0% 2.5M -89.8M -807.4K 0.10 48.81 N/A N/A 9,146 901 176,754 59,960 2024-08-08 $21.46 $21.00 75.2% 20.2% 63.8% 58.7% 69.5% -2.8% 2.1% 3.0M -112.9M -853.3K 0.16 50.91 N/A N/A 4,468 733 181,725 60,072 2024-08-09 $21.77 $21.00 75.4% 20.1% 63.9% 59.0% 70.2% 1.3% -4.7% 3.6M -124.6M -855.5K 0.18 48.25 N/A N/A 4,964 891 184,430 60,734 2024-08-12 $21.30 $21.00 75.1% 20.2% 60.7% 58.6% 69.0% 2.3% -2.8% 2.8M -104.8M -809.1K 0.33 45.43 N/A N/A 2,750 910 179,858 60,377 2024-08-13 $22.38 $21.00 72.6% 19.7% 63.3% 54.6% 65.9% 4.7% -4.1% 3.3M -132.0M -846.6K 0.25 41.74 N/A N/A 7,955 1,966 179,938 61,108 2024-08-14 $22.70 $21.00 70.5% 18.8% 62.0% 51.3% 65.7% 5.0% -5.1% 3.5M -143.5M -863.7K 0.04 47.65 N/A N/A 11,306 480 182,572 62,479 2024-08-15 $23.07 $21.00 67.8% 18.4% 59.0% 47.0% 64.8% 2.7% -4.5% 3.7M -155.8M -855.6K 0.25 43.48 N/A N/A 3,594 890 181,457 62,544 2024-08-16 $23.29 $21.00 65.3% 17.9% 54.9% 43.1% 61.9% 3.1% -5.3% 3.6M -159.3M -856.1K 0.30 46.12 N/A N/A 10,413 3,176 182,076 62,995 2024-08-19 $23.70 $21.00 66.1% 18.6% 46.7% 44.4% 64.6% 5.8% -2.9% 3.6M -150.4M -878.8K 0.43 41.25 N/A N/A 6,432 2,749 161,356 52,217 2024-08-20 $24.11 $21.00 66.9% 19.0% 43.8% 45.6% 64.5% 4.7% -2.7% 4.0M -163.3M -897.6K 0.14 24.10 N/A N/A 6,630 920 164,218 53,204 2024-08-21 $24.38 $21.00 70.3% 20.2% 41.8% 51.0% 70.9% 5.8% -5.2% 4.1M -171.8M -892.6K 0.94 33.81 N/A N/A 3,562 3,356 164,344 53,028 2024-08-22 $24.73 $21.00 71.8% 20.8% 41.5% 53.4% 72.6% 2.6% -5.8% 4.2M -184.9M -901.9K 0.16 29.85 N/A N/A 9,497 1,482 165,161 54,490 2024-08-23 $25.27 $21.00 69.3% 20.3% 42.0% 49.4% 70.6% 4.8% -4.6% 4.3M -201.5M -909.1K 0.12 29.93 N/A N/A 18,898 2,334 167,959 54,996 2024-08-26 $24.95 $21.00 71.9% 21.9% 40.6% 53.5% 76.2% 4.0% -5.1% 3.7M -180.2M -875.6K 0.59 28.37 N/A N/A 16,500 9,813 165,356 53,725 2024-08-27 $24.73 $21.00 72.9% 22.9% 40.9% 55.1% 79.0% 2.6% -5.8% 3.5M -169.8M -871.1K 0.45 31.47 N/A N/A 38,332 17,392 168,882 61,685 2024-08-28 $24.59 $22.00 44.0% 13.1% 40.5% 9.4% 45.7% 2.1% -1.6% 4.8M -149.0M -799.1K 0.50 37.70 N/A N/A 24,345 12,155 178,180 74,459 2024-08-29 $24.41 $22.00 39.1% 11.5% 31.0% 1.5% 40.5% 0.1% 0.9% 5.5M -140.9M -785.5K 0.14 36.07 N/A N/A 15,596 2,247 180,202 73,764 2024-08-30 $23.45 $22.00 40.3% 11.1% 34.0% 3.4% 39.5% 1.6% -1.2% 2.1M -104.0M -741.4K 0.43 51.99 N/A N/A 8,450 3,596 182,030 72,476
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