S Options History — October 2024 In October 2024, S traded between $23.05 and $26.59. ATM implied volatility averaged 45.2%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 7.6% (HV 20d: 37.6%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.34.
Notable Days 2024-10-10 : Highest Volume — 23,464 contracts2024-10-31 : Largest IV spike — 12.3% change2024-10-31 : Highest IV Rank — 22.0%2024-10-16 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $25.34 $23.05 $26.59 $23.13 $25.91 Max Pain $22.17 $22.00 $24.00 $24.00 $22.00 ATM IV 45.2% 39.1% 50.0% 41.1% 50.0% Expected Move 13.1% 11.7% 14.2% 12.2% 14.0% HV 20d 37.6% 34.0% 41.5% 36.3% 37.7% HV 60d 41.1% 35.2% 46.6% 46.3% 35.5% IV Rank 13.1% 1.9% 22.0% 5.6% 22.0% IV Percentile 38.3% 6.7% 60.7% 15.9% 60.7% Term Structure 2.2% -1.8% 14.6% 0.9% 13.3% VWIV 45.8% 40.9% 49.3% 42.2% 49.3% Skew 25d 2.1% 0.2% 3.1% 2.4% 2.8% Skew 10d 6.7% -2.3% 17.5% 4.7% 13.2% Call IV 25d 44.1% 38.2% 48.2% 40.2% 46.0% Put IV 25d 46.3% 40.8% 51.0% 42.6% 48.8% Bid-Ask Spread % 46.13 26.28 59.36 47.67 43.96 Gamma HHI 0.11 0.09 0.14 0.11 0.11 Net GEX 5.0M 3.6M 6.6M 3.7M 4.6M Net DEX -165.8M -226.9M -90.5M -93.0M -165.9M Net VEX -819.5K -887.4K -722.0K -734.3K -826.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.03 1.60 0.39 0.47 Total Volume 6,914.826 1,465 23,464 2,079 2,575 Total OI 228,623.174 217,750 252,784 217,750 226,837
Daily Data (23 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 2024-10-01 $23.13 $24.00 41.1% 12.2% 36.3% 5.6% 42.2% 2.4% 0.9% 3.7M -93.0M -734.3K 0.39 47.67 N/A N/A 1,496 583 157,164 60,586 2024-10-02 $23.30 $24.00 39.1% 11.7% 35.9% 1.9% 40.9% 2.1% 3.4% 3.9M -96.8M -729.8K 0.50 48.20 N/A N/A 979 486 157,708 60,698 2024-10-03 $23.05 $22.00 41.9% 12.2% 35.8% 6.9% 43.5% 2.7% 2.9% 3.6M -90.5M -722.0K 1.60 49.37 N/A N/A 1,378 2,208 157,843 61,103 2024-10-04 $23.94 $22.00 40.0% 12.2% 36.0% 3.5% 43.1% 2.6% 3.1% 5.2M -117.9M -758.9K 0.53 54.44 N/A N/A 2,815 1,492 158,967 62,467 2024-10-07 $23.20 $22.00 44.3% 12.9% 37.4% 11.4% 44.3% 3.1% 0.2% 4.0M -94.7M -730.4K 0.41 51.83 N/A N/A 2,092 861 157,314 61,840 2024-10-08 $24.43 $22.00 46.5% 13.3% 40.7% 15.6% 45.9% 2.9% -0.9% 5.2M -139.1M -770.1K 0.18 58.43 N/A N/A 10,767 1,944 158,460 62,459 2024-10-09 $25.13 $22.00 46.1% 13.2% 41.4% 14.7% 46.3% 0.6% 0.5% 6.1M -171.5M -788.0K 0.10 49.53 N/A N/A 10,015 983 164,215 64,075 2024-10-10 $25.64 $22.00 46.7% 13.4% 41.5% 15.9% 46.6% 1.4% -0.0% 5.7M -198.1M -803.8K 0.03 51.71 N/A N/A 22,789 675 167,956 64,523 2024-10-11 $25.71 $22.00 45.0% 12.8% 41.3% 12.7% 44.5% 2.1% -0.9% 6.0M -209.3M -852.7K 0.09 59.36 N/A N/A 9,399 847 175,244 64,930 2024-10-14 $26.39 $22.00 46.4% 13.3% 41.2% 15.4% 46.4% 1.2% -1.3% 5.6M -209.9M -849.9K 0.38 50.26 N/A N/A 6,782 2,549 165,466 64,144 2024-10-15 $25.76 $22.00 48.4% 13.9% 37.0% 19.0% 48.4% 1.6% -1.5% 5.3M -185.6M -848.6K 0.10 50.60 N/A N/A 6,434 646 167,491 65,980 2024-10-16 $25.87 $22.00 49.7% 14.2% 36.2% 21.4% 49.2% 2.8% -1.7% 5.5M -189.1M -852.9K 0.22 52.77 N/A N/A 17,890 3,877 169,196 66,436 2024-10-17 $25.95 $22.00 46.8% 13.5% 34.8% 16.2% 46.8% 2.8% -1.5% 6.5M -201.6M -886.9K 0.41 55.74 N/A N/A 7,288 2,977 181,770 68,504 2024-10-18 $26.46 $22.00 46.0% 13.3% 34.3% 14.5% 45.5% 1.4% -1.6% 6.6M -226.9M -887.4K 0.14 43.82 N/A N/A 4,958 675 182,533 70,251 2024-10-21 $26.59 $22.00 45.7% 13.1% 34.0% 14.1% 45.7% 2.7% -1.6% 5.0M -198.4M -879.7K 0.67 26.28 N/A N/A 3,646 2,450 160,360 63,192 2024-10-22 $25.84 $22.00 45.9% 13.1% 35.9% 14.4% 45.0% 1.8% -1.8% 4.4M -170.5M -865.1K 0.32 43.08 N/A N/A 2,771 892 161,766 64,242 2024-10-23 $25.16 $22.00 46.4% 13.3% 37.4% 15.3% 45.4% 3.1% -1.1% 3.9M -146.0M -840.1K 0.20 35.34 N/A N/A 3,024 604 163,293 64,704 2024-10-24 $26.01 $22.00 45.5% 13.3% 38.8% 13.6% 46.1% 2.1% -1.6% 4.5M -176.2M -854.5K 0.10 32.86 N/A N/A 3,191 331 163,627 64,873 2024-10-25 $26.37 $22.00 45.1% 13.0% 38.9% 12.9% 45.2% 1.3% -0.4% 4.7M -186.9M -856.8K 0.14 42.29 N/A N/A 3,664 520 165,239 65,102 2024-10-28 $26.12 $22.00 44.4% 13.1% 38.9% 11.6% 46.3% 2.6% 13.9% 4.7M -174.9M -838.2K 0.51 35.45 N/A N/A 2,375 1,215 160,375 63,473 2024-10-29 $26.41 $22.00 44.0% 13.2% 37.0% 10.8% 46.9% 2.9% 14.6% 5.0M -183.9M -839.6K 0.18 44.03 N/A N/A 1,974 353 160,781 64,523 2024-10-30 $26.41 $22.00 44.5% 13.6% 37.1% 11.9% 48.8% 0.2% 14.2% 5.2M -185.9M -833.3K 0.15 34.07 N/A N/A 3,093 478 161,904 64,719 2024-10-31 $25.91 $22.00 50.0% 14.0% 37.7% 22.0% 49.3% 2.8% 13.3% 4.6M -165.9M -826.6K 0.47 43.96 N/A N/A 1,753 822 161,962 64,875
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