S Options History — March 2026 In March 2026, S traded between $12.57 and $14.54. ATM implied volatility averaged 60.3%, placing in the 54.4% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 13.2% (HV 20d: 47.1%). Max pain ranged from $13.00 to $14.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.29.
Notable Days 2026-03-03 : Highest Volume — 43,070 contracts2026-03-13 : Largest IV drop — 26.5% change2026-03-03 : Highest IV Rank — 89.5%2026-03-12 : Largest Expected Move — 76.6%Monthly Statistics Metric Avg Min Max Open Close Price $13.78 $12.57 $14.54 $13.14 $12.86 Max Pain $13.86 $13.00 $14.00 $13.00 $14.00 ATM IV 60.3% 46.4% 78.1% 75.4% 54.8% Expected Move 19.9% 13.4% 76.6% 25.1% 15.7% HV 20d 47.1% 35.1% 58.3% 58.3% 51.8% HV 60d 46.7% 43.0% 53.4% 53.4% 50.1% IV Rank 54.4% 25.6% 89.5% 83.8% 45.4% IV Percentile 70.3% 46.0% 99.2% 96.8% 58.7% Term Structure -1.9% -11.3% 4.6% -5.3% 1.1% VWIV 60.6% 46.6% 87.0% 85.8% 56.4% Skew 25d 2.7% -2.6% 6.9% 2.4% 4.4% Skew 10d 6.8% -1.2% 17.7% 3.5% 12.9% Call IV 25d 59.5% 45.9% 74.6% 73.4% 54.9% Put IV 25d 62.2% 48.0% 78.8% 75.9% 59.3% Bid-Ask Spread % 36.63 17.12 65.21 46.96 23.18 Gamma HHI 0.17 0.13 0.26 0.13 0.13 Net GEX 2.6M 946.5K 4.1M 2.4M 1.3M Net DEX -69.0M -92.8M -31.4M -68.6M -36.9M Net VEX -632.3K -710.3K -509.0K -695.6K -527.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.01 0.60 0.17 0.56 Total Volume 12,115.864 2,188 43,070 4,136 2,588 Total OI 271,361.227 208,580 311,478 307,980 221,883
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 2026-03-02 $13.14 $13.00 75.4% 25.1% 58.3% 83.8% 85.8% 2.4% -5.3% 2.4M -68.6M -695.6K 0.17 46.96 N/A N/A 3,531 605 262,103 45,877 2026-03-03 $13.25 $13.00 78.1% 25.3% 57.3% 89.5% 87.0% 1.3% -8.2% 2.6M -71.9M -701.5K 0.01 64.48 N/A N/A 42,528 542 262,412 46,203 2026-03-04 $13.48 $13.00 74.3% 24.9% 49.0% 81.5% 83.6% 3.2% -7.1% 2.7M -70.6M -663.9K 0.49 51.08 N/A N/A 3,762 1,855 255,712 46,503 2026-03-05 $14.00 $14.00 72.5% 19.1% 49.2% 77.9% 66.0% 4.7% -5.0% 3.5M -87.0M -699.3K 0.60 55.90 N/A N/A 5,337 3,203 257,212 46,928 2026-03-06 $14.13 $14.00 74.2% 19.2% 45.8% 81.4% 66.3% 6.9% -5.0% 3.9M -92.8M -705.3K 0.23 63.44 N/A N/A 6,582 1,539 258,273 47,395 2026-03-09 $14.34 $14.00 70.1% 20.3% 45.9% 72.8% 68.5% 2.9% 3.6% 2.7M -92.6M -703.7K 0.12 65.21 N/A N/A 8,133 993 243,625 46,603 2026-03-10 $14.20 $14.00 72.2% 18.6% 46.1% 77.1% 65.0% 3.5% -5.7% 2.8M -91.1M -710.3K 0.50 53.58 N/A N/A 4,250 2,141 245,612 46,675 2026-03-11 $14.16 $14.00 72.9% 19.0% 44.0% 78.6% 68.6% -2.6% -3.7% 2.8M -88.5M -682.7K 0.07 56.16 N/A N/A 11,609 814 247,806 47,874 2026-03-12 $13.79 $14.00 72.7% 76.6% 44.6% 79.6% 66.1% 3.2% -11.3% 2.5M -73.3M -651.4K 0.53 30.38 N/A N/A 21,262 11,209 245,545 48,310 2026-03-13 $14.49 $14.00 53.5% 15.3% 46.7% 42.2% 51.9% -0.1% -3.4% 4.1M -85.7M -673.3K 0.19 25.12 N/A N/A 32,727 6,116 253,072 58,406 2026-03-16 $14.29 $14.00 50.7% 14.2% 44.1% 35.6% 50.0% 1.7% 1.4% 3.2M -76.0M -642.8K 0.40 17.12 N/A N/A 5,750 2,310 240,314 48,093 2026-03-17 $14.47 $14.00 48.1% 13.6% 42.7% 29.6% 47.6% 2.1% 1.4% 3.6M -81.9M -640.9K 0.28 18.64 N/A N/A 5,997 1,700 241,815 47,431 2026-03-18 $14.48 $14.00 47.0% 13.4% 42.7% 27.0% 46.6% 1.5% 0.5% 3.9M -84.8M -647.5K 0.29 28.39 N/A N/A 2,262 660 242,971 46,825 2026-03-19 $14.54 $14.00 46.4% 13.4% 42.7% 25.6% 46.7% 4.5% 4.1% 4.1M -85.5M -647.4K 0.26 24.72 N/A N/A 3,473 904 243,431 46,491 2026-03-20 $14.16 $14.00 48.5% 13.6% 40.2% 30.5% 47.4% 2.9% 4.6% 3.4M -73.1M -615.6K 0.25 27.04 N/A N/A 8,372 2,118 243,419 45,987 2026-03-23 $14.42 $14.00 49.3% 14.1% 35.1% 32.3% 49.2% 4.7% 0.3% 2.0M -64.4M -614.8K 0.14 28.13 N/A N/A 4,654 640 175,923 32,657 2026-03-24 $13.11 $14.00 49.9% 14.4% 49.7% 33.9% 52.6% 1.7% 0.3% 1.2M -39.8M -542.5K 0.30 22.84 N/A N/A 7,187 2,175 178,887 33,026 2026-03-25 $13.38 $14.00 48.9% 14.3% 50.0% 31.5% 51.5% 2.6% -1.1% 1.3M -44.3M -561.7K 0.14 27.98 N/A N/A 3,840 553 182,339 34,038 2026-03-26 $13.36 $14.00 49.3% 14.2% 47.3% 32.3% 51.8% 0.8% -0.7% 1.3M -45.6M -558.9K 0.17 23.24 N/A N/A 1,871 317 183,956 34,397 2026-03-27 $12.57 $14.00 57.6% 16.9% 51.3% 52.0% 59.8% 6.7% -1.9% 946.5K -31.4M -509.0K 0.60 27.02 N/A N/A 19,825 11,975 184,728 34,606 2026-03-30 $12.61 $14.00 59.4% 17.0% 51.4% 56.1% 63.8% 0.9% -0.4% 962.2K -32.7M -515.4K 0.13 25.31 N/A N/A 7,646 994 177,459 37,125 2026-03-31 $12.86 $14.00 54.8% 15.7% 51.8% 45.4% 56.4% 4.4% 1.1% 1.3M -36.9M -527.3K 0.56 23.18 N/A N/A 1,657 931 184,648 37,235
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