SANM Options History — June 2024

In June 2024, SANM traded between $65.48 and $67.48. ATM implied volatility averaged 30.0%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 8.9% (HV 20d: 21.1%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.67.

Notable Days

2024-06-24: Highest Volume — 112 contracts
2024-06-10: Largest IV spike — 270.5% change
2024-06-10: Highest IV Rank — 100.0%
2024-06-04: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$66.47	$65.48	$67.48	$66.85	$65.71
Max Pain	$65.00	$65.00	$65.00	$65.00	$65.00
ATM IV	30.0%	18.3%	67.9%	30.6%	24.4%
Expected Move	7.8%	6.9%	11.2%	8.8%	7.0%
HV 20d	21.1%	19.5%	22.9%	20.1%	19.5%
HV 60d	25.6%	24.1%	27.9%	27.1%	24.1%
IV Rank	25.5%	1.8%	100.0%	28.4%	13.6%
IV Percentile	37.7%	0.4%	100.0%	52.4%	12.7%
Term Structure	7.2%	-5.0%	16.8%	-5.0%	14.4%
VWIV	27.1%	23.0%	32.6%	29.0%	31.5%
Skew 25d	-2.7%	-11.2%	1.6%	-3.8%	1.6%
Skew 10d	-10.3%	-29.6%	0.6%	-29.6%	0.3%
Call IV 25d	27.3%	23.5%	42.3%	32.8%	25.2%
Put IV 25d	24.5%	20.2%	31.1%	28.9%	26.8%
Bid-Ask Spread %	96.32	86.08	107.36	104.15	101.59
Gamma HHI	0.28	0.24	0.33	0.26	0.33
Net GEX	14.8K	-23.1K	33.3K	13.3K	3.8K
Net DEX	-2.2M	-2.7M	-1.5M	-2.2M	-1.8M
Net VEX	-16.7K	-18.1K	-14.4K	-17.7K	-14.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.00	9.18	0.00	0.40
Total Volume	17	0	112	5	7
Total OI	2,184.579	2,003	2,264	2,158	2,075

Daily Data (19 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 Vol	Put Vol	Call OI	Put OI
2024-06-03	$66.85	$65.00	30.6%	8.8%	20.1%	28.4%	29.0%	-3.8%	-5.0%	13.3K	-2.2M	-17.7K	0.00	104.15	5	0	1,038	1,120
2024-06-04	$65.51	$65.00	38.9%	11.2%	19.6%	46.5%	32.6%	-11.2%	1.6%	-23.1K	-1.5M	-18.1K	0.00	102.11	66	0	1,038	1,120
2024-06-05	$67.02	$65.00	25.1%	7.2%	20.4%	16.5%	23.0%	0.2%	-1.1%	24.0K	-2.4M	-17.8K	0.00	96.01	10	0	1,100	1,120
2024-06-06	$66.14	$65.00	33.4%	7.1%	21.1%	34.5%	0.0%	-5.2%	7.4%	11.3K	-2.0M	-17.9K	0.00	94.50	1	0	1,101	1,120
2024-06-07	$66.03	$65.00	18.3%	7.7%	21.1%	1.8%	0.0%	-0.8%	-1.9%	2.7K	-2.0M	-17.7K	0.00	86.13	2	0	1,102	1,120
2024-06-10	$66.03	$65.00	67.9%	7.1%	21.1%	100.0%	0.0%	-0.3%	6.5%	9.4K	-2.0M	-17.8K	0.00	93.05	11	0	1,104	1,120
2024-06-11	$66.16	$65.00	35.5%	7.3%	21.0%	35.7%	0.0%	-4.9%	6.2%	3.6K	-1.9M	-17.5K	0.00	92.70	0	0	1,113	1,120
2024-06-12	$67.39	$65.00	26.1%	7.5%	21.4%	17.1%	0.0%	-1.6%	8.2%	22.8K	-2.6M	-17.4K	0.00	96.19	10	0	1,113	1,120
2024-06-13	$67.48	$65.00	25.1%	7.2%	21.3%	15.2%	25.5%	-4.2%	7.7%	29.5K	-2.7M	-17.1K	0.05	98.35	19	1	1,123	1,120
2024-06-14	$66.34	$65.00	27.9%	8.0%	22.2%	20.6%	0.0%	-2.6%	6.5%	14.7K	-2.2M	-17.4K	0.00	96.99	0	0	1,142	1,120
2024-06-17	$67.36	$65.00	26.5%	7.6%	22.2%	17.8%	0.0%	-4.3%	6.0%	28.2K	-2.5M	-16.9K	0.00	91.64	2	0	1,142	1,120
2024-06-18	$67.34	$65.00	28.2%	8.1%	22.2%	21.2%	26.4%	-0.4%	6.7%	30.6K	-2.7M	-16.8K	0.00	93.94	10	0	1,142	1,120
2024-06-20	$66.34	$65.00	30.8%	8.8%	22.9%	26.4%	28.3%	-4.8%	8.2%	-3.4K	-2.3M	-16.7K	1.82	107.36	11	20	1,144	1,120
2024-06-21	$66.82	$65.00	24.9%	7.1%	22.0%	14.8%	24.5%	0.5%	16.8%	33.3K	-2.6M	-15.5K	0.00	99.45	27	0	1,148	1,100
2024-06-24	$66.51	$65.00	29.3%	8.4%	21.0%	23.4%	26.6%	-2.4%	7.2%	32.7K	-2.2M	-15.7K	9.18	92.38	11	101	1,066	937
2024-06-25	$66.59	$65.00	26.4%	7.6%	20.6%	17.7%	25.1%	-1.5%	14.4%	27.0K	-2.1M	-15.2K	0.00	86.08	6	0	1,069	1,002
2024-06-26	$65.85	$65.00	27.4%	7.9%	20.9%	19.8%	25.9%	-3.2%	12.4%	20.1K	-1.8M	-15.2K	0.00	101.04	2	0	1,072	1,002
2024-06-27	$65.48	$65.00	24.2%	6.9%	20.8%	13.4%	0.0%	-3.0%	14.5%	597	-1.6M	-14.5K	0.00	96.38	1	0	1,072	1,002
2024-06-28	$65.71	$65.00	24.4%	7.0%	19.5%	13.6%	31.5%	1.6%	14.4%	3.8K	-1.8M	-14.4K	0.40	101.59	5	2	1,073	1,002