SANM Options History — December 2024

In December 2024, SANM traded between $75.82 and $81.03. ATM implied volatility averaged 30.0%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 6.2% (HV 20d: 23.8%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.48.

Notable Days

2024-12-02: Highest Volume — 54 contracts
2024-12-18: Largest IV spike — 36.1% change
2024-12-18: Highest IV Rank — 41.0%
2024-12-18: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.56	$75.82	$81.03	$80.34	$75.82
Max Pain	$79.29	$75.00	$80.00	$75.00	$80.00
ATM IV	30.0%	26.7%	43.8%	29.5%	27.3%
Expected Move	8.4%	7.6%	12.5%	8.5%	7.8%
HV 20d	23.8%	17.5%	51.1%	51.1%	18.1%
HV 60d	33.7%	33.4%	34.3%	34.1%	33.8%
IV Rank	18.8%	13.4%	41.0%	18.1%	14.5%
IV Percentile	41.2%	20.2%	79.0%	44.8%	25.4%
Term Structure	4.9%	-6.1%	12.6%	-1.9%	12.1%
VWIV	30.0%	22.5%	44.9%	31.3%	27.4%
Skew 25d	-0.0%	-12.1%	8.5%	-12.1%	-1.2%
Skew 10d	1.0%	-24.6%	23.4%	-6.3%	-3.1%
Call IV 25d	32.1%	22.0%	44.3%	43.4%	27.1%
Put IV 25d	32.0%	25.9%	38.8%	31.3%	25.9%
Bid-Ask Spread %	99.46	90.74	106.19	100.95	104.46
Gamma HHI	0.25	0.22	0.31	0.23	0.25
Net GEX	-4.7K	-38.8K	17.4K	10.9K	-38.8K
Net DEX	-631.8K	-1.3M	309.5K	-1.1M	309.5K
Net VEX	-7.6K	-8.4K	-5.8K	-7.6K	-5.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.00	2.00	0.59	1.80
Total Volume	14.81	0	54	54	14
Total OI	1,011.381	912	1,126	912	934

Daily Data (21 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
2024-12-02	$80.34	$75.00	29.5%	8.5%	51.1%	18.1%	31.3%	-12.1%	-1.9%	10.9K	-1.1M	-7.6K	0.59	100.95	34	20	419	493
2024-12-03	$80.03	$75.00	29.6%	8.5%	50.9%	18.2%	22.5%	-2.3%	-3.4%	11.2K	-1.1M	-7.9K	1.33	106.19	12	16	428	513
2024-12-04	$79.39	$75.00	31.5%	9.0%	50.9%	21.3%	0.0%	6.8%	-6.1%	6.1K	-1.0M	-7.9K	0.96	100.90	23	22	441	529
2024-12-05	$78.78	$80.00	28.0%	7.6%	20.4%	15.7%	0.0%	3.9%	5.5%	-1.7K	-766.1K	-8.4K	0.00	95.52	0	0	462	557
2024-12-06	$78.49	$80.00	29.9%	7.6%	20.4%	18.6%	0.0%	-4.6%	5.3%	-1.3K	-730.1K	-8.3K	0.56	102.05	9	5	462	557
2024-12-09	$79.79	$80.00	34.5%	8.0%	21.6%	26.0%	30.1%	3.8%	6.0%	5.3K	-991.1K	-8.3K	2.00	101.71	1	2	470	562
2024-12-10	$79.17	$80.00	31.9%	8.1%	21.6%	21.9%	0.0%	2.9%	3.0%	6.4K	-1.0M	-7.8K	0.00	99.45	4	0	471	564
2024-12-11	$80.20	$80.00	28.2%	8.1%	19.6%	15.9%	28.3%	-1.5%	4.0%	5.8K	-1.1M	-7.9K	0.58	93.98	19	11	471	564
2024-12-12	$81.03	$80.00	27.4%	7.8%	17.8%	14.6%	27.4%	-2.6%	5.2%	8.6K	-1.3M	-7.9K	0.00	90.74	22	0	487	575
2024-12-13	$79.88	$80.00	27.9%	8.0%	17.8%	15.4%	27.5%	0.8%	4.6%	12.5K	-1.2M	-7.9K	0.38	95.24	21	8	508	575
2024-12-16	$80.64	$80.00	29.0%	8.3%	17.5%	17.2%	27.7%	0.5%	5.5%	17.4K	-1.3M	-8.0K	0.00	92.34	8	0	515	583
2024-12-17	$78.77	$80.00	32.1%	9.2%	19.7%	22.3%	32.7%	4.1%	1.1%	2.9K	-745.1K	-8.0K	0.00	95.98	2	0	523	583
2024-12-18	$77.47	$80.00	43.8%	12.5%	20.7%	41.0%	36.1%	2.9%	-4.8%	7.6K	-544.3K	-7.9K	0.00	98.43	15	0	523	591
2024-12-19	$77.36	$80.00	30.5%	8.7%	20.6%	19.6%	44.9%	-7.9%	6.5%	-1.7K	-469.1K	-7.6K	0.50	98.36	14	7	535	591
2024-12-20	$76.77	$80.00	27.5%	7.9%	17.7%	14.8%	27.3%	8.5%	9.8%	-24.4K	-218.8K	-7.2K	0.00	100.52	9	0	537	589
2024-12-23	$77.28	$80.00	30.2%	8.7%	17.9%	19.1%	28.7%	0.9%	9.1%	-21.3K	-93.6K	-7.4K	0.00	103.09	2	0	454	469
2024-12-24	$77.56	$80.00	26.7%	7.6%	18.0%	13.4%	0.0%	0.7%	9.7%	-22.7K	-57.0K	-7.2K	0.00	99.47	0	0	456	469
2024-12-26	$78.33	$80.00	26.9%	7.7%	18.0%	13.8%	27.7%	-8.9%	11.1%	-21.0K	-217.8K	-6.9K	0.00	102.09	4	0	456	469
2024-12-27	$76.64	$80.00	27.0%	7.7%	19.6%	13.9%	0.0%	5.1%	12.6%	-29.5K	114.8K	-6.6K	0.00	101.30	0	0	458	469
2024-12-30	$75.97	$80.00	29.8%	8.6%	18.9%	18.6%	0.0%	-0.3%	8.6%	-30.3K	223.3K	-5.9K	0.00	105.91	7	0	458	469
2024-12-31	$75.82	$80.00	27.3%	7.8%	18.1%	14.5%	27.4%	-1.2%	12.1%	-38.8K	309.5K	-5.8K	1.80	104.46	5	9	465	469