SNDK Options History — July 2014 In July 2014, SNDK traded between $91.71 and $107.83. ATM implied volatility averaged 31.7%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 4.9% (HV 20d: 36.6%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.97.
Notable Days 2014-07-17 : Highest Volume — 132,824 contracts2014-07-17 : Largest IV drop — 19.1% change2014-07-11 : Highest IV Rank — 80.6%2014-07-17 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $99.49 $91.71 $107.83 $105.38 $91.71 Max Pain $72.84 $70.00 $75.00 $72.50 $72.50 ATM IV 31.7% 24.9% 39.3% 35.8% 26.9% Expected Move 8.8% 8.5% 9.2% 8.5% 9.0% HV 20d 36.6% 13.2% 55.1% 20.9% 54.2% HV 60d 29.9% 17.4% 35.7% 28.4% 35.7% IV Rank 33.2% 5.8% 80.6% 39.4% 16.4% IV Percentile 55.4% 5.6% 94.8% 81.0% 43.3% Term Structure -0.9% -3.5% 1.0% -1.7% -1.3% VWIV 32.3% 30.1% 43.7% 30.1% 31.3% Skew 25d 2.6% -0.5% 5.1% 4.0% 1.3% Skew 10d 4.2% -1.8% 11.6% 7.9% -1.1% Call IV 25d 30.9% 24.9% 38.8% 34.1% 25.9% Put IV 25d 33.5% 25.4% 43.1% 38.2% 27.1% Bid-Ask Spread % 6.81 4.83 27.36 4.83 6.03 Gamma HHI 0.10 0.06 0.29 0.12 0.10 Net GEX 7.6M -2.6M 16.5M 16.5M 2.5M Net DEX -537.7M -999.4M -4.5M -915.4M -155.3M Net VEX -3.4M -3.5M -3.1M -3.2M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.33 1.89 1.19 0.58 Total Volume 27,218.682 6,551 132,824 13,885 22,444 Total OI 255,366.091 228,572 357,450 228,572 261,196
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 2014-07-01 $105.38 $72.50 35.8% 8.5% 20.9% 39.4% 30.1% 4.0% -1.7% 16.5M -915.4M -3.2M 1.19 4.83 N/A N/A 6,350 7,535 134,709 93,863 2014-07-02 $106.00 $72.50 34.9% 8.5% 20.9% 36.7% 31.2% 4.3% -1.5% 15.3M -928.0M -3.2M 1.11 7.07 N/A N/A 6,174 6,823 134,914 97,612 2014-07-03 $106.76 $72.50 35.1% 8.6% 20.0% 37.1% 31.6% 3.5% -1.5% 14.5M -972.5M -3.3M 1.01 5.24 N/A N/A 6,776 6,820 137,679 100,264 2014-07-07 $106.40 $75.00 36.2% 8.6% 20.1% 40.7% 30.3% 3.4% -1.5% 10.8M -908.7M -3.3M 1.80 5.59 N/A N/A 4,647 8,343 134,194 96,427 2014-07-08 $104.25 $75.00 37.4% 8.8% 20.4% 44.8% 30.6% 4.5% -2.2% 6.4M -802.6M -3.4M 0.93 5.37 N/A N/A 11,187 10,438 136,018 100,253 2014-07-09 $104.25 $75.00 37.9% 8.8% 19.8% 46.2% 35.8% 4.0% -2.5% 6.1M -810.0M -3.3M 0.78 6.70 N/A N/A 3,685 2,866 138,667 103,182 2014-07-10 $103.77 $75.00 39.1% 8.8% 18.1% 50.4% 32.9% 5.1% -3.5% 4.3M -773.9M -3.4M 1.89 5.93 N/A N/A 3,419 6,446 139,403 104,182 2014-07-11 $104.97 $75.00 39.3% 8.8% 17.8% 80.6% 32.2% 4.3% -2.9% -2.6M -847.9M -3.4M 1.47 5.72 N/A N/A 6,257 9,187 140,029 106,524 2014-07-14 $105.59 $75.00 36.9% 8.8% 17.7% 68.5% 30.9% 4.1% -0.6% 12.4M -866.2M -3.3M 1.09 6.46 N/A N/A 11,521 12,607 136,702 100,721 2014-07-15 $105.56 $75.00 37.0% 8.8% 13.2% 69.0% 43.7% 4.5% -1.6% 12.1M -859.5M -3.3M 0.83 6.50 N/A N/A 11,970 9,887 141,098 106,990 2014-07-16 $107.83 $70.00 38.5% 8.7% 14.5% 76.6% 30.6% 3.3% -2.6% 13.2M -999.4M -3.2M 0.87 27.36 N/A N/A 59,029 51,564 146,510 110,138 2014-07-17 $93.21 $70.00 31.1% 9.2% 54.5% 38.5% 32.0% 2.2% 0.1% -2.3M -4.5M -3.1M 0.79 5.09 N/A N/A 74,213 58,611 182,132 139,759 2014-07-18 $94.52 $70.00 27.4% 9.0% 54.9% 19.2% 33.8% 1.4% 0.9% 5.9M -101.9M -3.5M 1.07 5.92 N/A N/A 26,264 28,069 206,565 150,885 2014-07-21 $93.70 $70.00 26.6% 9.0% 54.9% 14.7% 31.8% 1.2% -0.0% 6.8M -232.9M -3.4M 0.61 5.06 N/A N/A 13,696 8,405 139,646 99,832 2014-07-22 $94.64 $72.50 25.8% 8.9% 55.1% 10.5% 31.0% 1.7% 0.3% 9.9M -293.7M -3.5M 0.80 5.22 N/A N/A 8,967 7,191 147,865 103,900 2014-07-23 $94.35 $72.50 24.9% 8.9% 55.1% 5.8% 30.7% 0.4% 0.2% 9.9M -280.9M -3.5M 0.90 5.79 N/A N/A 6,409 5,753 152,640 107,646 2014-07-24 $93.74 $72.50 25.0% 9.0% 54.9% 6.4% 30.6% 0.6% 1.0% 8.0M -233.8M -3.5M 0.46 6.44 N/A N/A 11,504 5,250 152,268 109,464 2014-07-25 $93.24 $72.50 24.9% 8.9% 54.9% 5.9% 31.2% 0.9% 0.4% 2.2M -203.6M -3.5M 0.98 6.01 N/A N/A 9,191 8,980 151,882 111,341 2014-07-28 $92.63 $72.50 25.4% 8.9% 54.9% 8.9% 30.8% 0.7% -0.0% 5.1M -190.5M -3.4M 1.58 5.21 N/A N/A 4,405 6,949 141,254 106,598 2014-07-29 $92.90 $72.50 25.2% 8.9% 54.4% 7.6% 33.0% -0.5% -0.2% 4.2M -205.6M -3.4M 0.33 5.83 N/A N/A 10,062 3,270 142,960 109,656 2014-07-30 $93.34 $72.50 25.1% 8.9% 54.2% 7.2% 35.6% 1.3% -0.1% 6.6M -243.4M -3.5M 0.40 6.45 N/A N/A 11,177 4,470 149,618 110,868 2014-07-31 $91.71 $72.50 26.9% 9.0% 54.2% 16.4% 31.3% 1.3% -1.3% 2.5M -155.3M -3.5M 0.58 6.03 N/A N/A 14,230 8,214 148,201 112,995
« Jun 2014 | All History | Aug 2014 » Home SNDK History July 2014