SPCE Options History — November 2019

Name: SPCE Options Analytics - November 2019
Creator: Options Analysis Suite

In November 2019, SPCE traded between $144.00 and $144.00. ATM implied volatility averaged 92.7%. The 30-day expected move averaged 26.6%. Max pain ranged from $150.00 to $150.00. Net GEX was positive for 1 of 1 trading days. Term structure was in contango for 1 of 1 days. Put/call ratio averaged 0.27.

Notable Days

2019-11-29: Highest Volume — 48 contracts
2019-11-29: Largest Expected Move — 26.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$144.00	$144.00	$144.00	$144.00	$144.00
Max Pain	$150.00	$150.00	$150.00	$150.00	$150.00
ATM IV	92.7%	92.7%	92.7%	92.7%	92.7%
Expected Move	26.6%	26.6%	26.6%	26.6%	26.6%
Term Structure	1.8%	1.8%	1.8%	1.8%	1.8%
VWIV	93.1%	93.1%	93.1%	93.1%	93.1%
Skew 25d	1.8%	1.8%	1.8%	1.8%	1.8%
Skew 10d	-24.9%	-24.9%	-24.9%	-24.9%	-24.9%
Call IV 25d	92.0%	92.0%	92.0%	92.0%	92.0%
Put IV 25d	93.8%	93.8%	93.8%	93.8%	93.8%
Bid-Ask Spread %	11.35	11.35	11.35	11.35	11.35
Gamma HHI	0.15	0.15	0.15	0.15	0.15
Net GEX	295.1K	295.1K	295.1K	295.1K	295.1K
Net DEX	-13.1M	-13.1M	-13.1M	-13.1M	-13.1M
Net VEX	-117.3K	-117.3K	-117.3K	-117.3K	-117.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.27	0.27	0.27	0.27
Total Volume	48	48	48	48	48
Total OI	4,859	4,859	4,859	4,859	4,859

Daily Data (1 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
2019-11-29	$144.00	$150.00	92.7%	26.6%	0.0%	0.0%	93.1%	1.8%	1.8%	295.1K	-13.1M	-117.3K	0.27	11.35	38	10	4,226	633