SPCE Options History — February 2020 In February 2020, SPCE traded between $364.00 and $757.40. ATM implied volatility averaged 150.7%. The 30-day expected move averaged 44.0%. IV traded above realized volatility by 41.4% (HV 20d: 109.3%). Max pain ranged from $280.00 to $520.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.49.
Notable Days 2020-02-20 : Highest Volume — 46,780 contracts2020-02-18 : Largest IV spike — 24.0% change2020-02-20 : Largest Expected Move — 65.3%Monthly Statistics Metric Avg Min Max Open Close Price $517.69 $364.00 $757.40 $364.00 $476.40 Max Pain $408.42 $280.00 $520.00 $320.00 $520.00 ATM IV 150.7% 89.0% 225.3% 95.2% 183.6% Expected Move 44.0% 27.3% 65.3% 27.3% 56.8% HV 20d 109.3% 84.4% 174.0% 86.1% 174.0% HV 60d 88.4% 75.5% 117.5% 76.3% 117.1% Term Structure -7.6% -14.3% 6.9% 0.7% -7.2% VWIV 154.8% 96.5% 227.3% 96.5% 202.7% Skew 25d -13.5% -34.1% 6.3% -8.9% 6.3% Skew 10d -19.9% -48.6% 8.6% -17.3% 8.6% Call IV 25d 160.4% 100.1% 236.5% 100.2% 188.6% Put IV 25d 146.8% 91.2% 214.8% 91.2% 195.0% Bid-Ask Spread % 8.22 4.30 17.97 8.22 10.20 Gamma HHI 0.09 0.05 0.13 0.12 0.06 Net GEX 3.8M -498.2K 8.4M 3.0M 1.4M Net DEX -558.5M -1.21B -51.4M -260.6M -172.2M Net VEX -1.8M -2.5M -1.1M -1.1M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.10 1.35 0.20 1.16 Total Volume 13,304.474 1,023 46,780 2,126 12,039 Total OI 29,239 17,983 46,790 17,983 41,142
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 2020-02-03 $364.00 $320.00 95.2% 27.3% 86.1% 0.0% 96.5% -8.9% 0.7% 3.0M -260.6M -1.1M 0.20 8.22 1,768 358 13,827 4,156 2020-02-04 $394.80 $320.00 102.1% 29.3% 84.4% 0.0% 102.7% -7.9% 1.0% 3.3M -333.1M -1.2M 0.22 12.13 2,851 635 14,266 4,119 2020-02-05 $371.20 $320.00 95.5% 27.4% 90.0% 0.0% 98.7% -7.6% 6.9% 3.4M -293.0M -1.2M 0.10 8.98 2,886 300 15,105 4,143 2020-02-06 $367.40 $280.00 89.0% 28.7% 90.7% 0.0% 101.0% -7.9% -4.3% 3.7M -295.4M -1.3M 0.12 8.48 911 112 16,313 4,283 2020-02-07 $378.60 $280.00 94.5% 29.3% 90.4% 0.0% 103.2% -8.6% -9.0% 3.9M -325.1M -1.3M 0.19 8.65 1,388 259 16,442 4,326 2020-02-10 $407.80 $300.00 116.1% 31.8% 91.3% 0.0% 113.6% -14.8% -9.9% 4.2M -407.8M -1.4M 0.13 6.40 5,227 703 16,948 4,491 2020-02-11 $437.60 $320.00 127.8% 34.1% 91.0% 0.0% 120.5% -14.8% -13.9% 4.7M -497.3M -1.5M 0.16 8.48 6,499 1,036 18,097 4,823 2020-02-12 $465.20 $340.00 127.3% 36.5% 91.9% 0.0% 129.9% -15.0% -13.0% 5.0M -594.6M -1.7M 0.24 7.84 9,057 2,180 19,438 5,142 2020-02-13 $466.20 $400.00 129.8% 37.2% 91.4% 0.0% 132.0% -12.9% -14.3% 4.9M -560.2M -1.8M 0.23 6.00 5,838 1,315 19,896 6,627 2020-02-14 $555.00 $400.00 152.2% 41.9% 105.6% 0.0% 146.2% -9.2% -9.5% 4.6M -813.5M -2.0M 0.24 5.46 12,863 3,116 20,316 7,314 2020-02-18 $602.20 $440.00 188.8% 53.6% 106.9% 0.0% 189.8% -31.5% -9.6% 4.6M -899.4M -2.0M 0.46 5.41 20,845 9,670 20,692 8,391 2020-02-19 $706.60 $500.00 208.5% 59.8% 113.3% 0.0% 207.4% -34.1% -10.2% 5.5M -1.16B -2.0M 0.62 4.30 15,448 9,580 22,466 11,537 2020-02-20 $757.40 $500.00 225.3% 65.3% 110.6% 0.0% 227.3% -21.7% -12.5% 8.4M -1.21B -2.2M 0.76 9.01 26,593 20,187 23,902 15,049 2020-02-21 $665.20 $500.00 197.4% 57.6% 124.3% 0.0% 201.7% -21.1% -13.4% 3.1M -724.3M -2.4M 1.01 6.65 9,267 9,381 27,539 19,251 2020-02-24 $698.20 $500.00 194.7% 58.3% 111.6% 0.0% 201.2% -22.2% -6.0% 3.3M -802.2M -2.5M 0.56 5.61 7,732 4,358 20,485 11,424 2020-02-25 $703.00 $500.00 197.8% 59.3% 112.0% 0.0% 208.0% -14.1% -9.2% 4.1M -831.8M -2.5M 0.70 8.19 6,845 4,787 22,352 12,729 2020-02-26 $577.80 $500.00 159.3% 47.0% 138.9% 0.0% 166.4% -7.6% -4.3% 1.1M -382.4M -2.4M 0.89 8.17 8,739 7,773 23,808 14,614 2020-02-27 $441.60 $520.00 178.7% 54.9% 173.2% 0.0% 193.2% -3.7% -6.5% -498.2K -51.4M -2.1M 1.35 17.97 8,595 11,644 24,836 15,252 2020-02-28 $476.40 $520.00 183.6% 56.8% 174.0% 0.0% 202.7% 6.3% -7.2% 1.4M -172.2M -2.3M 1.16 10.20 5,581 6,458 25,623 15,519
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