SPCE Options History — June 2021

In June 2021, SPCE traded between $585.40 and $1119.80. ATM implied volatility averaged 117.9%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 33.6%. IV traded below realized volatility by 12.2% (HV 20d: 130.1%). Max pain ranged from $500.00 to $700.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.40.

Notable Days

2021-06-25: Highest Volume — 62,979 contracts
2021-06-25: Largest IV spike — 47.9% change
2021-06-28: Highest IV Rank — 56.8%
2021-06-28: Largest Expected Move — 44.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$765.09	$585.40	$1119.80	$585.40	$914.00
Max Pain	$598.18	$500.00	$700.00	$500.00	$700.00
ATM IV	117.9%	98.2%	156.5%	125.6%	144.2%
Expected Move	33.6%	28.3%	44.1%	34.3%	42.1%
HV 20d	130.1%	89.7%	150.9%	141.6%	150.9%
HV 60d	108.3%	102.4%	129.4%	105.1%	129.4%
IV Rank	30.7%	17.5%	56.8%	36.0%	48.5%
IV Percentile	74.3%	47.2%	95.2%	86.5%	92.1%
Term Structure	-0.5%	-11.4%	4.9%	-11.4%	4.9%
VWIV	124.4%	103.7%	174.0%	127.8%	160.4%
Skew 25d	-17.1%	-59.0%	-4.0%	-28.1%	-46.3%
Skew 10d	-24.6%	-70.3%	-0.4%	-31.5%	-70.3%
Call IV 25d	133.5%	108.7%	198.2%	145.3%	184.3%
Put IV 25d	116.5%	100.5%	147.4%	117.3%	138.0%
Bid-Ask Spread %	5.22	2.59	16.33	2.59	4.13
Gamma HHI	0.09	0.06	0.23	0.06	0.08
Net GEX	8.6M	5.6M	11.7M	5.9M	7.3M
Net DEX	-920.4M	-2.01B	-520.8M	-520.8M	-1.10B
Net VEX	-3.7M	-4.4M	-3.3M	-3.3M	-4.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.24	0.62	0.43	0.50
Total Volume	10,606.364	2,735	62,979	8,596	20,675
Total OI	39,392.182	32,117	45,392	39,062	45,392

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 Vol	Put Vol	Call OI	Put OI
2021-06-01	$585.40	$500.00	125.6%	34.3%	141.6%	36.0%	127.8%	-28.1%	-11.4%	5.9M	-520.8M	-3.3M	0.43	2.59	5,990	2,606	25,951	13,111
2021-06-02	$626.00	$500.00	128.2%	36.6%	142.6%	37.7%	137.4%	-16.3%	-2.9%	8.0M	-691.5M	-3.6M	0.24	3.40	7,769	1,886	27,458	13,754
2021-06-03	$627.40	$560.00	124.0%	35.1%	140.8%	34.9%	128.9%	-9.5%	-2.6%	8.9M	-679.0M	-3.5M	0.28	16.33	6,713	1,871	28,225	14,075
2021-06-04	$625.00	$560.00	115.8%	33.7%	139.0%	29.4%	122.3%	-7.9%	-2.5%	9.1M	-648.7M	-3.5M	0.62	14.09	3,999	2,481	28,846	14,567
2021-06-07	$687.80	$600.00	119.7%	34.1%	141.2%	32.0%	125.6%	-12.1%	-1.1%	8.2M	-803.5M	-3.6M	0.33	3.27	5,405	1,809	25,736	13,091
2021-06-08	$750.80	$600.00	122.1%	35.1%	135.1%	33.6%	127.4%	-15.5%	0.3%	10.7M	-1.04B	-3.8M	0.29	3.57	7,413	2,165	26,622	13,534
2021-06-09	$699.80	$600.00	116.6%	34.1%	140.0%	29.9%	123.9%	-15.1%	1.1%	8.9M	-808.9M	-3.7M	0.50	4.16	3,727	1,866	27,143	14,150
2021-06-10	$707.00	$600.00	109.9%	31.8%	129.3%	25.3%	115.8%	-4.0%	1.2%	9.3M	-816.3M	-3.7M	0.37	7.16	4,216	1,577	27,456	14,514
2021-06-11	$699.60	$600.00	112.2%	30.9%	128.1%	26.9%	113.3%	-20.9%	-3.0%	9.2M	-764.7M	-3.6M	0.45	4.60	3,592	1,608	27,448	14,748
2021-06-14	$732.40	$600.00	108.7%	31.3%	128.1%	24.6%	114.3%	-11.2%	0.5%	8.3M	-860.1M	-3.6M	0.39	3.44	3,591	1,391	24,763	13,438
2021-06-15	$695.60	$600.00	104.8%	30.1%	132.0%	21.9%	111.4%	-10.7%	1.6%	7.1M	-707.1M	-3.5M	0.38	4.11	2,154	810	25,239	13,705
2021-06-16	$709.80	$600.00	102.0%	29.2%	132.1%	20.0%	106.4%	-9.8%	3.8%	7.9M	-754.7M	-3.5M	0.51	5.45	1,816	919	25,491	13,879
2021-06-17	$746.20	$600.00	101.0%	28.7%	130.9%	19.3%	106.6%	-10.2%	4.2%	10.5M	-891.5M	-3.6M	0.37	4.24	3,684	1,381	25,558	13,925
2021-06-18	$732.40	$600.00	98.2%	28.7%	125.5%	17.5%	103.7%	-8.2%	1.6%	9.5M	-817.8M	-3.5M	0.48	3.49	2,444	1,176	25,819	14,124
2021-06-21	$717.20	$600.00	100.4%	28.3%	126.1%	18.9%	104.3%	-8.2%	-0.8%	5.6M	-626.4M	-3.5M	0.40	3.25	2,305	933	21,061	11,056
2021-06-22	$786.80	$600.00	104.6%	29.8%	95.3%	21.8%	108.9%	-7.3%	1.1%	8.1M	-848.7M	-3.6M	0.25	2.78	7,150	1,812	21,732	11,364
2021-06-23	$819.80	$600.00	103.9%	29.1%	89.7%	21.3%	106.3%	-7.8%	0.3%	11.7M	-978.6M	-3.7M	0.47	4.70	4,708	2,211	23,211	11,878
2021-06-24	$805.60	$600.00	100.2%	28.3%	90.2%	18.8%	104.3%	-8.2%	0.5%	11.0M	-911.2M	-3.7M	0.37	3.65	3,162	1,159	23,736	12,582
2021-06-25	$1119.80	$600.00	148.2%	43.4%	136.3%	51.3%	163.0%	-16.4%	-4.9%	8.4M	-2.01B	-4.0M	0.35	5.76	46,496	16,483	23,910	12,806
2021-06-28	$1108.00	$660.00	156.5%	44.1%	136.4%	56.8%	174.0%	-42.6%	-6.0%	10.2M	-1.81B	-4.4M	0.34	4.49	14,801	5,012	24,669	14,400
2021-06-29	$935.60	$680.00	146.1%	40.5%	150.9%	49.8%	151.1%	-59.0%	4.1%	6.5M	-1.16B	-4.4M	0.54	6.20	13,228	7,146	26,605	15,856
2021-06-30	$914.00	$700.00	144.2%	42.1%	150.9%	48.5%	160.4%	-46.3%	4.9%	7.3M	-1.10B	-4.4M	0.50	4.13	13,802	6,873	28,642	16,750