SPCE Options History — June 2022

In June 2022, SPCE traded between $112.80 and $147.80. ATM implied volatility averaged 101.8%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 12.0% (HV 20d: 89.9%). Max pain ranged from $140.00 to $200.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-06-17: Highest Volume — 2,823 contracts
  • 2022-06-28: Largest IV spike — 79.0% change
  • 2022-06-28: Highest IV Rank — 77.8%
  • 2022-06-13: Largest Expected Move — 32.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$128.79$112.80$147.80$135.40$119.60
Max Pain$197.14$140.00$200.00$140.00$200.00
ATM IV101.8%91.6%164.7%95.7%99.8%
Expected Move28.4%26.2%32.9%27.9%27.0%
HV 20d89.9%84.3%103.8%101.2%89.2%
HV 60d88.8%85.3%91.1%89.1%85.3%
IV Rank30.1%22.3%77.8%25.4%28.5%
IV Percentile68.0%52.0%98.8%56.7%71.8%
Term Structure1.7%-4.8%20.3%-2.0%5.4%
VWIV101.0%90.4%120.2%99.5%97.0%
Skew 25d5.5%-11.4%17.3%5.9%17.3%
Skew 10d20.0%6.9%58.4%12.2%17.9%
Call IV 25d100.4%87.7%131.9%96.2%87.7%
Put IV 25d105.9%96.1%120.9%102.1%104.9%
Bid-Ask Spread %2.121.327.642.957.64
Gamma HHI0.120.060.260.100.08
Net GEX129.4K-243.0K598.8K288.5K52.5K
Net DEX49.8M36.6M59.4M47.4M54.0M
Net VEX-606.0K-774.1K-507.0K-657.5K-546.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.391.160.870.52
Total Volume1,633.3331,0772,8232,3301,149
Total OI30,318.33329,38931,25729,69330,604

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$135.40$140.0095.7%27.9%101.2%25.4%99.5%5.9%-2.0%288.5K47.4M-657.5K0.872.951,2441,08618,36311,330
2022-06-02$145.00$200.0092.3%26.8%103.8%22.9%97.2%5.2%0.3%429.0K42.2M-711.2K0.691.671,14178318,65011,713
2022-06-03$138.80$200.0093.4%27.5%99.5%23.7%98.6%3.8%-1.4%598.8K50.5M-660.3K0.922.1282976418,95811,948
2022-06-06$142.00$200.0092.0%27.6%94.0%22.6%98.1%3.1%5.3%197.3K45.0M-709.1K0.471.5078036918,00611,599
2022-06-07$138.00$200.0099.1%27.1%85.5%28.0%97.8%11.3%1.3%143.7K52.1M-647.8K0.992.1466466018,27511,707
2022-06-08$147.80$200.0091.6%27.5%85.2%22.3%95.2%2.1%3.2%435.5K36.6M-774.1K0.391.431,21147518,38511,798
2022-06-09$134.40$200.0096.0%27.9%88.4%25.6%102.8%4.4%2.1%106.8K49.1M-670.4K0.801.701,03483118,67911,893
2022-06-10$127.00$200.00100.3%29.9%88.6%28.9%105.9%1.7%5.2%58.0K51.3M-654.5K1.091.6182289218,92311,968
2022-06-13$112.80$200.00113.9%32.9%87.2%39.2%120.2%3.8%-0.7%-45.5K53.5M-556.1K0.971.4284181518,30711,596
2022-06-14$115.80$200.00106.9%30.7%86.6%33.9%109.8%5.2%-4.8%-39.4K52.4M-561.2K1.161.8782796018,61011,699
2022-06-15$120.60$200.00104.3%29.9%84.3%32.0%106.4%2.9%-4.5%-191.3K55.6M-545.5K0.521.8784744318,80112,092
2022-06-16$115.20$200.00104.9%30.1%84.5%32.4%108.1%5.3%-1.3%-243.0K59.4M-516.2K0.681.3265844819,05612,055
2022-06-17$125.20$200.00102.5%29.6%88.6%30.6%105.1%0.9%-3.3%105.5K48.7M-565.5K0.601.731,7671,05619,16112,096
2022-06-21$121.60$200.00101.3%29.0%88.8%29.7%101.5%5.9%1.6%78.6K52.9M-537.9K0.671.601,13976818,22111,168
2022-06-22$126.20$200.0099.5%28.7%90.0%28.3%101.7%4.3%1.3%63.1K49.7M-573.5K0.681.781,07472918,59911,564
2022-06-23$128.40$200.0098.0%29.0%89.0%27.2%99.5%10.5%-0.7%232.8K49.7M-562.9K0.722.2662545218,82311,712
2022-06-24$132.60$200.0094.4%26.3%88.7%24.4%90.4%3.7%-1.6%193.0K43.2M-588.9K0.482.181,12254218,92911,729
2022-06-27$133.20$200.0092.0%26.8%88.0%22.6%92.6%12.6%-1.7%294.0K43.7M-638.3K0.721.9589964818,50310,972
2022-06-28$126.40$200.00164.7%28.1%87.0%77.8%98.9%16.6%11.5%101.5K51.6M-541.1K0.881.7577168118,75711,246
2022-06-29$118.60$200.0095.9%26.2%89.3%25.6%94.6%-11.4%20.3%-141.6K56.9M-507.0K0.622.0389655818,70711,483
2022-06-30$119.60$200.0099.8%27.0%89.2%28.5%97.0%17.3%5.4%52.5K54.0M-546.8K0.527.6475439518,96211,642