SPCE Options History — August 2022

In August 2022, SPCE traded between $119.20 and $164.00. ATM implied volatility averaged 83.2%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded above realized volatility by 4.2% (HV 20d: 79.1%). Max pain ranged from $140.00 to $160.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.56.

Notable Days

  • 2022-08-05: Highest Volume — 4,451 contracts
  • 2022-08-05: Largest IV drop — 12.1% change
  • 2022-08-04: Highest IV Rank — 31.6%
  • 2022-08-03: Largest Expected Move — 29.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$134.90$119.20$164.00$147.60$119.20
Max Pain$150.43$140.00$160.00$140.00$140.00
ATM IV83.2%75.0%94.5%89.2%84.3%
Expected Move23.9%21.7%29.4%27.6%23.0%
HV 20d79.1%59.3%89.3%66.9%74.8%
HV 60d82.0%78.5%88.2%86.7%78.5%
IV Rank20.5%12.5%31.6%26.3%21.6%
IV Percentile39.3%18.3%59.1%49.6%43.3%
Term Structure0.1%-4.3%4.9%-2.3%3.0%
VWIV86.4%78.7%101.4%98.5%82.7%
Skew 25d1.8%-5.9%8.8%7.0%0.1%
Skew 10d7.1%-10.0%19.4%11.6%4.8%
Call IV 25d85.9%74.3%95.2%87.7%89.4%
Put IV 25d87.7%77.8%101.4%94.8%89.5%
Bid-Ask Spread %3.282.066.523.412.32
Gamma HHI0.090.060.180.070.09
Net GEX156.8K-234.3K520.2K236.2K-39.2K
Net DEX28.0M1.2M40.4M25.2M37.1M
Net VEX-539.6K-726.7K-441.3K-588.9K-465.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.081.160.710.38
Total Volume1,642.9135194,4511,054730
Total OI24,651.56522,95125,64222,95125,156

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$147.60$140.0089.2%27.6%66.9%26.3%98.5%7.0%-2.3%236.2K25.2M-588.9K0.713.4161643813,8449,107
2022-08-02$157.40$140.0091.9%29.1%69.9%29.0%100.5%4.6%3.1%441.0K13.1M-644.8K0.643.571,26180814,2649,260
2022-08-03$164.00$140.0094.4%29.4%70.7%31.4%101.4%7.7%-4.3%515.5K1.2M-726.7K0.792.301,02981514,4579,484
2022-08-04$163.20$160.0094.5%26.0%59.3%31.6%91.6%6.2%-1.2%520.2K3.5M-722.2K0.596.521,52889514,6339,605
2022-08-05$136.00$160.0083.1%23.4%89.3%20.3%83.4%1.8%-0.5%79.2K32.7M-584.5K0.822.892,4482,00315,0489,867
2022-08-08$135.00$160.0081.2%23.5%82.6%18.5%86.0%2.1%0.6%136.0K32.7M-510.5K0.362.702,14277314,6909,222
2022-08-09$132.80$160.0082.9%23.7%81.7%20.2%86.2%7.0%-1.0%121.6K35.3M-488.7K0.342.721,34745615,2029,454
2022-08-10$140.80$160.0078.1%22.5%84.5%15.5%79.6%8.8%-0.2%419.8K28.8M-527.7K0.423.251,03944015,4259,510
2022-08-11$139.60$160.0077.8%22.3%84.5%15.2%79.7%7.8%-0.5%382.4K30.0M-519.0K0.523.741,18060815,5999,661
2022-08-12$142.40$160.0075.0%21.7%82.3%12.5%78.7%3.5%1.4%229.5K25.7M-533.1K0.572.6684447815,7249,738
2022-08-15$142.60$160.0075.6%22.2%82.2%13.1%79.4%3.5%-1.4%298.9K28.6M-524.7K0.572.0661434914,8119,188
2022-08-16$141.00$160.0081.5%23.4%80.4%18.8%87.8%-5.9%-2.8%304.6K13.9M-622.3K0.084.244,05232514,9019,333
2022-08-17$135.40$160.0079.0%22.7%81.0%16.4%84.7%-5.2%-0.8%194.0K22.8M-563.9K0.254.9182721015,6519,376
2022-08-18$132.40$160.0077.2%22.1%81.2%14.7%81.2%-1.4%0.5%167.4K16.4M-617.6K0.282.8584723815,7909,469
2022-08-19$127.00$160.0080.4%22.8%80.6%17.7%87.3%-2.0%3.3%64.4K36.6M-471.9K1.042.4961163715,8809,542
2022-08-22$121.20$140.0086.5%24.6%81.5%23.7%90.9%-4.0%-0.4%-68.1K37.1M-441.3K0.632.381,51395114,4139,073
2022-08-23$119.20$140.0083.2%23.7%81.5%20.5%85.9%-3.9%4.9%-63.2K39.4M-456.8K1.162.2340046414,9159,874
2022-08-24$122.40$140.0084.7%23.8%81.1%22.0%85.8%1.5%1.2%-20.8K37.7M-472.0K0.782.3252340615,03810,102
2022-08-25$124.80$140.0085.8%22.9%81.3%23.0%82.4%0.4%-2.7%50.7K35.1M-498.2K0.423.1344118615,23310,293
2022-08-26$119.20$140.0081.2%23.1%81.9%18.5%81.7%2.1%0.1%-234.3K40.4M-451.8K0.794.3754743015,31610,326
2022-08-29$120.20$140.0082.8%23.6%82.2%20.1%85.7%-0.8%0.1%-95.2K39.1M-460.6K0.484.0055326614,49410,103
2022-08-30$119.20$140.0084.0%23.2%77.3%21.3%86.5%0.5%1.7%-33.8K32.4M-517.8K0.274.3141010914,68610,229
2022-08-31$119.20$140.0084.3%23.0%74.8%21.6%82.7%0.1%3.0%-39.2K37.1M-465.8K0.382.3252820214,89510,261