SPCE Options History — June 2023

In June 2023, SPCE traded between $74.20 and $120.00. ATM implied volatility averaged 121.0%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 34.9%. IV traded below realized volatility by 7.2% (HV 20d: 128.3%). Max pain ranged from $80.00 to $100.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.39.

Notable Days

  • 2023-06-16: Highest Volume — 15,490 contracts
  • 2023-06-16: Largest IV spike — 36.7% change
  • 2023-06-20: Highest IV Rank — 100.0%
  • 2023-06-20: Largest Expected Move — 49.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.36$74.20$120.00$74.20$78.00
Max Pain$98.10$80.00$100.00$80.00$100.00
ATM IV121.0%98.8%174.4%109.5%111.1%
Expected Move34.9%28.8%49.7%28.8%31.9%
HV 20d128.3%108.1%159.5%117.5%152.0%
HV 60d102.3%89.8%121.1%93.6%119.1%
IV Rank49.6%28.3%100.0%39.9%37.7%
IV Percentile88.6%60.7%100.0%91.3%90.9%
Term Structure-0.2%-9.3%7.8%-1.0%1.3%
VWIV132.8%110.3%180.8%112.1%124.5%
Skew 25d-21.6%-43.0%-1.4%-18.2%-16.6%
Skew 10d-35.7%-58.5%-11.6%-23.1%-40.0%
Call IV 25d142.7%114.3%209.9%130.9%128.1%
Put IV 25d121.0%101.5%168.8%112.7%111.5%
Bid-Ask Spread %8.953.0621.3221.324.72
Gamma HHI0.150.080.460.220.12
Net GEX148.2K-260.1K592.4K-5.6K40.3K
Net DEX-10.2M-61.4M18.3M3.9M18.3M
Net VEX-380.6K-492.1K-310.9K-310.9K-394.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.130.800.240.76
Total Volume4,730.57139915,4909739,381
Total OI26,065.76221,00739,63922,32239,639

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$74.20$80.00109.5%28.8%117.5%39.9%112.1%-18.2%-1.0%-5.6K3.9M-310.9K0.2421.3278618712,17810,144
2023-06-02$76.20$80.00107.8%30.6%117.6%38.1%115.3%-9.9%5.3%30.9K1.0M-318.0K0.199.9677614512,48810,164
2023-06-05$76.00$100.00108.0%31.3%117.1%38.3%128.5%-10.8%-4.7%64.8K1.7M-311.2K0.469.2750823411,2749,733
2023-06-06$80.00$100.00101.3%30.5%108.4%31.0%117.3%-11.3%2.0%103.2K-1.6M-327.0K0.1812.8082414911,5059,934
2023-06-07$82.40$100.00110.5%30.9%108.9%41.0%118.9%-1.4%5.5%192.2K-5.0M-335.0K0.2115.3064013411,8519,973
2023-06-08$82.20$100.00103.6%30.6%108.6%33.6%116.8%-18.2%0.6%51.3K-5.9M-334.9K0.2812.453118812,16410,034
2023-06-09$80.20$100.00108.2%31.6%108.6%38.5%115.6%-17.7%4.6%592.4K-2.8M-323.0K0.1315.2990111712,18810,093
2023-06-12$83.40$100.00106.2%31.3%109.4%36.3%116.2%-11.9%3.1%123.9K-4.5M-340.5K0.409.6759223611,6629,843
2023-06-13$84.40$100.00102.1%29.4%109.4%31.9%110.3%-15.9%-3.4%163.3K-7.3M-353.0K0.2210.694479811,8989,921
2023-06-14$88.40$100.0098.8%30.4%108.1%28.3%113.2%-16.2%7.8%235.3K-8.5M-345.7K0.2410.8965815812,1099,943
2023-06-15$81.20$100.00106.3%30.1%110.7%36.5%118.1%-10.7%-6.3%91.3K-754.3K-320.6K0.3512.5463822112,2699,981
2023-06-16$95.00$100.00145.3%39.9%124.7%78.9%150.7%-43.0%-7.8%151.7K-23.5M-387.4K0.464.0310,6304,86012,45910,048
2023-06-20$120.00$100.00174.4%49.7%148.5%100.0%180.8%-41.2%-9.3%499.1K-61.4M-491.3K0.419.809,8493,99713,65110,652
2023-06-21$113.20$100.00152.1%43.6%144.4%78.0%161.0%-34.5%-5.3%516.9K-49.3M-492.1K0.643.094,1782,65915,22612,823
2023-06-22$106.80$100.00139.6%40.0%146.2%65.8%148.4%-35.0%-1.3%366.8K-37.0M-481.3K0.483.303,7131,77115,86813,876
2023-06-23$86.60$100.00139.9%40.4%159.5%66.0%152.3%-25.3%-3.4%-51.1K4.0M-410.6K0.803.065,2664,21316,61814,384
2023-06-26$83.40$100.00135.3%39.2%158.0%61.5%155.8%-28.9%-0.1%-51.7K-2.3M-406.8K0.394.533,6311,41315,81113,837
2023-06-27$85.80$100.00130.7%38.4%141.4%57.0%143.8%-27.6%0.3%27.1K-7.9M-425.0K0.584.422,6981,56717,12814,427
2023-06-28$93.80$100.00131.0%38.5%143.8%57.3%151.8%-35.3%3.1%229.6K-25.5M-466.5K0.367.744,2721,52818,36215,308
2023-06-29$83.40$100.00120.3%35.0%151.2%46.8%137.0%-25.4%4.1%-260.1K-210.1K-418.7K0.473.0710,1244,74419,76816,147
2023-06-30$78.00$100.00111.1%31.9%152.0%37.7%124.5%-16.6%1.3%40.3K18.3M-394.1K0.764.725,3314,05022,76516,874