SPCE Options History — June 2024

In June 2024, SPCE traded between $8.32 and $18.20. ATM implied volatility averaged 169.5%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 48.5%. IV traded above realized volatility by 37.9% (HV 20d: 131.6%). Max pain ranged from $1.00 to $20.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.08.

Notable Days

  • 2024-06-27: Highest Volume — 14,162 contracts
  • 2024-06-17: Largest IV spike — 190.7% change
  • 2024-06-13: Highest IV Rank — 100.0%
  • 2024-06-17: Largest Expected Move — 134.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.16$8.32$18.20$18.00$8.32
Max Pain$14.05$1.00$20.00$20.00$9.00
ATM IV169.5%114.8%468.8%179.6%134.7%
Expected Move48.5%33.2%134.4%60.8%33.2%
HV 20d131.6%116.1%144.9%138.1%118.6%
HV 60d118.5%111.3%126.4%111.3%125.7%
IV Rank48.4%9.9%100.0%79.6%14.9%
IV Percentile89.9%73.4%100.0%98.0%85.3%
Term Structure-0.5%-123.1%80.6%-11.9%80.6%
VWIV156.2%118.9%224.1%217.5%120.0%
Skew 25d-31.5%-104.5%30.6%-104.5%-20.3%
Skew 10d-61.8%-188.4%-15.4%-188.4%-22.7%
Call IV 25d180.0%129.1%258.6%258.6%135.0%
Put IV 25d148.5%114.7%173.4%154.1%114.7%
Bid-Ask Spread %24.885.4736.725.4736.72
Gamma HHI0.250.130.980.150.13
Net GEX216.6K-87.2K4.5M-10.2K-27.2K
Net DEX-12.7M-232.5M6.9M3.7M2.1M
Net VEX-60.2K-200.2K-3.4K-84.8K-40.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.073.470.070.96
Total Volume4,127.579014,1621,2968,618
Total OI51,375.5266,794479,15422,52034,682

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$18.00$20.00179.6%60.8%138.1%79.6%217.5%-104.5%-11.9%-10.2K3.7M-84.8K0.075.471,2088810,45212,068
2024-06-04$17.40$20.00174.6%58.7%134.9%75.8%224.1%-91.8%-6.4%-15.8K4.1M-81.5K0.207.544438911,05612,110
2024-06-05$17.40$20.00178.3%59.0%134.8%78.6%205.1%-89.5%-11.7%-17.1K3.8M-80.3K0.126.073454111,21612,129
2024-06-06$16.80$20.00175.5%44.1%135.2%76.5%158.8%-33.9%-4.7%-16.1K3.8M-78.2K0.1024.975235011,37712,147
2024-06-07$17.00$20.00172.1%47.6%134.7%73.9%164.7%-25.2%-7.4%-20.0K3.1M-83.1K0.1623.134667311,63112,150
2024-06-10$16.20$20.00152.2%44.6%134.6%58.6%151.8%-13.3%-4.1%-24.0K5.0M-73.7K0.0720.137525310,45512,107
2024-06-11$18.20$20.00155.0%44.8%137.6%60.7%160.5%-22.4%4.4%-19.1K3.8M-83.3K0.1418.831,35819610,81812,116
2024-06-12$17.20$20.00132.3%42.3%119.0%43.3%148.8%-12.9%19.3%-20.4K4.8M-75.1K0.1526.115297711,30212,107
2024-06-13$14.60$20.00218.6%46.6%116.1%100.0%161.4%-47.0%-123.1%-27.4K5.5M-64.6K3.4723.358122,81511,43512,121
2024-06-14$13.80$20.00161.3%46.9%116.7%59.8%176.1%-16.1%-27.0%-30.9K6.9M-63.0K3.0925.175001,54211,56213,853
2024-06-17$11.61$1.00468.8%134.4%128.7%100.0%0.0%0.0%0.0%4.5M-232.5M-56.9K0.0027.4000208,440270,714
2024-06-18$9.88$3.00155.5%44.6%137.2%20.2%159.2%-16.0%-3.3%61.7K-52.7M-200.2K2.5035.322,1755,44672,14265,696
2024-06-20$8.89$10.00133.5%38.6%139.1%14.7%139.4%-45.7%-12.3%-87.2K1.9M-3.4K1.9029.632,0993,9981,9144,880
2024-06-21$9.54$9.00136.2%38.6%144.5%15.3%132.1%-30.9%0.5%4.6K465.2K-5.6K0.6531.537,0174,5453,5956,654
2024-06-24$8.93$8.00130.5%36.6%144.9%13.9%131.7%-37.4%15.0%-17.2K-1.4M-11.7K1.3431.663,6054,8256,0226,307
2024-06-25$8.68$9.00114.8%33.3%144.9%9.9%121.7%-3.1%42.6%-30.5K-773.9K-15.6K1.1129.221,9002,1147,6069,258
2024-06-26$8.84$9.00121.5%33.3%120.4%11.6%119.9%12.1%17.8%-30.6K-1.3M-19.3K1.3736.182,5153,4458,98810,780
2024-06-27$8.83$9.00125.1%33.5%120.4%12.5%118.9%30.6%23.1%-41.1K-717.9K-23.5K2.0934.234,5859,57710,20814,037
2024-06-28$8.32$9.00134.7%33.2%118.6%14.9%120.0%-20.3%80.6%-27.2K2.1M-40.4K0.9636.724,3894,22913,08121,601