SPCE Options History — October 2024

In October 2024, SPCE traded between $5.83 and $7.79. ATM implied volatility averaged 108.0%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 31.7%. IV traded above realized volatility by 48.1% (HV 20d: 59.9%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.52.

Notable Days

  • 2024-10-28: Highest Volume — 29,352 contracts
  • 2024-10-03: Largest IV spike — 14.4% change
  • 2024-10-30: Highest IV Rank — 10.9%
  • 2024-10-30: Largest Expected Move — 36.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.70$5.83$7.79$5.87$6.58
Max Pain$6.37$5.00$7.00$5.00$5.50
ATM IV108.0%87.2%123.6%100.6%110.6%
Expected Move31.7%25.4%36.4%27.4%33.6%
HV 20d59.9%44.3%75.1%59.6%75.1%
HV 60d80.3%74.2%89.8%89.8%76.1%
IV Rank6.9%1.5%10.9%5.0%7.5%
IV Percentile44.1%2.8%67.1%25.0%52.0%
Term Structure-1.5%-12.2%15.6%9.9%-2.9%
VWIV112.6%84.1%131.8%96.7%122.9%
Skew 25d1.0%-9.8%46.6%2.6%-2.6%
Skew 10d8.8%-14.2%50.6%-8.9%-4.4%
Call IV 25d106.8%56.2%120.9%99.5%115.1%
Put IV 25d107.8%74.6%116.8%102.1%112.5%
Bid-Ask Spread %27.3716.6536.2128.2026.61
Gamma HHI0.150.100.210.110.12
Net GEX120.1K-9.7K264.9K40.5K89.3K
Net DEX-8.2M-16.9M-875.6K-1.7M-7.1M
Net VEX-97.3K-112.7K-77.8K-77.8K-104.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.081.080.800.98
Total Volume8,8692,52729,3523,3925,695
Total OI97,853.69685,227110,57685,227109,497

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$5.87$5.00100.6%27.4%59.6%5.0%96.7%2.6%9.9%40.5K-1.7M-77.8K0.8028.201,8801,51242,20343,024
2024-10-02$6.04$5.0087.2%25.4%59.9%1.5%93.2%25.4%15.6%41.8K-1.9M-78.6K0.7720.912,7022,07342,58643,953
2024-10-03$5.83$7.0099.8%31.2%59.5%4.7%120.7%46.6%9.7%25.0K-875.6K-78.5K0.3427.112,02769444,67045,197
2024-10-04$6.05$7.0099.7%29.6%59.8%4.7%104.9%20.1%7.2%-9.7K-2.8M-81.9K0.3225.414,2681,35345,80845,505
2024-10-07$6.09$7.00107.3%31.5%58.6%6.7%116.8%12.0%-1.4%99.3K-3.3M-82.8K0.8126.352,8092,28245,51542,028
2024-10-08$6.21$7.00107.9%29.2%58.6%6.8%106.2%-6.3%-6.5%95.5K-4.0M-86.5K1.0827.801,2151,31247,29744,165
2024-10-09$6.17$7.00107.3%30.1%57.1%6.7%108.3%-4.6%-2.7%92.2K-3.8M-86.8K0.4524.842,3551,05147,70645,367
2024-10-10$6.13$7.00108.2%29.9%56.3%6.9%109.8%-2.0%-3.8%112.9K-3.3M-86.0K0.9332.561,4381,33548,94345,816
2024-10-11$6.25$7.00105.8%30.1%44.3%6.3%108.6%-3.7%-2.5%45.7K-3.8M-86.2K0.9633.085,4725,26148,75446,976
2024-10-14$6.58$7.00105.8%30.4%48.0%6.3%113.8%-7.2%-3.0%68.1K-6.2M-93.8K0.9134.037,0976,43847,66648,128
2024-10-15$6.75$7.00106.9%30.6%48.6%6.6%109.1%-5.9%-10.0%104.6K-9.0M-101.9K0.7025.093,8452,68152,87550,342
2024-10-16$7.12$7.00111.6%32.0%49.9%7.8%112.7%-3.5%-4.8%131.9K-12.6M-105.6K0.2733.685,1611,37554,30850,821
2024-10-17$7.06$7.00108.9%31.2%48.9%7.1%114.5%-5.5%-3.1%128.7K-11.0M-104.9K0.3230.942,66285653,58850,496
2024-10-18$7.79$7.00114.4%33.1%57.2%8.5%116.6%-1.0%-7.2%111.9K-16.9M-107.7K0.1234.3217,0442,12754,17850,876
2024-10-21$7.22$7.00108.4%31.4%63.8%7.0%115.1%-2.5%-5.2%179.5K-10.6M-108.8K0.5635.137,1393,99947,07143,827
2024-10-22$7.42$7.00116.0%34.0%64.1%8.9%110.4%-1.0%-12.2%175.6K-11.9M-109.0K0.0836.2125,3171,92748,28145,742
2024-10-23$7.01$5.50108.2%34.0%65.1%6.9%84.1%-9.8%-0.7%237.1K-9.9M-108.0K0.1835.2010,1051,81053,57746,794
2024-10-24$7.17$5.50110.1%33.2%64.7%7.4%118.3%-3.9%-3.6%264.9K-12.0M-105.3K0.1817.188,5971,52454,99947,508
2024-10-25$7.04$5.50108.9%33.0%64.9%7.1%120.6%-2.5%-5.5%173.1K-15.6M-112.2K0.4316.653,0761,32262,68147,895
2024-10-28$7.63$5.50113.7%35.3%68.4%8.3%125.9%-8.1%7.1%155.6K-16.4M-110.5K0.1018.9726,5952,75749,91745,672
2024-10-29$7.33$5.50112.1%36.1%69.5%7.9%129.7%-7.2%-0.4%261.2K-14.7M-112.7K0.2821.497,4572,09561,67947,325
2024-10-30$6.83$5.50123.6%36.4%74.9%10.9%131.8%-7.4%-7.6%138.0K-9.8M-107.0K0.3417.773,1731,07460,77348,606
2024-10-31$6.58$5.50110.6%33.6%75.1%7.5%122.9%-2.6%-2.9%89.3K-7.1M-104.7K0.9826.612,8742,82160,53948,958