SPCE Options History — November 2024

In November 2024, SPCE traded between $6.13 and $7.50. ATM implied volatility averaged 96.2%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 28.5%. IV traded below realized volatility by 6.5% (HV 20d: 102.7%). Max pain ranged from $5.50 to $7.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.45.

Notable Days

  • 2024-11-11: Highest Volume — 35,420 contracts
  • 2024-11-07: Largest IV drop — 48.8% change
  • 2024-11-13: Highest IV Rank — 10.2%
  • 2024-11-01: Largest Expected Move — 33.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.88$6.13$7.50$6.61$7.33
Max Pain$6.22$5.50$7.00$5.50$6.00
ATM IV96.2%60.3%117.8%108.3%87.7%
Expected Move28.5%25.0%33.7%33.7%27.2%
HV 20d102.7%74.2%118.9%74.2%108.7%
HV 60d80.1%72.6%83.7%73.2%82.4%
IV Rank7.8%0.0%10.2%6.9%6.7%
IV Percentile21.3%0.0%62.3%46.0%2.8%
Term Structure-9.0%-56.7%12.9%-1.3%-28.0%
VWIV103.2%87.2%124.2%124.2%94.6%
Skew 25d-8.7%-57.1%26.2%-6.7%1.7%
Skew 10d2.1%-74.1%50.0%-0.2%44.7%
Call IV 25d99.0%53.5%121.9%116.7%99.8%
Put IV 25d90.3%47.2%111.1%109.9%101.5%
Bid-Ask Spread %37.9428.5750.9028.5750.84
Gamma HHI0.150.100.260.120.13
Net GEX192.5K75.7K304.6K91.1K240.1K
Net DEX-12.3M-18.8M-3.2M-7.5M-17.1M
Net VEX-114.2K-126.5K-96.4K-103.0K-125.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.161.140.600.35
Total Volume11,208.33,25735,4203,8397,801
Total OI120,424.7597,515143,950111,030128,489

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$6.61$5.50108.3%33.7%74.2%6.9%124.2%-6.7%-1.3%91.1K-7.5M-103.0K0.6028.572,4061,43361,25849,772
2024-11-04$6.42$7.00102.9%29.0%75.1%5.6%102.4%-6.6%12.9%90.3K-6.4M-99.2K0.6532.322,3361,52150,20747,308
2024-11-05$6.80$7.00109.9%30.1%77.4%7.4%108.8%-6.2%-1.7%112.3K-9.4M-102.8K0.3631.073,2731,18951,31748,260
2024-11-06$7.08$7.00117.8%29.1%78.3%9.4%109.0%-5.6%-28.6%155.1K-12.7M-103.6K1.1431.623,7124,24853,32248,682
2024-11-07$6.31$7.0060.3%26.8%89.5%0.0%87.7%-8.6%-11.2%102.2K-5.1M-96.4K0.4150.9010,2244,21454,73150,203
2024-11-08$6.13$7.0086.7%25.0%89.8%6.5%87.2%-43.4%-6.7%75.7K-3.2M-98.4K0.8534.887,5146,41858,26152,584
2024-11-11$7.50$6.0096.4%28.0%114.0%8.8%103.2%26.2%0.9%150.4K-17.1M-116.2K0.2031.6529,6365,78455,50052,775
2024-11-12$7.12$6.0093.2%27.7%115.6%8.1%102.1%9.7%6.9%275.6K-16.0M-120.5K0.1837.9513,1452,42274,04655,027
2024-11-13$7.18$6.00102.1%29.6%114.1%10.2%111.3%-57.1%2.1%304.6K-18.5M-123.0K0.1637.1721,4013,47377,11255,668
2024-11-14$6.54$6.00100.5%30.2%118.9%9.8%107.2%-17.3%4.2%219.4K-10.9M-119.4K0.4936.419,7594,73586,52657,327
2024-11-15$6.81$6.00101.9%30.1%113.9%10.2%107.5%-2.6%3.6%190.2K-13.1M-119.7K0.3036.755,8531,77385,22658,724
2024-11-18$7.01$6.0098.2%28.3%111.5%9.3%103.5%-8.1%-56.7%210.5K-13.1M-119.3K0.1940.187,8381,48066,53851,086
2024-11-19$6.79$6.00100.5%28.9%111.5%9.8%101.0%-6.6%-39.7%263.1K-11.6M-116.0K0.8040.431,9891,60071,58351,748
2024-11-20$6.63$6.0098.0%28.1%110.0%9.2%107.7%-6.9%-14.7%237.9K-9.3M-114.5K0.5639.012,0861,17172,22252,501
2024-11-21$6.69$6.0094.3%27.9%109.7%8.3%100.0%-7.4%-9.5%245.4K-9.4M-112.9K0.1739.924,32471973,09653,170
2024-11-22$7.17$6.0093.8%27.9%112.5%8.2%101.7%-7.0%-16.6%155.4K-18.5M-118.9K0.2136.5517,2483,58075,39653,418
2024-11-25$7.47$6.0090.9%28.7%109.7%7.5%108.9%-16.6%-2.9%259.8K-18.8M-126.5K0.2037.8413,3662,70670,09750,729
2024-11-26$7.00$6.0088.2%27.4%111.2%6.8%101.1%-5.6%3.5%240.0K-13.7M-124.6K0.6740.104,4602,96674,26952,194
2024-11-27$6.96$6.0091.8%26.9%108.2%7.7%95.0%0.3%4.4%231.4K-14.1M-124.2K0.5944.722,7461,61775,56152,562
2024-11-29$7.33$6.0087.7%27.2%108.7%6.7%94.6%1.7%-28.0%240.1K-17.1M-125.7K0.3550.845,7752,02675,68352,806