SPEU Options History — June 2020

Name: SPEU Options Analytics - June 2020
Creator: Options Analysis Suite

In June 2020, SPEU traded between $32.18 and $33.04. ATM implied volatility averaged 32.6%. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 0.4% (HV 20d: 33.1%). Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days. Put/call ratio averaged 0.00.

Notable Days

2020-06-08: Highest Volume — 1 contracts
2020-06-08: Largest IV spike — 176.3% change
2020-06-08: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.66	$32.18	$33.04	$32.18	$33.04
ATM IV	32.6%	19.0%	52.6%	26.3%	52.6%
Expected Move	9.0%	5.5%	15.1%	6.6%	15.1%
HV 20d	33.1%	33.0%	33.1%	33.1%	33.0%
Term Structure	-20.6%	-39.6%	-1.6%	-1.6%	-39.6%
Skew 25d	-0.9%	-13.8%	6.8%	6.8%	-13.8%
Skew 10d	3.6%	-13.8%	14.0%	14.0%	-13.8%
Call IV 25d	32.7%	19.1%	59.5%	19.5%	59.5%
Put IV 25d	31.9%	23.5%	45.7%	26.3%	45.7%
Bid-Ask Spread %	106.27	104.21	110.22	104.36	110.22
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.333	0	1	0	1
Total OI	0	0	0	0	0

Daily Data (3 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall	Call Vol
2020-06-04	$32.18	$0.00	26.3%	6.6%	33.1%	0.0%	0.0%	6.8%	-1.6%	104.36	N/A	N/A	0
2020-06-05	$32.75	$0.00	19.0%	5.5%	33.1%	0.0%	0.0%	4.4%	0.0%	104.21	N/A	N/A	0
2020-06-08	$33.04	$0.00	52.6%	15.1%	33.0%	0.0%	0.0%	-13.8%	-39.6%	110.22	N/A	N/A	1