SPEU Options History — March 2021

Name: SPEU Options Analytics - March 2021
Creator: Options Analysis Suite

In March 2021, SPEU traded between $38.20 and $39.86. ATM implied volatility averaged 16.1%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.6% (HV 20d: 13.5%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days.

Notable Days

2021-03-18: Highest Volume — 20 contracts
2021-03-08: Largest IV drop — 21.8% change
2021-03-04: Highest IV Rank — 8.8%
2021-03-04: Largest Expected Move — 5.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.14	$38.20	$39.86	$38.78	$39.28
Max Pain	$31.00	$31.00	$31.00	$31.00	$31.00
ATM IV	16.1%	14.0%	21.8%	17.6%	14.8%
Expected Move	4.6%	4.0%	5.7%	5.0%	4.2%
HV 20d	13.5%	12.0%	14.8%	12.8%	12.1%
HV 60d	14.8%	14.1%	15.2%	14.6%	14.1%
IV Rank	5.6%	4.4%	8.8%	6.5%	4.9%
IV Percentile	19.6%	12.3%	57.5%	23.5%	14.6%
Term Structure	1.8%	-0.9%	3.0%	-0.8%	1.5%
Skew 25d	5.4%	2.6%	8.4%	7.3%	4.8%
Skew 10d	12.3%	7.6%	19.7%	16.1%	11.9%
Call IV 25d	14.3%	11.9%	16.6%	15.9%	13.1%
Put IV 25d	19.7%	16.8%	24.5%	23.2%	17.8%
Bid-Ask Spread %	100.75	81.66	110.63	103.15	110.63
Gamma HHI	0.28	0.25	0.31	0.28	0.27
Net GEX	2.3K	955	3.5K	2.7K	1.0K
Net DEX	-39.3K	-82.9K	21.3K	-71.2K	18.4K
Net VEX	-195	-259	-144	-175	-243
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.87	0	20	0	0
Total OI	39.696	35	55	35	46

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2021-03-01	$38.78	$31.00	17.6%	5.0%	12.8%	6.5%	0.0%	7.3%	-0.8%	2.7K	-71.2K	-175	103.15	N/A	N/A	0	33	2
2021-03-02	$38.95	$31.00	17.5%	5.0%	12.2%	6.4%	0.0%	6.4%	-0.5%	2.7K	-73.2K	-173	104.16	N/A	N/A	0	33	2
2021-03-03	$38.80	$31.00	17.9%	5.1%	12.0%	6.6%	0.0%	7.7%	-0.9%	2.7K	-70.9K	-174	102.93	N/A	N/A	0	33	2
2021-03-04	$38.20	$0.00	21.8%	5.7%	13.4%	8.8%	0.0%	7.9%	1.3%	2.6K	-64.9K	-172	81.66	N/A	N/A	0	33	2
2021-03-05	$38.42	$0.00	21.1%	5.5%	13.5%	8.4%	0.0%	7.8%	1.5%	2.6K	-68.4K	-173	89.85	N/A	N/A	0	33	2
2021-03-08	$38.51	$0.00	16.5%	4.5%	13.3%	5.8%	0.0%	8.4%	3.0%	2.6K	-68.6K	-166	92.73	N/A	N/A	0	33	2
2021-03-09	$39.10	$0.00	17.4%	4.7%	14.3%	6.3%	0.0%	6.6%	2.1%	3.0K	-74.5K	-160	93.72	N/A	N/A	0	33	2
2021-03-10	$39.22	$0.00	16.1%	4.6%	14.1%	5.6%	0.0%	5.3%	2.7%	3.2K	-76.1K	-159	94.81	N/A	N/A	0	33	2
2021-03-11	$39.67	$0.00	15.1%	4.3%	14.5%	5.0%	0.0%	5.0%	2.5%	3.2K	-80.4K	-163	95.56	N/A	N/A	0	33	2
2021-03-12	$39.64	$0.00	14.8%	4.3%	14.4%	4.9%	0.0%	4.4%	2.5%	3.4K	-80.9K	-154	95.06	N/A	N/A	0	33	2
2021-03-15	$39.45	$0.00	16.3%	4.7%	14.5%	5.7%	0.0%	4.6%	2.7%	3.3K	-78.9K	-158	97.47	N/A	N/A	0	33	2
2021-03-16	$39.67	$0.00	14.1%	4.1%	13.9%	4.5%	0.0%	3.7%	2.6%	3.3K	-80.7K	-152	101.56	N/A	N/A	0	33	2
2021-03-17	$39.86	$0.00	14.0%	4.0%	13.5%	4.4%	0.0%	4.5%	3.0%	3.3K	-82.9K	-144	105.30	N/A	N/A	0	33	2
2021-03-18	$39.37	$0.00	15.8%	4.5%	14.2%	5.4%	0.0%	3.4%	2.6%	3.5K	-77.3K	-148	98.30	N/A	N/A	20	33	2
2021-03-19	$39.42	$0.00	15.3%	4.4%	14.2%	5.2%	0.0%	2.6%	2.1%	1.3K	-10.6K	-254	100.32	N/A	N/A	0	33	22
2021-03-22	$39.34	$0.00	14.9%	4.3%	14.2%	4.9%	0.0%	5.3%	2.6%	1.1K	17.8K	-259	109.53	N/A	N/A	0	26	20
2021-03-23	$38.88	$0.00	14.7%	4.2%	14.8%	4.8%	0.0%	4.1%	2.5%	1.2K	20.6K	-246	105.73	N/A	N/A	0	26	20
2021-03-24	$38.84	$0.00	14.6%	4.2%	14.6%	4.8%	0.0%	4.0%	2.3%	1.1K	20.7K	-256	106.01	N/A	N/A	0	26	20
2021-03-25	$38.88	$0.00	14.7%	4.2%	13.2%	4.8%	0.0%	5.1%	2.1%	1.1K	21.3K	-248	105.17	N/A	N/A	0	26	20
2021-03-26	$39.24	$0.00	14.4%	4.1%	13.1%	4.6%	0.0%	5.5%	1.7%	1.1K	18.9K	-243	109.38	N/A	N/A	0	26	20
2021-03-29	$39.28	$0.00	15.5%	4.5%	12.3%	5.3%	0.0%	4.8%	0.9%	955	19.4K	-235	107.34	N/A	N/A	0	26	20
2021-03-30	$39.31	$0.00	15.5%	4.4%	12.2%	5.2%	0.0%	5.4%	0.8%	1.0K	19.1K	-237	106.93	N/A	N/A	0	26	20
2021-03-31	$39.28	$0.00	14.8%	4.2%	12.1%	4.9%	0.0%	4.8%	1.5%	1.0K	18.4K	-243	110.63	N/A	N/A	0	26	20