SPEU Options History — February 2022

In February 2022, SPEU traded between $38.64 and $41.83. ATM implied volatility averaged 21.6%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 2.6% (HV 20d: 19.0%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 9.10.

Notable Days

2022-02-28: Highest Volume — 309 contracts
2022-02-28: Largest IV spike — 37.1% change
2022-02-28: Highest IV Rank — 51.9%
2022-02-28: Largest Expected Move — 9.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.61	$38.64	$41.83	$41.44	$38.91
Max Pain	$43.00	$43.00	$43.00	$43.00	$43.00
ATM IV	21.6%	16.1%	31.4%	19.7%	31.4%
Expected Move	6.2%	4.6%	9.0%	5.7%	9.0%
HV 20d	19.0%	17.2%	22.5%	17.3%	22.5%
HV 60d	16.4%	15.2%	18.1%	15.2%	18.1%
IV Rank	29.6%	17.1%	51.9%	25.3%	51.9%
IV Percentile	89.1%	67.5%	99.6%	90.1%	99.6%
Term Structure	-0.8%	-3.8%	1.2%	-0.8%	-3.8%
VWIV	30.0%	18.5%	41.8%	19.0%	41.8%
Skew 25d	8.7%	4.7%	12.9%	4.7%	12.9%
Skew 10d	18.4%	11.9%	27.4%	13.8%	27.4%
Call IV 25d	18.2%	13.9%	26.3%	17.1%	26.3%
Put IV 25d	26.9%	20.7%	39.1%	21.8%	39.1%
Bid-Ask Spread %	87.99	81.11	106.12	100.60	86.56
Gamma HHI	0.36	0.19	0.56	0.21	0.52
Net GEX	-11.3K	-26.8K	-2.4K	-2.4K	-26.8K
Net DEX	86.4K	14.8K	211.0K	18.9K	211.0K
Net VEX	-522	-880	-263	-306	-880
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	9.10	2.55	14.45	2.55	14.45
Total Volume	203	75	309	78	309
Total OI	186.947	66	319	67	319

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$41.44	$43.00	19.7%	5.7%	17.3%	25.3%	19.0%	4.7%	-0.8%	-2.4K	18.9K	-306	2.55	100.60	N/A	N/A	22	56	20	47
2022-02-02	$41.81	$43.00	16.2%	4.6%	17.7%	17.3%	18.5%	5.8%	0.6%	-2.4K	15.4K	-312	2.55	106.12	N/A	N/A	22	56	20	47
2022-02-03	$41.23	$43.00	20.5%	5.8%	18.1%	27.0%	22.8%	8.0%	-0.4%	-2.6K	23.8K	-306	2.55	82.78	N/A	N/A	22	56	20	47
2022-02-04	$41.20	$43.00	19.7%	5.7%	18.0%	25.2%	22.0%	7.0%	-0.0%	-2.7K	23.5K	-292	2.55	82.62	N/A	N/A	22	56	20	47
2022-02-07	$41.17	$43.00	18.3%	5.5%	17.9%	22.0%	21.2%	7.4%	-0.0%	-2.6K	25.0K	-265	2.95	85.89	N/A	N/A	19	56	20	47
2022-02-08	$41.14	$43.00	17.7%	5.2%	17.2%	20.7%	22.8%	7.4%	0.3%	-2.9K	30.3K	-263	2.95	87.25	N/A	N/A	19	56	19	47
2022-02-09	$41.83	$43.00	16.1%	4.6%	17.7%	17.1%	20.2%	6.8%	1.2%	-2.5K	14.8K	-266	2.80	91.98	N/A	N/A	20	56	19	47
2022-02-10	$41.38	$43.00	18.6%	5.3%	17.6%	22.8%	21.8%	7.2%	-0.5%	-2.8K	24.0K	-265	2.80	88.04	N/A	N/A	20	56	19	47
2022-02-11	$40.49	$43.00	24.2%	6.9%	19.0%	35.5%	33.7%	9.2%	-2.5%	-3.1K	37.8K	-275	13.90	88.84	N/A	N/A	20	278	19	47
2022-02-14	$40.21	$43.00	22.9%	6.6%	19.0%	32.5%	35.3%	9.6%	-2.1%	-17.6K	153.3K	-840	13.90	82.36	N/A	N/A	20	278	19	269
2022-02-15	$41.03	$43.00	19.7%	5.6%	20.0%	25.1%	33.6%	8.4%	-0.6%	-13.7K	94.7K	-629	13.90	87.33	N/A	N/A	20	278	19	269
2022-02-16	$41.26	$43.00	19.0%	5.4%	20.1%	23.6%	34.2%	8.1%	0.0%	-12.4K	82.0K	-573	13.90	90.03	N/A	N/A	20	278	19	269
2022-02-17	$40.64	$43.00	21.0%	6.0%	20.7%	28.1%	36.1%	10.1%	-0.1%	-15.5K	115.9K	-697	13.90	84.17	N/A	N/A	20	278	19	269
2022-02-18	$40.36	$43.00	23.9%	6.9%	19.5%	34.9%	36.8%	10.3%	-1.0%	-16.2K	134.4K	-752	13.90	82.51	N/A	N/A	20	278	19	265
2022-02-22	$39.83	$43.00	25.2%	7.2%	18.4%	37.7%	37.3%	9.7%	-2.3%	-18.1K	110.3K	-629	13.45	82.01	N/A	N/A	20	269	19	262
2022-02-23	$39.43	$43.00	28.9%	8.3%	18.7%	46.2%	39.8%	11.6%	-3.5%	-22.2K	180.1K	-847	12.95	81.11	N/A	N/A	20	259	19	285
2022-02-24	$38.64	$43.00	25.0%	7.2%	19.9%	37.3%	35.9%	11.8%	-0.5%	-25.9K	183.5K	-723	13.45	89.01	N/A	N/A	20	269	19	275
2022-02-25	$39.56	$43.00	22.9%	6.6%	21.8%	32.5%	36.4%	9.0%	0.1%	-21.6K	162.5K	-803	13.45	92.58	N/A	N/A	20	269	19	300
2022-02-28	$38.91	$43.00	31.4%	9.0%	22.5%	51.9%	41.8%	12.9%	-3.8%	-26.8K	211.0K	-880	14.45	86.56	N/A	N/A	20	289	19	300