SPEU Options History — May 2022

In May 2022, SPEU traded between $34.15 and $37.30. ATM implied volatility averaged 28.3%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 3.1% (HV 20d: 25.2%). Max pain ranged from $38.00 to $39.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 5.30.

Notable Days

  • 2022-05-19: Highest Volume — 334 contracts
  • 2022-05-27: Largest IV spike — 227.3% change
  • 2022-05-27: Highest IV Rank — 100.0%
  • 2022-05-27: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.82$34.15$37.30$36.17$37.29
Max Pain$38.86$38.00$39.00$38.00$39.00
ATM IV28.3%22.0%72.1%27.6%22.8%
Expected Move8.0%6.3%20.7%7.9%6.5%
HV 20d25.2%17.1%30.3%17.1%27.7%
HV 60d28.4%26.0%29.6%27.2%26.0%
IV Rank40.1%21.1%100.0%41.0%21.1%
IV Percentile86.5%69.4%100.0%92.9%73.0%
Term Structure-3.2%-17.9%0.4%-0.6%-1.9%
VWIV29.7%21.5%68.2%24.8%22.1%
Skew 25d9.3%3.6%31.4%10.2%3.6%
Skew 10d18.2%5.8%24.8%21.6%12.6%
Call IV 25d22.9%19.1%34.3%23.9%20.2%
Put IV 25d32.1%23.8%63.8%34.2%23.8%
Bid-Ask Spread %95.6682.29149.3892.9197.76
Gamma HHI0.200.160.250.200.20
Net GEX-25.2K-39.4K-16.3K-31.6K-19.8K
Net DEX1.0M759.8K1.1M998.6K873.9K
Net VEX-1.3K-2.2K-867-1.6K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.304.655.825.644.67
Total Volume310.19284334312289
Total OI405.714377439415382

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$36.17$38.0027.6%7.9%17.1%41.0%24.8%10.2%-0.6%-31.6K998.6K-1.6K5.6492.91N/AN/A4726539376
2022-05-03$36.40$38.0026.7%7.7%17.2%38.9%23.5%7.7%-1.0%-32.4K1.0M-1.4K5.4198.34N/AN/A4926539376
2022-05-04$37.03$38.0022.2%6.4%18.4%28.7%22.4%6.5%0.4%-37.4K950.5K-1.7K5.41109.25N/AN/A4926539376
2022-05-05$35.77$39.0026.4%7.0%21.6%38.3%25.5%9.2%-0.7%-31.2K1.0M-1.4K5.4182.29N/AN/A4926539376
2022-05-06$35.30$39.0027.4%7.7%21.7%40.5%30.2%9.2%-2.5%-27.2K1.1M-1.3K5.4186.40N/AN/A4926539376
2022-05-09$34.27$39.0031.8%8.4%23.4%50.6%31.8%8.8%-3.9%-20.1K1.1M-1.1K5.4387.32N/AN/A4926639376
2022-05-10$34.65$39.0028.9%7.6%24.1%43.9%30.1%8.3%-3.1%-19.6K1.1M-9855.4385.56N/AN/A4926639371
2022-05-11$34.57$39.0035.5%10.2%24.1%58.9%40.4%16.6%-14.9%-21.6K980.2K-1.6K5.43117.86N/AN/A4926639371
2022-05-12$34.15$39.0027.7%8.0%23.3%41.3%30.1%8.6%-3.0%-16.3K1.1M-8675.4382.61N/AN/A4926639371
2022-05-13$35.18$39.0025.0%7.2%26.6%35.1%28.1%7.9%-2.3%-23.1K1.1M-9935.4384.85N/AN/A4926639371
2022-05-16$35.40$39.0024.9%7.1%26.8%34.9%28.7%7.4%-1.9%-25.6K1.1M-9835.6387.86N/AN/A4927639371
2022-05-17$36.16$39.0023.5%6.7%28.2%31.6%28.8%8.8%-1.5%-39.4K1.1M-1.1K5.6391.26N/AN/A4927639381
2022-05-18$35.20$39.0026.7%7.7%28.9%38.9%30.2%7.2%-3.4%-18.7K1.1M-1.0K5.6394.58N/AN/A4927639381
2022-05-19$35.62$39.0024.0%6.9%29.4%32.7%29.2%7.0%-1.3%-27.3K1.1M-1.1K5.8287.16N/AN/A4928539381
2022-05-20$35.63$39.0024.0%6.9%29.2%32.7%28.6%9.2%-1.2%-33.4K1.1M-1.1K5.8290.68N/AN/A4928539400
2022-05-23$36.39$39.0024.8%7.1%30.3%34.6%27.4%7.3%-2.1%-21.1K903.5K-1.2K5.0493.58N/AN/A4723734343
2022-05-24$36.48$39.0025.8%7.4%27.9%36.8%24.7%8.1%-1.7%-21.4K896.8K-1.2K4.6594.04N/AN/A5123734343
2022-05-25$36.41$39.0024.7%7.1%27.9%34.3%28.2%5.4%-1.3%-20.7K889.6K-1.2K4.6796.58N/AN/A5123838343
2022-05-26$36.81$39.0022.0%6.3%27.8%28.3%21.5%6.2%-0.6%-20.5K879.2K-1.2K4.6798.56N/AN/A5123838344
2022-05-27$37.30$39.0072.1%20.7%28.0%100.0%68.2%31.4%-17.9%-20.5K759.8K-2.2K4.67149.38N/AN/A5123838344
2022-05-31$37.29$39.0022.8%6.5%27.7%21.1%22.1%3.6%-1.9%-19.8K873.9K-1.1K4.6797.76N/AN/A5123838344