SPEU Options History — June 2022

In June 2022, SPEU traded between $32.53 and $37.36. ATM implied volatility averaged 23.9%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 3.5% (HV 20d: 27.4%). Max pain ranged from $36.00 to $39.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 6.09.

Notable Days

  • 2022-06-17: Highest Volume — 384 contracts
  • 2022-06-10: Largest IV spike — 15.7% change
  • 2022-06-29: Highest IV Rank — 27.7%
  • 2022-06-29: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.54$32.53$37.36$36.74$32.77
Max Pain$38.00$36.00$39.00$39.00$36.00
ATM IV23.9%19.1%27.0%21.6%26.6%
Expected Move6.7%5.5%7.7%6.2%7.6%
HV 20d27.4%21.6%30.5%28.3%29.2%
HV 60d24.4%22.6%25.6%25.6%25.4%
IV Rank22.8%15.3%27.7%19.3%27.0%
IV Percentile76.9%56.0%88.9%67.1%87.3%
Term Structure-0.1%-2.1%1.5%-2.1%-0.4%
VWIV22.8%16.5%41.1%26.8%41.1%
Skew 25d6.4%4.5%8.6%6.2%6.0%
Skew 10d14.2%6.5%20.6%15.0%18.9%
Call IV 25d21.1%15.3%25.0%19.7%25.0%
Put IV 25d27.4%22.9%31.6%26.0%31.0%
Bid-Ask Spread %96.6191.12101.3993.09100.93
Gamma HHI0.240.200.340.210.21
Net GEX-19.1K-31.0K-9.1K-19.4K-11.9K
Net DEX787.3K231.3K1.3M899.4K283.2K
Net VEX-780-1.2K-466-992-726
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.094.967.745.066.04
Total Volume317.476289384309317
Total OI326124463382154

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$36.74$39.0021.6%6.2%28.3%19.3%26.8%6.2%-2.1%-19.4K899.4K-9925.0693.09N/AN/A5125838344
2022-06-02$37.36$39.0020.9%5.6%28.2%18.2%18.5%6.8%0.4%-23.8K925.1K-1.2K4.9692.84N/AN/A5225838364
2022-06-03$37.02$39.0020.7%5.5%25.3%17.8%21.1%7.6%1.2%-23.4K928.1K-1.1K4.9894.56N/AN/A5225940364
2022-06-06$37.14$39.0022.2%5.7%24.7%20.2%17.9%6.5%0.6%-22.8K930.1K-1.1K4.9895.86N/AN/A5225940365
2022-06-07$37.26$39.0022.4%5.7%21.6%20.6%16.6%6.5%0.3%-23.2K923.3K-1.1K4.9893.01N/AN/A5225940365
2022-06-08$36.82$39.0019.3%5.5%22.2%15.6%20.0%5.7%1.0%-22.7K946.7K-9944.9893.00N/AN/A5225940365
2022-06-09$35.92$39.0019.1%5.5%24.2%15.3%20.6%7.8%1.5%-24.5K1.0M-7945.1796.29N/AN/A5226940374
2022-06-10$34.92$39.0022.1%6.3%26.1%20.1%24.1%8.1%0.6%-31.0K1.1M-8225.17100.34N/AN/A5226940394
2022-06-13$33.58$39.0025.3%7.3%27.5%25.1%16.5%8.6%-1.2%-23.3K1.2M-6035.3391.12N/AN/A5227740394
2022-06-14$33.10$39.0026.4%7.6%27.6%26.7%23.7%8.0%-0.9%-17.9K1.1M-4965.3792.14N/AN/A5227940379
2022-06-15$34.13$39.0024.3%7.0%28.9%23.4%19.9%4.7%-0.4%-27.1K1.1M-6215.8196.03N/AN/A5230240381
2022-06-16$33.09$39.0026.0%7.5%29.3%26.1%20.9%7.0%0.4%-25.4K1.3M-5435.8196.97N/AN/A5230240423
2022-06-17$33.18$39.0026.4%7.6%28.9%26.8%20.7%5.8%-0.0%-19.6K1.3M-4666.3896.83N/AN/A5233240423
2022-06-21$33.08$39.0025.1%7.2%28.9%24.7%19.7%6.3%-0.5%-12.3K1.1M-6887.2698.60N/AN/A3525411381
2022-06-22$32.88$36.0025.7%7.4%27.3%25.6%19.6%5.7%-0.0%-9.9K231.3K-5907.2694.22N/AN/A3525411113
2022-06-23$32.53$36.0025.6%7.3%27.3%25.4%37.0%6.7%-0.7%-9.1K241.1K-5527.46100.26N/AN/A3526111113
2022-06-24$33.62$36.0024.2%6.9%30.5%23.3%25.1%5.5%-0.1%-13.6K245.5K-7337.60100.40N/AN/A3526611133
2022-06-27$33.68$36.0024.6%7.1%30.1%24.0%24.3%5.1%-0.8%-14.2K246.5K-7437.74101.39N/AN/A3527111138
2022-06-28$33.36$36.0026.1%7.5%29.4%26.3%24.2%4.5%-0.5%-13.6K262.9K-7697.74100.91N/AN/A3527111143
2022-06-29$33.13$36.0027.0%7.7%29.3%27.7%21.1%4.5%-0.5%-13.0K272.0K-7487.74100.04N/AN/A3527111143
2022-06-30$32.77$36.0026.6%7.6%29.2%27.0%41.1%6.0%-0.4%-11.9K283.2K-7266.04100.93N/AN/A4527211143