SPEU Options History — July 2022

In July 2022, SPEU traded between $31.52 and $34.51. ATM implied volatility averaged 27.2%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 1.8% (HV 20d: 25.4%). Max pain ranged from $30.00 to $36.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 8.28.

Notable Days

  • 2022-07-29: Highest Volume — 725 contracts
  • 2022-07-11: Largest IV spike — 29.9% change
  • 2022-07-12: Highest IV Rank — 39.7%
  • 2022-07-18: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.80$31.52$34.51$32.86$34.51
Max Pain$31.75$30.00$36.00$36.00$33.00
ATM IV27.2%20.3%34.5%25.1%20.3%
Expected Move7.6%5.8%8.4%7.2%5.8%
HV 20d25.4%21.1%30.2%28.2%22.8%
HV 60d26.4%25.3%27.3%25.3%27.0%
IV Rank28.1%17.0%39.7%24.8%17.0%
IV Percentile82.8%48.8%95.2%81.3%48.8%
Term Structure-0.3%-1.9%1.1%1.1%0.7%
VWIV29.6%23.5%43.0%43.0%23.8%
Skew 25d7.7%4.9%10.2%4.9%5.7%
Skew 10d18.6%11.6%25.5%19.0%11.6%
Call IV 25d22.7%18.1%25.4%23.8%18.4%
Put IV 25d30.4%24.0%35.6%28.7%24.0%
Bid-Ask Spread %89.5777.65105.02100.9598.52
Gamma HHI0.260.200.290.220.23
Net GEX-16.9K-30.8K-9.0K-11.1K-30.2K
Net DEX292.1K242.2K396.9K260.8K378.3K
Net VEX-1.5K-3.3K-738-789-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.286.0415.866.0415.86
Total Volume418.8317725317725
Total OI261.1165593165593

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$32.86$36.0025.1%7.2%28.2%24.8%43.0%4.9%1.1%-11.1K260.8K-7896.04100.95N/AN/A4527221144
2022-07-05$31.91$30.0029.5%8.1%29.3%31.8%31.9%9.6%-0.4%-9.0K290.1K-7387.1682.28N/AN/A4532221145
2022-07-06$32.07$30.0029.1%8.1%29.4%31.2%32.1%8.6%-0.5%-11.2K331.9K-1.1K7.1679.84N/AN/A4532221180
2022-07-07$32.49$30.0028.4%8.0%30.1%30.0%33.0%9.6%0.1%-11.4K258.5K-1.1K7.1685.32N/AN/A4532221161
2022-07-08$32.56$30.0025.0%7.4%30.2%24.5%34.0%8.6%0.2%-11.4K257.2K-1.1K7.1880.29N/AN/A4532321161
2022-07-11$32.11$30.0032.5%8.1%29.5%36.5%34.1%8.3%-0.6%-10.8K273.6K-1.0K7.1877.65N/AN/A4532321162
2022-07-12$32.02$30.0034.5%8.2%28.3%39.7%34.3%8.0%-0.9%-10.7K274.4K-1.0K7.1880.65N/AN/A4532321162
2022-07-13$32.04$30.0028.0%8.0%25.2%29.3%28.6%8.6%-1.2%-10.9K274.7K-1.0K8.0081.43N/AN/A4536021162
2022-07-14$31.52$32.0028.5%8.2%25.3%30.2%31.4%10.2%-0.7%-17.7K379.8K-1.6K7.9685.80N/AN/A4535821234
2022-07-15$32.01$32.0028.1%8.1%23.2%29.5%30.1%8.6%-1.0%-19.4K355.6K-1.6K8.2988.58N/AN/A4537321241
2022-07-18$32.33$32.0029.4%8.4%21.1%31.6%31.4%8.6%-1.3%-18.5K305.1K-1.5K7.8396.22N/AN/A4132117229
2022-07-19$33.37$32.0026.9%7.7%24.1%27.5%26.8%6.1%-0.7%-18.2K252.2K-1.5K6.6593.24N/AN/A4630617229
2022-07-20$33.03$32.0028.1%8.1%24.4%29.6%28.0%8.6%-0.5%-17.9K267.5K-1.5K6.6387.84N/AN/A4630522229
2022-07-21$33.32$32.0027.5%7.9%24.5%28.6%25.5%7.8%-1.9%-18.2K251.8K-1.4K6.6389.20N/AN/A4630522231
2022-07-22$33.23$32.0026.1%7.5%24.1%26.4%25.4%6.9%-0.4%-18.6K257.8K-1.4K6.7296.83N/AN/A4630922232
2022-07-25$33.49$33.0026.1%7.5%21.2%26.3%25.6%6.0%-0.1%-19.3K242.2K-1.4K6.7296.65N/AN/A4630922236
2022-07-26$33.08$33.0026.1%7.5%21.6%26.3%25.7%6.7%-0.3%-20.0K267.7K-1.4K8.2889.97N/AN/A4638122236
2022-07-27$33.88$33.0022.6%6.5%23.0%20.7%23.5%5.6%0.6%-23.3K266.7K-1.7K13.46105.02N/AN/A4661922311
2022-07-28$34.08$33.0022.4%6.4%22.9%20.4%23.8%7.9%0.9%-30.8K396.9K-3.2K13.5795.04N/AN/A4763822546
2022-07-29$34.51$33.0020.3%5.8%22.8%17.0%23.8%5.7%0.7%-30.2K378.3K-3.3K15.8698.52N/AN/A4368223570