SPEU Options History — August 2022

In August 2022, SPEU traded between $32.08 and $35.11. ATM implied volatility averaged 23.4%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.6% (HV 20d: 19.7%). Max pain ranged from $33.00 to $36.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 10.87.

Notable Days

  • 2022-08-31: Highest Volume — 1,098 contracts
  • 2022-08-30: Largest IV spike — 25.3% change
  • 2022-08-30: Highest IV Rank — 38.4%
  • 2022-08-30: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.96$32.08$35.11$34.57$32.08
Max Pain$35.52$33.00$36.00$33.00$35.00
ATM IV23.4%19.5%33.7%21.6%28.4%
Expected Move6.8%5.6%9.7%6.2%8.2%
HV 20d19.7%16.7%26.1%22.8%26.1%
HV 60d24.6%23.4%26.8%26.8%26.2%
IV Rank21.9%15.8%38.4%19.1%30.0%
IV Percentile61.9%41.3%94.8%52.8%88.9%
Term Structure2.4%0.4%21.6%0.5%0.5%
VWIV25.9%21.4%28.0%27.4%28.0%
Skew 25d8.8%5.6%37.4%6.9%7.0%
Skew 10d16.7%9.2%20.3%10.7%14.3%
Call IV 25d19.6%14.2%25.7%20.0%25.7%
Put IV 25d28.4%23.0%51.6%26.8%32.8%
Bid-Ask Spread %97.5592.91107.6295.2696.53
Gamma HHI0.200.150.240.240.17
Net GEX-38.4K-75.4K-25.9K-32.1K-54.9K
Net DEX591.5K370.5K1.1M445.9K1.1M
Net VEX-4.5K-6.9K-3.4K-3.6K-6.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.870.0018.6616.168.47
Total Volume263.08701,0987381,098
Total OI789.2615941,1636071,152

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$34.57$33.0021.6%6.2%22.8%19.1%27.4%6.9%0.5%-32.1K445.9K-3.6K16.1695.26N/AN/A4369524583
2022-08-02$34.05$33.0022.9%6.6%20.6%21.1%25.5%5.6%1.7%-32.5K491.8K-3.8K15.7796.11N/AN/A4367824581
2022-08-03$34.36$33.0022.1%6.4%20.7%20.0%24.9%7.8%1.1%-31.7K451.9K-3.6K15.77107.62N/AN/A4367824570
2022-08-04$34.60$36.0019.9%6.3%20.4%16.4%26.3%7.4%1.6%-30.7K434.1K-3.6K18.6694.17N/AN/A3565324570
2022-08-05$34.28$36.0020.1%6.3%20.9%16.7%25.2%7.5%1.3%-31.7K462.2K-3.6K18.6695.71N/AN/A3565326575
2022-08-08$34.35$36.0022.4%6.7%20.0%20.4%26.0%8.0%1.3%-33.5K486.2K-3.7K18.1493.02N/AN/A3665326605
2022-08-09$34.17$36.0021.9%6.7%20.1%19.5%0.0%8.3%1.1%-33.5K500.7K-3.8K0.0096.76N/AN/A0027605
2022-08-10$34.97$36.0021.1%6.0%21.3%18.2%0.0%7.6%2.1%-30.8K413.4K-3.4K5.0096.77N/AN/A1527605
2022-08-11$34.88$36.0020.8%6.0%20.0%17.8%0.0%7.1%1.8%-30.7K435.3K-3.6K3.0099.41N/AN/A1328610
2022-08-12$35.11$36.0019.5%5.6%19.6%15.8%21.4%6.6%2.8%-29.9K410.5K-3.4K0.0098.28N/AN/A02127609
2022-08-15$34.82$36.0019.6%5.6%20.0%15.9%0.0%7.1%2.7%-34.3K463.5K-3.4K0.00103.11N/AN/A80027629
2022-08-16$34.85$36.0019.7%5.6%17.1%16.0%0.0%7.8%2.0%-25.9K370.5K-4.0K0.00101.91N/AN/A800107629
2022-08-17$34.66$36.0020.2%5.8%16.7%16.8%0.0%6.2%2.2%-29.5K408.1K-4.1K0.00101.21N/AN/A00106629
2022-08-18$34.33$36.0022.1%6.3%17.1%19.8%0.0%8.1%2.0%-30.7K449.9K-4.1K0.0099.38N/AN/A00106629
2022-08-19$33.86$36.0022.6%6.5%17.9%20.7%0.0%7.6%1.7%-33.6K516.0K-4.2K0.0095.99N/AN/A020106629
2022-08-22$33.06$36.0026.8%7.7%19.7%27.4%0.0%8.5%1.2%-36.0K659.9K-4.3K0.0097.84N/AN/A01100638
2022-08-23$33.05$36.0026.6%7.6%19.2%27.1%0.0%8.8%1.2%-36.3K659.9K-4.3K0.0098.89N/AN/A0406100639
2022-08-24$33.17$36.0025.5%7.3%17.1%25.3%0.0%8.0%2.0%-51.1K905.9K-6.9K0.0095.32N/AN/A0201001,045
2022-08-25$33.44$36.0025.1%7.2%17.2%24.6%0.0%7.4%1.3%-52.0K881.8K-6.8K0.0093.76N/AN/A001001,056
2022-08-26$32.49$36.0027.9%8.0%19.1%29.1%28.0%7.9%1.3%-53.0K1.0M-6.9K0.0092.91N/AN/A0211001,056
2022-08-29$32.53$36.0026.9%7.7%19.1%27.5%0.0%7.2%0.4%-54.3K1.0M-6.8K0.0094.38N/AN/A0201001,063
2022-08-30$33.50$35.0033.7%9.7%21.7%38.4%0.0%37.4%21.6%-75.4K645.0K-4.4K0.0099.38N/AN/A0291001,037
2022-08-31$32.08$35.0028.4%8.2%26.1%30.0%28.0%7.0%0.5%-54.9K1.1M-6.8K8.4796.53N/AN/A1169821001,052