SPEU Options History — October 2022

In October 2022, SPEU traded between $28.68 and $31.54. ATM implied volatility averaged 31.2%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 2.3% (HV 20d: 33.5%). Max pain ranged from $30.00 to $34.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.43.

Notable Days

  • 2022-10-12: Highest Volume — 423 contracts
  • 2022-10-04: Largest IV drop — 12.9% change
  • 2022-10-11: Highest IV Rank — 40.5%
  • 2022-10-03: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.07$28.68$31.54$29.50$31.19
Max Pain$32.90$30.00$34.00$34.00$33.00
ATM IV31.2%26.4%34.9%34.2%27.9%
Expected Move8.9%7.6%9.8%9.8%8.0%
HV 20d33.5%27.9%40.2%36.8%27.9%
HV 60d30.2%28.7%30.7%28.7%30.6%
IV Rank34.5%26.8%40.5%39.3%29.1%
IV Percentile85.9%64.7%95.2%94.0%73.8%
Term Structure-0.6%-1.6%1.1%-1.6%-0.5%
VWIV31.6%27.9%34.3%31.5%29.8%
Skew 25d6.4%4.2%8.9%7.3%5.3%
Skew 10d15.3%8.4%22.1%14.3%17.3%
Call IV 25d28.3%25.8%30.0%30.0%26.2%
Put IV 25d34.8%30.2%38.6%37.3%31.6%
Bid-Ask Spread %86.2076.0698.5388.7796.79
Gamma HHI0.180.160.220.190.17
Net GEX-83.9K-91.7K-76.6K-79.2K-88.0K
Net DEX1.6M1.2M2.0M1.7M1.3M
Net VEX-7.9K-8.5K-6.9K-8.3K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.431.703.071.702.38
Total Volume349.095281423281321
Total OI1,525.9051,4401,5901,4401,488

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$29.50$34.0034.2%9.8%36.8%39.3%31.5%7.3%-1.6%-79.2K1.7M-8.3K1.7088.77N/AN/A104177921,348
2022-10-04$30.68$34.0029.8%8.5%39.7%32.2%30.1%5.5%1.1%-76.6K1.4M-8.3K2.0988.74N/AN/A1042171021,354
2022-10-05$30.47$32.0032.7%9.4%39.3%36.8%30.5%6.5%-1.1%-79.0K1.6M-8.5K2.1286.45N/AN/A1042201121,407
2022-10-06$29.70$30.0031.7%8.9%40.2%35.3%27.9%8.1%-1.0%-80.3K1.7M-8.4K2.3677.19N/AN/A1042451121,404
2022-10-07$29.12$33.0033.0%9.5%38.6%37.3%31.0%8.5%-1.3%-80.7K2.0M-8.4K2.2176.06N/AN/A1042301121,429
2022-10-10$29.03$33.0034.7%9.4%37.5%40.0%31.9%7.8%-1.0%-80.1K1.9M-8.2K2.3079.78N/AN/A1042391121,413
2022-10-11$28.73$33.0034.9%9.4%35.7%40.5%32.8%8.8%-0.8%-79.5K2.0M-8.1K2.3079.10N/AN/A1042391121,414
2022-10-12$28.68$33.0032.9%9.4%32.6%37.2%34.3%8.9%-1.0%-79.2K2.0M-8.2K3.0780.68N/AN/A1043191121,413
2022-10-13$29.44$33.0032.3%9.3%31.8%36.2%31.6%7.6%-0.9%-88.2K1.9M-8.4K3.0382.90N/AN/A1043151121,469
2022-10-14$29.08$33.0032.7%9.4%31.9%36.9%33.7%7.2%-1.1%-87.0K2.0M-8.2K2.8981.10N/AN/A1043011121,457
2022-10-17$30.00$33.0031.1%8.9%34.3%34.2%31.4%6.5%-0.8%-87.5K1.7M-8.1K2.6084.16N/AN/A1042701121,462
2022-10-18$30.21$33.0031.7%9.1%33.8%35.3%31.2%7.1%-0.5%-84.1K1.6M-7.9K2.4282.95N/AN/A1062571121,464
2022-10-19$29.73$33.0030.6%8.8%33.9%33.5%33.0%5.3%0.1%-89.8K1.8M-8.0K2.4885.94N/AN/A1062631141,466
2022-10-20$29.70$33.0030.3%8.7%33.9%33.1%33.2%5.6%-0.2%-91.4K1.8M-7.9K2.4787.34N/AN/A1062621141,476
2022-10-21$30.14$33.0030.9%8.9%30.5%34.0%30.6%6.1%-0.5%-91.7K1.6M-7.7K2.5086.82N/AN/A1062651141,468
2022-10-24$30.49$33.0032.0%9.2%29.9%35.7%31.5%5.6%-1.2%-86.0K1.5M-7.7K2.5688.38N/AN/A95243931,407
2022-10-25$31.11$33.0029.7%8.5%30.2%32.1%32.3%4.8%-0.7%-83.0K1.3M-7.4K2.3989.72N/AN/A95227931,398
2022-10-26$31.54$33.0028.1%8.1%28.9%29.5%31.9%4.2%-0.0%-81.8K1.2M-7.1K2.3890.93N/AN/A95226931,396
2022-10-27$31.32$33.0028.6%8.2%28.2%30.3%31.6%4.3%-0.2%-83.8K1.3M-7.1K2.3897.97N/AN/A95226931,395
2022-10-28$31.52$33.0026.4%7.6%28.2%26.8%32.1%4.4%0.1%-84.5K1.2M-6.9K2.3898.53N/AN/A95226931,395
2022-10-31$31.19$33.0027.9%8.0%27.9%29.1%29.8%5.3%-0.5%-88.0K1.3M-6.9K2.3896.79N/AN/A95226931,395