SPEU Options History — February 2023 In February 2023, SPEU traded between $37.11 and $38.45. ATM implied volatility averaged 26.0%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 14.4% (HV 20d: 11.6%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.11.
Notable Days 2023-02-03 : Highest Volume — 87 contracts2023-02-07 : Largest IV spike — 103.2% change2023-02-02 : Highest IV Rank — 69.3%2023-02-01 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $37.87 $37.11 $38.45 $38.45 $37.36 Max Pain $37.89 $36.00 $38.00 $36.00 $38.00 ATM IV 26.0% 16.7% 54.9% 43.0% 24.3% Expected Move 6.7% 4.8% 12.3% 12.3% 7.0% HV 20d 11.6% 10.0% 14.8% 12.5% 14.8% HV 60d 16.1% 15.0% 19.8% 19.8% 15.0% IV Rank 17.0% 0.0% 69.3% 48.0% 13.8% IV Percentile 36.6% 0.0% 99.6% 98.8% 42.9% Term Structure 0.7% -11.7% 17.5% -11.7% -0.2% VWIV 21.9% 19.9% 24.0% 19.9% 24.0% Skew 25d 8.3% -0.6% 39.3% 39.3% 7.1% Skew 10d 13.9% -4.3% 74.8% 74.8% 17.6% Call IV 25d 20.9% 16.2% 25.3% 24.9% 25.3% Put IV 25d 29.2% 21.7% 64.2% 64.2% 32.4% Bid-Ask Spread % 107.61 89.61 118.84 118.56 116.69 Gamma HHI 0.64 0.47 0.75 0.72 0.68 Net GEX 38.5K 27.5K 48.3K 30.5K 39.7K Net DEX -621.5K -713.4K -532.5K -547.7K -555.5K Net VEX -4.2K -4.5K -3.6K -3.6K -3.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 0.33 0.33 0.00 Total Volume 4.895 0 87 0 0 Total OI 1,525.474 1,469 1,556 1,469 1,503
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $38.45 $36.00 43.0% 12.3% 12.5% 48.0% 0.0% 39.3% -11.7% 30.5K -547.7K -3.6K 0.00 118.56 N/A N/A 0 0 360 1,109 2023-02-02 $38.37 $38.00 54.9% 9.2% 12.0% 69.3% 19.9% 5.8% -1.4% 33.4K -557.5K -3.7K 0.33 109.09 N/A N/A 3 1 360 1,109 2023-02-03 $38.02 $38.00 20.4% 6.0% 12.5% 7.6% 24.0% 3.5% 0.9% 27.5K -532.5K -3.6K 0.00 111.88 N/A N/A 87 0 363 1,109 2023-02-06 $37.67 $38.00 21.3% 5.5% 10.5% 9.3% 0.0% 3.5% 1.7% 32.6K -607.0K -4.4K 0.00 106.00 N/A N/A 0 0 447 1,109 2023-02-07 $37.90 $38.00 43.4% 5.0% 10.4% 48.7% 0.0% 9.7% 3.0% 42.3K -619.9K -4.3K 0.00 110.26 N/A N/A 0 0 447 1,109 2023-02-08 $37.78 $38.00 19.2% 5.5% 10.5% 5.4% 0.0% 12.8% 0.6% 35.9K -633.3K -4.5K 0.00 108.35 N/A N/A 0 0 447 1,109 2023-02-09 $37.89 $38.00 19.9% 5.7% 10.2% 6.8% 0.0% -0.6% 0.5% 38.3K -665.9K -4.5K 0.00 112.24 N/A N/A 0 0 447 1,109 2023-02-10 $37.58 $38.00 18.3% 5.2% 10.0% 3.8% 0.0% 2.0% 2.2% 30.6K -614.1K -4.3K 0.00 118.20 N/A N/A 1 0 447 1,109 2023-02-13 $38.09 $38.00 24.2% 6.9% 10.8% 12.8% 0.0% 6.2% -5.7% 45.1K -713.4K -4.5K 0.00 89.61 N/A N/A 0 0 447 1,109 2023-02-14 $38.26 $38.00 34.5% 9.9% 10.9% 31.4% 0.0% 29.3% -4.6% 30.0K -648.1K -4.5K 0.00 115.58 N/A N/A 0 0 447 1,109 2023-02-15 $38.16 $38.00 16.7% 4.8% 10.9% 0.0% 0.0% 2.3% 4.9% 48.3K -674.5K -4.2K 0.00 115.96 N/A N/A 0 0 447 1,109 2023-02-16 $37.98 $38.00 23.8% 6.8% 10.9% 12.7% 0.0% 2.5% 17.5% 45.6K -666.4K -4.3K 0.00 118.48 N/A N/A 0 0 447 1,109 2023-02-17 $38.14 $38.00 18.8% 5.4% 10.9% 3.7% 0.0% 4.4% 1.6% 40.5K -681.3K -4.2K 0.00 118.84 N/A N/A 0 0 447 1,109 2023-02-21 $37.80 $38.00 24.7% 7.1% 11.2% 14.4% 0.0% 7.8% -0.7% 42.9K -661.2K -4.2K 0.00 93.75 N/A N/A 0 0 446 1,056 2023-02-22 $37.45 $38.00 21.6% 6.2% 11.7% 8.9% 0.0% 7.9% 0.2% 42.1K -604.0K -4.2K 0.00 91.38 N/A N/A 0 0 446 1,056 2023-02-23 $37.77 $38.00 20.4% 5.9% 12.0% 6.7% 0.0% 5.0% 1.4% 42.9K -658.5K -4.2K 0.00 93.32 N/A N/A 0 0 446 1,056 2023-02-24 $37.11 $38.00 22.2% 6.4% 13.5% 9.9% 0.0% 5.5% -0.7% 41.2K -538.1K -4.0K 0.00 92.76 N/A N/A 0 1 446 1,056 2023-02-27 $37.66 $38.00 22.4% 6.4% 14.6% 10.2% 0.0% 4.3% 4.0% 42.3K -629.7K -4.1K 0.00 103.67 N/A N/A 0 0 446 1,057 2023-02-28 $37.36 $38.00 24.3% 7.0% 14.8% 13.8% 0.0% 7.1% -0.2% 39.7K -555.5K -3.9K 0.00 116.69 N/A N/A 0 0 446 1,057
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