SPEU Options History — April 2023 In April 2023, SPEU traded between $38.09 and $39.71. ATM implied volatility averaged 20.8%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 5.3% (HV 20d: 15.6%). Max pain ranged from $35.00 to $39.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.25.
Notable Days 2023-04-03 : Highest Volume — 2 contracts2023-04-27 : Largest IV spike — 90.0% change2023-04-27 : Highest IV Rank — 31.4%2023-04-27 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $39.02 $38.09 $39.71 $38.25 $39.58 Max Pain $38.37 $35.00 $39.00 $35.00 $39.00 ATM IV 20.8% 14.9% 38.2% 20.2% 17.2% Expected Move 6.1% 4.3% 10.9% 5.8% 4.9% HV 20d 15.6% 10.6% 22.4% 22.4% 10.6% HV 60d 16.1% 15.8% 16.7% 16.7% 16.3% IV Rank 7.2% 0.0% 31.4% 4.8% 3.1% IV Percentile 19.4% 0.0% 95.2% 10.7% 2.4% Term Structure -0.7% -8.2% 4.2% 0.8% -0.7% VWIV 17.1% 17.1% 17.1% 17.1% 17.1% Skew 25d 2.9% -15.3% 10.3% 4.6% 2.8% Skew 10d 2.7% -6.3% 18.4% -2.9% 2.1% Call IV 25d 16.5% 13.4% 25.1% 14.8% 17.4% Put IV 25d 19.3% 9.7% 23.7% 19.4% 20.2% Bid-Ask Spread % 103.39 89.19 133.18 95.72 117.50 Gamma HHI 0.74 0.69 0.77 0.70 0.75 Net GEX 71.1K 59.5K 84.8K 64.8K 84.8K Net DEX -882.7K -1.1M -676.9K -696.2K -993.7K Net VEX -3.5K -3.7K -3.2K -3.6K -3.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.00 1.00 0.00 Total Volume 0.421 0 2 2 2 Total OI 484.842 480 487 484 480
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 2023-04-03 $38.25 $35.00 20.2% 5.8% 22.4% 4.8% 0.0% 4.6% 0.8% 64.8K -696.2K -3.6K 1.00 95.72 N/A N/A 1 1 436 48 2023-04-04 $38.25 $35.00 33.3% 9.5% 21.1% 23.0% 0.0% -15.3% -8.2% 59.5K -691.6K -3.6K 0.00 100.24 N/A N/A 1 0 437 48 2023-04-05 $38.09 $35.00 20.4% 5.8% 21.2% 5.1% 0.0% 0.4% 0.4% 63.0K -676.9K -3.6K 0.00 97.62 N/A N/A 0 1 438 48 2023-04-06 $38.41 $39.00 20.5% 6.4% 21.0% 5.2% 0.0% 3.5% -3.1% 65.9K -753.6K -3.7K 0.00 89.19 N/A N/A 0 0 438 49 2023-04-10 $38.39 $39.00 19.3% 6.2% 20.7% 3.7% 0.0% 6.8% -1.8% 68.5K -764.3K -3.6K 0.00 89.65 N/A N/A 0 0 438 49 2023-04-11 $38.62 $39.00 15.3% 5.7% 20.6% 0.0% 0.0% 3.0% -0.9% 69.6K -811.4K -3.6K 0.00 90.98 N/A N/A 0 0 438 49 2023-04-12 $38.89 $39.00 17.1% 4.9% 20.4% 2.4% 0.0% 5.2% 0.3% 71.1K -869.9K -3.6K 0.00 91.46 N/A N/A 0 0 438 49 2023-04-13 $39.42 $39.00 17.9% 5.1% 14.8% 3.4% 0.0% 4.8% -0.8% 72.1K -971.1K -3.6K 0.00 133.18 N/A N/A 0 0 438 49 2023-04-14 $39.36 $39.00 18.9% 5.4% 14.4% 4.9% 0.0% 7.6% 0.1% 67.6K -948.3K -3.5K 0.00 100.14 N/A N/A 0 0 438 49 2023-04-17 $39.16 $39.00 21.1% 6.1% 13.4% 7.9% 0.0% 1.3% 0.3% 73.9K -914.4K -3.5K 0.00 95.21 N/A N/A 0 0 438 49 2023-04-18 $39.45 $39.00 17.6% 5.1% 13.2% 3.1% 0.0% 10.3% 4.2% 74.5K -963.4K -3.4K 0.00 102.16 N/A N/A 0 0 438 49 2023-04-19 $39.36 $39.00 19.8% 5.7% 11.8% 6.0% 0.0% 6.2% -0.9% 67.2K -939.9K -3.4K 0.00 105.80 N/A N/A 0 0 438 49 2023-04-20 $39.25 $39.00 22.1% 6.3% 11.9% 9.2% 0.0% 3.9% -2.8% 75.9K -956.0K -3.4K 0.00 106.46 N/A N/A 0 0 438 49 2023-04-21 $39.55 $39.00 14.9% 4.3% 11.4% 0.0% 0.0% 1.8% 1.6% 71.4K -994.6K -3.4K 0.00 102.45 N/A N/A 2 0 438 49 2023-04-24 $39.71 $39.00 15.2% 4.3% 10.6% 0.3% 0.0% 4.5% 2.4% 73.2K -1.1M -3.3K 0.00 100.36 N/A N/A 0 0 439 41 2023-04-25 $39.12 $39.00 26.6% 7.6% 12.2% 15.8% 0.0% -4.3% -3.5% 75.2K -895.6K -3.3K 0.00 111.96 N/A N/A 0 0 439 41 2023-04-26 $39.07 $39.00 20.1% 5.8% 12.2% 7.0% 0.0% 7.0% 0.2% 72.1K -919.5K -3.3K 0.00 114.88 N/A N/A 0 0 439 41 2023-04-27 $39.53 $39.00 38.2% 10.9% 11.6% 31.4% 0.0% 0.7% -0.8% 81.0K -960.5K -3.2K 0.00 119.52 N/A N/A 0 0 439 41 2023-04-28 $39.58 $39.00 17.2% 4.9% 10.6% 3.1% 17.1% 2.8% -0.7% 84.8K -993.7K -3.2K 0.00 117.50 N/A N/A 2 0 439 41
« Mar 2023 | All History | May 2023 » Home SPEU History April 2023