SPEU Options History — October 2023 In October 2023, SPEU traded between $34.31 and $36.58. ATM implied volatility averaged 17.4%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 2.3% (HV 20d: 15.0%). Max pain ranged from $34.00 to $37.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 80.00.
Notable Days 2023-10-03 : Highest Volume — 81 contracts2023-10-11 : Largest IV drop — 17.1% change2023-10-09 : Highest IV Rank — 10.7%2023-10-19 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $35.43 $34.31 $36.58 $35.45 $34.95 Max Pain $34.41 $34.00 $37.00 $37.00 $34.00 ATM IV 17.4% 15.4% 19.4% 16.1% 16.0% Expected Move 4.9% 4.4% 5.4% 4.6% 4.6% HV 20d 15.0% 13.2% 16.2% 13.2% 15.0% HV 60d 13.3% 12.5% 13.8% 13.6% 13.6% IV Rank 8.1% 5.6% 10.7% 6.4% 6.4% IV Percentile 26.2% 16.7% 36.5% 19.0% 19.4% Term Structure -0.4% -1.4% 0.4% -0.4% 0.2% VWIV 20.8% 20.8% 20.8% 20.8% 20.8% Skew 25d 4.3% 2.3% 5.9% 4.3% 2.4% Skew 10d 9.6% 0.1% 42.6% 4.0% 1.4% Call IV 25d 15.2% 13.1% 16.5% 13.7% 15.5% Put IV 25d 19.5% 17.8% 21.2% 18.0% 17.9% Bid-Ask Spread % 84.88 65.73 96.91 74.85 96.91 Gamma HHI 0.41 0.26 0.57 0.47 0.50 Net GEX -8.6K -21.7K -5.0K -5.0K -6.2K Net DEX 61.9K 32.1K 99.8K 32.1K 57.3K Net VEX -437 -520 -82 -85 -474 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 80.00 80.00 80.00 80.00 80.00 Total Volume 4.636 0 81 0 0 Total OI 97.909 26 113 26 98
Daily Data (22 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 2023-10-02 $35.45 $37.00 16.1% 4.6% 13.2% 6.4% 0.0% 4.3% -0.4% -5.0K 32.1K -85 0.00 74.85 N/A N/A 0 0 5 21 2023-10-03 $35.08 $37.00 16.7% 4.8% 13.2% 7.2% 0.0% 2.3% -0.6% -5.2K 37.6K -82 80.00 75.88 N/A N/A 1 80 5 21 2023-10-04 $35.30 $37.00 17.0% 4.9% 13.6% 7.6% 0.0% 4.6% -1.3% -9.5K 75.2K -477 0.00 79.83 N/A N/A 0 0 5 101 2023-10-05 $35.50 $34.00 16.7% 4.7% 13.9% 7.2% 0.0% 4.7% -0.1% -9.7K 72.7K -482 0.00 70.30 N/A N/A 0 0 5 104 2023-10-06 $35.99 $34.00 16.8% 4.9% 15.0% 7.3% 0.0% 4.5% -0.1% -8.7K 63.0K -489 0.00 67.19 N/A N/A 0 0 5 104 2023-10-09 $35.83 $34.00 19.4% 5.1% 14.4% 10.7% 0.0% 4.3% -0.1% -9.0K 69.0K -488 0.00 65.73 N/A N/A 0 0 5 104 2023-10-10 $36.36 $34.00 18.6% 5.0% 15.5% 9.7% 0.0% 4.1% 0.0% -8.2K 53.1K -437 0.00 65.93 N/A N/A 0 0 5 104 2023-10-11 $36.58 $34.00 15.4% 4.4% 15.6% 5.6% 0.0% 5.3% 0.2% -7.7K 47.3K -398 0.00 89.43 N/A N/A 0 1 5 104 2023-10-12 $36.20 $34.00 16.7% 4.8% 15.1% 7.3% 0.0% 4.2% -0.2% -8.1K 55.0K -433 0.00 88.50 N/A N/A 0 0 5 103 2023-10-13 $35.87 $34.00 17.9% 5.1% 15.3% 8.8% 0.0% 3.4% -0.4% -8.7K 62.0K -463 0.00 90.10 N/A N/A 0 0 5 103 2023-10-16 $36.16 $34.00 18.1% 5.2% 15.3% 9.0% 0.0% 4.1% -0.5% -7.8K 55.0K -450 0.00 86.95 N/A N/A 0 0 5 103 2023-10-17 $36.09 $34.00 17.9% 5.1% 15.3% 8.8% 0.0% 5.0% -0.1% -7.7K 55.4K -412 0.00 87.15 N/A N/A 0 0 5 103 2023-10-18 $35.47 $34.00 18.8% 5.4% 16.2% 9.9% 0.0% 5.9% -0.5% -9.7K 70.9K -443 0.00 89.83 N/A N/A 0 4 5 103 2023-10-19 $35.15 $34.00 18.9% 5.4% 15.8% 10.1% 20.8% 4.8% -1.4% -18.3K 80.9K -502 0.00 91.58 N/A N/A 0 2 5 107 2023-10-20 $34.88 $34.00 18.3% 5.2% 16.0% 9.2% 0.0% 5.8% -0.8% -21.7K 99.8K -504 0.00 91.33 N/A N/A 0 14 5 108 2023-10-23 $34.95 $34.00 18.0% 5.2% 15.9% 8.9% 0.0% 4.8% -1.0% -5.9K 60.6K -496 0.00 88.22 N/A N/A 0 0 5 93 2023-10-24 $35.06 $34.00 16.9% 4.8% 15.5% 7.5% 0.0% 4.6% -0.5% -6.0K 59.7K -497 0.00 92.27 N/A N/A 0 0 5 93 2023-10-25 $34.77 $34.00 16.9% 4.9% 15.6% 7.5% 0.0% 3.9% -0.4% -6.3K 61.1K -487 0.00 92.82 N/A N/A 0 0 5 93 2023-10-26 $34.59 $34.00 16.3% 4.7% 15.0% 6.7% 0.0% 3.6% 0.1% -6.5K 64.9K -520 0.00 93.89 N/A N/A 0 0 5 93 2023-10-27 $34.31 $34.00 17.8% 5.1% 15.1% 8.7% 0.0% 5.0% 0.4% -7.0K 69.5K -520 0.00 93.42 N/A N/A 0 0 5 93 2023-10-30 $34.89 $34.00 16.9% 4.8% 15.4% 7.4% 0.0% 3.2% -0.5% -6.2K 58.9K -477 0.00 95.34 N/A N/A 0 0 5 93 2023-10-31 $34.95 $34.00 16.0% 4.6% 15.0% 6.4% 0.0% 2.4% 0.2% -6.2K 57.3K -474 0.00 96.91 N/A N/A 0 0 5 93
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