SPEU Options History — March 2024 In March 2024, SPEU traded between $40.83 and $42.25. ATM implied volatility averaged 11.4%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 0.0% (HV 20d: 11.4%). Max pain ranged from $38.00 to $42.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-08 : Highest Volume — 161 contracts2024-03-11 : Largest IV spike — 30.6% change2024-03-07 : Highest IV Rank — 6.6%2024-03-28 : Largest Expected Move — 3.4%Monthly Statistics Metric Avg Min Max Open Close Price $41.76 $40.83 $42.25 $41.09 $42.12 Max Pain $41.56 $38.00 $42.00 $38.00 $42.00 ATM IV 11.4% 8.8% 15.2% 10.7% 12.0% Expected Move 3.2% 2.5% 3.4% 3.1% 3.4% HV 20d 11.4% 10.1% 13.4% 12.0% 10.9% HV 60d 12.2% 11.6% 12.7% 12.0% 11.6% IV Rank 3.4% 0.0% 6.6% 0.9% 6.4% IV Percentile 12.7% 0.0% 49.2% 2.0% 23.8% Term Structure 1.1% 0.1% 5.5% 0.1% 0.4% VWIV 11.2% 11.2% 11.2% 11.2% 11.2% Skew 25d 2.3% 1.3% 4.5% 4.5% 1.9% Skew 10d 4.4% 0.3% 8.3% 5.9% 2.0% Call IV 25d 10.6% 9.5% 11.4% 9.5% 11.2% Put IV 25d 12.8% 11.8% 13.9% 13.9% 13.1% Bid-Ask Spread % 93.64 87.96 100.22 99.49 99.56 Gamma HHI 0.31 0.24 0.46 0.30 0.26 Net GEX 20.2K 157 34.2K 434 32.7K Net DEX -166.4K -265.4K -46.4K -48.1K -237.6K Net VEX -1.2K -1.8K -72 -94 -1.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 11.2 0 161 0 0 Total OI 232.3 133 353 133 258
Daily Data (20 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 2024-03-01 $41.09 $38.00 10.7% 3.1% 12.0% 0.9% 0.0% 4.5% 0.1% 434 -48.1K -94 0.00 99.49 N/A N/A 0 0 15 118 2024-03-04 $41.09 $0.00 10.9% 3.2% 11.3% 1.2% 0.0% 3.0% 1.6% 226 -48.7K -94 0.00 90.11 N/A N/A 0 0 15 118 2024-03-05 $40.83 $0.00 11.8% 3.3% 11.4% 2.2% 0.0% 2.1% 1.3% 709 -46.4K -94 0.00 88.37 N/A N/A 0 0 15 118 2024-03-06 $41.30 $0.00 11.9% 3.3% 11.9% 2.4% 0.0% 1.3% 0.7% 308 -50.8K -81 0.00 90.13 N/A N/A 0 0 15 118 2024-03-07 $41.98 $0.00 15.2% 3.3% 12.9% 6.6% 0.0% 2.1% 1.0% 157 -54.1K -72 0.00 87.96 N/A N/A 2 0 15 118 2024-03-08 $41.80 $0.00 10.8% 3.3% 13.1% 1.0% 0.0% 1.8% 1.1% 439 -55.5K -83 0.00 91.71 N/A N/A 161 0 17 118 2024-03-11 $41.78 $0.00 14.1% 3.4% 13.2% 5.2% 0.0% 2.5% 0.9% 20.1K -172.7K -1.3K 0.00 89.27 N/A N/A 0 0 175 118 2024-03-12 $42.16 $0.00 14.0% 3.2% 13.4% 5.1% 0.0% 1.9% 1.2% 21.9K -188.4K -1.4K 0.00 100.22 N/A N/A 0 0 175 118 2024-03-13 $42.25 $0.00 11.1% 3.2% 10.4% 1.4% 0.0% 2.6% 1.5% 22.6K -193.3K -1.4K 0.00 91.35 N/A N/A 0 0 175 118 2024-03-14 $41.86 $0.00 8.8% 2.5% 10.5% 0.0% 0.0% 3.1% 5.5% 20.5K -177.6K -1.4K 0.00 96.55 N/A N/A 60 0 175 118 2024-03-15 $41.88 $0.00 11.3% 3.3% 10.1% 5.1% 0.0% 1.7% 0.3% 31.0K -265.4K -1.8K 0.00 91.74 N/A N/A 0 0 235 118 2024-03-18 $41.55 $0.00 11.2% 3.2% 10.7% 4.8% 11.2% 2.4% 0.6% 30.2K -213.1K -1.7K 0.00 91.79 N/A N/A 0 1 226 31 2024-03-19 $41.56 $42.00 11.1% 3.2% 10.6% 4.6% 0.0% 2.7% 0.5% 30.0K -206.1K -1.8K 0.00 91.85 N/A N/A 0 0 226 32 2024-03-20 $42.06 $42.00 10.8% 3.1% 11.3% 4.1% 0.0% 2.2% 0.7% 34.2K -244.0K -1.8K 0.00 93.73 N/A N/A 0 0 226 32 2024-03-21 $41.99 $42.00 11.0% 3.1% 10.9% 4.4% 0.0% 1.5% 0.5% 32.0K -227.8K -1.8K 0.00 94.39 N/A N/A 0 0 226 32 2024-03-22 $41.84 $42.00 10.7% 3.1% 11.1% 3.7% 0.0% 1.4% 0.7% 30.7K -216.2K -1.7K 0.00 96.37 N/A N/A 0 0 226 32 2024-03-25 $41.95 $42.00 10.4% 3.0% 11.1% 3.1% 0.0% 2.0% 1.0% 31.5K -226.2K -1.7K 0.00 95.96 N/A N/A 0 0 226 32 2024-03-26 $42.00 $42.00 10.2% 2.9% 11.1% 2.8% 0.0% 2.4% 0.9% 32.1K -220.4K -1.7K 0.00 95.98 N/A N/A 0 0 226 32 2024-03-27 $42.17 $42.00 10.5% 3.0% 10.8% 3.5% 0.0% 2.0% 0.8% 32.9K -234.7K -1.8K 0.00 96.17 N/A N/A 0 0 226 32 2024-03-28 $42.12 $42.00 12.0% 3.4% 10.9% 6.4% 0.0% 1.9% 0.4% 32.7K -237.6K -1.7K 0.00 99.56 N/A N/A 0 0 226 32
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