SPEU Options History — April 2024

In April 2024, SPEU traded between $40.41 and $42.13. ATM implied volatility averaged 14.1%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 3.0% (HV 20d: 11.1%). Max pain ranged from $39.00 to $42.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.70.

Notable Days

  • 2024-04-05: Highest Volume — 20 contracts
  • 2024-04-30: Largest IV spike — 18.7% change
  • 2024-04-16: Highest IV Rank — 15.4%
  • 2024-04-16: Largest Expected Move — 4.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.32$40.41$42.13$42.13$41.17
Max Pain$39.90$39.00$42.00$42.00$39.00
ATM IV14.1%11.7%16.4%11.7%15.5%
Expected Move3.9%3.3%4.7%3.3%4.5%
HV 20d11.1%9.4%13.0%10.6%13.0%
HV 60d11.6%11.1%11.9%11.5%11.8%
IV Rank10.6%5.8%15.4%5.8%13.6%
IV Percentile48.0%18.3%66.3%18.3%63.1%
Term Structure-0.5%-2.8%0.4%0.1%-2.8%
VWIV16.2%16.2%16.2%16.2%16.2%
Skew 25d3.0%-0.7%5.1%2.7%1.6%
Skew 10d5.9%-1.7%11.5%3.2%3.4%
Call IV 25d12.6%10.3%14.9%11.0%14.9%
Put IV 25d15.6%13.7%18.2%13.7%16.6%
Bid-Ask Spread %87.2775.56102.9197.16102.88
Gamma HHI0.210.180.270.260.19
Net GEX28.4K21.5K34.4K33.0K29.8K
Net DEX-168.4K-270.8K-94.4K-270.8K-148.3K
Net VEX-1.6K-1.9K-1.4K-1.9K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.003.500.000.00
Total Volume2.54502000
Total OI288.773258307258307

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$42.13$42.0011.7%3.3%10.6%5.8%0.0%2.7%0.1%33.0K-270.8K-1.9K0.0097.16N/AN/A0022632
2024-04-02$41.68$42.0013.5%3.9%11.4%9.4%0.0%3.1%-0.5%29.3K-189.5K-1.5K0.00102.91N/AN/A0022632
2024-04-03$42.01$42.0012.0%3.4%11.4%6.4%0.0%-0.7%0.4%32.0K-216.6K-1.6K0.0098.47N/AN/A0022632
2024-04-04$41.72$0.0014.1%3.5%11.1%10.7%0.0%2.2%0.3%34.0K-243.0K-1.8K0.0097.28N/AN/A1022632
2024-04-05$41.77$0.0014.4%3.6%9.4%11.4%0.0%3.5%0.1%30.9K-204.8K-1.6K0.0076.71N/AN/A02022732
2024-04-08$42.07$0.0013.5%3.6%9.6%9.5%0.0%2.0%0.3%30.9K-210.5K-1.8K0.0082.34N/AN/A0022752
2024-04-09$41.89$0.0014.3%3.6%9.7%11.2%0.0%2.0%-0.0%29.7K-195.9K-1.7K0.0086.44N/AN/A0022752
2024-04-10$41.45$0.0014.2%4.1%9.9%10.8%0.0%2.6%-0.9%25.5K-145.2K-1.5K0.0075.99N/AN/A0022752
2024-04-11$41.50$0.0013.7%3.9%9.8%9.8%0.0%3.0%0.2%25.8K-149.3K-1.6K0.0076.08N/AN/A20022752
2024-04-12$40.80$0.0014.3%4.1%11.0%11.1%0.0%4.7%-1.2%23.8K-124.2K-1.6K0.0084.51N/AN/A0024752
2024-04-15$40.68$0.0015.1%4.3%11.0%12.7%0.0%3.9%-0.8%23.4K-120.7K-1.5K0.0078.68N/AN/A4024752
2024-04-16$40.41$0.0016.4%4.7%10.9%15.4%0.0%3.7%-1.0%21.5K-94.4K-1.4K0.0075.56N/AN/A0024852
2024-04-17$40.52$0.0014.3%4.1%11.0%11.1%0.0%3.8%-0.4%22.4K-102.0K-1.5K0.0082.23N/AN/A0024852
2024-04-18$40.43$0.0015.9%4.6%9.8%14.5%0.0%3.3%-1.3%24.0K-129.8K-1.6K0.0090.02N/AN/A0124851
2024-04-19$40.44$0.0016.2%4.7%9.9%15.1%16.2%3.5%-0.9%21.9K-99.3K-1.5K3.5078.74N/AN/A2724852
2024-04-22$40.96$39.0013.9%4.0%11.1%10.2%0.0%2.9%-0.3%27.6K-148.8K-1.7K0.0082.17N/AN/A1024958
2024-04-23$41.59$39.0012.7%3.6%12.5%7.8%0.0%1.9%-0.6%30.2K-169.0K-1.6K0.0086.13N/AN/A0024958
2024-04-24$41.36$39.0013.9%4.0%12.6%10.4%0.0%4.4%-0.3%31.5K-175.1K-1.8K0.0084.64N/AN/A0024958
2024-04-25$41.27$39.0014.2%4.1%12.5%11.0%0.0%1.9%-0.7%28.8K-160.7K-1.7K0.0097.97N/AN/A0024958
2024-04-26$41.59$39.0012.6%3.6%12.9%7.6%0.0%4.7%-0.3%34.1K-205.1K-1.9K0.0091.15N/AN/A0024958
2024-04-29$41.67$39.0013.1%3.8%12.9%8.6%0.0%5.1%-0.4%34.4K-202.4K-1.8K0.0091.82N/AN/A0024958
2024-04-30$41.17$39.0015.5%4.5%13.0%13.6%0.0%1.6%-2.8%29.8K-148.3K-1.6K0.00102.88N/AN/A0024958