SPEU Options History — June 2024 In June 2024, SPEU traded between $41.68 and $44.22. ATM implied volatility averaged 13.8%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.0% (HV 20d: 12.8%). Max pain ranged from $35.00 to $43.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.15.
Notable Days 2024-06-12 : Highest Volume — 40 contracts2024-06-14 : Largest IV spike — 23.9% change2024-06-27 : Highest IV Rank — 15.3%2024-06-27 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $42.98 $41.68 $44.22 $43.84 $41.68 Max Pain $42.26 $35.00 $43.00 $40.00 $43.00 ATM IV 13.8% 11.1% 16.3% 11.1% 16.3% Expected Move 4.0% 3.2% 4.7% 3.2% 4.7% HV 20d 12.8% 10.1% 14.8% 10.1% 13.6% HV 60d 11.9% 10.9% 12.7% 11.0% 12.5% IV Rank 10.2% 4.6% 15.3% 4.6% 15.2% IV Percentile 55.2% 15.9% 83.7% 15.9% 82.9% Term Structure -0.3% -2.2% 2.1% -0.5% -2.2% VWIV 29.2% 10.5% 62.3% 62.3% 14.6% Skew 25d 3.8% 1.9% 6.3% 3.7% 3.8% Skew 10d 7.3% 1.9% 12.3% 2.7% 11.2% Call IV 25d 11.8% 8.4% 15.1% 9.2% 14.8% Put IV 25d 15.6% 12.1% 18.8% 12.9% 18.6% Bid-Ask Spread % 84.20 70.54 102.12 98.80 79.90 Gamma HHI 0.18 0.16 0.23 0.22 0.17 Net GEX 20.2K 7.2K 35.3K 29.2K 7.2K Net DEX -178.9K -393.0K 50.7K -308.4K 50.7K Net VEX -1.9K -2.2K -1.4K -2.0K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.00 0.33 0.33 0.25 Total Volume 5.211 0 40 0 0 Total OI 403.053 359 439 401 359
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 2024-06-03 $43.84 $40.00 11.1% 3.2% 10.1% 4.6% 0.0% 3.7% -0.5% 29.2K -308.4K -2.0K 0.00 98.80 N/A N/A 0 0 248 153 2024-06-04 $43.72 $40.00 11.9% 3.4% 10.1% 6.2% 62.3% 3.4% -0.9% 25.0K -268.4K -2.1K 0.33 102.12 N/A N/A 15 5 248 153 2024-06-05 $44.09 $35.00 11.6% 3.3% 10.2% 5.7% 10.5% 2.1% -0.2% 30.8K -360.4K -2.1K 0.00 98.46 N/A N/A 6 0 256 158 2024-06-06 $44.22 $43.00 11.6% 3.8% 10.2% 5.7% 0.0% 5.4% 2.1% 35.3K -393.0K -2.2K 0.00 88.89 N/A N/A 0 0 259 158 2024-06-07 $43.70 $43.00 11.2% 3.2% 10.9% 4.8% 0.0% 3.7% 1.2% 20.6K -313.7K -2.1K 0.00 85.06 N/A N/A 0 0 259 158 2024-06-10 $43.58 $43.00 12.5% 3.6% 10.9% 7.4% 0.0% 4.1% 0.4% 20.2K -289.1K -2.1K 0.00 81.46 N/A N/A 0 0 259 158 2024-06-11 $43.08 $43.00 13.2% 3.7% 11.7% 8.9% 0.0% 3.5% 0.3% 23.1K -235.1K -2.0K 0.00 92.88 N/A N/A 0 0 259 158 2024-06-12 $43.69 $43.00 12.5% 3.6% 12.5% 7.4% 0.0% 4.9% 1.1% 17.7K -311.7K -2.0K 0.00 81.23 N/A N/A 40 0 259 158 2024-06-13 $43.08 $43.00 12.8% 3.7% 12.9% 8.2% 0.0% 1.9% 0.1% 20.7K -202.8K -2.0K 0.00 76.69 N/A N/A 0 0 256 158 2024-06-14 $42.35 $43.00 15.9% 4.6% 14.1% 14.5% 14.6% 4.8% -1.6% 20.3K -85.4K -1.9K 0.25 83.48 N/A N/A 20 5 256 158 2024-06-17 $42.72 $43.00 14.4% 4.1% 14.5% 11.4% 0.0% 2.7% -0.2% 24.0K -169.2K -2.0K 0.00 70.54 N/A N/A 0 0 276 163 2024-06-18 $42.92 $43.00 14.7% 4.2% 14.6% 11.9% 0.0% 4.5% 0.7% 26.4K -204.3K -2.0K 0.00 75.66 N/A N/A 0 0 276 163 2024-06-20 $43.03 $43.00 13.8% 4.0% 14.7% 10.1% 0.0% 2.5% 0.2% 19.4K -171.6K -2.0K 0.00 74.81 N/A N/A 0 0 264 163 2024-06-21 $42.69 $43.00 14.6% 4.2% 14.6% 11.8% 0.0% 2.2% -0.4% 16.1K -94.7K -1.8K 0.00 73.15 N/A N/A 0 0 264 163 2024-06-24 $42.37 $43.00 16.1% 4.6% 14.8% 14.8% 0.0% 6.3% -1.3% 16.9K -60.2K -1.7K 0.00 93.90 N/A N/A 0 8 232 129 2024-06-25 $42.27 $43.00 16.0% 4.6% 14.4% 14.6% 0.0% 5.7% -2.0% 14.2K -53.8K -1.8K 0.00 84.51 N/A N/A 0 0 232 127 2024-06-26 $41.82 $43.00 16.2% 4.7% 14.8% 15.1% 0.0% 3.3% -1.5% 8.4K 34.9K -1.5K 0.00 79.60 N/A N/A 0 0 232 127 2024-06-27 $41.80 $43.00 16.3% 4.7% 14.1% 15.3% 0.0% 3.7% -1.7% 7.9K 36.9K -1.5K 0.00 78.74 N/A N/A 0 0 232 127 2024-06-28 $41.68 $43.00 16.3% 4.7% 13.6% 15.2% 0.0% 3.8% -2.2% 7.2K 50.7K -1.4K 0.00 79.90 N/A N/A 0 0 232 127
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