SPEU Options History — August 2024 In August 2024, SPEU traded between $40.66 and $44.38. ATM implied volatility averaged 13.3%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded below realized volatility by 3.1% (HV 20d: 16.5%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.05.
Notable Days 2024-08-27 : Highest Volume — 11 contracts2024-08-02 : Largest IV spike — 33.3% change2024-08-05 : Highest IV Rank — 95.6%2024-08-02 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $42.79 $40.66 $44.38 $41.91 $44.33 Max Pain $42.09 $42.00 $43.00 $43.00 $42.00 ATM IV 13.3% 10.1% 19.7% 14.7% 11.4% Expected Move 3.7% 2.9% 5.6% 4.2% 3.3% HV 20d 16.5% 13.4% 17.4% 15.6% 13.4% HV 60d 14.4% 13.4% 14.8% 13.4% 14.5% IV Rank 39.6% 10.9% 95.6% 51.5% 22.3% IV Percentile 47.9% 2.8% 99.6% 79.4% 25.0% Term Structure 0.5% -1.3% 1.5% 0.0% 0.9% VWIV 17.6% 10.4% 21.5% 20.8% 10.4% Skew 25d 4.1% 0.6% 8.1% 4.9% 3.1% Skew 10d 6.3% 2.0% 12.4% 2.2% 3.5% Call IV 25d 10.5% 8.0% 14.4% 10.6% 9.8% Put IV 25d 14.6% 12.2% 20.7% 15.6% 12.9% Bid-Ask Spread % 95.99 84.04 120.75 118.09 98.06 Gamma HHI 0.25 0.19 0.29 0.20 0.28 Net GEX 33.7K -7.6K 85.9K 8.9K 83.4K Net DEX -102.1K -334.9K 129.0K 7.1K -307.0K Net VEX -772 -1.1K -641 -1.0K -671 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.10 0.00 0.10 Total Volume 0.864 0 11 3 0 Total OI 330.773 318 338 334 327
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 2024-08-01 $41.91 $43.00 14.7% 4.2% 15.6% 51.5% 0.0% 4.9% 0.0% 8.9K 7.1K -1.0K 0.00 118.09 N/A N/A 0 3 227 107 2024-08-02 $41.57 $43.00 19.6% 5.6% 15.3% 94.5% 0.0% 0.6% -1.3% 7.2K 42.7K -1.1K 0.00 120.75 N/A N/A 0 0 227 110 2024-08-05 $40.66 $42.00 19.7% 5.2% 17.0% 95.6% 20.8% 8.1% -0.4% -1.8K 113.1K -866 0.00 100.79 N/A N/A 0 2 227 110 2024-08-06 $40.91 $42.00 16.0% 4.4% 17.1% 63.3% 0.0% 7.6% 0.3% -7.5K 129.0K -735 0.00 102.60 N/A N/A 0 0 227 111 2024-08-07 $40.96 $42.00 16.5% 4.3% 16.5% 67.4% 0.0% 5.2% 0.5% -7.6K 125.5K -723 0.00 86.31 N/A N/A 0 0 227 111 2024-08-08 $41.50 $42.00 15.6% 4.4% 17.1% 59.4% 0.0% 5.0% 0.3% -2.7K 72.4K -841 0.00 84.04 N/A N/A 0 0 227 111 2024-08-09 $41.72 $42.00 13.6% 3.8% 16.6% 41.8% 0.0% 5.1% 1.1% -1.8K 54.9K -835 0.00 87.10 N/A N/A 0 0 227 111 2024-08-12 $41.63 $42.00 13.8% 3.7% 16.3% 43.8% 0.0% 4.7% 1.5% -7.4K 74.6K -705 0.00 86.09 N/A N/A 0 0 227 111 2024-08-13 $42.18 $42.00 16.5% 3.8% 17.1% 67.4% 0.0% 5.6% 1.0% -1.3K 19.6K -720 0.00 90.15 N/A N/A 0 0 227 111 2024-08-14 $42.41 $42.00 13.2% 3.8% 17.2% 38.8% 0.0% 3.5% 1.1% 6.5K -19.9K -737 0.00 91.06 N/A N/A 0 0 227 111 2024-08-15 $42.84 $42.00 10.5% 3.0% 17.4% 14.3% 0.0% 3.3% 0.8% 19.9K -82.8K -641 0.00 93.16 N/A N/A 0 0 227 111 2024-08-16 $43.05 $42.00 10.5% 3.0% 17.3% 14.4% 21.5% 2.5% 0.7% 27.0K -108.7K -668 0.00 91.87 N/A N/A 0 2 227 111 2024-08-19 $43.53 $42.00 10.1% 2.9% 17.0% 10.9% 0.0% 4.6% 0.5% 52.1K -189.2K -714 0.00 96.01 N/A N/A 0 0 222 96 2024-08-20 $43.45 $42.00 12.0% 3.4% 16.8% 27.7% 0.0% 4.5% 0.5% 48.0K -178.0K -722 0.00 95.47 N/A N/A 0 0 222 96 2024-08-21 $43.78 $42.00 11.0% 3.1% 16.5% 18.9% 0.0% 3.3% 0.2% 61.3K -229.8K -751 0.00 94.70 N/A N/A 0 0 222 96 2024-08-22 $43.56 $42.00 10.9% 3.1% 16.6% 18.2% 0.0% 3.2% 0.4% 53.2K -202.8K -747 0.00 93.59 N/A N/A 0 0 222 96 2024-08-23 $44.24 $42.00 10.8% 3.1% 17.1% 17.4% 0.0% 3.2% 1.3% 82.3K -327.3K -814 0.00 96.36 N/A N/A 1 0 222 96 2024-08-26 $44.20 $42.00 11.7% 3.4% 16.9% 25.6% 0.0% 3.0% 0.9% 76.5K -293.8K -754 0.00 95.84 N/A N/A 0 0 223 105 2024-08-27 $44.38 $42.00 11.8% 3.4% 16.9% 25.8% 10.4% 3.2% 0.9% 84.5K -334.9K -784 0.10 96.35 N/A N/A 10 1 223 105 2024-08-28 $44.17 $42.00 11.8% 3.4% 16.7% 26.5% 0.0% 3.5% 0.1% 74.6K -280.1K -730 0.00 95.94 N/A N/A 0 0 223 104 2024-08-29 $44.34 $42.00 11.7% 3.3% 14.0% 25.0% 0.0% 3.0% 0.5% 85.9K -330.7K -734 0.00 97.45 N/A N/A 0 0 223 104 2024-08-30 $44.33 $42.00 11.4% 3.3% 13.4% 22.3% 0.0% 3.1% 0.9% 83.4K -307.0K -671 0.00 98.06 N/A N/A 0 0 223 104
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