SPEU Options History — November 2024 In November 2024, SPEU traded between $40.12 and $42.36. ATM implied volatility averaged 18.0%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.5% (HV 20d: 14.4%). Max pain ranged from $40.00 to $42.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-19 : Highest Volume — 4 contracts2024-11-11 : Largest IV spike — 61.3% change2024-11-04 : Highest IV Rank — 100.0%2024-11-01 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $40.95 $40.12 $42.36 $42.06 $40.89 Max Pain $40.10 $40.00 $42.00 $42.00 $40.00 ATM IV 18.0% 12.4% 32.0% 18.8% 15.8% Expected Move 4.4% 3.5% 5.4% 5.4% 4.5% HV 20d 14.4% 10.8% 16.1% 10.9% 15.8% HV 60d 13.6% 12.8% 14.1% 12.8% 13.8% IV Rank 49.4% 22.0% 100.0% 91.0% 30.1% IV Percentile 89.8% 50.4% 100.0% 98.8% 87.7% Term Structure -1.7% -4.7% 2.2% -3.6% -3.1% Skew 25d 2.0% -0.6% 5.0% 4.7% 1.8% Skew 10d 3.6% 1.1% 10.9% 1.9% 1.1% Call IV 25d 14.4% 11.1% 16.9% 16.9% 15.4% Put IV 25d 16.4% 14.2% 21.6% 21.6% 17.2% Bid-Ask Spread % 116.71 76.99 129.71 85.23 127.79 Gamma HHI 0.34 0.23 0.46 0.38 0.40 Net GEX -3.6K -4.3K -2.7K -3.3K -3.7K Net DEX 11.9K -2.3K 23.2K 2.8K 10.5K Net VEX -89 -112 -70 -98 -86 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 0.5 0 4 0 0 Total OI 53.65 49 56 53 54
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 2024-11-01 $42.06 $42.00 18.8% 5.4% 10.9% 91.0% 0.0% 4.7% -3.6% -3.3K 2.8K -98 0.00 85.23 N/A N/A 0 0 7 46 2024-11-04 $42.14 $40.00 22.1% 4.6% 10.8% 100.0% 0.0% 4.7% -0.7% -3.3K 2.4K -96 0.00 76.99 N/A N/A 1 0 7 46 2024-11-05 $42.36 $40.00 22.3% 4.7% 11.0% 100.0% 0.0% 2.7% -0.9% -2.7K -2.3K -87 0.00 96.76 N/A N/A 0 0 8 46 2024-11-06 $41.42 $40.00 16.2% 4.1% 13.3% 55.0% 0.0% 5.0% 0.4% -3.3K 9.4K -85 0.00 85.52 N/A N/A 0 1 8 46 2024-11-07 $41.94 $40.00 12.4% 3.5% 14.2% 26.6% 0.0% 3.0% 1.6% -3.6K 1.4K -77 0.00 86.04 N/A N/A 0 0 8 47 2024-11-08 $41.41 $40.00 19.9% 3.9% 14.4% 82.1% 0.0% 0.9% -1.8% -3.3K 8.1K -92 0.00 126.14 N/A N/A 0 0 8 47 2024-11-11 $41.49 $40.00 32.0% 4.9% 14.3% 100.0% 0.0% 1.8% -4.5% -3.2K 7.2K -78 0.00 123.93 N/A N/A 0 0 8 47 2024-11-12 $40.63 $40.00 27.5% 3.9% 15.1% 80.2% 0.0% 1.1% 0.4% -3.3K 14.1K -78 0.00 125.36 N/A N/A 0 0 8 47 2024-11-13 $40.44 $40.00 14.0% 4.0% 15.1% 22.0% 0.0% 2.1% 2.2% -3.8K 21.3K -92 0.00 125.47 N/A N/A 1 0 8 47 2024-11-14 $40.27 $40.00 16.0% 4.6% 14.9% 30.9% 0.0% -0.1% -2.5% -3.8K 21.8K -84 0.00 128.53 N/A N/A 0 2 8 47 2024-11-15 $40.17 $40.00 15.0% 4.3% 14.5% 26.7% 0.0% -0.1% -1.8% -4.0K 23.2K -70 0.00 127.44 N/A N/A 0 0 8 48 2024-11-18 $40.53 $40.00 15.5% 4.4% 14.9% 28.6% 0.0% 2.1% -1.8% -3.3K 10.2K -74 0.00 126.14 N/A N/A 0 0 5 44 2024-11-19 $40.47 $40.00 16.3% 4.7% 14.9% 32.3% 0.0% 2.7% -4.7% -3.3K 11.4K -76 0.00 125.88 N/A N/A 0 4 5 44 2024-11-20 $40.78 $40.00 15.9% 4.6% 15.2% 30.3% 0.0% 3.6% -0.3% -4.3K 16.3K -112 0.00 129.71 N/A N/A 0 0 5 48 2024-11-21 $40.12 $40.00 16.6% 4.8% 15.8% 33.6% 0.0% -0.6% -1.2% -3.7K 20.1K -95 0.00 127.32 N/A N/A 0 0 5 48 2024-11-22 $40.33 $40.00 14.2% 4.1% 16.1% 23.0% 0.0% 1.8% -0.8% -4.0K 20.1K -108 0.00 125.91 N/A N/A 1 0 5 48 2024-11-25 $40.53 $40.00 15.4% 4.4% 15.7% 28.5% 0.0% 0.9% -2.4% -3.6K 13.2K -94 0.00 127.39 N/A N/A 0 0 6 48 2024-11-26 $40.37 $40.00 16.5% 4.7% 15.6% 33.1% 0.0% 0.8% -4.5% -3.8K 15.1K -96 0.00 127.07 N/A N/A 0 0 6 48 2024-11-27 $40.66 $40.00 16.7% 4.8% 15.8% 34.0% 0.0% 1.5% -3.2% -3.8K 12.3K -95 0.00 129.67 N/A N/A 0 0 6 48 2024-11-29 $40.89 $40.00 15.8% 4.5% 15.8% 30.1% 0.0% 1.8% -3.1% -3.7K 10.5K -86 0.00 127.79 N/A N/A 0 0 6 48
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