SPEU Options History — January 2025 In January 2025, SPEU traded between $39.48 and $42.51. ATM implied volatility averaged 17.3%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 3.4% (HV 20d: 14.0%). Max pain ranged from $41.00 to $43.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-21 : Highest Volume — 1 contracts2025-01-15 : Largest IV drop — 61.3% change2025-01-14 : Highest IV Rank — 100.0%2025-01-02 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $40.99 $39.48 $42.51 $39.67 $42.28 Max Pain $41.67 $41.00 $43.00 $41.00 $43.00 ATM IV 17.3% 12.5% 34.4% 17.6% 14.7% Expected Move 4.2% 3.6% 5.0% 5.0% 4.2% HV 20d 14.0% 12.1% 17.2% 17.0% 12.3% HV 60d 15.1% 14.6% 15.7% 14.6% 15.3% IV Rank 34.9% 14.5% 100.0% 37.8% 23.0% IV Percentile 73.5% 38.1% 100.0% 94.8% 68.3% Term Structure -0.6% -4.1% 3.4% -3.0% -4.1% VWIV 14.1% 14.1% 14.1% 14.1% 14.1% Skew 25d 1.0% -0.1% 5.4% -0.1% 0.3% Skew 10d 1.3% 0.7% 1.9% 0.7% 0.9% Call IV 25d 14.5% 9.3% 19.1% 19.1% 15.4% Put IV 25d 15.4% 13.7% 19.7% 19.0% 15.7% Bid-Ask Spread % 134.49 128.42 142.45 133.16 137.16 Gamma HHI 0.68 0.37 1.00 0.74 0.37 Net GEX -1.1K -1.5K -172 -1.4K -172 Net DEX 6.9K -2.7K 13.9K 12.7K -2.7K Net VEX -44 -53 -28 -53 -42 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 0.15 0 1 0 0 Total OI 8.2 7 10 8 10
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 2025-01-02 $39.67 $41.00 17.6% 5.0% 17.0% 37.8% 0.0% -0.1% -3.0% -1.4K 12.7K -53 0.00 133.16 N/A N/A 0 0 1 7 2025-01-03 $39.81 $41.00 15.6% 4.5% 16.8% 29.1% 0.0% 1.3% -1.8% -1.4K 12.6K -53 0.00 139.76 N/A N/A 0 0 1 7 2025-01-06 $40.35 $0.00 19.1% 3.9% 17.2% 44.0% 0.0% 0.4% -2.5% -1.3K 9.7K -51 0.00 128.42 N/A N/A 0 0 1 7 2025-01-07 $40.31 $0.00 21.5% 4.0% 17.1% 54.5% 0.0% 0.2% 2.4% -1.1K 10.6K -51 0.00 134.13 N/A N/A 0 0 1 7 2025-01-08 $40.18 $0.00 18.8% 4.5% 16.3% 42.9% 0.0% 0.4% -1.4% -1.4K 11.6K -51 0.00 128.96 N/A N/A 0 0 1 7 2025-01-10 $39.75 $0.00 20.3% 4.7% 16.4% 49.3% 0.0% 0.1% -2.3% -1.5K 12.6K -50 0.00 130.46 N/A N/A 0 0 1 7 2025-01-13 $39.48 $0.00 30.6% 4.2% 15.4% 93.9% 0.0% 1.5% 1.0% -1.4K 13.9K -48 0.00 130.72 N/A N/A 0 0 1 7 2025-01-14 $39.73 $0.00 34.4% 4.0% 12.6% 100.0% 0.0% 1.3% -0.7% -1.5K 13.9K -48 0.00 134.25 N/A N/A 0 0 1 7 2025-01-15 $40.27 $0.00 13.3% 3.8% 13.0% 17.6% 0.0% 1.1% 0.7% -1.5K 10.6K -47 0.00 135.92 N/A N/A 0 0 1 7 2025-01-16 $40.64 $0.00 14.5% 4.2% 13.5% 22.1% 0.0% 1.0% 2.4% -1.3K 9.0K -46 0.00 132.26 N/A N/A 0 0 1 7 2025-01-17 $40.79 $0.00 15.1% 4.3% 13.5% 24.6% 0.0% 0.0% -0.7% -1.1K 7.3K -42 0.00 131.36 N/A N/A 0 0 1 7 2025-01-21 $41.66 $0.00 14.2% 4.1% 12.4% 20.9% 0.0% 1.9% 3.4% -1.5K 6.9K -36 0.00 132.81 N/A N/A 1 0 0 7 2025-01-22 $41.65 $0.00 14.9% 4.3% 12.4% 23.8% 0.0% 0.4% 0.9% -1.4K 5.1K -41 0.00 135.93 N/A N/A 0 0 1 7 2025-01-23 $41.97 $0.00 14.2% 4.1% 12.4% 21.0% 0.0% 1.4% 1.0% -1.1K 2.7K -35 0.00 134.15 N/A N/A 0 0 1 7 2025-01-24 $42.14 $0.00 12.5% 3.6% 12.3% 14.5% 0.0% 0.3% -1.7% -848 1.3K -31 0.00 141.74 N/A N/A 0 0 1 7 2025-01-27 $42.24 $0.00 13.8% 4.0% 12.3% 19.4% 0.0% 1.4% -2.9% -816 1.1K -28 0.00 142.45 N/A N/A 1 0 1 7 2025-01-28 $42.16 $0.00 13.0% 3.7% 12.4% 16.1% 0.0% 0.6% 1.0% -873 869 -46 0.00 137.76 N/A N/A 0 0 2 7 2025-01-29 $42.19 $0.00 13.5% 3.9% 12.1% 18.3% 0.0% 5.4% -0.4% -708 -208 -41 0.00 135.80 N/A N/A 0 0 2 7 2025-01-30 $42.51 $0.00 15.1% 4.3% 12.1% 24.4% 14.1% 0.1% -2.4% -492 -1.7K -38 0.00 132.63 N/A N/A 1 0 2 7 2025-01-31 $42.28 $43.00 14.7% 4.2% 12.3% 23.0% 0.0% 0.3% -4.1% -172 -2.7K -42 0.00 137.16 N/A N/A 0 0 3 7
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