SPEU Options History — June 2025

In June 2025, SPEU traded between $47.05 and $49.06. ATM implied volatility averaged 14.6%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 3.1% (HV 20d: 11.5%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-06-25: Highest Volume — 40 contracts
  • 2025-06-25: Largest IV spike — 31.2% change
  • 2025-06-13: Highest IV Rank — 8.1%
  • 2025-06-13: Largest Expected Move — 4.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.20$47.05$49.06$48.47$48.45
Max Pain$46.70$45.00$47.00$45.00$47.00
ATM IV14.6%11.8%16.8%15.2%14.6%
Expected Move4.1%3.4%4.8%4.4%4.2%
HV 20d11.5%9.6%13.6%10.5%13.4%
HV 60d29.7%29.4%30.1%30.1%29.7%
IV Rank5.8%2.8%8.1%6.5%5.8%
IV Percentile44.5%10.3%73.4%55.2%44.0%
Term Structure0.7%-6.9%16.8%-4.1%-2.2%
VWIV16.4%16.4%16.4%16.4%16.4%
Skew 25d2.4%-0.6%5.0%1.0%-0.6%
Skew 10d2.1%-2.6%4.9%1.3%-2.6%
Call IV 25d13.7%11.6%15.8%14.3%15.0%
Put IV 25d16.1%14.2%19.4%15.2%14.3%
Bid-Ask Spread %134.95122.27142.66131.47135.86
Gamma HHI0.340.290.470.290.47
Net GEX40.7K32.2K60.7K34.7K46.3K
Net DEX-645.5K-759.2K-437.2K-652.7K-691.5K
Net VEX-928-1.5K-610-850-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume5.404000
Total OI190160219185201

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$48.47$45.0015.2%4.4%10.5%6.5%0.0%1.0%-4.1%34.7K-652.7K-8500.00131.47N/AN/A0016619
2025-06-03$48.14$45.0013.8%4.0%11.0%5.0%0.0%-0.4%-2.3%38.6K-624.9K-9020.00129.15N/AN/A0016619
2025-06-04$48.48$45.0015.5%4.5%11.1%6.8%0.0%1.4%-2.2%34.9K-658.7K-8140.00128.88N/AN/A0016619
2025-06-05$48.50$47.0015.4%3.9%11.1%6.6%0.0%3.5%2.2%34.1K-661.4K-8160.00138.97N/AN/A10016619
2025-06-06$48.66$47.0013.7%3.9%9.6%4.8%0.0%3.6%2.6%40.6K-719.5K-7230.00142.66N/AN/A0017619
2025-06-09$48.67$47.0013.9%4.0%9.6%5.1%0.0%3.4%2.2%41.1K-725.3K-6950.00140.56N/AN/A0017619
2025-06-10$48.70$47.0015.0%3.9%9.6%6.2%0.0%3.1%2.3%38.8K-723.2K-7230.00140.95N/AN/A0017619
2025-06-11$48.57$47.0013.5%3.9%9.6%4.6%0.0%1.5%1.7%38.8K-706.1K-7650.00139.37N/AN/A0017619
2025-06-12$49.06$47.0014.2%4.1%9.8%5.4%0.0%3.0%3.5%36.4K-759.2K-6100.00138.48N/AN/A2017619
2025-06-13$48.27$47.0016.8%4.8%11.8%8.1%0.0%2.2%1.7%47.6K-678.9K-8060.00133.74N/AN/A0017619
2025-06-16$48.52$47.0014.1%4.0%11.7%5.2%0.0%4.8%1.0%40.7K-704.4K-7080.00137.37N/AN/A0017619
2025-06-17$47.89$47.0015.7%4.5%12.2%6.9%0.0%0.7%-0.4%47.7K-624.1K-8240.00136.41N/AN/A4017619
2025-06-18$47.80$47.0015.4%4.4%11.8%6.6%16.4%4.3%16.8%51.9K-623.2K-8480.00129.23N/AN/A20018019
2025-06-20$47.57$47.0013.5%3.9%11.9%4.6%0.0%3.4%1.8%60.7K-621.1K-9260.00137.08N/AN/A31020019
2025-06-23$47.05$47.0015.8%4.5%12.2%7.0%0.0%5.0%-2.2%32.2K-437.2K-1.2K0.00122.27N/AN/A001546
2025-06-24$47.80$47.0011.8%3.4%13.6%2.8%0.0%2.4%1.0%32.6K-504.9K-1.1K0.00132.53N/AN/A001546
2025-06-25$47.39$47.0015.4%4.4%13.0%6.7%0.0%0.8%-2.7%32.3K-495.9K-1.1K0.00137.90N/AN/A4001546
2025-06-26$47.84$47.0015.6%4.5%13.1%6.8%0.0%1.9%-6.9%41.1K-615.1K-1.5K0.00131.71N/AN/A101946
2025-06-27$48.14$47.0013.2%3.8%13.3%4.3%0.0%2.9%-0.3%43.0K-682.8K-1.3K0.00134.50N/AN/A001956
2025-06-30$48.45$47.0014.6%4.2%13.4%5.8%0.0%-0.6%-2.2%46.3K-691.5K-1.3K0.00135.86N/AN/A001956