SPEU Options History — December 2025

In December 2025, SPEU traded between $50.51 and $52.94. ATM implied volatility averaged 13.5%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded below realized volatility by 8.3% (HV 20d: 21.9%). Max pain ranged from $45.00 to $51.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.08.

Notable Days

  • 2025-12-10: Highest Volume — 20 contracts
  • 2025-12-08: Largest IV spike — 34.1% change
  • 2025-12-09: Highest IV Rank — 9.7%
  • 2025-12-03: Largest Expected Move — 4.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.78$50.51$52.94$50.80$52.94
Max Pain$47.18$45.00$51.00$47.00$51.00
ATM IV13.5%10.5%19.2%13.0%15.5%
Expected Move3.7%3.0%4.5%3.7%4.4%
HV 20d21.9%20.1%23.5%21.4%20.1%
HV 60d19.2%17.6%20.2%18.1%19.9%
IV Rank3.7%0.5%9.7%3.1%5.8%
IV Percentile30.7%0.8%86.9%20.6%60.3%
Term Structure-0.4%-5.8%5.3%-0.8%-1.3%
VWIV10.3%9.8%10.8%9.8%10.8%
Skew 25d1.7%-1.2%9.3%2.5%2.8%
Skew 10d3.4%-2.5%14.4%2.6%6.2%
Call IV 25d12.8%7.5%15.0%13.7%15.0%
Put IV 25d14.4%11.4%18.4%16.2%17.7%
Bid-Ask Spread %138.07127.80143.38127.86140.25
Gamma HHI0.370.230.440.240.44
Net GEX7.9K1.2K12.2K9.8K2.6K
Net DEX-160.4K-245.7K-67.0K-185.2K-79.5K
Net VEX-224-289-149-172-190
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.000.220.000.00
Total Volume3.22702002
Total OI51.77329665433

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$50.80$47.0013.0%3.7%21.4%3.1%0.0%2.5%-0.8%9.8K-185.2K-1720.00127.86N/AN/A00477
2025-12-02$50.51$47.0013.3%3.8%21.3%3.4%0.0%0.8%-3.1%10.5K-177.8K-1820.00128.32N/AN/A00477
2025-12-03$51.77$47.0015.8%4.5%22.9%6.0%0.0%5.5%-1.8%7.8K-201.3K-1610.00127.80N/AN/A00477
2025-12-04$51.11$45.0013.9%3.4%23.4%4.0%0.0%0.8%1.1%9.2K-194.6K-1490.00139.55N/AN/A100477
2025-12-05$51.48$45.0013.4%3.2%23.5%3.5%0.0%2.2%3.7%11.1K-237.0K-2380.00140.10N/AN/A00577
2025-12-08$51.70$45.0018.0%3.5%23.3%8.4%9.8%-0.7%0.5%11.9K-242.1K-2200.00134.12N/AN/A01577
2025-12-09$51.65$45.0019.2%3.4%22.7%9.7%0.0%-1.2%0.2%10.9K-238.9K-2220.00140.72N/AN/A00578
2025-12-10$52.34$45.0013.8%4.0%22.4%3.9%0.0%9.3%5.3%12.2K-245.7K-1980.18135.62N/AN/A173578
2025-12-11$51.22$45.0013.7%3.9%22.2%3.9%0.0%0.3%-5.5%10.5K-199.6K-2410.22140.35N/AN/A925011
2025-12-12$51.75$45.0010.5%3.0%21.5%0.5%0.0%1.8%3.0%12.0K-179.3K-2890.00137.72N/AN/A014913
2025-12-15$51.86$45.0012.0%3.4%21.4%2.1%0.0%1.1%0.7%10.8K-183.3K-2650.00141.09N/AN/A004914
2025-12-16$51.30$45.0014.0%4.0%21.8%4.1%0.0%-0.2%-4.4%10.5K-166.8K-2650.00138.47N/AN/A004914
2025-12-17$51.11$45.0013.9%4.0%21.8%4.1%0.0%0.4%-5.8%10.8K-159.7K-2600.00138.72N/AN/A014914
2025-12-18$52.00$45.0012.0%3.4%21.0%2.0%10.8%1.4%0.6%11.3K-188.3K-2480.00133.67N/AN/A704914
2025-12-19$52.83$45.0012.6%3.6%21.4%2.7%0.0%3.6%1.6%9.7K-231.5K-1830.00140.89N/AN/A905214
2025-12-22$51.69$51.0011.3%3.2%22.6%1.2%0.0%0.3%-0.9%2.9K-68.4K-2330.00141.05N/AN/A00218
2025-12-23$52.20$51.0011.6%3.3%22.7%1.6%0.0%1.5%0.9%2.7K-74.0K-2220.00142.32N/AN/A03218
2025-12-24$51.70$51.0011.5%3.3%22.9%1.4%0.0%-0.2%0.1%2.0K-67.0K-2510.00141.49N/AN/A012111
2025-12-26$52.24$51.0011.9%3.4%20.2%1.9%0.0%0.8%-1.1%1.2K-68.9K-2510.00142.61N/AN/A002113
2025-12-29$52.25$51.0012.9%3.7%20.2%3.0%0.0%1.5%-0.4%1.3K-67.8K-2510.00141.35N/AN/A012113
2025-12-30$52.72$51.0014.0%4.0%20.3%4.1%0.0%2.8%-1.4%1.5K-73.0K-2320.00143.38N/AN/A042112
2025-12-31$52.94$51.0015.5%4.4%20.1%5.8%0.0%2.8%-1.3%2.6K-79.5K-1900.00140.25N/AN/A022112