SPEU Options History — January 2026 In January 2026, SPEU traded between $52.60 and $56.00. ATM implied volatility averaged 14.7%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded below realized volatility by 2.0% (HV 20d: 16.7%). Max pain ranged from $48.00 to $53.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.03.
Notable Days 2026-01-23 : Highest Volume — 101 contracts2026-01-08 : Largest IV spike — 51.7% change2026-01-13 : Highest IV Rank — 16.5%2026-01-28 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $54.15 $52.60 $56.00 $52.60 $54.87 Max Pain $50.15 $48.00 $53.00 $51.00 $53.00 ATM IV 14.7% 11.9% 25.6% 13.8% 13.2% Expected Move 3.5% 3.1% 4.5% 4.0% 3.8% HV 20d 16.7% 14.0% 18.5% 18.5% 17.1% HV 60d 19.2% 18.7% 19.9% 19.9% 19.3% IV Rank 4.9% 1.9% 16.5% 4.0% 3.3% IV Percentile 39.4% 9.1% 96.4% 40.1% 30.2% Term Structure 1.5% -1.9% 4.1% -1.9% 2.7% VWIV 13.2% 10.3% 16.1% 10.3% 16.1% Skew 25d 3.5% -0.2% 8.3% 1.0% 2.1% Skew 10d 6.4% 0.3% 12.4% 1.5% 3.5% Call IV 25d 10.7% 6.9% 14.6% 14.6% 12.9% Put IV 25d 14.2% 11.5% 19.6% 15.6% 15.1% Bid-Ask Spread % 134.57 125.97 141.18 141.18 129.90 Gamma HHI 0.50 0.31 0.73 0.41 0.45 Net GEX 28.3K -1.7K 89.6K 1.4K 68.9K Net DEX -277.9K -753.4K -74.6K -74.6K -664.8K Net VEX -901 -2.4K -120 -223 -2.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.03 0.00 6.00 6.00 0.00 Total Volume 12.9 0 101 0 0 Total OI 119.7 33 257 33 257
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 2026-01-02 $52.60 $51.00 13.8% 4.0% 18.5% 4.0% 0.0% 1.0% -1.9% 1.4K -74.6K -223 0.00 141.18 N/A N/A 0 0 21 12 2026-01-05 $53.07 $48.00 11.9% 3.3% 17.9% 1.9% 0.0% 0.8% 1.4% 1.3K -79.4K -209 0.00 131.04 N/A N/A 0 1 21 12 2026-01-06 $53.39 $48.00 14.7% 3.1% 17.9% 4.9% 0.0% 1.0% 2.0% 864 -84.0K -197 6.00 138.93 N/A N/A 1 6 21 13 2026-01-07 $53.25 $48.00 13.4% 3.1% 17.9% 3.5% 0.0% 1.2% 1.9% 557 -80.8K -233 0.00 137.92 N/A N/A 2 0 22 16 2026-01-08 $53.65 $48.00 20.3% 3.2% 18.0% 10.9% 0.0% 0.4% -0.3% 1.2K -84.6K -205 0.00 138.02 N/A N/A 0 1 22 16 2026-01-09 $54.02 $48.00 19.0% 3.3% 17.6% 9.5% 0.0% 4.6% 3.7% -950 -95.9K -146 0.00 135.83 N/A N/A 0 0 22 15 2026-01-12 $54.37 $48.00 21.7% 3.5% 15.4% 12.4% 0.0% 6.8% 2.8% -1.7K -101.1K -120 0.00 138.99 N/A N/A 0 0 22 15 2026-01-13 $53.38 $48.00 25.6% 3.4% 16.9% 16.5% 10.3% 0.4% -0.8% 710 -84.2K -219 0.22 136.55 N/A N/A 32 7 22 15 2026-01-14 $54.34 $48.00 12.4% 3.6% 17.9% 2.5% 0.0% 7.8% 2.7% 8.3K -141.5K -355 0.00 138.21 N/A N/A 30 0 53 16 2026-01-15 $54.40 $48.00 12.4% 3.6% 17.2% 2.5% 0.0% 7.7% 2.1% 18.6K -186.6K -576 0.00 137.68 N/A N/A 30 0 83 16 2026-01-16 $54.46 $48.00 11.9% 3.4% 17.0% 1.9% 0.0% 8.3% 3.3% 29.1K -225.7K -757 0.00 137.17 N/A N/A 0 0 113 16 2026-01-20 $53.67 $48.00 12.2% 3.5% 17.3% 2.2% 16.1% -0.2% 0.2% 23.5K -184.2K -782 0.10 127.45 N/A N/A 10 1 113 17 2026-01-21 $54.01 $53.00 13.4% 3.8% 16.6% 3.5% 0.0% 5.0% 4.1% 29.6K -201.7K -758 0.00 131.33 N/A N/A 0 0 123 18 2026-01-22 $53.66 $53.00 12.0% 3.4% 14.5% 2.1% 0.0% 1.1% -0.1% 31.8K -234.7K -945 0.00 135.55 N/A N/A 14 0 123 18 2026-01-23 $54.06 $53.00 11.9% 3.4% 14.4% 2.0% 0.0% 1.3% 0.0% 36.6K -240.2K -900 0.01 131.39 N/A N/A 100 1 127 18 2026-01-26 $54.58 $53.00 11.9% 3.4% 14.0% 2.0% 0.0% 1.7% -0.1% 69.6K -621.7K -2.3K 4.00 132.49 N/A N/A 2 8 227 19 2026-01-27 $56.00 $53.00 13.9% 4.0% 16.0% 4.1% 0.0% 6.6% 2.8% 89.6K -753.4K -2.2K 1.00 133.30 N/A N/A 1 1 229 17 2026-01-28 $55.59 $53.00 15.7% 4.5% 16.4% 6.0% 0.0% 5.1% 3.1% 78.4K -689.6K -2.2K 0.00 132.46 N/A N/A 10 0 230 17 2026-01-29 $55.56 $53.00 12.9% 3.7% 16.3% 3.0% 0.0% 6.4% -0.1% 78.3K -728.6K -2.4K 0.00 125.97 N/A N/A 0 0 240 17 2026-01-30 $54.87 $53.00 13.2% 3.8% 17.1% 3.3% 0.0% 2.1% 2.7% 68.9K -664.8K -2.4K 0.00 129.90 N/A N/A 0 0 240 17
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