SRTS Options History — May 2021

In May 2021, SRTS traded between $3.22 and $3.78. ATM implied volatility averaged 122.0%. The 30-day expected move averaged 31.9%. IV traded above realized volatility by 63.9% (HV 20d: 58.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-05-19: Highest Volume — 20 contracts
  • 2021-05-18: Largest IV spike — 109.7% change
  • 2021-05-20: Largest Expected Move — 50.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.44$3.22$3.78$3.78$3.58
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV122.0%63.2%176.3%172.1%105.2%
Expected Move31.9%17.2%50.1%49.3%30.2%
HV 20d58.2%48.2%69.8%64.9%50.4%
Term Structure-23.2%-106.5%50.8%-67.6%-41.2%
Bid-Ask Spread %104.0527.66141.48141.4827.66
Gamma HHI0.730.540.830.580.80
Net GEX26836833
Net DEX-1.6K-2.3K-740-971-1.9K
Net VEX-7-10-2-2-9
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.6502000
Total OI17.7748714

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$3.78$5.00172.1%49.3%64.9%0.0%0.0%0.0%0.0%8-971-20.00141.48N/AN/A0070
2021-05-04$3.63$5.00134.6%38.6%64.7%0.0%0.0%0.0%-67.6%8-740-20.00114.91N/AN/A0070
2021-05-05$3.67$5.00170.0%48.7%63.0%0.0%0.0%0.0%-64.5%10-815-20.00118.75N/AN/A0070
2021-05-06$3.78$5.00176.3%25.8%62.3%0.0%0.0%0.0%50.8%10-868-20.00126.89N/AN/A10070
2021-05-07$3.45$5.00134.0%23.1%68.8%0.0%0.0%0.0%0.3%32-1.9K-100.0099.94N/AN/A00170
2021-05-10$3.27$5.00134.0%17.2%69.8%0.0%0.0%0.0%-10.8%26-952-50.00111.46N/AN/A10170
2021-05-11$3.25$5.00121.7%34.9%69.1%0.0%0.0%0.0%0.6%28-1.7K-80.00138.69N/AN/A10180
2021-05-12$3.32$5.0071.3%20.4%68.6%0.0%0.0%0.0%37.6%26-2.2K-100.0086.66N/AN/A00180
2021-05-13$3.22$5.0064.8%18.6%64.7%0.0%0.0%0.0%-20.2%27-1.7K-70.00102.12N/AN/A00180
2021-05-14$3.23$5.0070.0%20.1%57.6%0.0%0.0%0.0%-20.5%27-1.4K-60.0032.54N/AN/A00180
2021-05-17$3.24$5.0063.2%18.1%52.7%0.0%0.0%0.0%-7.1%29-1.6K-70.0097.77N/AN/A00180
2021-05-18$3.30$5.00132.6%38.0%51.5%0.0%0.0%0.0%-21.9%30-2.0K-90.00125.54N/AN/A10180
2021-05-19$3.42$5.00132.9%38.1%53.1%0.0%0.0%0.0%-17.7%32-2.0K-90.00113.69N/AN/A020180
2021-05-20$3.35$5.00174.9%50.1%53.4%0.0%0.0%0.0%-29.4%29-2.3K-100.00128.87N/AN/A001830
2021-05-21$3.43$5.00105.7%30.3%51.5%0.0%0.0%0.0%-106.5%29-2.2K-90.00102.89N/AN/A001830
2021-05-24$3.40$5.00141.7%40.6%48.2%0.0%0.0%0.0%-20.4%32-1.6K-80.00115.58N/AN/A00140
2021-05-25$3.45$5.0091.5%26.2%48.7%0.0%0.0%0.0%-32.8%32-1.6K-90.0087.63N/AN/A00140
2021-05-26$3.55$5.00149.0%42.7%50.2%0.0%0.0%0.0%-35.6%28-2.1K-100.00114.58N/AN/A00140
2021-05-27$3.54$5.0094.8%27.2%50.2%0.0%0.0%0.0%-34.3%36-1.6K-80.0093.44N/AN/A00140
2021-05-28$3.58$5.00105.2%30.2%50.4%0.0%0.0%0.0%-41.2%33-1.9K-90.0027.66N/AN/A00140