SRTS Options History — June 2021 In June 2021, SRTS traded between $3.23 and $4.81. ATM implied volatility averaged 109.8%. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 34.2% (HV 20d: 75.6%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.03.
Notable Days 2021-06-10 : Highest Volume — 489 contracts2021-06-28 : Largest IV spike — 90.2% change2021-06-28 : Largest Expected Move — 39.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.04 $3.23 $4.81 $3.56 $3.88 Max Pain $2.73 $2.50 $5.00 $5.00 $2.50 ATM IV 109.8% 73.0% 138.9% 124.1% 103.3% Expected Move 30.7% 16.6% 39.8% 35.6% 29.6% HV 20d 75.6% 44.3% 99.6% 50.2% 99.6% HV 60d 74.0% 69.1% 77.2% 69.1% 73.8% Term Structure -23.8% -89.1% 28.4% -47.8% -36.9% VWIV 113.3% 71.1% 149.8% 149.8% 116.9% Bid-Ask Spread % 91.35 37.59 118.36 94.27 101.37 Gamma HHI 0.78 0.51 0.96 0.82 0.56 Net GEX 1.6K 29 3.6K 33 280 Net DEX -100.8K -201.2K -1.6K -1.8K -86.8K Net VEX -182 -400 -8 -8 -106 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.36 0.00 0.06 Total Volume 75.045 0 489 0 0 Total OI 451.955 14 763 14 704
Daily Data (22 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 2021-06-01 $3.56 $5.00 124.1% 35.6% 50.2% 0.0% 0.0% 0.0% -47.8% 33 -1.8K -8 0.00 94.27 N/A N/A 0 0 14 0 2021-06-02 $3.44 $5.00 114.5% 32.8% 49.6% 0.0% 0.0% 0.0% -45.5% 29 -1.7K -8 0.00 113.69 N/A N/A 0 0 14 0 2021-06-03 $3.47 $2.50 111.5% 28.6% 49.5% 0.0% 0.0% 0.0% -89.1% 33 -1.6K -8 0.00 106.08 N/A N/A 5 0 14 0 2021-06-04 $3.48 $2.50 113.0% 34.7% 48.1% 0.0% 0.0% 0.0% -56.5% 49 -2.9K -11 0.00 118.36 N/A N/A 0 0 19 0 2021-06-07 $3.23 $2.50 112.7% 16.6% 44.3% 0.0% 0.0% 0.0% 3.2% 35 -2.3K -9 0.00 95.34 N/A N/A 10 0 19 0 2021-06-08 $3.46 $2.50 96.4% 27.6% 47.1% 0.0% 0.0% 0.0% 23.3% 52 -5.9K -20 0.00 109.66 N/A N/A 11 0 28 0 2021-06-09 $3.72 $2.50 109.5% 31.4% 53.0% 0.0% 149.8% 0.0% -52.5% 79 -10.1K -28 0.00 114.02 N/A N/A 60 0 40 0 2021-06-10 $4.18 $2.50 103.4% 29.6% 65.7% 0.0% 116.7% 0.0% -21.1% 344 -22.7K -62 0.00 69.27 N/A N/A 489 0 101 0 2021-06-11 $4.43 $2.50 123.3% 35.3% 65.7% 0.0% 141.2% 0.0% -40.7% 2.4K -152.7K -316 0.00 76.05 N/A N/A 273 0 576 0 2021-06-14 $4.81 $2.50 121.9% 34.9% 69.6% 0.0% 119.2% 0.0% -24.9% 3.6K -201.2K -400 0.00 94.76 N/A N/A 256 0 699 0 2021-06-15 $4.15 $2.50 129.8% 37.2% 91.5% 0.0% 127.0% 0.0% -32.3% 1.8K -124.6K -264 0.02 91.48 N/A N/A 189 4 627 0 2021-06-16 $4.24 $2.50 123.1% 35.3% 91.5% 0.0% 123.7% 0.0% -22.4% 2.0K -168.7K -296 0.36 83.11 N/A N/A 25 9 741 8 2021-06-17 $4.33 $2.50 110.9% 31.8% 91.2% 0.0% 0.0% 0.0% -33.0% 2.2K -169.1K -286 0.00 69.21 N/A N/A 3 0 744 16 2021-06-18 $4.33 $2.50 85.8% 24.6% 90.5% 0.0% 71.1% 0.0% 9.2% 2.4K -167.8K -288 0.00 118.19 N/A N/A 106 0 747 16 2021-06-21 $4.13 $2.50 94.9% 27.2% 92.9% 0.0% 0.0% 0.0% 0.2% 2.3K -143.3K -282 0.00 90.79 N/A N/A 0 0 671 4 2021-06-22 $4.25 $2.50 95.5% 27.4% 92.8% 0.0% 92.9% 0.0% 28.4% 2.4K -154.7K -286 0.00 91.75 N/A N/A 3 0 671 4 2021-06-23 $4.45 $2.50 113.7% 32.6% 93.7% 0.0% 113.8% 0.0% -33.8% 2.8K -170.8K -278 0.04 77.33 N/A N/A 100 4 674 4 2021-06-24 $4.40 $2.50 97.5% 28.0% 93.8% 0.0% 73.2% 0.0% -5.5% 2.6K -169.7K -290 0.00 96.17 N/A N/A 26 0 674 4 2021-06-25 $4.36 $2.50 73.0% 20.9% 94.0% 0.0% 0.0% 0.0% 2.6% 3.5K -147.3K -258 0.00 82.25 N/A N/A 1 0 699 4 2021-06-28 $4.34 $2.50 138.9% 39.8% 94.1% 0.0% 113.8% 0.0% -46.6% 2.9K -160.0K -246 0.00 79.07 N/A N/A 1 0 699 4 2021-06-29 $4.23 $2.50 117.8% 33.8% 94.8% 0.0% 116.9% 0.0% -1.2% 2.9K -152.4K -258 0.06 37.59 N/A N/A 72 4 700 4 2021-06-30 $3.88 $2.50 103.3% 29.6% 99.6% 0.0% 0.0% 0.0% -36.9% 280 -86.8K -106 0.00 101.37 N/A N/A 0 0 700 4
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