SRTS Options History — July 2021 In July 2021, SRTS traded between $3.62 and $4.12. ATM implied volatility averaged 116.5%. The 30-day expected move averaged 29.8%. IV traded above realized volatility by 47.9% (HV 20d: 68.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.89.
Notable Days 2021-07-26 : Highest Volume — 150 contracts2021-07-26 : Largest IV spike — 73.5% change2021-07-20 : Largest Expected Move — 39.7%Monthly Statistics Metric Avg Min Max Open Close Price $3.85 $3.62 $4.12 $4.10 $3.72 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 116.5% 73.0% 150.9% 112.0% 133.6% Expected Move 29.8% 19.6% 39.7% 32.1% 38.3% HV 20d 68.6% 39.2% 104.7% 101.2% 39.2% HV 60d 70.5% 68.3% 74.8% 74.0% 68.3% Term Structure 0.1% -103.2% 119.2% 21.3% -28.2% VWIV 109.3% 70.0% 148.3% 105.5% 148.3% Bid-Ask Spread % 86.03 30.90 130.92 83.86 94.68 Gamma HHI 0.58 0.49 0.89 0.89 0.53 Net GEX 526 229 2.9K 2.9K 302 Net DEX -65.6K -135.7K -31.4K -135.7K -33.2K Net VEX -111 -221 -69 -221 -98 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.00 7.25 1.05 0.00 Total Volume 25.429 0 150 41 0 Total OI 548.381 172 794 704 448
Daily Data (21 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 2021-07-01 $4.10 $2.50 112.0% 32.1% 101.2% 0.0% 105.5% 0.0% 21.3% 2.9K -135.7K -221 1.05 83.86 N/A N/A 20 21 700 4 2021-07-02 $3.83 $2.50 136.9% 39.3% 104.7% 0.0% 121.1% 0.0% -48.7% 229 -86.6K -99 4.00 99.27 N/A N/A 10 40 697 25 2021-07-06 $3.78 $2.50 125.2% 25.8% 100.8% 0.0% 0.0% 0.0% 28.3% 321 -83.1K -90 0.00 61.72 N/A N/A 0 0 692 65 2021-07-07 $3.83 $2.50 127.6% 26.1% 98.2% 0.0% 0.0% 0.0% 38.6% 246 -85.6K -101 7.25 98.95 N/A N/A 4 29 692 65 2021-07-08 $3.83 $2.50 134.8% 25.7% 94.9% 0.0% 0.0% 0.0% 21.8% 306 -85.0K -101 0.00 62.45 N/A N/A 0 0 700 93 2021-07-09 $3.94 $2.50 150.9% 19.6% 85.4% 0.0% 0.0% 0.0% 35.5% 315 -90.2K -95 0.00 85.51 N/A N/A 0 1 700 93 2021-07-12 $4.01 $2.50 103.5% 24.3% 82.7% 0.0% 0.0% 0.0% 29.2% 363 -91.4K -94 0.00 62.48 N/A N/A 3 0 700 93 2021-07-13 $4.12 $2.50 134.2% 25.1% 77.2% 0.0% 0.0% 0.0% 34.4% 324 -94.2K -93 0.33 83.80 N/A N/A 3 1 699 93 2021-07-14 $3.96 $2.50 113.3% 32.5% 58.4% 0.0% 0.0% 0.0% -16.4% 303 -87.2K -105 0.00 30.90 N/A N/A 0 0 700 94 2021-07-15 $4.05 $2.50 102.3% 29.3% 58.5% 0.0% 70.0% 0.0% 119.2% 231 -94.7K -108 0.03 110.34 N/A N/A 30 1 700 94 2021-07-16 $3.94 $2.50 125.5% 36.0% 58.5% 0.0% 141.0% 0.0% -16.9% 372 -56.3K -117 0.11 103.88 N/A N/A 38 4 630 93 2021-07-19 $3.94 $2.50 102.5% 29.4% 58.5% 0.0% 0.0% 0.0% 12.0% 376 -41.2K -117 0.00 107.50 N/A N/A 1 0 171 1 2021-07-20 $3.84 $2.50 138.5% 39.7% 56.9% 0.0% 124.4% 0.0% -12.9% 399 -40.9K -111 0.00 130.92 N/A N/A 1 0 171 1 2021-07-21 $3.85 $2.50 112.0% 32.1% 55.6% 0.0% 120.1% 0.0% -48.6% 395 -38.6K -113 0.01 125.52 N/A N/A 136 1 171 1 2021-07-22 $3.77 $2.50 115.8% 33.2% 52.5% 0.0% 118.1% 0.0% 2.4% 886 -53.4K -157 0.00 113.74 N/A N/A 2 0 307 2 2021-07-23 $3.68 $2.50 73.0% 20.9% 52.8% 0.0% 105.8% 0.0% 24.9% 824 -43.3K -137 0.00 67.40 N/A N/A 32 0 305 2 2021-07-26 $3.62 $2.50 126.8% 36.3% 52.9% 0.0% 76.5% 0.0% -103.2% 752 -38.8K -129 0.00 71.43 N/A N/A 150 0 305 2 2021-07-27 $3.68 $2.50 84.9% 24.3% 53.6% 0.0% 102.6% 0.0% -15.3% 400 -32.2K -83 0.50 64.66 N/A N/A 2 1 313 2 2021-07-28 $3.67 $2.50 81.6% 23.4% 53.3% 0.0% 77.6% 0.0% -12.5% 299 -31.4K -99 0.00 66.23 N/A N/A 0 1 443 2 2021-07-29 $3.67 $2.50 111.3% 31.9% 44.3% 0.0% 148.3% 0.0% -62.2% 477 -33.6K -69 0.00 81.48 N/A N/A 2 0 445 2 2021-07-30 $3.72 $2.50 133.6% 38.3% 39.2% 0.0% 0.0% 0.0% -28.2% 302 -33.2K -98 0.00 94.68 N/A N/A 0 0 445 3
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