SRTS Options History — August 2021 In August 2021, SRTS traded between $3.23 and $3.79. ATM implied volatility averaged 100.2%. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 59.5% (HV 20d: 40.6%). 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 5 of 22 days. Put/call ratio averaged 0.04.
Notable Days 2021-08-10 : Highest Volume — 35 contracts2021-08-19 : Largest IV spike — 124.7% change2021-08-20 : Largest Expected Move — 51.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.55 $3.23 $3.79 $3.69 $3.58 Max Pain $3.75 $2.50 $5.00 $2.50 $5.00 ATM IV 100.2% 56.3% 179.5% 134.7% 92.9% Expected Move 26.8% 16.1% 51.5% 38.6% 26.6% HV 20d 40.6% 31.4% 53.4% 31.4% 53.1% HV 60d 66.8% 64.8% 69.2% 68.1% 67.6% Term Structure -13.3% -97.1% 93.2% -31.4% -19.1% VWIV 102.8% 55.4% 177.7% 55.4% 177.7% Bid-Ask Spread % 80.31 13.09 143.08 99.43 91.05 Gamma HHI 0.52 0.50 0.58 0.52 0.52 Net GEX 326 256 398 338 351 Net DEX -30.4K -37.6K -22.6K -32.8K -32.0K Net VEX -87 -97 -72 -86 -89 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.63 0.00 0.00 Total Volume 7.409 0 35 10 6 Total OI 371.5 156 500 448 163
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 2021-08-02 $3.69 $2.50 134.7% 38.6% 31.4% 0.0% 0.0% 0.0% -31.4% 338 -32.8K -86 0.00 99.43 N/A N/A 10 0 445 3 2021-08-03 $3.58 $2.50 89.8% 25.8% 32.8% 0.0% 0.0% 0.0% -19.1% 288 -31.4K -95 0.00 96.64 N/A N/A 0 0 445 3 2021-08-04 $3.66 $2.50 91.0% 26.1% 33.5% 0.0% 0.0% 0.0% -17.5% 311 -31.8K -94 0.00 61.81 N/A N/A 1 0 435 3 2021-08-05 $3.56 $0.00 97.8% 20.3% 34.7% 0.0% 0.0% 0.0% 2.6% 298 -30.2K -91 0.00 90.20 N/A N/A 20 0 435 3 2021-08-06 $3.65 $0.00 88.9% 20.2% 34.3% 0.0% 0.0% 0.0% -4.5% 336 -30.0K -87 0.63 95.32 N/A N/A 8 5 436 3 2021-08-09 $3.79 $0.00 109.2% 18.2% 36.6% 0.0% 55.4% 0.0% 46.9% 315 -37.6K -76 0.00 82.68 N/A N/A 1 0 441 3 2021-08-10 $3.74 $0.00 123.2% 19.5% 35.0% 0.0% 0.0% 0.0% -4.5% 337 -34.2K -97 0.00 87.64 N/A N/A 35 0 449 8 2021-08-11 $3.67 $5.00 69.0% 19.8% 33.0% 0.0% 0.0% 0.0% -5.8% 329 -33.3K -96 0.00 89.03 N/A N/A 20 0 450 8 2021-08-12 $3.65 $5.00 66.6% 19.1% 31.5% 0.0% 0.0% 0.0% -4.4% 328 -32.7K -95 0.00 61.29 N/A N/A 0 0 472 8 2021-08-13 $3.51 $5.00 67.7% 19.4% 32.8% 0.0% 0.0% 0.0% 3.0% 319 -29.7K -90 0.00 91.09 N/A N/A 0 0 492 8 2021-08-16 $3.28 $5.00 60.9% 17.5% 39.4% 0.0% 0.0% 0.0% 1.3% 256 -22.6K -72 0.00 16.26 N/A N/A 0 0 489 8 2021-08-17 $3.38 $5.00 70.6% 20.2% 41.2% 0.0% 0.0% 0.0% -6.5% 326 -26.2K -82 0.00 19.75 N/A N/A 2 0 489 8 2021-08-18 $3.37 $5.00 72.4% 20.8% 41.1% 0.0% 75.4% 0.0% -7.8% 298 -25.9K -83 0.00 77.67 N/A N/A 1 0 489 8 2021-08-19 $3.23 $5.00 162.8% 46.7% 42.8% 0.0% 0.0% 0.0% -33.0% 302 -24.9K -83 0.00 143.08 N/A N/A 0 0 490 8 2021-08-20 $3.32 $2.50 179.5% 51.5% 44.1% 0.0% 177.7% 0.0% -97.1% 295 -25.9K -83 0.00 131.63 N/A N/A 1 0 491 8 2021-08-23 $3.38 $2.50 176.9% 50.7% 44.6% 0.0% 0.0% 0.0% -56.0% 320 -28.2K -84 0.00 128.68 N/A N/A 20 0 155 1 2021-08-24 $3.51 $2.50 56.3% 16.1% 46.4% 0.0% 0.0% 0.0% 93.2% 348 -28.0K -79 0.00 123.36 N/A N/A 31 0 155 1 2021-08-25 $3.65 $2.50 75.7% 21.7% 48.7% 0.0% 0.0% 0.0% -21.7% 369 -36.4K -97 0.00 67.44 N/A N/A 0 0 175 1 2021-08-26 $3.51 $2.50 77.4% 22.2% 50.6% 0.0% 0.0% 0.0% -24.9% 398 -30.1K -82 0.00 26.47 N/A N/A 0 0 160 1 2021-08-27 $3.68 $2.50 158.7% 45.5% 53.4% 0.0% 0.0% 0.0% -60.7% 357 -33.2K -90 0.00 73.16 N/A N/A 2 0 161 1 2021-08-30 $3.68 $5.00 82.4% 23.6% 53.3% 0.0% 0.0% 0.0% -26.5% 357 -32.5K -88 0.00 13.09 N/A N/A 0 0 160 1 2021-08-31 $3.58 $5.00 92.9% 26.6% 53.1% 0.0% 0.0% 0.0% -19.1% 351 -32.0K -89 0.00 91.05 N/A N/A 6 0 162 1
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