SRTS Options History — September 2021 In September 2021, SRTS traded between $3.53 and $3.96. ATM implied volatility averaged 154.9%. The 30-day expected move averaged 43.2%. IV traded above realized volatility by 110.5% (HV 20d: 44.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-09-21 : Highest Volume — 91 contracts2021-09-16 : Largest IV spike — 122.4% change2021-09-28 : Largest Expected Move — 82.1%Monthly Statistics Metric Avg Min Max Open Close Price $3.61 $3.53 $3.96 $3.62 $3.56 Max Pain $2.62 $2.50 $5.00 $5.00 $2.50 ATM IV 154.9% 70.7% 286.3% 177.9% 247.5% Expected Move 43.2% 20.3% 82.1% 51.0% 71.0% HV 20d 44.3% 31.4% 52.6% 52.6% 46.4% HV 60d 49.3% 43.8% 66.2% 66.2% 44.1% Term Structure -24.7% -129.0% 135.1% -108.7% 135.1% VWIV 139.1% 112.2% 179.8% 130.8% 133.6% Bid-Ask Spread % 118.96 61.75 167.17 111.34 167.17 Gamma HHI 0.55 0.50 0.77 0.52 0.50 Net GEX 386 161 1.2K 376 305 Net DEX -40.2K -64.8K -25.3K -32.3K -51.0K Net VEX -100 -151 -56 -83 -132 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 14 0 91 0 25 Total OI 233.143 163 376 163 376
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 2021-09-01 $3.62 $5.00 177.9% 51.0% 52.6% 0.0% 0.0% 0.0% -108.7% 376 -32.3K -83 0.00 111.34 N/A N/A 0 0 162 1 2021-09-02 $3.63 $2.50 146.0% 41.9% 51.6% 0.0% 0.0% 0.0% -39.4% 279 -36.6K -97 0.00 131.93 N/A N/A 0 0 168 1 2021-09-03 $3.66 $2.50 194.7% 29.0% 50.9% 0.0% 130.8% 0.0% -28.7% 352 -33.1K -87 0.00 138.12 N/A N/A 10 0 168 1 2021-09-07 $3.54 $2.50 147.5% 43.5% 50.2% 0.0% 0.0% 0.0% -48.9% 339 -31.3K -84 0.00 135.83 N/A N/A 0 0 168 1 2021-09-08 $3.55 $2.50 157.3% 45.1% 50.1% 0.0% 0.0% 0.0% -79.1% 355 -31.8K -81 0.00 129.08 N/A N/A 0 0 168 1 2021-09-09 $3.63 $2.50 131.5% 37.7% 50.5% 0.0% 0.0% 0.0% -31.9% 336 -34.8K -85 0.00 114.50 N/A N/A 0 0 168 1 2021-09-10 $3.61 $2.50 93.0% 26.7% 50.5% 0.0% 0.0% 0.0% -34.4% 363 -29.8K -73 0.00 117.76 N/A N/A 0 0 168 1 2021-09-13 $3.54 $2.50 109.0% 31.2% 49.0% 0.0% 0.0% 0.0% -38.9% 333 -28.9K -75 0.00 103.97 N/A N/A 0 0 168 1 2021-09-14 $3.55 $2.50 78.4% 22.5% 41.8% 0.0% 0.0% 0.0% -3.5% 296 -27.3K -67 0.00 61.75 N/A N/A 31 0 168 1 2021-09-15 $3.54 $2.50 70.7% 20.3% 40.7% 0.0% 0.0% 0.0% 14.8% 161 -25.3K -56 0.00 70.44 N/A N/A 0 0 168 1 2021-09-16 $3.60 $2.50 157.2% 45.1% 41.0% 0.0% 0.0% 0.0% 20.8% 400 -43.3K -100 0.00 119.80 N/A N/A 29 0 199 1 2021-09-17 $3.59 $2.50 151.5% 43.4% 37.4% 0.0% 179.8% 0.0% -25.2% 383 -42.7K -105 0.00 115.45 N/A N/A 24 0 199 1 2021-09-20 $3.57 $2.50 96.0% 27.5% 36.6% 0.0% 0.0% 0.0% -36.5% 445 -48.1K -123 0.00 95.90 N/A N/A 0 0 221 1 2021-09-21 $3.58 $2.50 178.8% 51.3% 36.2% 0.0% 112.2% 0.0% 12.5% 259 -42.2K -103 0.00 128.66 N/A N/A 91 0 245 1 2021-09-22 $3.55 $2.50 184.5% 52.9% 34.0% 0.0% 0.0% 0.0% 9.1% 262 -41.6K -104 0.00 120.70 N/A N/A 0 0 245 1 2021-09-23 $3.61 $2.50 123.0% 35.3% 31.4% 0.0% 133.6% 0.0% -108.3% 754 -54.1K -151 0.00 99.00 N/A N/A 34 0 321 1 2021-09-24 $3.96 $2.50 101.6% 29.1% 42.7% 0.0% 0.0% 0.0% 1.9% 1.2K -64.8K -141 0.00 101.59 N/A N/A 50 0 321 1 2021-09-27 $3.75 $2.50 142.3% 40.8% 44.9% 0.0% 0.0% 0.0% -108.0% 249 -45.0K -104 0.00 124.16 N/A N/A 0 0 325 1 2021-09-28 $3.64 $2.50 286.3% 82.1% 46.2% 0.0% 0.0% 0.0% -129.0% 355 -50.2K -132 0.00 156.36 N/A N/A 0 0 375 1 2021-09-29 $3.53 $2.50 278.2% 79.8% 46.5% 0.0% 0.0% 0.0% 108.0% 335 -50.7K -126 0.00 154.69 N/A N/A 0 0 375 1 2021-09-30 $3.56 $2.50 247.5% 71.0% 46.4% 0.0% 0.0% 0.0% 135.1% 305 -51.0K -132 0.00 167.17 N/A N/A 25 0 375 1
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