SRTS Options History — October 2021 In October 2021, SRTS traded between $3.61 and $4.04. ATM implied volatility averaged 144.8%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 101.3% (HV 20d: 43.5%). 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 17 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-10-04 : Highest Volume — 53 contracts2021-10-28 : Largest IV spike — 74.1% change2021-10-12 : Highest IV Rank — 86.3%2021-10-01 : Largest Expected Move — 72.0%Monthly Statistics Metric Avg Min Max Open Close Price $3.91 $3.61 $4.04 $3.69 $4.01 Max Pain $4.88 $2.50 $5.00 $2.50 $5.00 ATM IV 144.8% 56.5% 318.7% 251.1% 102.2% Expected Move 25.3% 16.2% 72.0% 72.0% 29.3% HV 20d 43.5% 25.8% 49.8% 48.2% 25.8% HV 60d 43.8% 42.7% 44.8% 44.8% 42.7% IV Rank 23.5% 0.1% 86.3% 65.0% 17.5% IV Percentile 37.1% 0.7% 98.4% 95.2% 38.7% Term Structure 11.4% -50.0% 42.3% -42.2% 26.0% VWIV 70.9% 50.0% 92.9% 92.9% 65.8% Bid-Ask Spread % 104.35 59.19 157.62 157.62 115.94 Gamma HHI 0.59 0.50 0.65 0.50 0.62 Net GEX 596 320 709 320 658 Net DEX -56.7K -65.0K -44.8K -52.8K -60.1K Net VEX -142 -153 -118 -132 -140 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 16.857 0 53 0 30 Total OI 329.714 245 418 376 247
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 2021-10-01 $3.69 $2.50 251.1% 72.0% 48.2% 0.0% 0.0% 0.0% -42.2% 320 -52.8K -132 0.00 157.62 N/A N/A 0 0 375 1 2021-10-04 $3.70 $5.00 318.7% 19.7% 48.1% 0.0% 92.9% 0.0% 17.0% 438 -46.8K -118 0.00 79.24 N/A N/A 53 0 370 1 2021-10-05 $3.63 $5.00 225.7% 19.9% 47.0% 0.0% 0.0% 0.0% -12.1% 415 -44.8K -119 0.00 60.38 N/A N/A 0 0 370 1 2021-10-06 $3.61 $5.00 240.1% 19.2% 47.1% 0.0% 0.0% 0.0% 20.6% 547 -49.9K -151 0.00 95.82 N/A N/A 0 0 417 1 2021-10-07 $3.77 $5.00 226.8% 17.2% 48.9% 65.0% 0.0% 0.0% 32.0% 580 -51.9K -147 0.00 91.76 N/A N/A 0 0 417 1 2021-10-08 $3.79 $5.00 162.8% 20.5% 48.8% 40.6% 0.0% 0.0% 21.0% 587 -54.7K -152 0.00 106.14 N/A N/A 0 0 417 1 2021-10-11 $3.86 $5.00 250.0% 20.8% 48.4% 73.8% 0.0% 0.0% 14.7% 626 -56.2K -151 0.00 118.64 N/A N/A 0 0 417 1 2021-10-12 $3.98 $5.00 282.9% 32.0% 49.3% 86.3% 0.0% 0.0% -50.0% 645 -60.9K -150 0.00 122.98 N/A N/A 0 0 417 1 2021-10-13 $3.95 $5.00 95.7% 27.4% 49.5% 15.0% 0.0% 0.0% 13.3% 627 -60.2K -153 0.00 139.02 N/A N/A 1 0 417 1 2021-10-14 $4.03 $5.00 96.6% 27.7% 49.6% 15.4% 0.0% 0.0% 12.0% 612 -65.0K -152 0.00 89.24 N/A N/A 1 0 417 1 2021-10-15 $3.99 $5.00 74.0% 21.2% 49.8% 6.8% 0.0% 0.0% 32.8% 651 -60.0K -150 0.00 114.94 N/A N/A 3 0 416 1 2021-10-18 $4.01 $5.00 84.0% 24.1% 49.6% 10.6% 0.0% 0.0% -15.9% 651 -59.9K -149 0.00 120.29 N/A N/A 0 0 245 0 2021-10-19 $4.04 $5.00 69.5% 19.9% 49.6% 5.1% 0.0% 0.0% 34.9% 695 -59.6K -141 0.00 119.27 N/A N/A 0 0 246 0 2021-10-20 $4.00 $5.00 92.2% 26.4% 49.7% 13.7% 61.4% 0.0% 10.5% 670 -58.7K -145 0.00 126.35 N/A N/A 44 0 246 0 2021-10-21 $3.97 $5.00 70.9% 20.3% 49.7% 5.6% 63.6% 0.0% 27.2% 661 -57.3K -142 0.00 123.33 N/A N/A 44 0 246 0 2021-10-22 $4.03 $5.00 70.2% 20.1% 37.7% 5.3% 62.4% 0.0% 24.9% 686 -58.5K -145 0.00 115.09 N/A N/A 44 0 246 0 2021-10-25 $4.03 $5.00 71.5% 20.5% 31.6% 5.8% 80.1% 0.0% 10.1% 663 -59.3K -142 0.00 61.03 N/A N/A 44 0 246 0 2021-10-26 $4.01 $5.00 101.0% 29.0% 29.3% 17.1% 90.6% 0.0% 0.8% 709 -59.0K -142 0.00 105.22 N/A N/A 30 0 247 0 2021-10-27 $3.93 $5.00 56.5% 16.2% 27.8% 0.1% 50.0% 0.0% 42.3% 442 -52.0K -124 0.00 59.19 N/A N/A 30 0 247 0 2021-10-28 $4.00 $5.00 98.4% 28.2% 28.1% 16.1% 71.7% 0.0% 19.7% 639 -62.2K -142 0.00 69.82 N/A N/A 30 0 247 0 2021-10-29 $4.01 $5.00 102.2% 29.3% 25.8% 17.5% 65.8% 0.0% 26.0% 658 -60.1K -140 0.00 115.94 N/A N/A 30 0 247 0
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