SRTS Options History — June 2022

In June 2022, SRTS traded between $7.49 and $8.83. ATM implied volatility averaged 83.7%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 24.6% (HV 20d: 59.1%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-06-13: Highest Volume — 1,365 contracts
  • 2022-06-21: Largest IV spike — 54.4% change
  • 2022-06-07: Highest IV Rank — 18.0%
  • 2022-06-13: Largest Expected Move — 29.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.16$7.49$8.83$8.57$7.61
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV83.7%60.3%103.5%78.6%83.5%
Expected Move24.1%17.3%29.7%22.5%23.9%
HV 20d59.1%49.3%70.3%70.1%50.5%
HV 60d84.3%78.8%86.7%86.7%78.8%
IV Rank10.5%1.5%18.0%8.5%10.4%
IV Percentile25.3%2.0%57.9%12.7%21.4%
Term Structure0.8%-49.6%81.0%0.7%-21.1%
VWIV81.4%53.6%101.3%79.3%79.8%
Skew 25d14.8%-10.8%54.1%22.3%37.3%
Skew 10d26.4%-32.3%89.9%53.7%60.3%
Call IV 25d79.7%49.1%96.4%79.2%60.7%
Put IV 25d94.5%74.2%113.8%101.5%98.0%
Bid-Ask Spread %78.1448.36103.2182.0178.50
Gamma HHI0.500.360.600.560.44
Net GEX17.9K9.4K25.0K21.5K10.4K
Net DEX-1.0M-1.6M-407.9K-757.6K-937.1K
Net VEX-3.4K-4.5K-2.4K-3.1K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.141.630.551.48
Total Volume405.5712411,365269347
Total OI4,486.8573,4815,2673,4815,267

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$8.57$7.5078.6%22.5%70.1%8.5%79.3%22.3%0.7%21.5K-757.6K-3.1K0.5582.01N/AN/A173962,913568
2022-06-02$8.83$7.5071.6%23.4%70.3%5.8%77.0%12.9%-15.3%23.8K-806.3K-3.1K0.4479.35N/AN/A221972,965568
2022-06-03$8.80$7.5085.7%22.8%65.5%11.2%101.3%26.9%8.0%23.2K-881.8K-3.3K0.6275.05N/AN/A1871163,044568
2022-06-06$8.38$7.5081.0%27.3%63.4%9.4%95.7%9.3%-49.6%19.5K-740.0K-3.0K0.5376.37N/AN/A2011073,096623
2022-06-07$8.72$7.50103.5%26.1%64.1%18.0%83.6%21.5%-21.4%22.0K-806.4K-3.0K0.6786.60N/AN/A144973,161692
2022-06-08$8.73$7.5092.6%26.6%63.9%13.8%88.5%5.7%5.6%23.4K-871.0K-3.1K0.6676.47N/AN/A1561033,172709
2022-06-09$8.56$7.5084.9%24.3%61.6%10.9%86.4%0.6%5.5%21.0K-771.4K-3.0K0.7679.94N/AN/A1731313,175716
2022-06-10$8.05$7.5097.7%28.0%64.5%15.8%94.9%6.8%-29.9%13.6K-679.1K-3.0K0.5879.42N/AN/A1791033,209746
2022-06-13$7.49$7.50103.5%29.7%64.3%18.0%99.8%-8.9%-21.4%9.4K-407.9K-2.4K0.1483.13N/AN/A1,2021633,213750
2022-06-14$7.75$7.50100.0%28.7%64.5%16.7%98.8%-10.8%-1.7%16.0K-1.0M-3.6K0.2779.73N/AN/A4471223,931763
2022-06-15$7.90$7.5092.6%26.6%58.4%13.9%92.2%14.3%-12.7%11.4K-1.2M-3.9K0.5082.94N/AN/A2821404,194772
2022-06-16$7.75$7.5093.3%26.8%57.3%14.1%88.0%5.0%12.5%17.9K-1.2M-3.9K0.5379.07N/AN/A2781474,280770
2022-06-17$7.86$7.5066.9%19.2%57.7%4.1%58.9%6.8%15.9%17.0K-1.2M-4.0K0.45103.21N/AN/A2831274,315818
2022-06-21$7.96$7.50103.3%29.6%57.8%17.9%95.2%7.1%-27.4%18.9K-1.3M-3.9K1.2477.05N/AN/A1982464,207515
2022-06-22$8.03$7.5072.7%20.8%56.4%6.3%72.0%19.9%15.2%16.9K-1.2M-3.8K0.5680.04N/AN/A2811564,237641
2022-06-23$8.10$7.5066.3%19.0%51.7%3.8%64.5%54.1%81.0%25.0K-1.6M-4.5K0.7848.36N/AN/A2001564,374653
2022-06-24$8.06$7.5071.9%20.6%49.3%6.0%65.9%-5.6%-6.8%18.3K-1.2M-3.6K1.4763.08N/AN/A1351984,376653
2022-06-27$8.28$7.5060.3%17.3%49.6%1.5%53.6%5.2%46.1%19.2K-1.2M-3.7K1.3078.97N/AN/A1712234,395731
2022-06-28$8.01$7.5082.0%23.5%50.6%9.8%75.4%30.6%7.8%16.1K-1.1M-3.6K1.6366.92N/AN/A1322154,430762
2022-06-29$7.87$7.5065.7%18.8%49.5%3.6%59.5%50.1%26.5%10.9K-1.0M-3.4K1.2784.71N/AN/A1692154,469783
2022-06-30$7.61$7.5083.5%23.9%50.5%10.4%79.8%37.3%-21.1%10.4K-937.1K-3.4K1.4878.50N/AN/A1402074,484783