SRTS Options History — March 2023 In March 2023, SRTS traded between $4.96 and $6.83. ATM implied volatility averaged 67.1%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 3.4% (HV 20d: 63.8%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 1.95.
Notable Days 2023-03-10 : Highest Volume — 466 contracts2023-03-02 : Largest IV spike — 107.3% change2023-03-14 : Highest IV Rank — 58.0%2023-03-02 : Largest Expected Move — 29.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.42 $4.96 $6.83 $6.83 $5.20 Max Pain $5.87 $5.00 $7.50 $7.50 $5.00 ATM IV 67.1% 49.6% 120.2% 49.6% 54.8% Expected Move 17.7% 10.9% 29.5% 14.2% 15.7% HV 20d 63.8% 41.4% 96.0% 91.7% 42.8% HV 60d 73.3% 70.6% 74.3% 70.6% 72.2% IV Rank 18.2% 5.0% 58.0% 5.0% 9.0% IV Percentile 27.9% 1.6% 92.1% 1.6% 6.0% Term Structure 16.0% -55.7% 87.6% 21.7% 18.7% VWIV 74.7% 43.3% 278.9% 48.7% 54.0% Skew 25d 28.4% -8.3% 144.1% 144.1% 17.6% Skew 10d 63.5% 0.8% 194.9% 194.9% 71.5% Call IV 25d 63.9% 46.4% 110.8% 67.6% 76.5% Put IV 25d 92.3% 53.8% 211.7% 211.7% 94.1% Bid-Ask Spread % 79.82 58.80 101.82 99.37 80.27 Gamma HHI 0.41 0.32 0.50 0.41 0.43 Net GEX 1.7K 508 4.2K 4.2K 2.1K Net DEX 15.1K -67.5K 98.7K -32.1K -59.9K Net VEX -842 -1.1K -661 -1.1K -810 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.95 0.00 16.00 0.38 12.50 Total Volume 58.087 1 466 18 54 Total OI 2,340.652 2,105 2,657 2,134 2,335
Daily Data (23 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 2023-03-01 $6.83 $7.50 49.6% 14.2% 91.7% 5.0% 48.7% 144.1% 21.7% 4.2K -32.1K -1.1K 0.38 99.37 N/A N/A 13 5 1,648 486 2023-03-02 $6.22 $7.50 102.8% 29.5% 96.0% 44.9% 100.1% 6.0% -55.7% 2.7K 9.6K -958 1.74 95.78 N/A N/A 42 73 1,636 469 2023-03-03 $6.14 $7.50 64.4% 18.5% 95.2% 16.2% 85.6% 3.5% -6.8% 2.5K 51.3K -885 0.03 88.84 N/A N/A 36 1 1,669 508 2023-03-06 $5.82 $7.50 55.1% 10.9% 96.0% 9.2% 0.0% 0.0% 39.7% 1.6K 75.0K -768 0.72 101.82 N/A N/A 57 41 1,661 508 2023-03-07 $5.90 $7.50 60.3% 19.0% 96.0% 13.0% 65.3% -4.7% 0.6% 1.4K 74.3K -797 0.49 82.67 N/A N/A 101 50 1,692 549 2023-03-08 $5.79 $7.50 69.5% 15.4% 94.9% 20.0% 51.8% 9.0% 29.9% 1.0K 59.8K -783 0.61 82.89 N/A N/A 46 28 1,743 542 2023-03-09 $5.54 $7.50 92.7% 15.8% 95.2% 37.4% 67.1% -0.3% -3.2% 706 98.7K -661 0.10 82.84 N/A N/A 20 2 1,739 560 2023-03-10 $5.29 $7.50 50.4% 17.5% 95.0% 5.6% 61.7% 7.5% -20.7% 508 86.4K -682 0.62 76.63 N/A N/A 288 178 1,729 533 2023-03-13 $5.21 $5.00 61.2% 15.8% 49.5% 13.8% 56.0% -8.3% 19.7% 1.3K 56.4K -840 0.00 88.51 N/A N/A 18 0 1,968 679 2023-03-14 $5.37 $5.00 120.2% 15.2% 50.7% 58.0% 43.3% 28.4% 64.1% 1.5K 12.5K -915 0.00 80.25 N/A N/A 6 0 1,976 679 2023-03-15 $5.22 $5.00 69.0% 19.8% 46.5% 19.6% 68.2% 20.9% 12.9% 1.7K 29.9K -899 16.00 66.75 N/A N/A 1 16 1,978 679 2023-03-16 $5.20 $5.00 64.5% 18.5% 46.2% 16.2% 64.5% 16.8% 87.6% 1.7K 40.7K -839 7.50 58.80 N/A N/A 2 15 1,977 667 2023-03-17 $5.12 $5.00 70.8% 20.3% 46.0% 20.9% 0.0% 69.7% 6.8% 917 51.1K -812 0.00 75.77 N/A N/A 49 0 1,977 655 2023-03-20 $5.13 $5.00 64.5% 18.5% 44.4% 16.2% 61.9% 9.9% 59.9% 1.2K 16.9K -848 0.02 67.32 N/A N/A 43 1 1,721 572 2023-03-21 $5.30 $5.00 62.8% 18.0% 47.1% 14.9% 63.0% 35.6% 4.6% 1.6K -67.5K -926 0.00 82.59 N/A N/A 4 0 1,747 483 2023-03-22 $5.06 $5.00 62.8% 18.0% 48.4% 15.0% 62.9% 1.5% 4.6% 1.3K -14.8K -803 0.00 81.67 N/A N/A 0 5 1,747 483 2023-03-23 $4.98 $5.00 60.4% 17.3% 48.0% 13.1% 60.1% 11.9% 19.7% 1.3K -2.2K -788 0.00 65.15 N/A N/A 84 0 1,747 485 2023-03-24 $5.05 $5.00 65.5% 18.8% 49.2% 16.9% 0.0% 50.2% 9.9% 1.7K -45.6K -948 0.00 82.36 N/A N/A 5 0 1,831 485 2023-03-27 $5.12 $5.00 56.4% 16.2% 48.8% 10.1% 278.9% 64.6% 26.2% 1.7K -14.7K -793 0.00 73.62 N/A N/A 8 0 1,832 485 2023-03-28 $5.02 $5.00 61.1% 17.5% 48.8% 13.6% 0.0% 58.6% 11.1% 1.8K -27.6K -866 0.00 73.81 N/A N/A 0 1 1,837 485 2023-03-29 $4.96 $5.00 55.0% 15.8% 48.7% 9.1% 55.5% 46.8% 20.6% 1.8K -22.0K -828 0.17 72.55 N/A N/A 6 1 1,837 486 2023-03-30 $5.09 $5.00 70.4% 20.2% 41.4% 20.6% 70.4% 35.9% -3.5% 1.8K -29.5K -817 0.00 75.64 N/A N/A 36 0 1,843 487 2023-03-31 $5.20 $5.00 54.8% 15.7% 42.8% 9.0% 54.0% 17.6% 18.7% 2.1K -59.9K -810 12.50 80.27 N/A N/A 4 50 1,848 487
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