SRTS Options History — April 2023 In April 2023, SRTS traded between $4.63 and $5.25. ATM implied volatility averaged 71.0%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 30.2% (HV 20d: 40.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.50.
Notable Days 2023-04-26 : Highest Volume — 362 contracts2023-04-11 : Largest IV spike — 36.2% change2023-04-11 : Highest IV Rank — 40.8%2023-04-10 : Largest Expected Move — 34.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.97 $4.63 $5.25 $5.25 $4.73 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 71.0% 54.6% 97.3% 68.3% 83.6% Expected Move 21.1% 16.6% 34.0% 19.6% 24.0% HV 20d 40.8% 39.3% 42.9% 39.7% 41.6% HV 60d 65.3% 63.8% 72.1% 72.1% 64.5% IV Rank 21.1% 8.8% 40.8% 19.1% 30.6% IV Percentile 42.2% 5.6% 84.1% 35.3% 74.2% Term Structure -1.0% -51.3% 62.9% 4.6% -10.8% VWIV 74.7% 57.1% 133.6% 67.8% 83.9% Skew 25d 21.7% -211.0% 215.5% 30.4% 15.2% Skew 10d 43.6% -187.0% 357.7% 84.4% 12.8% Call IV 25d 74.2% 32.5% 331.8% 82.8% 51.4% Put IV 25d 95.9% 60.4% 259.8% 113.2% 66.6% Bid-Ask Spread % 81.52 29.97 126.19 85.46 57.38 Gamma HHI 0.55 0.43 0.78 0.43 0.66 Net GEX 871 -670 3.0K 1.8K 3.0K Net DEX -4.9K -151.3K 188.7K -41.6K -62.4K Net VEX -813 -933 -678 -855 -933 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.50 0.00 12.67 2.33 0.05 Total Volume 84.421 3 362 15 211 Total OI 2,239.895 1,038 2,715 2,383 1,497
Daily Data (19 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 2023-04-03 $5.25 $5.00 68.3% 19.6% 39.7% 19.1% 67.8% 30.4% 4.6% 1.8K -41.6K -855 0.00 85.46 N/A N/A 0 15 1,846 537 2023-04-04 $5.10 $5.00 57.9% 16.6% 39.9% 11.2% 57.1% -6.0% 17.3% 1.3K -21.2K -882 0.00 77.83 N/A N/A 0 12 1,846 601 2023-04-05 $4.90 $5.00 62.8% 18.0% 41.4% 14.9% 62.8% 1.7% 12.2% 731 45.4K -712 2.33 81.34 N/A N/A 6 14 1,846 613 2023-04-06 $4.84 $5.00 54.6% 21.3% 39.3% 8.8% 74.1% 31.0% -3.8% 946 47.1K -801 0.11 107.96 N/A N/A 119 13 1,852 625 2023-04-10 $5.04 $5.00 71.4% 34.0% 39.8% 21.4% 133.6% 28.6% -51.3% 1.3K -20.5K -928 1.33 126.19 N/A N/A 18 24 1,940 637 2023-04-11 $5.17 $5.00 97.3% 22.4% 40.6% 40.8% 0.0% -211.0% -20.2% 671 -151.3K -746 0.00 104.06 N/A N/A 21 0 1,954 661 2023-04-12 $5.04 $5.00 80.5% 23.1% 39.9% 28.2% 0.0% 46.4% -13.6% 1.3K -10.9K -898 0.58 97.32 N/A N/A 12 7 1,974 661 2023-04-13 $5.12 $5.00 68.9% 19.7% 39.3% 19.5% 68.9% 18.3% 0.7% 1.2K -33.7K -918 0.50 98.59 N/A N/A 2 1 1,985 668 2023-04-14 $5.03 $5.00 76.8% 22.0% 39.7% 25.5% 76.8% 215.5% -7.8% 1.3K -853 -872 12.67 102.45 N/A N/A 12 152 1,984 671 2023-04-17 $5.24 $5.00 65.7% 18.8% 42.1% 17.1% 0.0% 18.9% 0.3% 476 -66.5K -888 0.80 89.16 N/A N/A 5 4 1,972 743 2023-04-18 $5.23 $5.00 62.5% 17.9% 42.1% 14.7% 62.9% 15.5% 1.7% 436 -92.4K -835 3.00 87.28 N/A N/A 1 3 1,974 739 2023-04-19 $5.03 $5.00 67.4% 19.3% 42.6% 18.4% 67.4% 44.3% -6.8% 585 11.4K -790 0.27 101.77 N/A N/A 133 36 1,975 736 2023-04-20 $4.91 $5.00 64.9% 18.6% 40.3% 16.5% 64.9% 25.4% 2.2% 523 96.6K -721 3.50 65.25 N/A N/A 4 14 1,940 767 2023-04-21 $4.92 $5.00 68.2% 19.5% 39.9% 19.0% 0.0% 47.4% 3.1% -664 188.7K -678 0.13 72.22 N/A N/A 75 10 1,939 775 2023-04-24 $4.86 $5.00 72.4% 20.7% 39.7% 22.1% 72.4% 12.5% 4.1% -670 23.8K -708 0.00 68.80 N/A N/A 12 0 603 435 2023-04-25 $4.63 $5.00 71.3% 20.4% 42.5% 21.3% 71.9% 22.6% 62.9% -479 27.1K -694 0.00 47.72 N/A N/A 96 0 612 435 2023-04-26 $4.65 $5.00 78.1% 22.4% 42.3% 26.4% 78.7% 16.2% -7.7% 189 14.8K -721 0.00 29.97 N/A N/A 362 0 689 434 2023-04-27 $4.74 $5.00 76.5% 21.9% 42.9% 25.2% 76.6% 39.3% -6.4% 2.5K -46.8K -876 0.17 48.06 N/A N/A 180 30 958 434 2023-04-28 $4.73 $5.00 83.6% 24.0% 41.6% 30.6% 83.9% 15.2% -10.8% 3.0K -62.4K -933 0.05 57.38 N/A N/A 201 10 1,042 455
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