SRTS Options History — June 2023 In June 2023, SRTS traded between $2.69 and $3.26. ATM implied volatility averaged 88.4%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 20.5% (HV 20d: 67.9%). 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 12 of 21 days. Put/call ratio averaged 0.10.
Notable Days 2023-06-30 : Highest Volume — 1,150 contracts2023-06-29 : Largest IV spike — 260.4% change2023-06-13 : Highest IV Rank — 100.0%2023-06-29 : Largest Expected Move — 48.4%Monthly Statistics Metric Avg Min Max Open Close Price $2.93 $2.69 $3.26 $2.75 $3.16 Max Pain $4.64 $2.50 $5.00 $2.50 $2.50 ATM IV 88.4% 44.3% 246.9% 66.3% 94.8% Expected Move 20.6% 12.7% 48.4% 19.0% 27.2% HV 20d 67.9% 49.4% 216.1% 216.1% 66.2% HV 60d 131.0% 128.7% 133.2% 128.8% 133.2% IV Rank 30.1% 2.4% 100.0% 21.9% 26.8% IV Percentile 55.5% 1.6% 100.0% 36.9% 90.9% Term Structure 1.1% -217.6% 118.3% 1.7% 95.9% VWIV 179.8% 125.4% 287.1% 126.8% 287.1% Skew 25d -29.3% -158.1% 27.9% -25.4% 27.9% Skew 10d -39.8% -227.5% 25.6% -21.1% 25.6% Call IV 25d 89.6% 53.2% 226.8% 73.3% 75.3% Put IV 25d 60.3% 38.7% 103.2% 47.9% 103.2% Bid-Ask Spread % 94.87 75.43 111.33 90.82 99.85 Gamma HHI 0.56 0.50 0.62 0.54 0.62 Net GEX 1.1K 893 1.7K 1.3K 1.5K Net DEX -54.7K -87.4K -29.8K -35.5K -77.4K Net VEX -340 -527 -239 -255 -492 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 0.50 0.50 0.00 Total Volume 73 0 1,150 7 1,150 Total OI 1,241.238 1,178 1,377 1,184 1,377
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 2023-06-01 $2.75 $2.50 66.3% 19.0% 216.1% 21.9% 0.0% -25.4% 1.7% 1.3K -35.5K -255 0.00 90.82 N/A N/A 0 7 1,083 101 2023-06-02 $2.69 $2.50 97.1% 27.8% 55.4% 46.9% 0.0% -14.5% -104.9% 1.1K -29.8K -239 0.00 85.59 N/A N/A 0 3 1,085 94 2023-06-05 $2.69 $5.00 66.8% 16.4% 54.3% 22.3% 0.0% -15.4% 15.4% 1.3K -47.3K -316 0.50 100.90 N/A N/A 2 1 1,085 96 2023-06-06 $2.80 $5.00 62.1% 16.8% 49.4% 18.6% 0.0% -6.5% 6.0% 1.3K -48.3K -282 0.00 104.52 N/A N/A 0 0 1,085 96 2023-06-07 $3.09 $5.00 80.0% 21.5% 59.5% 33.1% 0.0% -17.0% -28.9% 1.1K -65.3K -321 0.00 78.23 N/A N/A 2 0 1,085 94 2023-06-08 $2.90 $5.00 95.3% 18.5% 62.8% 45.4% 0.0% 1.9% 0.2% 1.2K -47.5K -263 0.00 111.33 N/A N/A 3 0 1,087 94 2023-06-09 $2.88 $5.00 105.5% 17.8% 61.1% 53.7% 0.0% 1.7% 3.8% 1.2K -45.4K -262 0.00 99.42 N/A N/A 80 0 1,093 94 2023-06-12 $2.98 $5.00 152.1% 18.6% 62.3% 91.5% 126.8% -32.6% -14.0% 983 -71.8K -341 0.00 107.84 N/A N/A 4 0 1,223 94 2023-06-13 $3.09 $5.00 246.9% 22.0% 63.4% 100.0% 0.0% -16.5% -19.2% 1.1K -85.1K -396 0.00 94.46 N/A N/A 20 0 1,227 94 2023-06-14 $2.98 $5.00 66.6% 19.1% 64.9% 13.2% 0.0% -23.1% -11.1% 1.0K -80.5K -383 0.00 106.49 N/A N/A 0 1 1,247 94 2023-06-15 $2.96 $5.00 68.3% 19.6% 64.0% 14.0% 0.0% -37.6% 0.8% 1.0K -75.3K -354 0.50 110.89 N/A N/A 20 10 1,247 93 2023-06-16 $2.92 $5.00 86.8% 24.9% 63.6% 22.9% 125.4% -36.7% -48.3% 980 -62.8K -281 0.11 100.49 N/A N/A 9 1 1,247 103 2023-06-20 $2.95 $5.00 64.5% 18.5% 62.6% 12.2% 0.0% -16.2% 118.3% 945 -39.1K -340 0.45 81.97 N/A N/A 22 10 1,084 94 2023-06-21 $3.00 $5.00 63.4% 18.2% 61.1% 11.7% 0.0% -12.3% 112.7% 1.0K -43.4K -354 0.00 75.43 N/A N/A 0 0 1,104 104 2023-06-22 $2.91 $5.00 63.9% 18.3% 60.6% 11.9% 0.0% -22.5% -2.7% 990 -36.4K -312 0.00 90.60 N/A N/A 1 0 1,104 104 2023-06-23 $2.85 $5.00 72.0% 20.6% 58.1% 15.8% 0.0% -37.0% -37.5% 910 -35.7K -325 0.00 92.38 N/A N/A 0 0 1,105 104 2023-06-26 $2.89 $5.00 44.9% 12.9% 56.9% 2.7% 0.0% -147.9% 55.7% 921 -38.9K -344 0.00 87.32 N/A N/A 10 0 1,105 104 2023-06-27 $2.82 $5.00 44.3% 12.7% 57.6% 2.4% 0.0% -158.1% 30.2% 893 -38.8K -348 0.00 82.79 N/A N/A 6 0 1,115 104 2023-06-28 $3.05 $5.00 46.8% 13.4% 62.3% 3.7% 0.0% -6.3% 65.4% 988 -57.9K -405 0.00 88.38 N/A N/A 69 0 1,115 104 2023-06-29 $3.26 $5.00 168.8% 48.4% 64.7% 62.4% 287.1% -21.7% -217.6% 1.7K -87.4K -527 0.00 102.55 N/A N/A 102 0 1,194 104 2023-06-30 $3.16 $2.50 94.8% 27.2% 66.2% 26.8% 0.0% 27.9% 95.9% 1.5K -77.4K -492 0.00 99.85 N/A N/A 1,150 0 1,273 104
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