SRTS Options History — July 2023 In July 2023, SRTS traded between $2.88 and $3.54. ATM implied volatility averaged 117.9%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 32.7%. IV traded above realized volatility by 49.4% (HV 20d: 68.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.04.
Notable Days 2023-07-26 : Highest Volume — 75 contracts2023-07-10 : Largest IV spike — 209.7% change2023-07-10 : Highest IV Rank — 82.2%2023-07-05 : Largest Expected Move — 51.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.17 $2.88 $3.54 $3.23 $3.02 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 117.9% 67.8% 209.9% 122.4% 121.0% Expected Move 32.7% 23.2% 51.5% 35.1% 34.7% HV 20d 68.6% 58.0% 75.6% 65.5% 65.9% HV 60d 135.2% 133.0% 136.4% 133.1% 135.8% IV Rank 37.9% 13.7% 82.2% 40.0% 39.4% IV Percentile 88.4% 43.3% 99.6% 96.8% 94.0% Term Structure -32.6% -152.7% 99.3% -96.4% -25.4% VWIV 114.5% 87.2% 126.6% 126.6% 119.9% Skew 25d -25.2% -156.3% 38.5% -96.2% -23.9% Skew 10d -23.5% -212.7% 60.4% -113.8% -26.8% Call IV 25d 113.3% 74.3% 335.1% 172.5% 81.3% Put IV 25d 88.1% 57.2% 178.8% 76.3% 57.4% Bid-Ask Spread % 91.26 33.74 152.58 96.74 45.78 Gamma HHI 0.71 0.55 0.92 0.84 0.64 Net GEX 2.6K 1.4K 4.9K 3.9K 2.8K Net DEX -113.8K -250.9K -69.8K -145.9K -96.1K Net VEX -562 -1.0K -233 -824 -457 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.50 0.00 0.00 Total Volume 12.5 0 75 0 18 Total OI 2,443.6 2,120 2,619 2,527 2,262
Daily Data (20 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 2023-07-03 $3.23 $2.50 122.4% 35.1% 65.5% 40.0% 0.0% -96.2% -96.4% 3.9K -145.9K -824 0.00 96.74 N/A N/A 0 0 2,423 104 2023-07-05 $3.28 $2.50 179.6% 51.5% 65.4% 67.6% 0.0% -61.4% -152.7% 1.9K -83.3K -495 0.00 106.23 N/A N/A 1 0 2,421 104 2023-07-06 $3.15 $2.50 77.5% 32.7% 66.7% 18.4% 0.0% -1.4% -54.8% 1.4K -71.3K -429 0.00 68.22 N/A N/A 0 0 2,422 104 2023-07-07 $3.34 $2.50 67.8% 26.5% 60.6% 13.7% 126.6% 5.0% -73.4% 4.2K -130.7K -736 0.00 102.62 N/A N/A 4 0 2,422 104 2023-07-10 $3.54 $2.50 209.9% 36.3% 58.0% 82.2% 0.0% -156.3% -78.8% 4.9K -250.9K -1.0K 0.00 114.70 N/A N/A 3 0 2,426 104 2023-07-11 $3.37 $2.50 167.2% 31.2% 61.5% 61.6% 0.0% 24.5% -26.0% 4.3K -202.5K -907 0.00 135.33 N/A N/A 0 0 2,427 104 2023-07-12 $3.38 $2.50 126.6% 36.3% 60.7% 42.1% 0.0% 2.8% -21.9% 1.6K -88.9K -458 0.50 107.31 N/A N/A 10 5 2,427 104 2023-07-13 $3.50 $2.50 138.0% 39.6% 60.6% 47.5% 0.0% 21.1% -126.8% 4.8K -229.8K -979 0.00 152.58 N/A N/A 0 0 2,436 109 2023-07-14 $3.10 $2.50 105.6% 30.3% 74.4% 31.9% 0.0% -17.9% -29.2% 1.4K -75.4K -442 0.00 104.78 N/A N/A 2 0 2,436 109 2023-07-17 $3.13 $2.50 80.9% 23.2% 74.4% 20.0% 0.0% -34.6% 80.9% 2.5K -85.1K -507 0.00 92.66 N/A N/A 0 0 2,438 109 2023-07-18 $3.21 $2.50 121.2% 34.7% 74.6% 39.4% 121.0% -3.9% -37.4% 1.4K -69.8K -384 0.00 89.79 N/A N/A 72 0 2,438 109 2023-07-19 $3.12 $2.50 116.7% 33.5% 75.4% 37.3% 0.0% -6.4% -38.3% 1.4K -86.6K -394 0.00 108.89 N/A N/A 6 0 2,510 109 2023-07-20 $3.06 $2.50 112.3% 32.2% 75.6% 35.2% 0.0% -42.0% 0.0% 1.9K -83.3K -233 0.00 99.97 N/A N/A 1 0 2,510 109 2023-07-21 $3.03 $2.50 99.6% 28.6% 74.9% 29.1% 0.0% -31.9% -16.2% 3.3K -120.9K -604 0.00 118.43 N/A N/A 30 0 2,510 109 2023-07-24 $3.04 $2.50 87.5% 25.1% 74.4% 23.3% 0.0% 38.5% 50.0% 2.2K -90.0K -490 0.00 94.16 N/A N/A 1 0 2,022 98 2023-07-25 $3.02 $2.50 84.9% 24.3% 74.3% 22.0% 0.0% -16.5% 99.3% 2.4K -107.4K -545 0.00 64.91 N/A N/A 0 0 2,023 98 2023-07-26 $3.00 $2.50 101.8% 29.2% 73.8% 30.1% 87.2% -34.4% -1.1% 2.3K -78.3K -417 0.00 52.95 N/A N/A 75 0 2,023 98 2023-07-27 $2.88 $2.50 117.9% 33.8% 69.6% 37.9% 117.9% -24.9% -30.1% 2.5K -89.5K -484 0.00 33.74 N/A N/A 18 0 2,155 98 2023-07-28 $2.91 $2.50 120.0% 34.4% 64.9% 38.9% 119.9% -43.5% -40.5% 1.4K -89.8K -429 0.00 35.32 N/A N/A 0 4 2,160 98 2023-07-31 $3.02 $2.50 121.0% 34.7% 65.9% 39.4% 0.0% -23.9% -25.4% 2.8K -96.1K -457 0.00 45.78 N/A N/A 18 0 2,160 102
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