SRTS Options History — August 2023 In August 2023, SRTS traded between $2.76 and $3.90. ATM implied volatility averaged 98.7%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 12.4% (HV 20d: 86.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.06.
Notable Days 2023-08-14 : Highest Volume — 130 contracts2023-08-30 : Largest IV spike — 101.2% change2023-08-04 : Highest IV Rank — 59.7%2023-08-11 : Largest Expected Move — 40.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.22 $2.76 $3.90 $2.88 $3.10 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 98.7% 48.0% 163.2% 122.8% 96.9% Expected Move 25.5% 13.8% 40.9% 35.2% 27.8% HV 20d 86.4% 65.9% 97.2% 67.1% 89.8% HV 60d 71.9% 60.7% 75.7% 62.6% 74.3% IV Rank 28.6% 4.2% 59.7% 40.3% 27.7% IV Percentile 66.1% 3.6% 98.0% 94.8% 81.3% Term Structure -30.3% -157.5% 57.0% -45.4% -52.3% VWIV 131.5% 131.5% 131.5% 131.5% 131.5% Skew 25d -3.3% -34.8% 27.1% -32.9% 23.8% Skew 10d -7.4% -40.7% 22.5% -37.4% 22.5% Call IV 25d 69.6% 43.3% 96.5% 91.8% 45.4% Put IV 25d 66.3% 44.2% 96.2% 58.9% 69.2% Bid-Ask Spread % 97.68 32.22 142.10 32.22 109.41 Gamma HHI 0.67 0.55 0.83 0.57 0.60 Net GEX 1.9K 953 3.6K 2.4K 1.1K Net DEX -84.3K -169.4K -33.2K -82.6K -39.8K Net VEX -400 -583 -212 -407 -228 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.00 0.50 0.00 0.00 Total Volume 34.913 0 130 20 0 Total OI 1,958.957 1,171 2,502 2,280 1,284
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 2023-08-01 $2.88 $2.50 122.8% 35.2% 67.1% 40.3% 0.0% -32.9% -45.4% 2.4K -82.6K -407 0.00 32.22 N/A N/A 20 0 2,178 102 2023-08-02 $2.83 $2.50 131.5% 37.7% 66.7% 44.4% 131.5% -0.3% -32.0% 2.4K -100.6K -511 0.00 68.51 N/A N/A 0 4 2,178 102 2023-08-03 $2.76 $2.50 148.7% 22.4% 65.9% 52.7% 0.0% -34.8% -3.2% 2.2K -73.3K -403 0.50 82.13 N/A N/A 32 16 2,178 106 2023-08-04 $3.09 $2.50 163.2% 17.6% 75.2% 59.7% 0.0% -13.3% 28.3% 3.6K -131.8K -583 0.00 94.16 N/A N/A 0 100 2,217 118 2023-08-07 $3.48 $2.50 85.6% 19.8% 84.4% 22.3% 0.0% -28.4% -5.7% 2.1K -137.5K -488 0.00 74.50 N/A N/A 61 0 2,217 218 2023-08-08 $3.90 $2.50 137.9% 29.4% 91.6% 47.5% 0.0% 27.1% -19.1% 2.6K -169.4K -517 0.00 141.57 N/A N/A 96 0 2,171 218 2023-08-09 $3.76 $2.50 55.5% 15.9% 92.9% 7.8% 0.0% -18.9% 27.9% 2.4K -142.8K -516 0.00 99.36 N/A N/A 33 0 2,153 218 2023-08-10 $3.46 $2.50 109.5% 31.4% 97.2% 33.8% 0.0% -16.9% -93.7% 2.1K -120.5K -486 0.00 96.45 N/A N/A 65 0 2,207 218 2023-08-11 $3.37 $2.50 142.6% 40.9% 86.9% 49.7% 0.0% -15.9% -157.5% 2.2K -112.4K -482 0.00 142.10 N/A N/A 0 0 2,256 218 2023-08-14 $3.51 $2.50 131.5% 37.7% 87.8% 44.4% 0.0% -34.5% -2.2% 2.3K -136.2K -535 0.00 120.53 N/A N/A 130 0 2,256 218 2023-08-15 $3.32 $2.50 118.3% 33.9% 90.1% 38.0% 0.0% -22.4% -77.9% 2.1K -106.8K -522 0.00 132.76 N/A N/A 0 0 2,283 219 2023-08-16 $3.21 $2.50 66.6% 19.1% 90.4% 13.2% 0.0% -14.5% -35.9% 2.0K -85.0K -392 0.17 103.03 N/A N/A 60 10 2,283 219 2023-08-17 $3.23 $2.50 55.5% 15.9% 90.0% 7.8% 0.0% -25.1% 57.0% 1.9K -71.8K -438 0.00 102.17 N/A N/A 0 0 2,224 219 2023-08-18 $3.21 $2.50 62.7% 18.0% 90.0% 11.3% 0.0% 6.3% 52.2% 1.9K -77.9K -477 0.00 106.44 N/A N/A 45 0 2,224 219 2023-08-21 $3.21 $2.50 90.8% 26.0% 90.0% 24.8% 0.0% 7.9% -17.6% 2.0K -79.6K -455 0.00 122.49 N/A N/A 101 0 1,082 89 2023-08-22 $3.24 $2.50 86.1% 24.7% 89.9% 22.6% 0.0% 20.7% -79.2% 1.2K -39.8K -244 0.00 91.85 N/A N/A 30 0 1,168 89 2023-08-23 $3.15 $2.50 98.2% 28.1% 90.6% 28.4% 0.0% 18.6% -109.1% 1.1K -41.2K -275 0.00 96.32 N/A N/A 0 0 1,198 89 2023-08-24 $3.03 $2.50 55.2% 15.8% 90.5% 7.7% 0.0% 5.3% -0.8% 1.3K -46.5K -317 0.00 92.53 N/A N/A 0 0 1,198 86 2023-08-25 $3.05 $2.50 76.9% 22.1% 90.4% 18.1% 0.0% 20.3% -71.0% 953 -34.1K -231 0.00 90.73 N/A N/A 0 0 1,198 86 2023-08-28 $2.95 $2.50 48.0% 13.8% 90.3% 4.2% 0.0% 9.3% 11.0% 1.1K -33.2K -238 0.00 98.25 N/A N/A 0 0 1,198 86 2023-08-29 $3.04 $2.50 62.1% 17.8% 89.2% 11.0% 0.0% 21.7% -34.2% 994 -35.7K -212 0.00 33.51 N/A N/A 0 0 1,198 86 2023-08-30 $3.17 $2.50 125.0% 35.8% 89.9% 41.3% 0.0% 21.6% -36.0% 1.1K -40.3K -239 0.00 115.65 N/A N/A 0 0 1,198 86 2023-08-31 $3.10 $2.50 96.9% 27.8% 89.8% 27.7% 0.0% 23.8% -52.3% 1.1K -39.8K -228 0.00 109.41 N/A N/A 0 0 1,198 86
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