SRTS Options History — November 2023 In November 2023, SRTS traded between $1.87 and $2.51. ATM implied volatility averaged 139.0%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 43.1%. IV traded above realized volatility by 74.2% (HV 20d: 64.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 7.17.
Notable Days 2023-11-01 : Highest Volume — 479 contracts2023-11-15 : Largest IV spike — 182.6% change2023-11-15 : Highest IV Rank — 89.4%2023-11-02 : Largest Expected Move — 82.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.20 $1.87 $2.51 $2.09 $2.47 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 139.0% 62.2% 251.8% 184.4% 176.8% Expected Move 43.1% 17.8% 82.6% 52.9% 50.7% HV 20d 64.7% 43.3% 80.2% 43.9% 75.9% HV 60d 52.9% 44.7% 59.1% 47.5% 58.3% IV Rank 43.0% 11.3% 89.4% 61.7% 58.6% IV Percentile 83.3% 31.3% 99.6% 98.8% 96.4% Term Structure 5.5% -243.4% 213.0% 213.0% 114.9% VWIV 140.9% 49.7% 302.7% 302.7% 49.7% Bid-Ask Spread % 111.28 57.15 157.59 99.77 130.30 Gamma HHI 0.82 0.50 0.96 0.75 0.51 Net GEX 102 -1.2K 881 332 858 Net DEX 17.8K -63.8K 81.9K -9.5K -57.9K Net VEX -150 -293 -91 -101 -270 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.17 0.00 78.83 78.83 0.00 Total Volume 56.524 0 479 479 0 Total OI 920.524 465 1,262 465 792
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 2023-11-01 $2.09 $2.50 184.4% 52.9% 43.9% 61.7% 302.7% 0.0% 213.0% 332 -9.5K -101 78.83 99.77 N/A N/A 6 473 412 53 2023-11-02 $2.10 $2.50 91.1% 82.6% 43.3% 23.2% 0.0% 0.0% -243.4% -1.2K 71.5K -145 0.00 141.02 N/A N/A 100 0 413 533 2023-11-03 $2.19 $2.50 111.2% 72.3% 47.1% 31.5% 0.0% 0.0% -65.0% -1.2K 53.9K -205 0.00 132.68 N/A N/A 48 0 541 533 2023-11-06 $2.25 $2.50 126.7% 25.4% 48.3% 37.9% 0.0% 0.0% 9.9% -1.2K 45.3K -213 0.00 149.47 N/A N/A 1 0 596 533 2023-11-07 $2.30 $2.50 153.0% 26.0% 48.6% 48.8% 0.0% 0.0% -27.0% -660 33.2K -206 0.00 147.34 N/A N/A 0 0 597 533 2023-11-08 $2.23 $2.50 92.9% 26.6% 46.5% 24.0% 0.0% 0.0% 2.8% -1.0K 48.2K -194 0.00 116.01 N/A N/A 15 0 597 533 2023-11-09 $2.17 $2.50 146.6% 42.0% 46.2% 46.1% 110.2% 0.0% -34.2% -989 58.1K -168 0.03 96.33 N/A N/A 80 2 647 533 2023-11-10 $1.87 $2.50 99.6% 28.6% 68.2% 26.7% 0.0% 0.0% -31.2% 456 81.9K -91 0.00 86.27 N/A N/A 0 331 727 535 2023-11-13 $1.90 $2.50 240.8% 69.0% 68.9% 84.9% 0.0% 0.0% -83.7% 295 57.4K -92 0.00 93.83 N/A N/A 0 0 727 382 2023-11-14 $2.00 $2.50 89.1% 25.5% 70.4% 22.4% 101.1% 0.0% -11.6% 446 55.4K -104 0.00 73.39 N/A N/A 0 5 727 382 2023-11-15 $2.06 $2.50 251.8% 72.2% 71.9% 89.4% 0.0% 0.0% -5.2% 356 34.9K -102 0.00 119.94 N/A N/A 0 1 727 267 2023-11-16 $2.09 $2.50 180.8% 51.8% 70.9% 60.2% 0.0% 0.0% -3.8% 394 32.7K -108 0.00 150.84 N/A N/A 0 0 727 266 2023-11-17 $2.16 $2.50 133.1% 38.2% 71.8% 40.6% 0.0% 0.0% -1.8% 461 32.7K -111 0.00 157.59 N/A N/A 0 0 727 262 2023-11-20 $2.09 $2.50 63.7% 18.3% 71.7% 11.9% 0.0% 0.0% 33.4% 439 -4.4K -100 0.00 57.68 N/A N/A 5 0 620 71 2023-11-21 $2.10 $2.50 150.6% 43.2% 71.1% 47.8% 0.0% 0.0% 26.1% 473 -7.1K -106 0.00 57.15 N/A N/A 0 0 622 71 2023-11-22 $2.23 $2.50 147.6% 42.3% 74.4% 46.5% 0.0% 0.0% 44.7% 483 -8.9K -109 0.00 72.83 N/A N/A 10 0 622 71 2023-11-24 $2.42 $2.50 68.9% 19.8% 80.0% 14.1% 49.7% 0.0% 22.0% 725 -20.6K -135 0.00 118.97 N/A N/A 12 0 622 71 2023-11-27 $2.51 $2.50 62.2% 17.8% 80.0% 11.3% 0.0% 0.0% 25.6% 867 -26.7K -137 0.00 123.87 N/A N/A 77 0 625 71 2023-11-28 $2.50 $2.50 169.8% 48.7% 80.0% 55.7% 0.0% 0.0% 16.6% 847 -31.6K -167 0.00 115.96 N/A N/A 21 0 700 71 2023-11-29 $2.47 $2.50 177.5% 50.9% 80.2% 58.8% 0.0% 0.0% 112.9% 881 -63.8K -293 0.00 95.65 N/A N/A 0 0 721 71 2023-11-30 $2.47 $2.50 176.8% 50.7% 75.9% 58.6% 0.0% 0.0% 114.9% 858 -57.9K -270 0.00 130.30 N/A N/A 0 0 721 71
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