SRTS Options History — February 2024 In February 2024, SRTS traded between $3.18 and $4.94. ATM implied volatility averaged 78.8%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded below realized volatility by 11.3% (HV 20d: 90.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.14.
Notable Days 2024-02-16 : Highest Volume — 443 contracts2024-02-14 : Largest IV drop — 32.0% change2024-02-06 : Highest IV Rank — 33.6%2024-02-08 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.14 $3.18 $4.94 $3.26 $4.14 Max Pain $4.33 $2.50 $5.00 $2.50 $5.00 ATM IV 78.8% 49.8% 116.2% 95.0% 64.0% Expected Move 21.6% 14.3% 25.8% 24.4% 18.4% HV 20d 90.1% 75.2% 102.1% 95.7% 84.0% HV 60d 78.6% 73.8% 82.8% 80.0% 82.8% IV Rank 18.2% 6.2% 33.6% 24.8% 12.1% IV Percentile 48.4% 7.9% 77.4% 66.3% 28.2% Term Structure 2.5% -55.4% 26.8% 7.8% 26.8% VWIV 75.2% 52.0% 103.5% 103.5% 86.9% Bid-Ask Spread % 85.91 50.19 111.99 87.22 73.71 Gamma HHI 0.75 0.50 0.96 0.55 0.90 Net GEX 2.1K 202 5.1K 202 1.4K Net DEX -124.1K -207.7K -43.0K -43.0K -127.3K Net VEX -343 -556 -138 -138 -437 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.00 1.82 0.00 0.70 Total Volume 87.6 0 443 30 17 Total OI 763.3 477 1,047 477 877
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 2024-02-01 $3.26 $0.00 95.0% 24.4% 95.7% 24.8% 0.0% 0.0% 7.8% 202 -43.0K -138 0.00 87.22 N/A N/A 30 0 343 134 2024-02-02 $3.18 $0.00 84.6% 25.0% 96.6% 20.6% 0.0% 0.0% 20.7% 205 -44.1K -160 0.00 104.95 N/A N/A 40 0 373 134 2024-02-05 $3.22 $0.00 99.5% 23.3% 96.0% 26.7% 0.0% 0.0% -7.2% 325 -49.8K -183 0.00 82.66 N/A N/A 0 0 414 134 2024-02-06 $3.42 $0.00 116.2% 20.0% 97.7% 33.6% 0.0% 0.0% 20.3% 434 -56.6K -176 0.00 94.38 N/A N/A 3 0 414 134 2024-02-07 $3.59 $0.00 86.7% 24.8% 95.8% 21.4% 103.5% 0.0% -55.4% 419 -65.1K -187 0.02 74.17 N/A N/A 145 3 415 134 2024-02-08 $3.71 $2.50 90.1% 25.8% 94.9% 22.8% 53.4% 0.0% -22.8% 562 -71.1K -208 1.82 82.10 N/A N/A 68 124 465 137 2024-02-09 $3.81 $2.50 88.8% 25.5% 92.8% 22.3% 0.0% 0.0% -6.0% 546 -78.0K -230 0.00 108.06 N/A N/A 44 0 507 226 2024-02-12 $4.16 $2.50 85.5% 24.5% 96.0% 20.9% 82.6% 0.0% -1.1% 671 -97.1K -192 0.00 98.33 N/A N/A 147 0 529 226 2024-02-13 $4.29 $2.50 73.2% 21.0% 95.7% 15.9% 77.0% 0.0% -3.1% 1.3K -116.1K -247 0.00 85.83 N/A N/A 69 0 637 226 2024-02-14 $4.27 $5.00 49.8% 14.3% 96.0% 6.2% 0.0% 0.0% 22.5% 1.4K -113.2K -258 0.00 99.85 N/A N/A 106 0 645 226 2024-02-15 $4.10 $5.00 56.1% 16.1% 95.7% 8.8% 52.0% 0.0% 24.6% 1.6K -117.5K -333 0.00 97.47 N/A N/A 133 0 732 226 2024-02-16 $4.68 $5.00 68.4% 19.6% 102.1% 13.9% 73.3% 0.0% 4.7% 2.5K -185.4K -437 0.01 99.40 N/A N/A 438 5 821 226 2024-02-20 $4.94 $5.00 78.8% 22.6% 102.1% 18.2% 78.9% 0.0% -1.4% 3.1K -196.0K -471 0.01 76.17 N/A N/A 191 1 638 74 2024-02-21 $4.63 $5.00 77.2% 22.1% 77.2% 17.5% 77.5% 0.0% 9.8% 4.0K -191.0K -532 0.00 50.19 N/A N/A 30 0 789 74 2024-02-22 $4.71 $5.00 77.7% 22.3% 76.5% 17.7% 0.0% 0.0% -3.3% 4.6K -207.7K -556 0.00 111.99 N/A N/A 25 0 818 74 2024-02-23 $4.84 $5.00 70.4% 20.2% 76.6% 14.7% 0.0% 0.0% -0.9% 5.1K -205.5K -554 0.00 66.18 N/A N/A 2 0 793 74 2024-02-26 $4.64 $5.00 76.6% 22.0% 79.3% 17.3% 76.9% 0.0% -4.3% 4.6K -179.7K -517 0.02 81.22 N/A N/A 45 1 795 74 2024-02-27 $4.67 $5.00 70.6% 20.3% 75.8% 14.8% 72.0% 0.0% 6.7% 4.8K -173.0K -514 0.08 88.84 N/A N/A 38 3 779 75 2024-02-28 $4.54 $5.00 67.4% 19.3% 75.2% 13.5% 67.9% 0.0% 11.8% 4.5K -165.0K -524 0.07 55.48 N/A N/A 41 3 796 78 2024-02-29 $4.14 $5.00 64.0% 18.4% 84.0% 12.1% 86.9% 0.0% 26.8% 1.4K -127.3K -437 0.70 73.71 N/A N/A 10 7 802 75
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