SRTS Options History — May 2024 In May 2024, SRTS traded between $3.59 and $6.38. ATM implied volatility averaged 105.3%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded below realized volatility by 15.4% (HV 20d: 120.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.14.
Notable Days 2024-05-10 : Highest Volume — 2,128 contracts2024-05-07 : Largest IV spike — 146.7% change2024-05-07 : Highest IV Rank — 98.5%2024-05-03 : Largest Expected Move — 43.0%Monthly Statistics Metric Avg Min Max Open Close Price $5.14 $3.59 $6.38 $3.59 $5.46 Max Pain $4.09 $2.50 $5.00 $2.50 $5.00 ATM IV 105.3% 39.4% 315.0% 115.4% 48.9% Expected Move 22.7% 11.3% 43.0% 33.1% 14.0% HV 20d 120.7% 59.5% 156.5% 59.5% 151.2% HV 60d 97.8% 78.2% 108.3% 79.1% 108.3% IV Rank 24.8% 1.6% 98.5% 28.3% 5.0% IV Percentile 48.8% 1.2% 99.6% 68.3% 6.0% Term Structure -2.8% -88.1% 82.0% 82.0% 7.2% VWIV 82.0% 53.0% 116.2% 74.9% 53.0% Skew 25d -21.4% -61.9% 47.6% -9.7% -26.7% Skew 10d 23.7% -43.4% 270.0% 74.1% 0.0% Call IV 25d 80.5% 66.4% 101.1% 74.0% 71.9% Put IV 25d 59.1% 39.2% 128.8% 64.3% 45.2% Bid-Ask Spread % 104.74 27.82 136.47 103.97 118.19 Gamma HHI 0.73 0.57 0.94 0.92 0.82 Net GEX 4.5K 660 13.9K 660 7.3K Net DEX -347.0K -853.9K -32.3K -32.3K -363.5K Net VEX -527 -773 -169 -182 -697 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.00 1.44 0.25 0.00 Total Volume 184.455 0 2,128 0 138 Total OI 1,102.227 376 2,000 376 1,341
Daily Data (22 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 2024-05-01 $3.59 $2.50 115.4% 33.1% 59.5% 28.3% 0.0% 0.0% 82.0% 660 -32.3K -182 0.00 103.97 N/A N/A 0 0 304 72 2024-05-02 $3.88 $2.50 111.8% 32.1% 64.3% 27.1% 0.0% 0.0% -64.6% 734 -41.7K -184 0.25 96.66 N/A N/A 20 5 304 72 2024-05-03 $3.62 $2.50 149.9% 43.0% 69.5% 40.5% 0.0% 0.0% -88.1% 661 -45.9K -221 0.00 109.66 N/A N/A 10 0 324 77 2024-05-06 $3.77 $2.50 127.7% 21.2% 69.3% 32.7% 0.0% 0.0% 1.3% 695 -44.4K -169 0.00 119.91 N/A N/A 20 0 324 77 2024-05-07 $3.83 $2.50 315.0% 20.9% 68.2% 98.5% 0.0% 0.0% 7.4% 825 -50.1K -199 0.00 136.47 N/A N/A 29 0 332 77 2024-05-08 $3.86 $2.50 156.4% 14.7% 67.0% 42.7% 0.0% 0.0% 52.0% 858 -59.6K -193 0.00 130.48 N/A N/A 0 0 358 77 2024-05-09 $3.77 $2.50 190.1% 21.9% 65.7% 54.6% 0.0% 0.0% -23.3% 957 -59.9K -199 0.00 135.86 N/A N/A 6 0 358 77 2024-05-10 $5.29 $2.50 124.7% 19.1% 134.7% 31.6% 74.9% 0.0% -12.5% 1.6K -134.5K -255 0.08 113.22 N/A N/A 1,968 160 361 77 2024-05-13 $5.59 $5.00 71.3% 16.9% 133.7% 12.8% 70.6% 0.0% 7.4% 8.7K -640.0K -641 0.25 98.47 N/A N/A 297 74 1,616 234 2024-05-14 $5.30 $5.00 65.8% 22.2% 136.1% 10.9% 76.9% 0.0% 0.2% 13.9K -495.1K -694 0.47 27.82 N/A N/A 161 76 1,505 202 2024-05-15 $6.10 $5.00 39.4% 11.3% 142.0% 1.6% 68.0% 0.0% 23.1% 4.5K -738.4K -680 0.08 35.01 N/A N/A 341 28 1,596 253 2024-05-16 $6.38 $5.00 79.1% 22.7% 141.8% 15.6% 93.2% -9.7% -8.9% 5.6K -853.9K -683 0.00 92.28 N/A N/A 129 0 1,747 253 2024-05-17 $5.96 $5.00 81.5% 23.4% 146.2% 16.5% 84.2% -44.9% -28.2% 5.7K -743.1K -773 0.00 113.92 N/A N/A 330 0 1,725 253 2024-05-20 $6.29 $5.00 63.9% 18.3% 146.4% 10.2% 110.0% 0.9% -16.2% 5.6K -518.2K -662 0.03 100.53 N/A N/A 64 2 1,096 165 2024-05-21 $5.84 $5.00 74.3% 21.3% 150.9% 13.9% 80.9% -33.6% -11.9% 5.4K -430.0K -722 0.10 110.11 N/A N/A 48 5 1,081 167 2024-05-22 $5.82 $5.00 61.6% 17.7% 148.6% 9.4% 65.5% -19.8% 23.3% 5.4K -412.8K -756 0.06 115.03 N/A N/A 17 1 1,086 167 2024-05-23 $5.86 $5.00 124.4% 35.7% 148.8% 31.5% 116.2% -61.9% -14.2% 5.5K -399.7K -759 1.44 123.71 N/A N/A 18 26 1,094 168 2024-05-24 $6.13 $5.00 67.8% 19.4% 148.9% 11.6% 71.5% -28.8% -20.1% 5.5K -469.9K -719 0.00 98.84 N/A N/A 7 0 1,086 194 2024-05-28 $5.49 $5.00 87.1% 25.0% 156.5% 18.4% 115.2% -27.2% -30.0% 6.0K -343.8K -717 0.02 104.08 N/A N/A 49 1 1,089 194 2024-05-29 $5.64 $5.00 65.8% 18.9% 153.7% 10.9% 0.0% -31.5% 80.5% 6.5K -393.8K -748 0.00 108.05 N/A N/A 12 0 1,138 194 2024-05-30 $5.55 $5.00 94.4% 27.1% 152.2% 21.0% 68.7% 47.6% -27.6% 6.5K -363.7K -744 0.07 111.93 N/A N/A 15 1 1,140 194 2024-05-31 $5.46 $5.00 48.9% 14.0% 151.2% 5.0% 53.0% -26.7% 7.2% 7.3K -363.5K -697 0.00 118.19 N/A N/A 138 0 1,147 194
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