SRTS Options History — June 2024 In June 2024, SRTS traded between $4.86 and $6.00. ATM implied volatility averaged 74.3%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 16.5% (HV 20d: 90.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.03.
Notable Days 2024-06-03 : Highest Volume — 1,168 contracts2024-06-12 : Largest IV spike — 48.7% change2024-06-12 : Highest IV Rank — 25.9%2024-06-12 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $5.34 $4.86 $6.00 $5.52 $5.24 Max Pain $2.89 $2.50 $5.00 $5.00 $2.50 ATM IV 74.3% 61.5% 108.5% 68.9% 75.8% Expected Move 21.2% 17.5% 31.1% 19.8% 21.7% HV 20d 90.8% 50.8% 152.4% 147.8% 51.5% HV 60d 101.9% 98.8% 108.3% 108.3% 98.8% IV Rank 13.9% 9.4% 25.9% 12.0% 14.4% IV Percentile 32.1% 14.7% 59.9% 27.0% 34.1% Term Structure 36.4% -22.6% 387.2% -2.3% 7.8% VWIV 99.8% 58.4% 264.6% 58.4% 81.6% Skew 25d 13.1% -21.3% 82.3% 10.6% 16.5% Skew 10d 18.4% -64.1% 73.4% 10.0% 52.7% Call IV 25d 64.8% 47.0% 91.1% 63.1% 69.3% Put IV 25d 77.9% 54.4% 138.2% 73.8% 85.8% Bid-Ask Spread % 123.96 107.52 132.61 118.17 125.71 Gamma HHI 0.43 0.34 0.68 0.58 0.38 Net GEX 9.3K 2.8K 14.0K 2.8K 8.3K Net DEX -293.8K -485.8K -165.8K -216.0K -250.1K Net VEX -865 -1.3K -502 -502 -580 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.21 0.00 0.00 Total Volume 106.737 1 1,168 1,168 62 Total OI 2,218.053 959 2,499 959 2,073
Daily Data (19 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 2024-06-03 $5.52 $5.00 68.9% 19.8% 147.8% 12.0% 58.4% 10.6% -2.3% 2.8K -216.0K -502 0.00 118.17 N/A N/A 1,168 0 765 194 2024-06-04 $5.44 $5.00 87.5% 25.1% 148.1% 18.6% 84.9% 26.0% -4.1% 8.7K -279.3K -929 0.21 122.49 N/A N/A 34 7 1,906 194 2024-06-05 $5.67 $5.00 61.6% 17.7% 148.3% 9.4% 181.4% 82.3% -9.3% 10.1K -327.6K -1.0K 0.11 121.26 N/A N/A 9 1 1,916 193 2024-06-06 $6.00 $2.50 64.2% 18.7% 148.8% 10.4% 77.6% -17.0% -22.6% 10.6K -485.8K -1.3K 0.02 107.52 N/A N/A 299 7 1,923 193 2024-06-07 $5.54 $2.50 66.6% 21.2% 152.4% 11.2% 94.6% 3.2% 6.9% 10.8K -414.3K -1.3K 0.00 126.55 N/A N/A 95 0 2,154 200 2024-06-10 $5.54 $2.50 61.5% 17.5% 94.8% 9.4% 99.5% 34.8% -3.3% 12.7K -368.2K -1.1K 0.00 132.27 N/A N/A 48 0 2,254 200 2024-06-11 $5.70 $2.50 73.0% 17.6% 93.3% 13.4% 79.3% 25.3% -4.9% 14.0K -437.5K -1.2K 0.04 132.61 N/A N/A 23 1 2,255 200 2024-06-12 $5.41 $2.50 108.5% 31.1% 93.2% 25.9% 91.9% 43.6% 4.7% 11.4K -358.2K -1.1K 0.00 123.03 N/A N/A 39 0 2,245 199 2024-06-13 $5.36 $2.50 73.3% 21.0% 77.2% 13.6% 73.1% 5.9% 4.3% 11.1K -303.8K -964 0.00 115.57 N/A N/A 48 0 2,262 199 2024-06-14 $5.28 $2.50 69.0% 19.8% 74.8% 12.1% 75.2% 12.4% 9.4% 10.0K -272.9K -879 0.00 126.05 N/A N/A 30 0 2,271 199 2024-06-17 $5.21 $2.50 71.0% 20.3% 71.6% 12.7% 78.4% -13.2% -17.7% 9.8K -263.1K -868 0.00 120.93 N/A N/A 32 0 2,300 199 2024-06-18 $5.21 $2.50 66.8% 19.2% 68.0% 11.3% 0.0% -16.0% -10.3% 8.9K -242.5K -755 0.13 132.14 N/A N/A 8 1 2,287 199 2024-06-20 $5.18 $2.50 78.2% 22.4% 63.6% 15.3% 90.8% -21.3% 360.7% 9.9K -275.4K -860 0.00 127.40 N/A N/A 1 0 2,289 197 2024-06-21 $5.13 $2.50 74.6% 21.4% 63.6% 14.0% 84.3% -0.9% 387.2% 7.9K -258.2K -733 0.00 117.03 N/A N/A 26 0 2,289 197 2024-06-24 $4.93 $2.50 81.2% 23.3% 64.4% 16.3% 264.6% 2.1% -0.9% 6.5K -175.0K -546 0.00 128.08 N/A N/A 16 0 1,951 84 2024-06-25 $4.86 $2.50 74.7% 21.4% 61.2% 14.0% 0.0% 1.7% -9.2% 6.3K -165.8K -535 0.00 130.17 N/A N/A 45 0 1,935 84 2024-06-26 $5.02 $2.50 76.6% 22.0% 50.8% 14.7% 81.3% 14.8% 12.7% 7.2K -213.1K -583 0.00 130.20 N/A N/A 27 0 1,980 84 2024-06-27 $5.20 $2.50 78.8% 22.6% 51.6% 15.5% 0.0% 38.4% -17.0% 8.7K -274.7K -709 0.00 118.10 N/A N/A 1 0 1,989 84 2024-06-28 $5.24 $2.50 75.8% 21.7% 51.5% 14.4% 81.6% 16.5% 7.8% 8.3K -250.1K -580 0.00 125.71 N/A N/A 62 0 1,989 84
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