SRTS Options History — August 2024 In August 2024, SRTS traded between $6.02 and $6.98. ATM implied volatility averaged 115.0%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 57.6% (HV 20d: 57.4%). Max pain ranged from $3.00 to $6.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.04.
Notable Days 2024-08-01 : Highest Volume — 294 contracts2024-08-05 : Largest IV spike — 181.7% change2024-08-05 : Highest IV Rank — 91.2%2024-08-05 : Largest Expected Move — 41.9%Monthly Statistics Metric Avg Min Max Open Close Price $6.43 $6.02 $6.98 $6.27 $6.50 Max Pain $4.77 $3.00 $6.00 $3.00 $6.00 ATM IV 115.0% 48.1% 294.3% 119.2% 102.2% Expected Move 24.1% 13.8% 41.9% 34.2% 29.3% HV 20d 57.4% 50.4% 62.1% 59.4% 52.2% HV 60d 67.1% 55.5% 97.3% 96.9% 55.5% IV Rank 28.2% 4.7% 91.2% 29.7% 23.7% IV Percentile 53.5% 4.4% 99.2% 73.4% 61.9% Term Structure -16.3% -106.0% 27.4% -20.3% -20.0% VWIV 74.0% 42.7% 105.8% 90.1% 90.1% Skew 25d 9.9% -128.6% 88.9% 7.6% 88.9% Skew 10d 13.9% -193.2% 65.8% 31.2% 65.8% Call IV 25d 75.2% 44.7% 224.2% 112.3% 44.7% Put IV 25d 85.2% 47.9% 133.6% 119.8% 133.6% Bid-Ask Spread % 129.60 107.29 155.18 107.29 124.25 Gamma HHI 0.28 0.20 0.43 0.36 0.24 Net GEX 5.0K 2.2K 7.3K 6.6K 5.0K Net DEX -299.3K -474.5K -189.4K -474.5K -195.9K Net VEX -641 -750 -517 -746 -607 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.52 0.00 0.00 Total Volume 85.273 3 294 294 200 Total OI 951.273 587 1,273 1,273 712
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 2024-08-01 $6.27 $3.00 119.2% 34.2% 59.4% 29.7% 90.1% 7.6% -20.3% 6.6K -474.5K -746 0.00 107.29 N/A N/A 294 0 1,156 117 2024-08-02 $6.03 $3.00 104.5% 30.0% 60.0% 24.5% 105.8% -128.6% -54.2% 5.2K -400.2K -750 0.00 126.35 N/A N/A 225 1 1,101 117 2024-08-05 $6.04 $6.00 294.3% 41.9% 56.8% 91.2% 0.0% -16.1% -102.1% 4.5K -342.2K -717 0.52 155.18 N/A N/A 48 25 984 118 2024-08-06 $6.22 $6.00 142.9% 25.4% 54.4% 38.0% 0.0% -12.7% -14.7% 5.4K -358.1K -702 0.00 135.66 N/A N/A 83 0 999 138 2024-08-07 $6.02 $6.00 261.6% 19.1% 56.2% 79.7% 83.4% -20.4% -0.0% 5.4K -357.8K -692 0.00 154.73 N/A N/A 100 0 1,059 138 2024-08-08 $6.30 $6.00 158.8% 23.2% 54.9% 43.6% 0.0% -14.1% -35.8% 5.6K -374.9K -693 0.00 145.20 N/A N/A 113 0 1,014 138 2024-08-09 $6.44 $6.00 132.6% 25.9% 50.4% 34.4% 64.1% 54.9% -0.2% 7.3K -430.7K -613 0.19 136.27 N/A N/A 118 22 1,083 138 2024-08-12 $6.04 $6.00 116.9% 16.5% 55.5% 28.9% 96.3% 31.6% -4.4% 6.3K -310.8K -544 0.00 133.54 N/A N/A 31 0 985 118 2024-08-13 $6.38 $3.00 210.3% 29.7% 58.5% 61.7% 99.8% 49.7% 7.7% 6.7K -360.2K -561 0.02 135.43 N/A N/A 50 1 962 118 2024-08-14 $6.21 $3.00 88.5% 25.4% 58.5% 18.9% 75.2% 23.4% 25.5% 5.8K -317.5K -517 0.03 122.53 N/A N/A 29 1 989 119 2024-08-15 $6.37 $3.00 84.8% 24.3% 58.7% 17.6% 59.6% 34.5% 10.1% 2.2K -332.5K -532 0.00 141.64 N/A N/A 145 0 1,001 119 2024-08-16 $6.48 $3.00 76.6% 22.0% 58.8% 14.7% 84.7% 39.6% 17.6% 2.8K -355.3K -602 0.04 116.33 N/A N/A 27 1 1,075 119 2024-08-19 $6.94 $3.00 62.8% 18.0% 60.9% 9.9% 71.9% 1.2% -19.5% 3.5K -213.3K -609 0.01 113.36 N/A N/A 151 1 500 87 2024-08-20 $6.98 $3.00 52.3% 15.0% 60.4% 6.2% 61.8% -5.7% -0.6% 5.2K -260.1K -697 0.04 113.68 N/A N/A 56 2 617 88 2024-08-21 $6.92 $3.00 55.8% 16.0% 60.3% 7.4% 60.5% 21.9% 10.5% 4.6K -254.4K -721 0.02 129.97 N/A N/A 42 1 621 90 2024-08-22 $6.82 $6.00 48.3% 13.8% 60.6% 4.8% 52.7% -10.9% 27.4% 5.0K -254.2K -720 0.00 132.88 N/A N/A 46 0 651 91 2024-08-23 $6.57 $6.00 130.6% 37.5% 62.1% 33.7% 42.7% -1.1% -106.0% 3.7K -221.6K -678 0.00 132.97 N/A N/A 10 0 620 91 2024-08-26 $6.55 $6.00 48.1% 13.8% 59.3% 4.7% 45.5% 4.1% 0.6% 5.2K -199.7K -602 0.00 129.39 N/A N/A 6 0 624 91 2024-08-27 $6.37 $6.00 84.9% 24.4% 55.2% 17.6% 90.1% 48.8% -2.9% 4.3K -191.8K -614 0.00 123.23 N/A N/A 11 0 622 91 2024-08-28 $6.48 $6.00 68.5% 19.6% 54.7% 11.9% 0.0% 13.1% -30.8% 4.9K -190.1K -594 0.00 117.02 N/A N/A 3 0 621 91 2024-08-29 $6.46 $6.00 85.3% 24.4% 54.3% 17.8% 0.0% 9.2% -46.3% 4.8K -189.4K -600 0.00 124.32 N/A N/A 33 0 624 91 2024-08-30 $6.50 $6.00 102.2% 29.3% 52.2% 23.7% 0.0% 88.9% -20.0% 5.0K -195.9K -607 0.00 124.25 N/A N/A 0 200 621 91
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