SRTS Options History — October 2024 In October 2024, SRTS traded between $5.88 and $6.94. ATM implied volatility averaged 79.7%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded above realized volatility by 34.4% (HV 20d: 45.4%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.07.
Notable Days 2024-10-14 : Highest Volume — 72 contracts2024-10-08 : Largest IV spike — 86.1% change2024-10-17 : Highest IV Rank — 26.9%2024-10-17 : Largest Expected Move — 32.9%Monthly Statistics Metric Avg Min Max Open Close Price $6.48 $5.88 $6.94 $5.88 $6.43 Max Pain $5.26 $5.00 $7.00 $5.00 $7.00 ATM IV 79.7% 39.6% 114.6% 61.1% 75.2% Expected Move 24.7% 11.4% 32.9% 17.5% 21.6% HV 20d 45.4% 38.6% 56.7% 53.2% 46.9% HV 60d 51.7% 49.7% 54.3% 54.1% 51.3% IV Rank 14.4% 0.1% 26.9% 7.8% 12.8% IV Percentile 38.5% 0.4% 69.4% 12.3% 34.1% Term Structure 21.0% -35.5% 196.3% -0.7% 16.9% VWIV 87.1% 61.7% 143.4% 75.9% 72.4% Skew 25d 1.5% -48.0% 38.7% 33.0% 16.0% Skew 10d 21.1% -50.1% 73.8% 58.4% -12.1% Call IV 25d 82.8% 44.8% 120.5% 56.9% 68.8% Put IV 25d 84.3% 56.2% 118.1% 89.9% 84.8% Bid-Ask Spread % 132.11 111.86 149.04 131.68 123.43 Gamma HHI 0.40 0.27 0.56 0.27 0.40 Net GEX 3.5K 2.3K 5.3K 3.8K 2.9K Net DEX -153.6K -186.5K -117.2K -122.8K -146.8K Net VEX -443 -518 -386 -472 -462 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.00 0.53 0.00 0.30 Total Volume 16.174 0 72 3 35 Total OI 812.739 589 938 936 708
Daily Data (23 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 2024-10-01 $5.88 $5.00 61.1% 17.5% 53.2% 7.8% 0.0% 33.0% -0.7% 3.8K -122.8K -472 0.00 131.68 N/A N/A 3 0 634 302 2024-10-02 $6.06 $5.00 39.6% 11.4% 54.4% 0.1% 75.9% 20.8% 28.8% 3.5K -137.3K -471 0.06 126.82 N/A N/A 17 1 636 302 2024-10-03 $6.33 $7.00 53.5% 30.3% 56.7% 5.0% 0.0% 38.7% -26.1% 4.6K -160.7K -508 0.00 145.31 N/A N/A 1 0 636 302 2024-10-04 $6.30 $7.00 47.7% 15.9% 43.1% 3.0% 72.9% -7.2% 37.1% 4.3K -153.4K -467 0.00 128.94 N/A N/A 14 0 636 302 2024-10-07 $6.26 $5.00 45.4% 31.5% 43.2% 2.1% 143.4% 6.8% -29.7% 3.4K -154.5K -461 0.00 145.63 N/A N/A 10 0 630 302 2024-10-08 $6.49 $5.00 84.4% 31.2% 44.7% 16.1% 0.0% 31.5% -26.8% 4.9K -186.5K -518 0.00 149.04 N/A N/A 1 0 630 302 2024-10-09 $6.29 $5.00 70.7% 20.3% 46.6% 11.2% 0.0% -22.3% 1.8% 3.9K -177.3K -468 0.00 133.58 N/A N/A 0 0 630 302 2024-10-10 $6.28 $5.00 97.9% 28.1% 46.5% 20.9% 0.0% -39.7% -31.8% 4.2K -148.0K -450 0.00 145.21 N/A N/A 0 0 630 302 2024-10-11 $6.56 $5.00 70.0% 20.1% 45.2% 10.9% 0.0% 13.3% -10.5% 5.3K -176.5K -462 0.00 143.57 N/A N/A 1 0 630 302 2024-10-14 $6.56 $5.00 97.2% 27.9% 45.2% 20.7% 0.0% -15.0% -29.6% 4.4K -179.2K -443 0.01 136.16 N/A N/A 71 1 629 302 2024-10-15 $6.46 $5.00 95.4% 27.4% 45.0% 20.0% 0.0% 1.1% -21.0% 4.2K -157.8K -430 0.00 137.82 N/A N/A 0 0 604 303 2024-10-16 $6.74 $5.00 76.7% 22.0% 46.9% 13.3% 81.0% 18.4% -35.5% 2.5K -181.0K -407 0.00 139.25 N/A N/A 7 0 604 303 2024-10-17 $6.79 $5.00 114.6% 32.9% 43.6% 26.9% 0.0% -48.0% 176.8% 2.9K -176.1K -412 0.00 144.08 N/A N/A 10 0 604 303 2024-10-18 $6.67 $5.00 106.6% 30.6% 44.2% 24.0% 0.0% -20.0% 164.3% 2.8K -158.0K -386 0.53 127.61 N/A N/A 19 10 606 302 2024-10-21 $6.71 $5.00 75.6% 21.7% 38.6% 12.9% 91.5% -16.0% 196.3% 2.6K -132.6K -404 0.00 113.14 N/A N/A 50 0 369 220 2024-10-22 $6.64 $5.00 88.8% 25.5% 39.2% 17.7% 0.0% 13.8% 50.3% 2.8K -133.1K -411 0.00 111.86 N/A N/A 11 0 386 220 2024-10-23 $6.32 $5.00 104.2% 29.9% 43.3% 23.1% 61.7% -8.0% -35.3% 2.6K -117.2K -401 0.00 133.52 N/A N/A 1 0 394 220 2024-10-24 $6.40 $5.00 90.3% 25.9% 40.4% 18.2% 118.4% -11.8% -9.8% 2.3K -125.8K -420 0.00 127.76 N/A N/A 2 0 395 220 2024-10-25 $6.38 $5.00 84.2% 24.1% 40.5% 16.0% 0.0% -7.0% 9.4% 2.5K -122.1K -411 0.00 127.55 N/A N/A 0 1 396 220 2024-10-28 $6.78 $5.00 89.6% 25.7% 44.5% 17.9% 72.6% 13.6% -6.1% 3.0K -141.2K -399 0.02 124.02 N/A N/A 62 1 401 220 2024-10-29 $6.94 $5.00 82.2% 23.6% 44.7% 15.3% 90.2% -5.4% 2.0% 3.1K -170.8K -466 0.05 120.80 N/A N/A 21 1 447 221 2024-10-30 $6.69 $5.00 83.4% 23.9% 46.7% 15.7% 77.8% 27.5% 62.5% 2.9K -173.5K -449 0.31 121.82 N/A N/A 16 5 464 222 2024-10-31 $6.43 $7.00 75.2% 21.6% 46.9% 12.8% 72.4% 16.0% 16.9% 2.9K -146.8K -462 0.30 123.43 N/A N/A 27 8 481 227
« Sep 2024 | All History | Nov 2024 » Home SRTS History October 2024