SRTS Options History — December 2024

In December 2024, SRTS traded between $6.79 and $8.94. ATM implied volatility averaged 66.4%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 21.9% (HV 20d: 44.5%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.34.

Notable Days

  • 2024-12-16: Highest Volume — 120 contracts
  • 2024-12-16: Largest IV spike — 59.0% change
  • 2024-12-26: Highest IV Rank — 19.2%
  • 2024-12-26: Largest Expected Move — 26.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.92$6.79$8.94$8.63$6.94
Max Pain$6.29$6.00$8.00$8.00$6.00
ATM IV66.4%50.5%93.0%50.5%62.4%
Expected Move18.3%14.1%26.7%14.5%17.9%
HV 20d44.5%34.4%51.3%48.6%45.2%
HV 60d47.3%46.2%49.2%46.3%49.0%
IV Rank9.7%4.0%19.2%4.0%8.2%
IV Percentile26.4%4.8%62.3%4.8%20.2%
Term Structure34.3%-29.2%203.3%28.7%-4.2%
VWIV69.0%52.1%110.2%55.2%64.1%
Skew 25d1.5%-20.9%36.6%10.4%7.7%
Skew 10d11.0%-27.3%37.5%15.4%18.6%
Call IV 25d61.4%41.0%83.5%47.1%63.6%
Put IV 25d62.9%39.2%83.8%57.5%71.3%
Bid-Ask Spread %130.08100.98143.27126.23100.98
Gamma HHI0.270.210.330.270.33
Net GEX5.2K2.9K7.3K5.9K3.8K
Net DEX-284.5K-509.4K-112.6K-377.1K-112.6K
Net VEX-615-783-447-780-447
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.002.650.170.71
Total Volume32.9050120736
Total OI1,037.1438221,1611,076923

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$8.63$8.0050.5%14.5%48.6%4.0%55.2%10.4%28.7%5.9K-377.1K-7800.17126.23N/AN/A61715361
2024-12-03$8.61$8.0055.3%15.9%47.1%5.7%56.6%-13.0%-6.1%5.8K-385.5K-7550.00133.49N/AN/A400710361
2024-12-04$8.62$8.0062.0%17.8%47.3%8.1%69.2%-20.9%-19.3%5.8K-394.8K-7830.00123.96N/AN/A610732361
2024-12-05$8.94$6.0055.9%16.4%47.8%5.9%59.6%0.6%18.5%5.8K-509.4K-7420.40126.84N/AN/A104790361
2024-12-06$8.79$6.0065.9%14.3%47.7%9.5%79.7%-3.8%27.8%6.1K-475.7K-7640.05129.94N/AN/A915796365
2024-12-09$8.63$6.0078.9%15.9%48.9%14.1%0.0%-14.8%27.0%6.1K-405.4K-7500.00143.27N/AN/A20763370
2024-12-10$8.91$6.0067.0%14.1%48.4%9.9%52.1%6.0%32.9%6.4K-458.9K-6800.00127.06N/AN/A250764370
2024-12-11$8.64$6.0056.9%16.3%50.7%6.2%54.7%-1.4%25.9%6.7K-417.3K-6510.00128.24N/AN/A170756370
2024-12-12$8.57$6.0050.8%14.6%49.4%4.1%0.0%9.6%13.2%6.9K-402.2K-6500.00142.72N/AN/A110756370
2024-12-13$8.23$6.0053.6%15.4%51.3%5.1%0.0%20.4%35.2%7.3K-331.8K-6490.00137.83N/AN/A00746370
2024-12-16$7.92$6.0085.3%24.4%48.9%16.4%0.0%3.9%-10.6%6.9K-271.1K-6020.20137.07N/AN/A10020746370
2024-12-17$7.74$6.0088.5%25.4%39.1%17.5%88.9%4.2%-3.1%4.3K-225.2K-6160.00135.45N/AN/A360696370
2024-12-18$7.40$6.0077.4%22.2%41.4%13.6%76.8%9.8%36.4%4.6K-166.2K-5741.70136.97N/AN/A2034701370
2024-12-19$7.32$6.0050.7%14.5%34.4%4.0%55.4%-4.6%167.5%4.9K-149.2K-5230.00139.25N/AN/A150699375
2024-12-20$7.12$6.0061.0%17.5%34.8%7.7%61.5%13.3%203.3%3.5K-172.1K-5020.00130.36N/AN/A20701305
2024-12-23$6.89$6.0072.9%20.9%35.6%12.0%78.2%-13.2%200.4%3.5K-140.6K-4712.65115.28N/AN/A1745523299
2024-12-24$6.79$6.0091.0%26.1%34.9%18.4%110.2%-3.9%-29.2%2.9K-117.7K-5170.00126.08N/AN/A290528341
2024-12-26$7.25$6.0093.0%26.7%44.3%19.2%82.5%36.6%-24.1%3.4K-158.3K-5280.00136.90N/AN/A70535341
2024-12-27$7.19$6.0052.5%15.1%44.3%4.7%64.7%-16.6%3.5%4.0K-151.2K-4650.00126.60N/AN/A190541341
2024-12-30$7.22$6.0063.3%18.1%44.1%8.5%63.3%2.1%-2.8%4.0K-152.0K-4700.90127.24N/AN/A2018547341
2024-12-31$6.94$6.0062.4%17.9%45.2%8.2%64.1%7.7%-4.2%3.8K-112.6K-4470.71100.98N/AN/A2115564359