SpaceX (SPCX)

Is protection on SpaceX cheap or dear today, where has the money been placed, how did the past month play out, and how did the judgments we filed on SpaceX settle? Updated after every close, with right and wrong judgments alike left on the record.

Data date 10.07 · close 168.18 (—) · −25.47% from the 52-week high

Where it stands today

One-year IV percentile28 / 100

Where one-month protection (30-day implied volatility) sits within its past-year range, 0 the cheapest and 100 the dearest. Protection on SpaceX is now in the cheaper part of the past year.

30-day / one-year implied vol (%)48.76 / 50.94

The one-year sits 2.18 points above the 30-day, the usual shape: a longer policy covers more.

Expected move this week±3.1% ±5.39

Centred on the previous close of 171.92, option prices imply 166.53 to 177.31 at this week's expiry. A close outside it at expiry means the option sellers lose.

Put ÷ call (volume / open interest)0.69 / 1.15

Calls outtraded puts. It counts contracts, not direction: a put buyer may be insuring shares they own.

Levels from high to low, with distance from the close:

Call wall	180	+7.03%	The strike with the most call open interest: an upside target someone has already made a down payment on.
Expected move, high	177.31	+5.43%	Centred on the previous close: the implied top at this week's expiry.
Close	168.18
Expected move, low	166.53	−0.98%	Centred on the previous close: the implied bottom at this week's expiry.
Flip level	156.66	−6.85%	Above it, dealer hedging damps moves; below it, hedging amplifies them.
Put wall	150	−10.81%	The strike with the most put open interest: protection someone already paid for.

Data date 10.07. Updated once after each trading day's close; spot is the official close.

The last 30 trading days

Close, flip level, put wall and call wall, day by day: which side of the walls price is on, and whether the walls moved.

One-year and 30-day implied vol, day by day. The short line jumping while the long line holds means only the near-term event is being repriced; the long line rising too means the whole story is.

Shown: the last 30 trading days. Earlier records are in Chapter V (walls) and Chapter VII (implied vol) of the options page.

III

Today's big prints

Today SpaceX calls traded $26.4M in premium and puts $12.4M. Traded, not bought: we cannot see who bought and who sold.

Expiry	Strike	Type	Volume	OI	Premium traded	Attribution
10.16	160	Call	12683	32964	$12.8M	Inconclusive: volume below OI, may be churn

A-grade rows only, each rechecked. Attribution is arithmetic: volume at least twice OI reads likely new; above OI, leans new; below OI, inconclusive.

Data date only. The board for every name is in Chapter IV of the options page.

Every case we filed on it

Each judgment is written down with its test before the fact, settled by that test, and left standing when wrong. These are all the cases that name SpaceX, none removed. Open one for the original filing.

5cases since 07.22

5settled

0open

09.18Witching-day bets on a fall lostAlso: SPY, TSLA, MSTR, SNDKundetermined

Settlement
undetermined