CAR Options History — June 2022

In June 2022, CAR traded between $146.94 and $197.37. ATM implied volatility averaged 84.6%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 7.0% (HV 20d: 77.6%). Max pain ranged from $190.00 to $240.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.72.

Notable Days

  • 2022-06-15: Highest Volume — 13,079 contracts
  • 2022-06-13: Largest IV spike — 10.8% change
  • 2022-06-13: Highest IV Rank — 24.1%
  • 2022-06-13: Largest Expected Move — 26.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$168.88$146.94$197.37$187.85$146.94
Max Pain$192.38$190.00$240.00$240.00$190.00
ATM IV84.6%81.3%90.9%83.3%88.9%
Expected Move24.1%23.1%26.1%24.3%25.0%
HV 20d77.6%68.0%86.3%83.7%68.0%
HV 60d81.9%76.3%91.7%91.7%77.1%
IV Rank20.4%18.3%24.1%20.1%22.9%
IV Percentile59.9%54.4%69.0%59.1%66.7%
Term Structure1.9%-1.9%8.1%-0.3%5.8%
VWIV86.1%82.2%93.9%86.6%91.1%
Skew 25d6.5%2.9%10.1%6.7%9.2%
Skew 10d13.7%8.9%20.4%13.7%15.6%
Call IV 25d82.3%78.0%89.1%81.0%84.8%
Put IV 25d88.8%85.2%94.1%87.8%94.1%
Bid-Ask Spread %33.2719.7349.5849.5845.30
Gamma HHI0.080.040.230.050.07
Net GEX-1.7M-2.6M41.9K-733.3K-2.4M
Net DEX55.3M-6.4M91.0M17.5M86.0M
Net VEX-680.4K-776.3K-610.6K-682.6K-610.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.720.922.870.921.53
Total Volume7,311.5714,56813,0795,7235,673
Total OI36,737.61933,45841,52433,45836,939

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$187.85$240.0083.3%24.3%83.7%20.1%86.6%6.7%-0.3%-733.3K17.5M-682.6K0.9249.582,9842,73911,44322,015
2022-06-02$197.37$190.0081.8%23.1%86.3%18.9%82.9%7.7%-1.9%41.9K-6.4M-704.4K1.4321.982,8004,01111,84222,227
2022-06-03$191.43$190.0081.8%23.2%85.5%18.9%84.7%6.4%1.7%-1.3M15.8M-705.0K1.3120.632,6353,45912,06723,657
2022-06-06$190.71$190.0083.6%23.7%83.4%20.0%84.5%5.3%-1.1%-1.1M16.8M-690.0K2.6019.732,4606,39810,44023,114
2022-06-07$195.00$190.0081.6%23.3%74.1%18.8%83.0%4.3%0.8%-1.0M15.6M-776.3K2.6923.052,3186,24610,84625,495
2022-06-08$183.31$190.0081.3%23.3%76.6%18.3%82.2%6.2%-0.8%-1.4M42.2M-740.3K2.7125.102,4806,72511,02825,611
2022-06-09$174.68$190.0081.5%23.6%77.8%18.5%82.8%8.3%0.9%-2.0M64.0M-733.0K2.8726.472,2076,34011,41526,995
2022-06-10$168.80$190.0082.1%23.8%78.1%18.8%83.0%6.5%1.7%-1.9M78.3M-715.0K1.9127.533,4076,50311,66626,987
2022-06-13$157.92$190.0090.9%26.1%79.2%24.1%93.9%5.0%-0.0%-2.1M89.5M-672.2K2.1927.582,7716,07510,71826,235
2022-06-14$160.59$190.0088.5%25.4%79.8%22.7%93.4%5.6%0.3%-1.9M78.7M-683.8K2.4530.642,8126,90011,48026,191
2022-06-15$172.91$190.0083.1%23.8%85.0%19.4%87.8%2.9%1.8%-1.4M50.1M-707.4K1.6836.684,8758,20411,98727,495
2022-06-16$159.24$190.0087.0%24.9%79.3%21.8%88.2%5.7%-0.5%-2.3M91.0M-689.6K1.3633.493,1544,29613,15727,923
2022-06-17$161.09$190.0084.4%24.0%79.2%20.2%85.3%5.0%2.1%-2.6M80.9M-681.0K1.1735.273,3963,96513,50028,024
2022-06-21$160.10$190.0083.7%23.9%77.9%19.8%87.9%6.6%2.0%-1.6M55.3M-660.5K1.3631.672,1692,9459,76224,546
2022-06-22$152.74$190.0085.4%24.0%76.1%20.8%84.9%8.5%0.8%-1.9M70.0M-632.2K1.7636.182,5984,57310,03025,105
2022-06-23$154.24$190.0085.8%24.1%74.3%21.1%85.6%6.0%1.9%-2.0M70.3M-646.9K1.4638.412,1193,08510,53926,086
2022-06-24$160.74$190.0084.6%23.1%74.8%20.3%82.9%8.1%2.3%-1.8M54.6M-649.0K1.0338.972,8012,88110,80026,509
2022-06-27$164.76$190.0084.1%23.7%74.6%20.0%85.1%5.0%7.7%-1.7M47.7M-655.0K1.1542.592,2082,5299,72625,707
2022-06-28$155.78$190.0085.3%24.2%68.6%20.7%85.0%10.1%8.1%-2.1M65.8M-641.2K1.2542.512,0312,5379,95725,989
2022-06-29$150.27$190.0088.9%24.8%68.0%22.9%86.7%7.9%6.0%-2.3M78.3M-612.6K1.2645.292,3212,91310,08926,148
2022-06-30$146.94$190.0088.9%25.0%68.0%22.9%91.1%9.2%5.8%-2.4M86.0M-610.6K1.5345.302,2453,42810,44026,499