CAR Options History — October 2022

In October 2022, CAR traded between $156.94 and $244.47. ATM implied volatility averaged 90.0%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 12.9% (HV 20d: 77.1%). Max pain ranged from $155.00 to $175.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.24.

Notable Days

  • 2022-10-14: Highest Volume — 14,539 contracts
  • 2022-10-10: Largest IV spike — 8.0% change
  • 2022-10-17: Highest IV Rank — 22.8%
  • 2022-10-31: Largest Expected Move — 28.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$193.83$156.94$244.47$156.94$237.50
Max Pain$168.10$155.00$175.00$155.00$175.00
ATM IV90.0%83.4%94.9%83.4%89.9%
Expected Move25.9%21.3%28.7%21.5%28.7%
HV 20d77.1%70.0%83.5%80.3%72.7%
HV 60d70.0%67.8%73.0%68.0%71.6%
IV Rank19.8%15.6%22.8%15.6%19.7%
IV Percentile60.2%45.6%71.8%45.6%58.3%
Term Structure-2.4%-6.6%5.3%0.6%-4.7%
VWIV93.3%77.5%103.3%77.5%97.6%
Skew 25d7.0%1.7%11.0%10.6%4.9%
Skew 10d15.6%10.2%25.2%25.2%16.0%
Call IV 25d87.7%80.3%92.1%80.3%88.4%
Put IV 25d94.8%88.4%99.2%90.9%93.3%
Bid-Ask Spread %38.4829.2747.4133.9229.27
Gamma HHI0.090.050.360.060.05
Net GEX476.5K-2.2M5.8M-543.5K393.9K
Net DEX-104.2M-282.4M21.4M-8.7M-183.2M
Net VEX-693.4K-798.4K-550.4K-550.4K-668.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.240.393.411.180.80
Total Volume10,499.4296,38714,5396,38713,704
Total OI50,932.1937,20257,57337,20248,243

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$156.94$155.0083.4%21.5%80.3%15.6%77.5%10.6%0.6%-543.5K-8.7M-550.4K1.1833.922,9343,45312,80624,396
2022-10-04$166.57$155.0084.4%21.3%82.0%16.3%78.1%6.8%-1.9%108.4K-40.7M-567.3K1.5733.982,8184,43213,44825,054
2022-10-05$174.76$160.0086.1%21.6%83.4%17.3%81.6%7.3%-4.8%-198.3K-64.4M-586.9K3.4129.353,04410,38313,80426,768
2022-10-06$178.64$165.0085.4%24.8%83.5%16.9%90.3%7.7%5.3%-406.2K-66.5M-666.5K1.6535.284,2286,96814,40332,846
2022-10-07$175.28$165.0085.5%25.1%80.8%17.0%89.1%6.6%1.5%-694.1K-52.9M-727.6K1.6239.424,2946,93915,54035,739
2022-10-10$177.54$165.0092.4%25.8%79.4%21.3%93.5%9.1%-0.7%-2.0M-31.6M-728.3K1.8939.263,6196,85714,24834,877
2022-10-11$182.68$165.0094.0%26.2%76.3%22.3%93.0%8.3%-1.7%-1.7M-46.1M-774.4K0.9042.936,5345,88114,84636,502
2022-10-12$183.50$165.0093.2%26.3%75.8%21.8%94.9%11.0%-1.2%-1.0M-66.0M-798.4K0.9544.285,3085,05117,17037,680
2022-10-13$181.40$170.0091.4%25.9%76.1%20.7%94.1%8.9%-0.9%-918.9K-59.4M-777.2K1.1142.975,1245,69517,50738,027
2022-10-14$168.00$170.0092.9%26.1%72.2%21.6%93.0%8.3%-1.3%-2.2M21.4M-775.3K1.6547.225,4939,04617,63238,336
2022-10-17$182.36$170.0094.9%27.0%75.4%22.8%95.7%7.1%-6.6%-821.5K-60.5M-741.9K0.8443.365,0314,21516,70536,639
2022-10-18$184.53$170.0093.5%26.6%74.2%22.0%97.2%6.5%-5.3%166.1K-79.4M-744.1K0.9745.074,3394,21417,95937,382
2022-10-19$179.62$170.0093.0%26.7%75.1%21.7%98.1%6.0%-5.5%-212.3K-55.0M-731.1K1.1546.073,4543,98918,04537,561
2022-10-20$180.52$170.0091.5%26.4%70.0%20.7%95.6%6.5%-3.4%260.1K-60.6M-719.3K1.5047.412,9414,40918,28037,680
2022-10-21$190.82$170.0090.2%26.3%70.8%19.9%93.8%5.5%-4.0%1.9M-116.8M-702.9K1.2641.883,5244,43518,57138,092
2022-10-24$219.66$170.0089.6%27.5%83.3%19.5%96.8%8.4%-3.6%1.1M-176.6M-653.6K0.4933.858,9294,41215,39730,091
2022-10-25$229.96$175.0088.7%27.6%83.5%19.0%99.4%7.1%-3.1%3.1M-234.8M-672.9K1.3732.374,2315,77918,39132,067
2022-10-26$236.00$175.0091.7%28.1%81.6%20.8%103.3%4.4%-1.4%2.3M-254.7M-674.3K0.3936.249,8203,78718,66934,059
2022-10-27$239.77$175.0089.6%28.0%71.2%19.5%100.3%1.7%-3.3%5.7M-268.9M-659.9K0.4133.128,8033,59722,59034,983
2022-10-28$244.47$175.0088.9%27.4%70.9%19.1%96.8%5.3%-3.7%5.8M-282.4M-640.7K0.9830.784,4234,35120,92935,614
2022-10-31$237.50$175.0089.9%28.7%72.7%19.7%97.6%4.9%-4.7%393.9K-183.2M-668.1K0.8029.277,5976,10715,75032,493