CAR Options History — October 2024

In October 2024, CAR traded between $77.59 and $89.25. ATM implied volatility averaged 86.9%, placing in the 80.5% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 38.5% (HV 20d: 48.3%). Max pain ranged from $85.00 to $95.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.86.

Notable Days

  • 2024-10-31: Highest Volume — 6,219 contracts
  • 2024-10-07: Largest IV spike — 6.2% change
  • 2024-10-31: Highest IV Rank — 91.8%
  • 2024-10-31: Largest Expected Move — 32.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.68$77.59$89.25$85.50$83.57
Max Pain$91.65$85.00$95.00$85.00$86.00
ATM IV86.9%75.0%94.4%75.0%94.4%
Expected Move26.1%17.8%32.8%17.8%32.8%
HV 20d48.3%43.5%52.8%52.8%48.6%
HV 60d58.6%51.3%61.4%61.2%51.4%
IV Rank80.5%62.8%91.8%62.8%91.8%
IV Percentile96.7%88.9%99.6%88.9%99.6%
Term Structure-2.3%-12.6%7.2%4.9%-12.6%
VWIV90.7%62.1%115.9%62.1%115.9%
Skew 25d7.2%5.5%9.5%9.5%6.6%
Skew 10d13.1%-12.6%54.1%-12.6%13.9%
Call IV 25d83.6%71.6%90.7%74.9%90.7%
Put IV 25d90.8%77.7%97.3%84.4%97.3%
Bid-Ask Spread %39.9321.5251.4821.5233.87
Gamma HHI0.080.060.210.080.06
Net GEX-334.2K-991.9K727.6K-249.4K-352.5K
Net DEX47.0M22.0M69.9M40.6M42.3M
Net VEX-590.9K-654.0K-527.8K-624.5K-603.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.073.640.590.66
Total Volume2,863.3481,1596,2191,4746,219
Total OI48,256.04341,28154,99544,89554,995

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$85.50$85.0075.0%17.8%52.8%62.8%62.1%9.5%4.9%-249.4K40.6M-624.5K0.5921.5292754717,85727,038
2024-10-02$86.53$85.0075.3%18.1%52.3%63.3%62.5%6.1%2.6%-114.8K36.1M-632.3K0.0726.433,31723718,32427,242
2024-10-03$83.91$95.0076.3%23.9%50.0%64.8%80.8%6.8%3.1%-5.8K43.0M-619.6K1.2943.2850565421,08727,298
2024-10-04$88.42$95.0077.2%23.7%50.8%66.0%81.1%9.1%7.2%432.0K22.0M-649.3K0.3239.603,7441,20121,30827,659
2024-10-07$89.25$95.0082.0%24.7%50.5%73.2%83.0%7.5%6.0%727.6K22.3M-654.0K0.6842.8897065820,66027,252
2024-10-08$88.26$95.0083.8%24.3%48.7%76.0%82.9%8.4%0.9%461.5K30.4M-639.1K0.3940.6084832721,19227,798
2024-10-09$88.02$95.0080.9%24.0%48.9%71.5%83.3%5.5%4.1%325.5K32.0M-629.9K0.9642.321,02698121,31728,006
2024-10-10$84.79$95.0085.8%24.2%51.9%78.9%82.9%6.6%-1.4%-674.3K51.0M-607.2K0.5844.8190852821,51428,598
2024-10-11$83.05$95.0083.9%24.7%44.3%76.0%86.8%7.5%5.0%-964.0K59.3M-587.7K0.9448.521,7251,63021,78328,874
2024-10-14$80.83$95.0089.0%25.4%43.5%83.7%87.8%6.2%-6.5%-907.7K61.5M-567.0K0.5746.8794353718,66427,950
2024-10-15$77.59$95.0090.9%26.0%43.9%86.5%91.1%6.9%-6.8%-936.1K69.9M-537.3K1.0348.191,1631,19619,37328,194
2024-10-16$82.21$95.0092.0%26.4%47.0%88.3%93.7%6.1%-6.8%-429.9K52.3M-556.7K1.5048.852,0533,07620,06228,083
2024-10-17$79.80$95.0090.4%26.2%47.6%85.8%91.7%6.7%-6.2%-624.8K62.6M-527.8K1.3350.358461,12420,53228,258
2024-10-18$80.59$95.0090.3%26.5%47.9%85.7%91.7%7.0%-6.0%-143.3K60.5M-552.5K0.4351.481,30256520,93129,203
2024-10-21$79.78$95.0090.1%27.2%47.9%85.3%95.1%7.6%-4.6%-906.7K64.3M-537.4K0.4335.432,15493314,58026,701
2024-10-22$79.44$90.0090.0%27.4%47.8%85.1%96.5%7.1%-5.6%-775.6K62.8M-544.6K3.6436.946282,28916,71127,390
2024-10-23$78.64$90.0091.1%28.3%44.5%86.9%97.8%8.8%-5.8%-991.9K66.4M-545.1K0.7836.181,24196917,12628,949
2024-10-24$83.52$90.0090.5%28.8%48.0%86.0%99.9%6.9%-5.8%-308.8K46.2M-582.5K0.5636.241,73696818,05829,350
2024-10-25$82.70$90.0090.8%28.8%47.4%86.3%100.9%7.8%-6.6%-12.8K46.5M-579.2K0.5439.793,8092,05119,25430,046
2024-10-28$85.99$85.0094.0%30.0%49.7%91.2%104.5%7.4%-3.7%-480.6K37.0M-604.6K0.7232.322,0461,47518,48530,000
2024-10-29$86.64$86.0093.7%30.3%49.0%90.8%105.8%6.5%-4.5%-361.2K33.8M-604.6K1.0236.661,2001,22019,59830,471
2024-10-30$85.66$86.0090.8%30.9%49.0%86.5%107.5%7.4%-3.4%-394.1K37.1M-603.5K0.7335.211,9581,42320,62331,495
2024-10-31$83.57$86.0094.4%32.8%48.6%91.8%115.9%6.6%-12.6%-352.5K42.3M-603.3K0.6633.873,7452,47422,47932,516