CAR Options History — December 2024

In December 2024, CAR traded between $79.57 and $106.38. ATM implied volatility averaged 56.1%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 10.2% (HV 20d: 45.9%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2024-12-26: Highest Volume — 4,960 contracts
  • 2024-12-18: Largest IV spike — 8.5% change
  • 2024-12-19: Highest IV Rank — 39.0%
  • 2024-12-19: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.07$79.57$106.38$106.38$80.62
Max Pain$105.48$100.00$110.00$100.00$100.00
ATM IV56.1%54.0%62.7%55.1%54.6%
Expected Move16.2%15.3%18.2%16.1%15.9%
HV 20d45.9%38.8%59.0%57.5%40.0%
HV 60d54.2%52.1%56.1%54.7%53.3%
IV Rank29.0%24.9%39.0%31.7%25.7%
IV Percentile43.8%34.5%64.3%42.5%34.5%
Term Structure1.3%-5.7%9.8%0.5%6.4%
VWIV56.4%52.2%62.0%57.8%52.2%
Skew 25d1.9%-1.4%8.5%0.7%2.1%
Skew 10d5.7%-22.2%30.8%3.6%30.8%
Call IV 25d55.8%50.4%62.7%56.0%55.2%
Put IV 25d57.8%53.1%66.0%56.7%57.3%
Bid-Ask Spread %66.8531.6883.0131.6867.16
Gamma HHI0.120.100.160.110.12
Net GEX-1.5M-2.7M4.2K4.2K-1.2M
Net DEX56.3M-2.2M105.3M-2.2M63.4M
Net VEX-490.5K-563.1K-405.2K-553.2K-407.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.202.011.800.52
Total Volume1,880.2386754,9601,294756
Total OI44,588.09540,30948,75241,42440,309

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$106.38$100.0055.1%16.1%57.5%31.7%57.8%0.7%0.5%4.2K-2.2M-553.2K1.8031.6846283216,35625,068
2024-12-03$102.75$100.0055.2%16.6%59.0%31.7%57.6%1.2%1.8%-708.0K14.2M-543.4K1.1339.231,5671,77316,64225,614
2024-12-04$100.17$100.0054.8%16.0%58.3%28.9%56.0%1.0%-0.3%-1.6M30.1M-557.1K1.1742.9960170417,39527,176
2024-12-05$98.94$110.0054.0%15.7%49.5%27.3%54.5%-1.4%1.1%-1.8M34.8M-555.0K0.3673.161,08938917,59527,501
2024-12-06$101.97$110.0054.4%15.5%50.4%28.0%54.4%1.8%2.0%-916.6K18.3M-563.1K0.4272.211,16448618,42127,499
2024-12-09$101.00$110.0054.6%16.2%47.9%26.1%57.3%-0.7%1.6%-955.1K21.0M-547.3K0.4372.2168529516,13627,241
2024-12-10$99.85$110.0055.6%16.2%46.0%27.8%56.6%-1.0%1.0%-1.2M28.0M-539.5K0.4573.5775134016,60127,448
2024-12-11$100.16$110.0054.8%16.1%43.9%25.9%57.3%1.8%1.3%-1.2M27.4M-536.3K0.6972.2039927616,82327,611
2024-12-12$96.32$110.0055.9%16.3%41.1%27.8%56.3%1.2%1.4%-2.1M50.0M-517.7K1.5775.691,5892,48817,05827,679
2024-12-13$92.52$110.0054.8%15.8%42.7%26.1%55.5%0.3%-0.3%-2.7M72.0M-515.0K0.6478.761,9361,23918,32429,990
2024-12-16$89.76$110.0056.7%16.3%39.9%29.1%56.4%2.5%0.3%-1.9M83.0M-494.9K0.4575.7194042417,82829,684
2024-12-17$89.67$105.0056.6%16.3%39.8%29.1%56.7%1.1%-1.0%-1.8M81.8M-494.7K0.9077.8982674218,43929,805
2024-12-18$82.50$105.0061.5%17.6%48.3%37.0%62.0%0.9%-1.0%-2.1M105.3M-452.3K0.5983.011,7091,00018,86529,887
2024-12-19$81.27$105.0062.7%18.2%48.3%39.0%61.1%3.3%-5.7%-2.1M92.2M-450.9K2.0180.289081,82719,64328,051
2024-12-20$82.57$105.0058.0%16.5%46.3%31.3%58.4%2.5%1.3%-1.8M84.1M-454.8K0.4580.2586539320,20927,338
2024-12-23$81.16$105.0057.1%16.3%46.0%29.8%57.3%8.5%3.6%-1.6M78.9M-430.0K0.4158.6578132316,97824,679
2024-12-24$81.88$105.0054.1%15.3%40.0%24.9%53.4%1.4%0.9%-1.5M76.7M-430.0K0.2062.4678315717,42524,760
2024-12-26$82.54$105.0054.8%15.5%40.8%26.0%52.9%3.4%2.4%-1.4M75.4M-427.6K1.4860.482,0032,95718,09924,854
2024-12-27$80.94$100.0055.6%15.8%39.2%27.3%55.7%3.6%1.2%-1.3M71.4M-424.9K0.3860.081,33751219,83624,476
2024-12-30$79.57$100.0056.5%16.1%38.8%28.9%55.7%6.1%9.8%-1.3M76.5M-405.2K0.4566.0681036716,94924,058
2024-12-31$80.62$100.0054.6%15.9%40.0%25.7%52.2%2.1%6.4%-1.2M63.4M-407.2K0.5267.1649725917,23323,076