CART Options History — April 2024 In April 2024, CART traded between $33.55 and $38.96. ATM implied volatility averaged 55.5%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 25.2% (HV 20d: 30.3%). Max pain ranged from $31.00 to $34.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.10.
Notable Days 2024-04-19 : Highest Volume — 33,942 contracts2024-04-26 : Largest IV drop — 22.9% change2024-04-25 : Highest IV Rank — 36.8%2024-04-30 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $36.53 $33.55 $38.96 $36.91 $34.32 Max Pain $31.41 $31.00 $34.00 $34.00 $31.00 ATM IV 55.5% 41.5% 68.9% 41.5% 62.0% Expected Move 16.2% 11.1% 20.4% 11.4% 20.4% HV 20d 30.3% 23.8% 40.3% 28.3% 40.0% HV 60d 40.4% 35.6% 44.0% 44.0% 39.4% IV Rank 20.2% 3.1% 36.8% 3.1% 28.3% IV Percentile 47.5% 1.5% 75.7% 1.5% 64.2% Term Structure 1.5% -17.3% 12.3% 2.5% -3.3% VWIV 57.0% 39.3% 71.9% 39.6% 71.9% Skew 25d 2.3% -2.2% 25.6% 1.1% 1.7% Skew 10d 3.2% -2.1% 15.9% 2.8% 11.7% Call IV 25d 55.1% 43.4% 64.8% 47.1% 59.9% Put IV 25d 57.4% 44.4% 78.0% 48.2% 61.6% Bid-Ask Spread % 43.22 30.03 52.12 52.12 36.82 Gamma HHI 0.14 0.10 0.26 0.13 0.14 Net GEX 2.6M 1.0M 8.0M 2.0M 2.2M Net DEX -159.6M -248.4M -55.8M -168.5M -89.2M Net VEX -519.4K -577.2K -425.0K -531.0K -476.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.08 3.03 0.33 2.48 Total Volume 6,612.955 1,412 33,942 7,502 2,517 Total OI 134,807.227 84,523 161,285 143,451 94,344
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-04-01 $36.91 $34.00 41.5% 11.4% 28.3% 3.1% 39.6% 1.1% 2.5% 2.0M -168.5M -531.0K 0.33 52.12 N/A N/A 5,629 1,873 87,444 56,007 2024-04-02 $37.33 $34.00 44.9% 11.2% 28.2% 7.2% 40.2% -1.2% 12.3% 2.4M -191.1M -547.3K 2.23 49.98 N/A N/A 1,797 4,006 91,887 57,525 2024-04-03 $37.22 $34.00 44.5% 11.1% 25.4% 6.8% 39.3% -0.4% 11.3% 2.2M -188.8M -571.1K 0.61 50.56 N/A N/A 1,468 894 93,012 60,944 2024-04-04 $37.85 $31.00 53.4% 15.7% 24.6% 17.7% 55.1% -2.2% 10.3% 3.4M -208.2M -577.2K 0.30 43.36 N/A N/A 6,576 1,959 94,143 61,672 2024-04-05 $38.96 $31.00 48.5% 15.6% 25.0% 11.6% 54.7% 3.0% 9.9% 8.0M -248.4M -550.8K 0.48 43.30 N/A N/A 5,395 2,612 97,476 62,295 2024-04-08 $38.13 $31.00 53.3% 15.7% 26.7% 17.6% 54.9% -0.3% -1.4% 3.7M -217.1M -549.0K 0.84 44.54 N/A N/A 1,359 1,138 93,027 60,965 2024-04-09 $38.50 $31.00 54.9% 15.6% 26.8% 19.5% 54.7% 0.4% -1.6% 4.2M -227.0M -547.4K 0.80 47.49 N/A N/A 2,685 2,149 93,711 61,992 2024-04-10 $38.64 $31.00 55.4% 15.5% 26.0% 20.1% 54.9% 1.5% -1.8% 4.6M -232.7M -548.7K 0.93 50.57 N/A N/A 1,484 1,378 95,551 64,038 2024-04-11 $38.44 $31.00 55.8% 15.6% 26.0% 20.7% 54.6% 1.2% -1.3% 4.7M -225.8M -532.1K 0.74 47.46 N/A N/A 1,431 1,056 95,461 64,650 2024-04-12 $37.75 $31.00 52.1% 13.8% 27.1% 16.0% 53.3% 1.0% -0.6% 3.0M -198.2M -529.8K 2.95 50.81 N/A N/A 1,350 3,988 95,987 65,298 2024-04-15 $36.98 $31.00 56.4% 16.0% 27.6% 21.3% 55.5% 1.8% -1.7% 1.6M -180.0M -533.0K 0.85 49.77 N/A N/A 1,949 1,662 88,885 63,109 2024-04-16 $36.81 $31.00 57.2% 16.3% 26.4% 22.4% 56.7% 1.0% -1.2% 1.4M -175.1M -540.7K 0.85 45.41 N/A N/A 987 838 89,345 63,720 2024-04-17 $36.44 $31.00 58.9% 16.9% 26.6% 24.4% 58.6% 1.8% -2.4% 1.0M -164.3M -534.5K 1.51 46.81 N/A N/A 836 1,265 89,237 64,158 2024-04-18 $36.58 $31.00 58.7% 17.0% 23.8% 24.2% 60.6% 0.2% -5.7% 1.4M -168.4M -534.2K 3.03 46.24 N/A N/A 2,720 8,235 89,241 63,891 2024-04-19 $35.05 $31.00 65.9% 18.6% 27.9% 33.0% 64.2% 1.8% 8.3% 2.1M -136.4M -516.6K 1.26 41.75 N/A N/A 14,996 18,946 91,054 61,579 2024-04-22 $36.21 $31.00 59.3% 17.6% 30.6% 25.0% 61.5% 2.0% 3.4% 1.4M -90.7M -441.6K 0.51 36.93 N/A N/A 1,936 990 54,350 30,173 2024-04-23 $33.55 $31.00 59.9% 18.2% 39.8% 25.7% 61.6% 3.3% -3.4% 1.1M -55.8M -425.0K 0.08 30.03 N/A N/A 25,429 2,111 55,905 30,777 2024-04-24 $34.41 $31.00 59.8% 18.3% 39.9% 25.6% 64.2% 3.0% -2.9% 1.6M -81.9M -483.7K 1.38 33.14 N/A N/A 1,549 2,131 63,582 32,087 2024-04-25 $34.45 $31.00 68.9% 18.5% 39.8% 36.8% 65.0% 2.6% -17.3% 1.7M -84.9M -488.2K 0.26 33.63 N/A N/A 1,698 439 64,424 32,687 2024-04-26 $34.86 $31.00 53.1% 18.5% 40.1% 17.3% 64.1% 1.6% 12.0% 2.2M -92.8M -490.4K 0.93 32.22 N/A N/A 732 680 65,120 32,944 2024-04-29 $34.25 $31.00 55.9% 19.6% 40.3% 20.8% 68.7% 25.6% 7.1% 2.2M -86.7M -477.7K 0.78 37.98 N/A N/A 1,467 1,145 62,770 29,292 2024-04-30 $34.32 $31.00 62.0% 20.4% 40.0% 28.3% 71.9% 1.7% -3.3% 2.2M -89.2M -476.5K 2.48 36.82 N/A N/A 724 1,793 64,174 30,170
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