CART Options History — June 2024

In June 2024, CART traded between $30.15 and $34.33. ATM implied volatility averaged 36.1%, placing in the 2.7% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 10.1% (HV 20d: 46.3%). Max pain ranged from $27.00 to $34.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 1.21.

Notable Days

  • 2024-06-06: Highest Volume — 9,588 contracts
  • 2024-06-13: Largest IV spike — 14.3% change
  • 2024-06-13: Highest IV Rank — 8.6%
  • 2024-06-04: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.50$30.15$34.33$30.96$32.05
Max Pain$30.37$27.00$34.00$34.00$30.00
ATM IV36.1%33.6%41.0%36.6%36.5%
Expected Move10.1%9.8%10.7%10.7%10.0%
HV 20d46.3%35.4%52.3%35.4%51.4%
HV 60d40.6%35.6%43.6%35.6%43.6%
IV Rank2.7%0.0%8.6%2.2%3.3%
IV Percentile4.3%0.0%12.1%2.3%8.3%
Term Structure0.8%-1.7%4.4%0.1%0.7%
VWIV35.3%33.5%38.4%38.4%35.0%
Skew 25d0.1%-1.6%2.1%0.5%-0.5%
Skew 10d1.2%-2.0%7.7%3.6%7.7%
Call IV 25d36.3%34.9%39.1%36.1%38.0%
Put IV 25d36.4%33.4%38.1%36.6%37.5%
Bid-Ask Spread %44.8133.9954.6741.9154.67
Gamma HHI0.180.120.250.140.16
Net GEX1.5M39.4K2.3M872.7K1.1M
Net DEX-33.2M-60.7M-3.0M-14.1M-24.5M
Net VEX-319.5K-361.8K-274.5K-315.8K-280.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.502.841.391.82
Total Volume2,717.3687439,5881,6982,127
Total OI90,172.78979,16198,62889,21581,523

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$30.96$34.0036.6%10.7%35.4%2.2%38.4%0.5%0.1%872.7K-14.1M-315.8K1.3941.91N/AN/A70998956,19033,025
2024-06-04$30.15$34.0036.2%10.7%35.9%1.7%36.1%1.2%1.3%671.0K-3.0M-292.5K0.5449.28N/AN/A79443056,41733,607
2024-06-05$30.98$34.0034.8%10.2%35.6%0.1%33.5%0.7%-0.6%819.7K-12.9M-304.8K2.1945.53N/AN/A1,3382,92557,03333,637
2024-06-06$33.58$27.0035.8%10.2%47.6%1.2%35.7%-0.2%0.2%2.1M-54.9M-353.6K0.8645.74N/AN/A5,1444,44457,35735,083
2024-06-07$33.01$28.0033.6%9.8%46.2%0.0%34.3%-1.6%0.4%1.3M-41.4M-345.4K1.0135.65N/AN/A1,2201,22958,16537,748
2024-06-10$34.33$30.0036.6%10.1%47.7%3.5%35.2%0.3%-1.3%2.2M-60.7M-360.2K0.6045.70N/AN/A3,5342,13055,87135,851
2024-06-11$33.47$30.0035.7%10.2%48.5%2.4%35.2%-1.0%1.2%2.0M-46.1M-361.8K1.1839.86N/AN/A80995258,23537,156
2024-06-12$33.82$30.0035.9%9.9%48.4%2.7%36.0%0.3%-1.7%2.3M-57.5M-357.8K0.5047.47N/AN/A1,16757958,73237,598
2024-06-13$32.53$30.0041.0%10.1%48.3%8.6%35.7%-0.3%-0.9%1.5M-30.8M-343.5K1.3341.14N/AN/A1,1251,49659,37237,916
2024-06-14$32.59$30.0036.5%10.4%48.3%3.4%34.1%0.1%-0.1%39.4K-34.5M-330.1K0.9238.92N/AN/A78272160,03738,591
2024-06-17$33.22$30.0035.9%10.3%46.9%2.7%36.4%-0.1%1.7%2.1M-42.0M-329.9K0.7433.99N/AN/A1,14484157,93733,821
2024-06-18$33.66$30.0035.5%10.2%44.2%2.2%36.9%0.6%1.7%2.3M-48.9M-335.7K0.7346.82N/AN/A86462958,56034,272
2024-06-20$33.30$30.0035.3%10.1%44.4%2.0%35.4%-0.1%0.7%2.1M-43.5M-318.7K0.5147.03N/AN/A1,82393059,20134,806
2024-06-21$31.77$30.0036.1%9.9%47.5%2.9%35.5%-0.1%2.2%1.3M-17.8M-294.0K2.8443.08N/AN/A6281,78459,83334,325
2024-06-24$31.30$30.0036.0%10.0%47.6%2.8%34.8%2.1%4.4%1.1M-15.7M-274.5K2.7644.05N/AN/A7792,14748,67831,157
2024-06-25$33.03$30.0036.8%9.9%51.3%3.6%33.5%-0.5%2.3%1.8M-40.5M-311.2K1.1552.53N/AN/A1,4201,62648,86930,292
2024-06-26$32.16$30.0035.4%9.8%52.3%2.1%33.9%1.4%0.0%1.2M-25.5M-286.0K0.8047.72N/AN/A90372549,31731,463
2024-06-27$31.52$30.0036.6%9.9%51.3%3.5%34.4%-0.6%2.1%1.1M-17.4M-274.9K1.1750.21N/AN/A34340049,77631,832
2024-06-28$32.05$30.0036.5%10.0%51.4%3.3%35.0%-0.5%0.7%1.1M-24.5M-280.3K1.8254.67N/AN/A7551,37249,84531,678