CART Options History — July 2024 In July 2024, CART traded between $32.42 and $36.28. ATM implied volatility averaged 49.4%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 9.1% (HV 20d: 40.4%). Max pain ranged from $30.00 to $34.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2024-07-24 : Highest Volume — 6,071 contracts2024-07-26 : Largest IV drop — 14.9% change2024-07-25 : Highest IV Rank — 34.9%2024-07-31 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $34.45 $32.42 $36.28 $32.42 $34.37 Max Pain $33.45 $30.00 $34.00 $30.00 $34.00 ATM IV 49.4% 37.5% 63.9% 38.3% 55.4% Expected Move 15.2% 10.0% 19.8% 10.4% 19.8% HV 20d 40.4% 31.8% 51.4% 51.2% 31.8% HV 60d 43.0% 40.7% 45.3% 43.5% 40.7% IV Rank 18.3% 4.5% 34.9% 5.4% 25.1% IV Percentile 43.3% 12.4% 76.7% 14.5% 56.5% Term Structure 0.9% -8.3% 10.7% 4.2% 1.0% VWIV 53.5% 35.8% 72.6% 36.4% 72.6% Skew 25d 2.0% -1.9% 7.6% -1.0% 5.1% Skew 10d 3.3% -16.7% 46.2% 2.4% 46.2% Call IV 25d 50.7% 38.4% 61.9% 40.6% 55.6% Put IV 25d 52.7% 38.7% 68.4% 39.6% 60.7% Bid-Ask Spread % 37.73 27.77 63.25 50.84 39.52 Gamma HHI 0.22 0.12 0.83 0.19 0.12 Net GEX 2.6M 502.9K 11.4M 1.3M 990.5K Net DEX -53.8M -99.4M -28.3M -28.3M -34.9M Net VEX -284.5K -309.8K -256.9K -277.9K -256.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.20 2.32 0.26 0.59 Total Volume 2,137.227 779 6,071 1,110 779 Total OI 75,546.682 56,798 87,853 80,011 62,617
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 2024-07-01 $32.42 $30.00 38.3% 10.4% 51.2% 5.4% 36.4% -1.0% 4.2% 1.3M -28.3M -277.9K 0.26 50.84 N/A N/A 881 229 48,663 31,348 2024-07-02 $33.25 $30.00 37.5% 10.2% 51.4% 4.5% 35.8% -0.9% 7.4% 1.7M -41.1M -289.5K 0.47 51.31 N/A N/A 1,791 848 49,193 31,402 2024-07-03 $34.06 $30.00 38.3% 10.0% 50.6% 5.4% 36.3% -0.7% 7.5% 2.2M -58.3M -309.8K 0.34 63.25 N/A N/A 1,725 582 51,145 31,738 2024-07-05 $34.41 $34.00 39.3% 13.0% 50.0% 6.6% 44.5% 0.6% -0.7% 2.9M -63.4M -303.6K 0.31 31.57 N/A N/A 1,303 398 52,409 32,125 2024-07-08 $34.14 $34.00 37.8% 13.4% 41.5% 4.9% 45.7% 3.5% 10.7% 2.6M -56.7M -291.5K 0.51 34.35 N/A N/A 1,012 516 51,638 29,617 2024-07-09 $33.31 $34.00 42.0% 13.7% 42.0% 9.7% 47.0% 1.3% 0.1% 2.3M -45.1M -283.5K 0.26 35.59 N/A N/A 964 250 52,109 29,818 2024-07-10 $33.59 $34.00 47.8% 13.8% 39.6% 16.4% 48.6% 4.5% 0.2% 2.4M -51.4M -290.8K 0.48 32.93 N/A N/A 1,343 648 52,495 29,956 2024-07-11 $34.64 $34.00 42.7% 14.0% 40.0% 10.6% 48.9% 7.6% 8.0% 3.0M -68.1M -303.0K 0.41 37.75 N/A N/A 2,400 992 53,457 30,282 2024-07-12 $35.00 $34.00 48.2% 13.7% 40.0% 16.8% 47.8% -1.9% -1.0% 3.6M -76.1M -295.9K 0.74 32.07 N/A N/A 1,118 822 54,828 30,591 2024-07-15 $34.55 $34.00 49.1% 14.0% 37.5% 17.9% 49.4% 2.7% -1.3% 2.9M -64.6M -281.6K 0.58 32.73 N/A N/A 755 440 54,030 29,656 2024-07-16 $36.28 $34.00 50.2% 14.2% 40.9% 19.2% 49.5% 2.4% -1.1% 4.5M -99.4M -283.2K 0.44 33.38 N/A N/A 2,202 976 54,371 29,885 2024-07-17 $35.20 $34.00 53.1% 15.2% 42.4% 22.5% 53.4% 0.5% -8.3% 3.5M -77.1M -287.4K 0.74 34.55 N/A N/A 1,772 1,317 55,276 30,607 2024-07-18 $35.03 $34.00 53.8% 15.7% 42.3% 23.3% 55.8% 1.3% -0.6% 2.9M -72.0M -287.6K 0.23 28.08 N/A N/A 1,294 294 55,732 31,693 2024-07-19 $34.99 $34.00 55.5% 16.4% 42.1% 25.2% 56.8% 0.8% -4.0% 11.4M -71.1M -290.0K 0.31 27.77 N/A N/A 1,301 403 55,980 31,873 2024-07-22 $35.57 $34.00 56.0% 17.0% 38.0% 25.9% 60.0% 0.6% 0.2% 1.5M -49.8M -273.7K 0.20 29.83 N/A N/A 1,647 332 34,275 22,523 2024-07-23 $35.48 $34.00 56.7% 17.0% 37.4% 26.7% 60.1% 0.4% -3.1% 1.7M -49.9M -275.8K 0.52 33.57 N/A N/A 1,053 546 35,528 22,724 2024-07-24 $34.22 $34.00 56.4% 18.8% 35.8% 26.3% 65.2% 4.2% 2.2% 1.3M -36.2M -279.1K 1.47 49.01 N/A N/A 2,453 3,618 36,280 23,318 2024-07-25 $34.54 $34.00 63.9% 18.2% 34.2% 34.9% 65.9% 6.4% -2.5% 945.2K -37.9M -284.8K 2.32 41.07 N/A N/A 861 1,997 37,485 26,469 2024-07-26 $34.44 $34.00 54.3% 18.3% 33.2% 23.9% 63.9% 2.2% -3.5% 502.9K -35.0M -281.5K 1.05 37.34 N/A N/A 1,015 1,068 38,235 28,109 2024-07-29 $34.25 $34.00 53.0% 18.7% 33.0% 22.4% 65.8% 3.4% 8.8% 980.8K -33.6M -271.1K 0.60 36.09 N/A N/A 1,398 843 35,563 24,875 2024-07-30 $34.22 $34.00 58.3% 19.2% 32.9% 28.5% 66.6% 1.6% -3.4% 1.0M -33.4M -260.4K 1.24 37.44 N/A N/A 372 461 36,496 25,613 2024-07-31 $34.37 $34.00 55.4% 19.8% 31.8% 25.1% 72.6% 5.1% 1.0% 990.5K -34.9M -256.9K 0.59 39.52 N/A N/A 490 289 36,725 25,892
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