CART Options History — August 2024 In August 2024, CART traded between $31.03 and $36.32. ATM implied volatility averaged 44.7%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 11.6% (HV 20d: 33.1%). Max pain ranged from $31.00 to $34.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.98.
Notable Days 2024-08-06 : Highest Volume — 27,273 contracts2024-08-14 : Largest IV drop — 35.6% change2024-08-06 : Highest IV Rank — 49.2%2024-08-02 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $33.28 $31.03 $36.32 $32.88 $35.56 Max Pain $32.09 $31.00 $34.00 $34.00 $32.00 ATM IV 44.7% 31.8% 76.3% 59.8% 36.9% Expected Move 12.9% 10.1% 24.6% 21.8% 10.5% HV 20d 33.1% 25.5% 38.2% 34.6% 25.5% HV 60d 40.2% 38.9% 41.9% 41.5% 38.9% IV Rank 14.0% 0.0% 49.2% 30.2% 5.7% IV Percentile 28.6% 0.0% 95.9% 69.8% 12.3% Term Structure 2.1% -14.6% 21.2% -4.3% 1.3% VWIV 45.4% 34.7% 92.9% 75.4% 37.5% Skew 25d 4.3% -1.3% 16.6% 3.1% 1.5% Skew 10d 11.8% -4.9% 36.1% 19.3% 9.1% Call IV 25d 45.2% 33.3% 85.4% 58.2% 37.7% Put IV 25d 49.4% 36.1% 86.0% 61.3% 39.1% Bid-Ask Spread % 38.87 16.29 54.44 32.85 54.44 Gamma HHI 0.14 0.08 0.29 0.13 0.17 Net GEX 1.0M -139.9K 3.5M 503.7K 2.5M Net DEX -23.1M -43.3M -6.2M -19.3M -43.3M Net VEX -211.2K -246.8K -185.4K -246.8K -215.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.06 3.34 2.38 0.45 Total Volume 3,986.909 294 27,273 2,403 1,734 Total OI 56,340.318 38,557 82,969 63,119 49,544
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 2024-08-01 $32.88 $34.00 59.8% 21.8% 34.6% 30.2% 75.4% 3.1% -4.3% 503.7K -19.3M -246.8K 2.38 32.85 N/A N/A 712 1,691 37,071 26,048 2024-08-02 $31.52 $34.00 75.1% 24.6% 37.1% 47.9% 92.9% 7.1% -14.6% 652.0K -8.2M -242.5K 1.34 36.19 N/A N/A 827 1,108 37,286 25,800 2024-08-05 $31.03 $34.00 73.0% 18.9% 37.3% 45.5% 63.6% 10.9% 8.3% 683.4K -11.5M -231.5K 1.64 19.22 N/A N/A 785 1,287 34,399 22,876 2024-08-06 $31.55 $34.00 76.3% 18.3% 37.3% 49.2% 63.8% 0.7% 11.4% 733.6K -16.2M -239.0K 0.15 16.29 N/A N/A 23,818 3,455 34,595 23,790 2024-08-07 $32.28 $32.00 50.0% 13.4% 38.2% 18.9% 46.5% 8.3% 3.1% 3.5M -28.0M -236.2K 0.85 29.32 N/A N/A 6,792 5,748 55,291 27,256 2024-08-08 $32.05 $32.00 46.6% 12.7% 36.2% 15.0% 44.6% 16.6% 2.2% 1.7M -13.8M -227.0K 3.34 31.06 N/A N/A 695 2,320 53,061 28,679 2024-08-09 $32.09 $32.00 42.4% 12.1% 35.9% 10.1% 42.6% 4.6% 6.4% 499.2K -12.0M -211.3K 2.64 33.62 N/A N/A 1,236 3,264 53,063 29,906 2024-08-12 $32.50 $32.00 37.2% 11.8% 36.2% 4.1% 39.0% -1.2% 21.2% 1.1M -17.0M -208.1K 0.63 37.33 N/A N/A 971 615 38,026 23,865 2024-08-13 $32.13 $32.00 49.4% 11.5% 30.6% 18.2% 40.0% 11.0% -7.6% 841.7K -12.2M -206.2K 0.78 43.28 N/A N/A 659 515 38,764 24,152 2024-08-14 $31.91 $32.00 31.8% 10.9% 29.3% 0.0% 37.8% 16.2% 19.3% 163.3K -6.2M -193.1K 1.23 43.02 N/A N/A 678 831 38,877 24,474 2024-08-15 $32.25 $31.00 39.1% 10.6% 29.8% 8.2% 38.0% 2.2% -4.9% -83.2K -12.8M -188.3K 0.94 37.23 N/A N/A 1,226 1,157 39,380 24,142 2024-08-16 $32.22 $32.00 37.0% 10.3% 29.8% 5.8% 37.5% -1.3% -0.7% -139.9K -14.7M -185.4K 0.39 43.61 N/A N/A 847 333 39,943 24,227 2024-08-19 $33.22 $31.00 35.1% 10.1% 31.5% 3.7% 35.1% 2.6% 1.3% 575.1K -21.3M -186.7K 0.76 46.60 N/A N/A 2,301 1,753 20,041 18,516 2024-08-20 $33.20 $31.00 36.0% 10.3% 31.5% 4.8% 35.9% 2.5% 0.9% 656.0K -22.6M -198.0K 0.52 43.34 N/A N/A 789 411 21,663 19,570 2024-08-21 $33.39 $31.00 35.8% 10.3% 29.1% 4.5% 35.8% 2.3% 0.3% 794.7K -24.3M -194.4K 0.87 39.34 N/A N/A 463 401 22,125 19,861 2024-08-22 $34.11 $31.00 37.0% 10.6% 30.0% 5.9% 37.2% 3.1% -0.1% 874.2K -28.8M -199.1K 0.30 39.06 N/A N/A 1,173 350 22,442 20,090 2024-08-23 $35.53 $31.00 35.4% 10.1% 33.4% 4.1% 34.7% 3.8% -0.5% 953.5K -36.6M -200.9K 0.22 46.34 N/A N/A 1,288 281 22,568 20,261 2024-08-26 $36.32 $32.00 39.2% 11.5% 34.0% 8.3% 41.0% -0.2% 0.5% 933.0K -39.5M -202.3K 0.21 40.41 N/A N/A 8,076 1,710 21,597 18,438 2024-08-27 $35.53 $32.00 34.0% 10.9% 35.1% 2.4% 39.0% 0.2% 1.8% 1.7M -40.5M -214.4K 1.25 54.31 N/A N/A 357 445 27,047 18,714 2024-08-28 $35.43 $32.00 39.2% 11.4% 35.1% 8.4% 40.7% 0.6% 0.5% 1.6M -39.5M -211.7K 0.61 45.16 N/A N/A 183 111 27,078 18,903 2024-08-29 $35.49 $32.00 37.6% 11.0% 30.7% 6.5% 39.5% -0.8% 0.5% 1.7M -39.7M -208.3K 0.06 43.12 N/A N/A 4,077 239 27,120 18,938 2024-08-30 $35.56 $32.00 36.9% 10.5% 25.5% 5.7% 37.5% 1.5% 1.3% 2.5M -43.3M -215.3K 0.45 54.44 N/A N/A 1,198 536 30,423 19,121
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