CART Options History — October 2024 In October 2024, CART traded between $39.27 and $44.77. ATM implied volatility averaged 47.3%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 10.1% (HV 20d: 37.2%). Max pain ranged from $33.00 to $42.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.54.
Notable Days 2024-10-07 : Highest Volume — 21,262 contracts2024-10-03 : Largest IV spike — 22.4% change2024-10-31 : Highest IV Rank — 25.2%2024-10-31 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $42.87 $39.27 $44.77 $40.45 $44.30 Max Pain $39.87 $33.00 $42.00 $33.00 $42.00 ATM IV 47.3% 30.2% 52.9% 31.7% 52.9% Expected Move 14.5% 10.4% 17.2% 10.4% 17.2% HV 20d 37.2% 29.5% 44.1% 40.3% 29.8% HV 60d 35.3% 32.7% 37.4% 35.8% 32.7% IV Rank 18.9% 0.0% 25.2% 0.0% 25.2% IV Percentile 49.2% 0.0% 66.7% 0.0% 66.7% Term Structure 0.9% -11.6% 35.5% 3.1% -1.8% VWIV 50.6% 34.2% 60.5% 35.8% 60.5% Skew 25d 3.1% -8.6% 18.9% 18.6% 1.7% Skew 10d 6.7% -16.8% 23.3% -0.2% 15.9% Call IV 25d 45.5% 19.3% 52.1% 19.3% 52.1% Put IV 25d 48.7% 20.7% 61.6% 37.9% 53.8% Bid-Ask Spread % 35.19 20.31 60.61 60.61 38.70 Gamma HHI 0.13 0.10 0.22 0.20 0.12 Net GEX 784.6K -62.2K 1.5M 1.2M 1.1M Net DEX -74.1M -95.2M -46.2M -61.7M -85.6M Net VEX -370.7K -436.5K -271.7K -275.9K -433.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.06 4.19 0.46 0.13 Total Volume 4,892.783 1,209 21,262 1,639 4,695 Total OI 77,594.087 54,611 89,235 54,611 89,235
Daily Data (23 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 2024-10-01 $40.45 $33.00 31.7% 10.4% 40.3% 0.0% 35.8% 18.6% 3.1% 1.2M -61.7M -275.9K 0.46 60.61 N/A N/A 1,124 515 28,821 25,790 2024-10-02 $39.50 $33.00 30.2% 10.7% 39.2% 0.0% 34.2% -8.6% 11.3% 1.2M -52.8M -271.7K 0.42 58.99 N/A N/A 849 360 29,156 26,106 2024-10-03 $39.27 $40.00 36.9% 13.6% 39.0% 7.5% 47.3% 9.7% 35.5% 1.1M -49.6M -275.5K 1.14 20.31 N/A N/A 3,407 3,885 28,941 26,247 2024-10-04 $40.19 $40.00 41.3% 13.3% 39.0% 12.3% 46.7% -6.0% 9.3% 1.2M -58.9M -321.7K 0.41 20.53 N/A N/A 1,000 412 31,530 28,772 2024-10-07 $41.74 $40.00 47.5% 14.3% 39.4% 19.2% 51.5% 4.1% 3.9% 1.1M -70.6M -316.3K 4.19 31.14 N/A N/A 4,096 17,166 30,879 28,385 2024-10-08 $43.91 $40.00 50.0% 14.2% 42.1% 22.0% 50.5% 18.9% -2.1% 188.0K -82.2M -368.2K 0.46 25.98 N/A N/A 3,702 1,716 33,006 44,921 2024-10-09 $43.97 $40.00 50.6% 14.0% 42.0% 22.6% 47.7% -4.1% -1.0% 225.8K -84.4M -364.4K 0.28 38.41 N/A N/A 3,009 849 33,788 46,025 2024-10-10 $42.84 $40.00 49.1% 14.1% 43.6% 21.0% 50.4% 0.6% -1.2% 117.7K -70.9M -377.9K 0.26 25.90 N/A N/A 3,356 867 34,771 46,512 2024-10-11 $43.48 $40.00 47.2% 13.8% 43.7% 18.9% 48.5% 2.2% -1.7% 628.6K -84.8M -372.2K 0.24 37.79 N/A N/A 2,364 567 37,215 46,710 2024-10-14 $43.15 $40.00 49.9% 14.2% 43.9% 21.9% 49.4% 3.2% -1.2% 360.7K -76.1M -365.3K 0.32 25.75 N/A N/A 1,237 391 34,793 46,189 2024-10-15 $42.94 $40.00 51.2% 14.3% 44.1% 23.3% 50.2% 2.8% -1.3% 342.5K -73.7M -365.1K 0.28 30.46 N/A N/A 970 268 35,053 46,415 2024-10-16 $42.34 $40.00 50.8% 14.6% 40.5% 22.8% 50.8% 2.6% -2.4% 326.0K -66.4M -367.4K 0.66 33.63 N/A N/A 1,865 1,240 35,441 46,565 2024-10-17 $42.70 $40.00 50.5% 14.5% 37.6% 22.5% 50.1% 3.0% -1.8% 536.1K -71.9M -361.2K 0.14 31.77 N/A N/A 7,849 1,114 35,917 47,143 2024-10-18 $42.80 $40.00 48.8% 14.4% 37.1% 20.6% 50.1% 2.4% -2.4% 1.5M -80.6M -370.5K 0.12 21.14 N/A N/A 4,376 540 39,403 47,748 2024-10-21 $42.63 $40.00 50.5% 15.1% 33.1% 22.5% 53.2% 1.0% -2.3% -62.2K -46.2M -372.3K 0.76 41.25 N/A N/A 4,083 3,084 29,927 44,238 2024-10-22 $44.00 $41.00 46.4% 15.4% 32.7% 18.0% 55.4% -0.9% 7.2% 598.5K -66.3M -376.7K 0.24 36.05 N/A N/A 10,125 2,446 32,397 46,303 2024-10-23 $43.95 $41.00 51.4% 15.3% 32.3% 23.5% 53.2% 3.0% -2.6% 822.4K -78.8M -436.5K 0.06 33.18 N/A N/A 3,455 214 37,782 46,152 2024-10-24 $43.69 $41.00 50.3% 15.5% 31.7% 22.3% 53.8% 2.1% -1.7% 749.4K -77.9M -435.7K 0.19 39.52 N/A N/A 2,643 492 38,823 46,287 2024-10-25 $44.39 $41.00 49.1% 15.7% 32.0% 21.0% 55.0% 2.9% -11.6% 808.6K -89.1M -432.0K 0.21 35.21 N/A N/A 3,610 772 40,441 46,692 2024-10-28 $44.64 $41.00 50.1% 15.7% 31.2% 22.1% 55.4% 2.1% -1.5% 1.2M -92.3M -422.1K 0.49 40.44 N/A N/A 2,648 1,304 40,463 46,118 2024-10-29 $44.27 $42.00 50.8% 15.7% 31.3% 22.8% 55.8% 1.9% -3.8% 1.3M -89.0M -426.0K 0.11 41.19 N/A N/A 1,952 215 41,847 47,098 2024-10-30 $44.77 $42.00 50.1% 16.4% 29.5% 22.1% 57.3% 9.1% -10.1% 1.3M -95.2M -416.9K 0.73 41.34 N/A N/A 983 719 41,419 47,200 2024-10-31 $44.30 $42.00 52.9% 17.2% 29.8% 25.2% 60.5% 1.7% -1.8% 1.1M -85.6M -433.4K 0.13 38.70 N/A N/A 4,143 552 41,581 47,654
« Sep 2024 | All History | Nov 2024 » Home CART History October 2024