CART Options History — December 2024 In December 2024, CART traded between $41.47 and $45.69. ATM implied volatility averaged 37.5%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 5.4% (HV 20d: 42.9%). Max pain ranged from $38.00 to $43.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.00.
Notable Days 2024-12-02 : Highest Volume — 10,635 contracts2024-12-06 : Largest IV drop — 8.3% change2024-12-19 : Highest IV Rank — 12.4%2024-12-19 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $42.77 $41.47 $45.69 $43.75 $41.47 Max Pain $38.81 $38.00 $43.00 $43.00 $39.00 ATM IV 37.5% 34.2% 41.4% 37.1% 37.7% Expected Move 10.7% 9.9% 11.8% 10.8% 10.6% HV 20d 42.9% 30.0% 57.2% 55.2% 36.5% HV 60d 42.0% 40.5% 44.1% 42.2% 41.4% IV Rank 8.1% 4.5% 12.4% 7.7% 8.3% IV Percentile 21.2% 4.0% 36.5% 17.9% 26.2% Term Structure 1.6% -7.6% 13.7% -0.4% 7.6% VWIV 38.0% 33.4% 42.5% 38.8% 36.9% Skew 25d -1.1% -15.0% 6.9% 5.3% 2.1% Skew 10d 7.1% -8.1% 22.7% 5.0% 3.0% Call IV 25d 38.0% 30.8% 51.7% 30.8% 36.4% Put IV 25d 36.9% 22.3% 42.8% 36.2% 38.5% Bid-Ask Spread % 51.80 40.77 60.32 51.05 58.55 Gamma HHI 0.10 0.08 0.13 0.10 0.08 Net GEX 568.7K -319.5K 1.9M 1.5M -255.8K Net DEX -51.7M -92.0M -34.0M -70.9M -34.0M Net VEX -362.7K -396.2K -327.4K -354.0K -327.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.17 3.65 3.65 1.75 Total Volume 2,824.381 1,335 10,635 10,635 1,364 Total OI 78,018.238 69,699 83,320 71,069 73,076
Daily Data (21 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 2024-12-02 $43.75 $43.00 37.1% 10.8% 55.2% 7.7% 38.8% 5.3% -0.4% 1.5M -70.9M -354.0K 3.65 51.05 N/A N/A 2,287 8,348 39,847 31,222 2024-12-03 $43.67 $43.00 36.9% 10.9% 55.2% 7.4% 37.8% -1.1% -7.6% 1.1M -65.1M -395.5K 1.06 47.91 N/A N/A 648 687 40,601 39,077 2024-12-04 $45.69 $43.00 36.9% 10.9% 57.2% 7.4% 38.8% 0.4% -0.9% 1.9M -92.0M -383.5K 0.28 50.48 N/A N/A 3,648 1,004 40,825 39,455 2024-12-05 $43.83 $38.00 37.3% 10.7% 56.6% 7.9% 37.6% -0.1% -0.3% 1.1M -66.8M -396.2K 0.64 48.88 N/A N/A 1,567 997 40,920 39,929 2024-12-06 $44.00 $38.00 34.2% 10.3% 55.2% 4.5% 36.6% 0.3% -0.8% 1.1M -67.6M -389.1K 1.14 52.03 N/A N/A 962 1,092 41,457 40,581 2024-12-09 $42.53 $38.00 36.7% 10.7% 55.4% 7.2% 38.1% -13.8% 2.4% 445.1K -48.2M -382.5K 0.77 51.85 N/A N/A 2,173 1,678 39,939 39,021 2024-12-10 $42.45 $38.00 38.2% 10.8% 55.3% 8.9% 38.0% 6.9% -0.4% 354.8K -45.5M -383.3K 0.59 47.49 N/A N/A 864 510 41,277 40,320 2024-12-11 $41.85 $38.00 37.6% 10.6% 55.2% 8.3% 37.5% -14.8% -0.3% 41.2K -38.4M -379.6K 0.38 50.18 N/A N/A 984 376 41,483 40,383 2024-12-12 $41.99 $38.00 36.8% 10.6% 38.5% 7.3% 37.2% -1.0% 0.2% 104.1K -39.4M -372.4K 0.24 44.05 N/A N/A 2,730 654 41,999 40,383 2024-12-13 $41.75 $38.00 36.7% 10.6% 38.5% 7.2% 37.3% 0.2% -0.1% -319.5K -35.3M -376.5K 2.81 47.40 N/A N/A 944 2,654 42,688 40,632 2024-12-16 $42.70 $38.00 37.8% 10.8% 37.6% 8.4% 38.3% 0.4% 13.7% 539.4K -52.1M -363.2K 0.48 40.77 N/A N/A 1,355 652 40,478 39,744 2024-12-17 $42.90 $38.00 38.9% 11.1% 37.3% 9.6% 38.9% 0.1% -0.2% 674.1K -54.3M -370.5K 0.88 52.27 N/A N/A 809 715 40,908 40,148 2024-12-18 $41.64 $38.00 39.4% 11.3% 35.7% 10.2% 42.3% 0.1% 2.2% -207.3K -35.2M -364.1K 0.48 54.16 N/A N/A 1,471 700 41,194 40,369 2024-12-19 $42.05 $38.00 41.4% 11.8% 33.8% 12.4% 42.5% 2.2% 1.3% -136.0K -40.8M -357.5K 0.17 56.25 N/A N/A 1,854 317 41,111 40,570 2024-12-20 $41.83 $38.00 38.2% 10.9% 30.0% 8.8% 38.7% 2.3% -0.5% 269.9K -37.6M -351.8K 1.17 55.97 N/A N/A 2,003 2,350 41,647 40,508 2024-12-23 $42.05 $38.00 37.8% 10.7% 30.1% 8.5% 37.7% 1.6% 1.6% 370.8K -41.7M -341.7K 0.23 53.40 N/A N/A 1,525 355 34,489 35,210 2024-12-24 $43.63 $38.00 37.3% 9.9% 33.0% 7.8% 35.7% -15.0% -0.5% 1.3M -63.7M -338.3K 0.18 60.32 N/A N/A 1,534 276 35,332 35,439 2024-12-26 $43.97 $38.00 35.3% 10.1% 33.0% 5.7% 33.4% -4.1% 8.8% 1.8M -71.0M -327.5K 0.68 57.83 N/A N/A 1,064 721 35,939 35,509 2024-12-27 $42.21 $38.00 36.7% 10.2% 36.2% 7.2% 37.7% 3.4% 1.8% 406.0K -44.1M -332.0K 3.18 51.09 N/A N/A 936 2,972 36,524 35,878 2024-12-30 $42.21 $39.00 38.8% 10.6% 36.1% 9.5% 38.5% 1.2% 6.7% -140.4K -42.8M -330.8K 0.27 55.87 N/A N/A 1,209 323 34,838 37,433 2024-12-31 $41.47 $39.00 37.7% 10.6% 36.5% 8.3% 36.9% 2.1% 7.6% -255.8K -34.0M -327.4K 1.75 58.55 N/A N/A 496 868 35,527 37,549
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