CART Options History — January 2025 In January 2025, CART traded between $42.87 and $48.67. ATM implied volatility averaged 43.6%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 2.4% (HV 20d: 41.2%). Max pain ranged from $39.00 to $44.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.57.
Notable Days 2025-01-21 : Highest Volume — 9,800 contracts2025-01-21 : Largest IV drop — 16.4% change2025-01-31 : Highest IV Rank — 24.6%2025-01-14 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $45.61 $42.87 $48.67 $43.02 $48.19 Max Pain $42.25 $39.00 $44.00 $39.00 $44.00 ATM IV 43.6% 35.4% 52.4% 38.7% 52.4% Expected Move 12.1% 10.2% 14.2% 11.0% 11.2% HV 20d 41.2% 35.5% 44.3% 39.0% 40.2% HV 60d 43.2% 40.9% 44.5% 41.4% 44.5% IV Rank 14.9% 5.8% 24.6% 9.5% 24.6% IV Percentile 44.3% 7.1% 69.8% 31.3% 69.8% Term Structure 3.9% -4.3% 12.3% 4.0% -1.9% VWIV 42.5% 35.6% 49.8% 39.1% 39.3% Skew 25d 2.0% -25.1% 21.6% 1.1% -21.6% Skew 10d 3.6% -34.6% 27.9% 12.6% 6.7% Call IV 25d 41.0% 23.8% 54.2% 37.6% 54.2% Put IV 25d 43.0% 28.5% 58.6% 38.7% 32.6% Bid-Ask Spread % 42.30 23.08 58.51 54.12 47.45 Gamma HHI 0.17 0.09 0.58 0.09 0.17 Net GEX 1.7M 208.8K 8.0M 208.8K 1.8M Net DEX -65.2M -103.4M -27.8M -54.7M -66.3M Net VEX -325.4K -373.2K -296.6K -322.8K -373.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.11 1.74 1.15 0.35 Total Volume 3,961.6 1,047 9,800 2,235 3,325 Total OI 65,425.5 44,419 78,773 73,573 58,605
Daily Data (20 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 2025-01-02 $43.02 $39.00 38.7% 11.0% 39.0% 9.5% 39.1% 1.1% 4.0% 208.8K -54.7M -322.8K 1.15 54.12 N/A N/A 1,039 1,196 35,678 37,895 2025-01-03 $44.79 $39.00 38.0% 10.3% 38.3% 8.7% 36.2% 2.8% 3.4% 1.7M -79.9M -314.0K 0.74 53.31 N/A N/A 1,812 1,339 35,887 37,930 2025-01-06 $44.23 $40.00 40.8% 13.5% 35.5% 11.8% 47.5% 8.2% 7.7% 1.1M -71.5M -307.9K 0.42 23.08 N/A N/A 2,993 1,254 35,533 37,121 2025-01-07 $42.87 $41.00 40.5% 13.6% 37.2% 11.4% 47.5% 10.8% 7.8% 450.0K -53.4M -318.9K 0.92 23.72 N/A N/A 545 502 36,179 37,725 2025-01-08 $45.00 $41.00 42.2% 13.8% 39.1% 13.3% 48.5% 2.4% 5.0% 1.6M -79.5M -309.4K 0.65 25.32 N/A N/A 2,537 1,638 36,308 37,873 2025-01-10 $43.93 $41.00 45.1% 14.2% 40.2% 16.5% 49.4% -5.1% 7.6% 1.1M -67.2M -305.8K 0.27 32.08 N/A N/A 2,029 541 36,570 38,295 2025-01-13 $44.46 $41.00 47.0% 14.2% 39.9% 18.6% 49.6% 21.6% -0.8% 1.4M -73.2M -304.8K 0.33 24.55 N/A N/A 1,983 649 36,666 37,049 2025-01-14 $46.31 $41.00 47.7% 14.2% 42.1% 19.4% 49.8% 0.2% 11.6% 1.9M -95.8M -296.6K 0.11 33.65 N/A N/A 8,078 919 36,432 37,213 2025-01-15 $45.23 $42.00 50.5% 13.9% 43.2% 22.5% 47.8% 8.8% -0.1% 2.5M -88.6M -305.1K 0.21 42.45 N/A N/A 4,609 958 39,351 37,917 2025-01-16 $46.53 $42.00 46.7% 13.3% 43.5% 18.3% 46.7% 3.7% -0.4% 2.9M -103.4M -307.1K 0.34 40.40 N/A N/A 2,532 860 39,630 38,189 2025-01-17 $46.09 $43.00 44.3% 12.9% 43.8% 15.6% 45.9% 20.6% 1.6% 2.5M -97.6M -310.3K 1.07 39.49 N/A N/A 2,260 2,424 40,192 38,581 2025-01-21 $46.39 $43.00 37.0% 10.6% 42.0% 7.5% 37.6% 1.5% 8.2% 1.0M -47.1M -307.1K 1.74 46.78 N/A N/A 3,571 6,229 23,886 20,533 2025-01-22 $44.85 $44.00 35.4% 10.2% 44.2% 5.8% 35.6% 1.0% -2.2% 297.0K -27.8M -343.1K 0.60 45.04 N/A N/A 1,245 742 26,183 26,276 2025-01-23 $45.34 $44.00 37.4% 10.2% 44.2% 8.0% 35.7% 0.5% 8.1% 429.5K -33.5M -346.1K 0.11 58.51 N/A N/A 3,684 413 26,616 26,972 2025-01-24 $46.06 $44.00 39.7% 10.2% 44.3% 10.6% 36.2% 1.1% 12.3% 8.0M -47.4M -342.7K 0.25 52.24 N/A N/A 1,990 497 29,213 27,233 2025-01-27 $45.75 $44.00 42.9% 10.7% 42.8% 14.1% 39.3% -1.9% 8.5% 538.8K -37.3M -344.3K 1.37 50.09 N/A N/A 760 1,041 26,710 26,508 2025-01-28 $46.61 $44.00 47.9% 10.6% 43.2% 19.6% 37.0% -1.4% 0.2% 957.4K -46.4M -342.4K 0.38 53.94 N/A N/A 961 366 27,072 26,297 2025-01-29 $47.91 $44.00 51.9% 11.5% 40.7% 24.1% 40.2% -25.1% 2.4% 1.2M -60.2M -341.4K 0.18 52.19 N/A N/A 5,147 934 27,617 26,566 2025-01-30 $48.67 $44.00 45.9% 11.5% 40.8% 17.5% 40.1% 10.8% -4.3% 1.7M -73.4M -365.0K 0.19 47.49 N/A N/A 4,737 893 31,088 26,921 2025-01-31 $48.19 $44.00 52.4% 11.2% 40.2% 24.6% 39.3% -21.6% -1.9% 1.8M -66.3M -373.2K 0.35 47.45 N/A N/A 2,467 858 31,424 27,181
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