CBL Options History — September 2020

In September 2020, CBL traded between $0.16 and $0.20. ATM implied volatility averaged 173.9%, placing in the 65.1% IV rank vs the trailing year. IV traded above realized volatility by 57.5% (HV 20d: 116.4%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 0.28.

Notable Days

  • 2020-09-21: Highest Volume — 461 contracts
  • 2020-09-30: Largest IV drop — 21.9% change
  • 2020-09-28: Highest IV Rank — 75.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.18$0.16$0.20$0.18$0.16
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV173.9%150.8%199.5%179.7%150.8%
HV 20d116.4%61.8%197.5%197.5%81.4%
HV 60d154.1%147.4%166.5%166.5%150.8%
IV Rank65.1%55.7%75.7%67.5%55.7%
IV Percentile83.3%61.9%98.8%87.7%61.9%
Skew 25d4.7%-59.1%38.2%35.2%38.2%
Skew 10d4.7%-59.1%38.2%35.2%38.2%
Call IV 25d170.9%115.0%272.7%115.0%125.0%
Put IV 25d175.6%150.1%213.6%150.1%163.2%
Bid-Ask Spread %125.7526.29157.2066.71131.89
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX38.4K31.5K46.2K41.7K31.5K
Net VEX-30-32-28-32-28
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.002.950.820.00
Total Volume125.191346113313
Total OI30,680.04828,28732,40931,84528,468

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-09-01$0.18$1.00179.7%0.0%197.5%67.5%0.0%35.2%0.0%041.7K-320.8266.71N/AN/A736029,5292,316
2020-09-02$0.18$1.00160.8%0.0%197.5%59.8%0.0%0.0%0.0%041.3K-320.0026.29N/AN/A200029,5352,295
2020-09-03$0.18$1.00161.5%0.0%158.4%60.1%0.0%0.0%0.0%041.3K-320.0496.30N/AN/A185829,5792,293
2020-09-04$0.18$1.00162.3%0.0%148.4%60.4%0.0%0.0%0.0%041.3K-320.22144.75N/AN/A1132529,5712,294
2020-09-08$0.18$1.00165.5%0.0%144.0%61.7%0.0%0.0%0.0%040.9K-320.10144.75N/AN/A41429,6262,274
2020-09-09$0.18$1.00166.3%0.0%141.4%62.1%0.0%0.0%0.0%041.0K-320.02134.80N/AN/A198329,6382,276
2020-09-10$0.19$1.00161.3%0.0%142.5%60.0%0.0%0.0%0.0%043.2K-320.11133.47N/AN/A2032229,8222,272
2020-09-11$0.18$1.00168.0%0.0%142.7%62.7%0.0%0.0%0.0%040.7K-320.12121.57N/AN/A42529,8972,261
2020-09-14$0.17$1.00177.1%0.0%142.4%66.5%0.0%0.0%0.0%038.4K-320.01145.63N/AN/A140129,9042,259
2020-09-15$0.17$1.00178.1%0.0%142.4%66.9%0.0%0.0%0.0%038.3K-322.95157.20N/AN/A195629,9852,253
2020-09-16$0.18$1.00172.5%0.0%140.2%64.6%0.0%0.0%0.0%041.5K-320.01155.43N/AN/A119130,0042,307
2020-09-17$0.19$1.00167.3%0.0%97.8%62.5%0.0%0.0%0.0%043.8K-320.02141.96N/AN/A94230,0852,306
2020-09-18$0.20$1.00162.6%0.0%61.8%60.5%0.0%-59.1%0.0%046.2K-320.02127.86N/AN/A241530,1012,308
2020-09-21$0.18$1.00177.3%0.0%70.1%66.6%0.0%0.0%0.0%035.8K-280.00114.84N/AN/A461026,2981,989
2020-09-22$0.18$1.00178.3%0.0%67.2%67.0%0.0%38.2%0.0%035.8K-280.15115.02N/AN/A27426,4311,989
2020-09-23$0.17$1.00186.2%0.0%67.8%70.2%0.0%0.0%0.0%033.8K-281.24132.73N/AN/A172126,4461,989
2020-09-24$0.16$1.00194.7%0.0%70.5%73.7%0.0%0.0%0.0%031.5K-280.00135.68N/AN/A38026,4481,970
2020-09-25$0.17$1.00188.4%0.0%74.6%71.1%0.0%0.0%0.0%033.5K-280.00136.42N/AN/A112026,4431,970
2020-09-28$0.16$1.00199.5%0.0%77.1%75.7%0.0%0.0%0.0%031.5K-280.04138.71N/AN/A28126,4441,970
2020-09-29$0.17$1.00193.0%0.0%78.8%73.0%0.0%0.0%0.0%033.5K-280.00138.71N/AN/A47026,4661,970
2020-09-30$0.16$1.00150.8%0.0%81.4%55.7%0.0%0.0%0.0%031.5K-280.00131.89N/AN/A13026,4981,970