CBL Options History — October 2020

In October 2020, CBL traded between $0.15 and $0.17. ATM implied volatility averaged 157.3%, placing in the 58.4% IV rank vs the trailing year. IV traded above realized volatility by 83.7% (HV 20d: 73.6%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.46.

Notable Days

  • 2020-10-05: Highest Volume — 163 contracts
  • 2020-10-05: Largest IV drop — 7.1% change
  • 2020-10-30: Highest IV Rank — 67.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.16$0.15$0.17$0.16$0.15
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV157.3%134.5%178.3%138.2%178.3%
HV 20d73.6%54.1%87.8%81.4%58.7%
HV 60d136.2%106.9%151.6%150.8%106.9%
IV Rank58.4%49.0%67.0%50.5%67.0%
IV Percentile67.6%49.2%83.7%52.0%83.7%
Bid-Ask Spread %117.3060.14157.20116.5165.49
Net GEX00000
Net DEX32.0K29.4K33.7K31.5K29.4K
Net VEX-29-29-28-28-29
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.006.500.560.33
Total Volume31.5451163144
Total OI28,684.77328,47728,81228,47728,735

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$0.16$1.00138.2%0.0%81.4%50.5%0.0%0.0%0.0%031.5K-280.56116.51N/AN/A9526,5071,970
2020-10-02$0.16$1.00144.7%0.0%81.4%53.2%0.0%0.0%0.0%031.6K-280.08110.49N/AN/A64526,5151,975
2020-10-05$0.17$1.00134.5%0.0%84.8%49.0%0.0%0.0%0.0%033.6K-290.00133.29N/AN/A163026,5261,975
2020-10-06$0.17$1.00140.2%0.0%84.8%51.3%0.0%0.0%0.0%033.6K-290.25126.80N/AN/A4126,6701,975
2020-10-07$0.16$1.00148.3%0.0%87.2%54.7%0.0%0.0%0.0%031.6K-290.00157.20N/AN/A2026,6691,975
2020-10-08$0.17$1.00141.6%0.0%87.8%51.9%0.0%0.0%0.0%033.6K-290.00142.53N/AN/A10026,6711,975
2020-10-09$0.17$1.00142.3%0.0%85.9%52.2%0.0%0.0%0.0%033.6K-290.20157.20N/AN/A45926,6811,975
2020-10-12$0.17$1.00144.5%0.0%83.5%53.1%0.0%0.0%0.0%033.7K-290.00155.04N/AN/A15026,7421,984
2020-10-13$0.16$1.00152.9%0.0%86.2%56.6%0.0%0.0%0.0%031.7K-290.00140.43N/AN/A30026,7571,984
2020-10-14$0.16$1.00153.8%0.0%83.3%56.9%0.0%0.0%0.0%031.7K-290.00140.43N/AN/A73026,7671,984
2020-10-15$0.16$1.00154.6%0.0%80.3%57.2%0.0%0.0%0.0%031.7K-290.00138.69N/AN/A36026,7951,984
2020-10-16$0.16$1.00155.4%0.0%77.2%57.6%0.0%0.0%0.0%031.7K-290.0080.49N/AN/A1026,8281,984
2020-10-19$0.16$1.00158.1%0.0%68.8%58.7%0.0%0.0%0.0%031.5K-290.00119.77N/AN/A117026,7081,969
2020-10-20$0.16$1.00167.2%0.0%68.8%62.4%0.0%0.0%0.0%031.5K-290.0094.55N/AN/A19026,7331,969
2020-10-21$0.16$1.00168.1%0.0%66.1%62.8%0.0%0.0%0.0%031.5K-290.00126.47N/AN/A5026,7501,969
2020-10-22$0.16$1.00169.1%0.0%62.4%63.2%0.0%0.0%0.0%031.5K-290.00119.45N/AN/A12026,7541,969
2020-10-23$0.17$1.00169.4%0.0%62.4%63.3%0.0%0.0%0.0%033.5K-290.0797.49N/AN/A14126,7501,969
2020-10-26$0.16$1.00173.2%0.0%62.4%64.9%0.0%0.0%0.0%031.5K-291.71111.96N/AN/A71226,7541,968
2020-10-27$0.16$1.00174.3%0.0%58.2%65.3%0.0%0.0%0.0%031.5K-290.43116.69N/AN/A7326,7611,968
2020-10-28$0.16$1.00175.4%0.0%54.1%65.8%0.0%0.0%0.0%031.5K-296.5069.41N/AN/A21326,7681,971
2020-10-29$0.16$1.00176.5%0.0%54.1%66.2%0.0%0.0%0.0%031.4K-290.0060.14N/AN/A6026,7691,963
2020-10-30$0.15$1.00178.3%0.0%58.7%67.0%0.0%0.0%0.0%029.4K-290.3365.49N/AN/A3126,7721,963