CBL Options History — June 2022

In June 2022, CBL traded between $22.47 and $26.52. ATM implied volatility averaged 61.3%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded below realized volatility by 1962.5% (HV 20d: 2023.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 6 of 11 trading days. Term structure was in contango for 3 of 11 days. Put/call ratio averaged 0.19.

Notable Days

2022-06-30: Highest Volume — 218 contracts
2022-06-16: Largest IV spike — 37.8% change
2022-06-16: Highest IV Rank — 29.3%
2022-06-16: Largest Expected Move — 24.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.89	$22.47	$26.52	$25.45	$23.20
Max Pain	$24.17	$20.00	$25.00	$20.00	$25.00
ATM IV	61.3%	47.1%	86.4%	62.7%	57.8%
Expected Move	17.6%	13.5%	24.8%	18.0%	16.6%
HV 20d	2023.9%	2022.5%	2025.3%	2024.1%	2024.9%
HV 60d	1167.8%	1166.3%	1169.1%	1169.1%	1166.3%
IV Rank	19.0%	13.2%	29.3%	19.6%	17.5%
IV Percentile	6.9%	3.2%	17.1%	6.4%	5.6%
Term Structure	-5.0%	-17.2%	8.3%	-14.7%	1.2%
VWIV	57.1%	50.9%	72.0%	72.0%	55.9%
Skew 25d	4.4%	3.3%	5.4%	3.5%	5.4%
Skew 10d	9.4%	6.3%	12.1%	6.3%	12.1%
Call IV 25d	54.9%	50.3%	57.6%	50.3%	55.5%
Put IV 25d	59.4%	53.8%	61.9%	53.8%	60.9%
Bid-Ask Spread %	93.95	47.94	153.57	153.57	49.74
Gamma HHI	0.75	0.41	1.00	1.00	0.41
Net GEX	495	-985	2.7K	0	-985
Net DEX	-14.2K	-86.3K	2.9K	0	2.9K
Net VEX	-244	-998	0	0	-998
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	0.52	0.00	0.48
Total Volume	74	0	218	0	218
Total OI	55.273	0	227	0	227

Daily Data (11 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
2022-06-15	$25.45	$0.00	62.7%	18.0%	2024.1%	19.6%	0.0%	0.0%	-14.7%	0	0	0	0.00	153.57	N/A	N/A	0	0	0	0
2022-06-16	$24.85	$0.00	86.4%	24.8%	2023.4%	29.3%	0.0%	0.0%	-12.4%	0	0	0	0.00	151.59	N/A	N/A	0	0	0	0
2022-06-17	$26.52	$0.00	77.5%	22.2%	2023.4%	25.6%	0.0%	0.0%	-17.2%	0	0	0	0.00	142.00	N/A	N/A	0	0	0	0
2022-06-21	$25.95	$0.00	61.2%	17.5%	2023.8%	18.9%	0.0%	0.0%	-15.0%	0	0	0	0.00	139.92	N/A	N/A	20	0	0	0
2022-06-22	$25.91	$0.00	52.3%	15.0%	2023.8%	15.3%	72.0%	0.0%	-0.9%	860	-13.9K	-68	0.05	69.95	N/A	N/A	20	1	20	0
2022-06-23	$25.91	$20.00	50.9%	14.6%	2022.7%	14.7%	50.9%	0.0%	2.6%	849	-14.5K	-68	0.05	81.47	N/A	N/A	20	1	20	1
2022-06-24	$26.21	$25.00	47.1%	13.5%	2022.5%	13.2%	50.9%	3.5%	8.3%	826	-14.3K	-74	0.05	82.37	N/A	N/A	20	1	20	2
2022-06-27	$23.90	$25.00	58.5%	16.8%	2024.3%	17.8%	58.2%	5.1%	-3.4%	470	-6.0K	-45	0.01	64.03	N/A	N/A	127	1	20	2
2022-06-28	$23.45	$25.00	60.6%	17.4%	2024.6%	18.7%	59.7%	3.3%	-2.2%	2.7K	-86.3K	-697	0.39	47.94	N/A	N/A	127	50	127	2
2022-06-29	$22.47	$25.00	59.9%	17.2%	2025.3%	18.4%	52.3%	4.8%	-1.1%	706	-24.5K	-732	0.52	50.91	N/A	N/A	137	71	127	40
2022-06-30	$23.20	$25.00	57.8%	16.6%	2024.9%	17.5%	55.9%	5.4%	1.2%	-985	2.9K	-998	0.48	49.74	N/A	N/A	147	71	137	90