CBL Options History — August 2022 In August 2022, CBL traded between $28.10 and $32.01. ATM implied volatility averaged 40.3%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 6.3% (HV 20d: 46.6%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 3.88.
Notable Days 2022-08-31 : Highest Volume — 162 contracts2022-08-17 : Largest IV spike — 47.7% change2022-08-09 : Highest IV Rank — 19.2%2022-08-03 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.47 $28.10 $32.01 $30.70 $28.88 Max Pain $32.61 $25.00 $35.00 $25.00 $30.00 ATM IV 40.3% 21.6% 61.7% 51.6% 21.6% Expected Move 10.8% 6.2% 15.1% 14.8% 6.2% HV 20d 46.6% 22.9% 69.5% 35.6% 69.1% HV 60d 1164.3% 1163.8% 1164.8% 1164.6% 1164.8% IV Rank 10.4% 2.7% 19.2% 15.0% 2.7% IV Percentile 5.3% 1.6% 17.5% 7.2% 1.6% Term Structure -1.8% -17.8% 4.1% -8.8% 4.1% VWIV 41.0% 18.7% 82.5% 51.8% 18.7% Skew 25d 19.9% 1.1% 60.1% 8.6% 60.1% Skew 10d 35.2% 6.9% 84.1% 16.1% 84.1% Call IV 25d 36.3% 24.4% 51.8% 49.9% 32.7% Put IV 25d 56.2% 30.3% 92.8% 58.5% 92.8% Bid-Ask Spread % 75.06 33.79 99.53 39.78 95.39 Gamma HHI 0.56 0.33 0.68 0.64 0.56 Net GEX 5.0K -8.7K 11.5K 9.7K -8.7K Net DEX -101.9K -275.1K 202.9K -188.1K 194.0K Net VEX -539 -864 -367 -525 -864 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.88 0.00 20.00 4.69 7.53 Total Volume 56.522 0 162 148 162 Total OI 287.522 154 338 286 311
Daily Data (23 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 2022-08-01 $30.70 $25.00 51.6% 14.8% 35.6% 15.0% 51.8% 8.6% -8.8% 9.7K -188.1K -525 4.69 39.78 N/A N/A 26 122 128 158 2022-08-02 $30.62 $25.00 52.4% 15.0% 33.1% 15.4% 52.7% 6.2% -9.1% 10.1K -182.1K -511 4.69 75.05 N/A N/A 26 122 127 158 2022-08-03 $30.83 $25.00 52.6% 15.1% 30.3% 15.4% 52.8% 7.4% -10.9% 10.3K -191.6K -498 4.72 79.18 N/A N/A 25 118 127 158 2022-08-04 $30.73 $30.00 52.5% 12.0% 29.8% 15.4% 43.6% 4.3% -1.7% 10.6K -192.7K -523 4.92 65.10 N/A N/A 24 118 133 164 2022-08-05 $30.90 $30.00 53.6% 11.9% 28.1% 15.8% 43.1% 4.5% -1.7% 11.2K -204.9K -531 4.92 48.14 N/A N/A 24 118 138 164 2022-08-08 $30.50 $30.00 58.9% 12.0% 26.0% 18.0% 44.4% 4.5% -1.4% 11.1K -184.3K -511 5.36 67.51 N/A N/A 22 118 138 164 2022-08-09 $30.49 $30.00 61.7% 12.1% 26.2% 19.2% 38.8% 4.2% -2.0% 11.5K -184.9K -488 0.00 78.66 N/A N/A 0 9 139 164 2022-08-10 $31.29 $35.00 43.4% 12.5% 26.9% 11.7% 0.0% 6.7% -1.9% 10.5K -197.5K -525 3.00 67.94 N/A N/A 1 3 139 173 2022-08-11 $31.84 $35.00 45.0% 12.9% 26.8% 12.3% 40.2% 7.2% -2.3% 10.1K -226.1K -516 1.50 65.66 N/A N/A 4 6 140 176 2022-08-12 $31.99 $35.00 44.9% 12.9% 23.3% 12.3% 39.8% 7.1% -3.5% 10.0K -243.4K -482 0.50 67.09 N/A N/A 6 3 145 182 2022-08-15 $32.01 $35.00 45.4% 13.0% 22.9% 12.5% 0.0% 8.0% -4.3% 10.2K -244.7K -447 1.00 51.51 N/A N/A 3 3 149 185 2022-08-16 $31.87 $35.00 35.3% 10.1% 23.2% 8.3% 28.6% 10.1% 0.2% 11.1K -275.1K -367 0.00 87.67 N/A N/A 4 0 150 188 2022-08-17 $28.10 $35.00 52.1% 14.9% 52.6% 15.2% 52.1% 16.6% -17.8% 2.8K -73.7K -510 0.00 99.53 N/A N/A 34 0 148 188 2022-08-18 $31.81 $35.00 31.1% 8.9% 68.5% 6.6% 30.1% 1.1% 0.8% 10.3K -242.3K -414 0.00 99.04 N/A N/A 0 1 148 188 2022-08-19 $30.77 $35.00 29.8% 8.6% 69.5% 6.1% 0.0% 24.4% 2.6% 2.7K -220.8K -371 0.22 73.49 N/A N/A 9 2 139 189 2022-08-22 $30.49 $35.00 31.7% 9.1% 69.0% 6.8% 31.7% 26.7% 1.2% 3.0K -31.8K -384 2.83 33.79 N/A N/A 18 51 74 80 2022-08-23 $29.87 $35.00 30.5% 8.7% 69.2% 6.4% 30.5% 42.8% 1.5% -1.3K 40.1K -592 4.50 95.74 N/A N/A 4 18 91 124 2022-08-24 $29.87 $35.00 28.8% 8.2% 69.1% 5.6% 0.0% 44.4% 2.1% -2.7K 59.4K -653 0.00 93.04 N/A N/A 0 0 92 142 2022-08-25 $30.30 $35.00 26.9% 7.7% 67.5% 4.9% 0.0% 39.6% 3.1% -2.8K 43.5K -669 0.00 97.94 N/A N/A 3 0 92 142 2022-08-26 $29.59 $35.00 27.5% 7.9% 68.0% 5.1% 28.1% 49.9% 2.7% -3.2K 71.8K -622 20.00 86.63 N/A N/A 1 20 92 142 2022-08-29 $29.14 $35.00 27.5% 7.9% 68.1% 5.1% 27.6% 47.2% 2.4% -5.5K 128.4K -645 5.00 89.42 N/A N/A 6 30 93 162 2022-08-30 $28.33 $35.00 22.7% 6.5% 68.7% 3.1% 82.5% 25.6% 3.9% -6.8K 202.9K -755 2.27 69.07 N/A N/A 11 25 97 192 2022-08-31 $28.88 $30.00 21.6% 6.2% 69.1% 2.7% 18.7% 60.1% 4.1% -8.7K 194.0K -864 7.53 95.39 N/A N/A 19 143 102 209
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