CBL Options History — October 2022

In October 2022, CBL traded between $24.29 and $28.70. ATM implied volatility averaged 53.9%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 15.4% (HV 20d: 38.5%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 2.29.

Notable Days

  • 2022-10-21: Highest Volume — 378 contracts
  • 2022-10-31: Largest IV drop — 16.3% change
  • 2022-10-25: Highest IV Rank — 19.7%
  • 2022-10-25: Largest Expected Move — 18.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.79$24.29$28.70$24.84$28.70
Max Pain$25.71$25.00$30.00$30.00$25.00
ATM IV53.9%46.3%62.9%51.4%47.1%
Expected Move15.6%13.3%18.0%14.7%13.5%
HV 20d38.5%33.9%43.3%40.9%41.1%
HV 60d49.8%48.2%52.2%49.6%52.2%
IV Rank15.9%12.8%19.7%14.9%13.2%
IV Percentile22.4%9.2%36.3%15.5%10.8%
Term Structure-5.3%-28.7%13.7%1.6%-9.7%
VWIV57.4%49.0%64.9%62.9%64.4%
Skew 25d10.6%-0.9%51.3%1.6%51.3%
Skew 10d28.2%6.2%80.1%10.8%80.1%
Call IV 25d50.4%36.0%57.6%56.3%36.0%
Put IV 25d60.9%51.9%87.4%57.8%87.4%
Bid-Ask Spread %54.8021.54105.3154.30105.31
Gamma HHI0.430.360.530.470.46
Net GEX-8.3K-14.0K7.9K-12.0K7.9K
Net DEX360.5K-270.4K619.7K559.2K-270.4K
Net VEX-1.5K-2.3K-1.1K-1.2K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.290.214.703.520.23
Total Volume264169378226297
Total OI655.333538725628603

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$24.84$30.0051.4%14.7%40.9%14.9%62.9%1.6%1.6%-12.0K559.2K-1.2K3.5254.30N/AN/A50176111517
2022-10-04$25.31$30.0047.0%13.5%38.3%13.1%64.9%-0.9%3.6%-12.4K550.5K-1.2K3.5279.74N/AN/A50176113523
2022-10-05$24.38$30.0046.3%13.3%38.5%12.8%60.5%10.0%4.2%-11.3K581.1K-1.1K4.5272.12N/AN/A50226113521
2022-10-06$24.68$25.0047.5%14.6%39.1%13.3%54.8%6.7%-7.3%-14.0K609.5K-1.2K4.5242.21N/AN/A50226113571
2022-10-07$24.29$25.0047.9%14.9%39.1%13.5%54.8%7.8%-7.5%-13.2K619.7K-1.2K4.7028.03N/AN/A50235113571
2022-10-10$24.79$25.0051.2%15.4%40.6%14.8%57.1%9.1%-8.1%-13.8K612.3K-1.2K3.3621.54N/AN/A70235113581
2022-10-11$25.43$25.0055.4%16.1%42.3%16.6%59.2%8.5%-9.6%-13.3K555.3K-1.3K3.3627.36N/AN/A70235133581
2022-10-12$25.65$25.0056.8%16.3%37.9%17.1%60.4%10.0%-10.6%-12.5K542.4K-1.3K2.5745.66N/AN/A70180133581
2022-10-13$26.00$25.0054.6%15.7%38.4%16.2%58.2%7.3%-9.1%-12.7K538.8K-1.2K2.5753.31N/AN/A70180133582
2022-10-14$25.50$25.0054.1%15.5%37.0%16.0%54.5%8.0%-8.3%-12.1K558.7K-1.2K1.8947.56N/AN/A70132133581
2022-10-17$26.13$25.0056.0%16.1%38.2%16.8%56.4%9.3%-10.5%-11.2K540.1K-1.2K1.9131.65N/AN/A69132133581
2022-10-18$26.15$25.0055.5%15.9%35.8%16.6%55.9%8.2%-6.9%-10.7K526.8K-1.2K2.3640.11N/AN/A56132144581
2022-10-19$25.79$25.0054.6%15.7%36.1%16.3%55.5%7.1%-7.0%-11.1K543.5K-1.2K3.5732.65N/AN/A37132143581
2022-10-20$25.61$25.0053.4%15.3%34.3%15.7%54.6%8.8%-4.7%-11.7K323.6K-1.2K3.7241.37N/AN/A36134144493
2022-10-21$25.48$25.0057.8%16.6%33.9%17.6%59.0%7.1%-5.6%-10.9K328.3K-1.1K0.6230.83N/AN/A234144144495
2022-10-24$24.77$25.0059.1%16.9%35.3%18.1%58.8%7.5%-6.9%-5.2K177.3K-1.8K0.2245.46N/AN/A25555251287
2022-10-25$26.01$25.0062.9%18.0%39.3%19.7%55.0%3.3%-28.7%-1.1K64.2K-2.0K0.2193.88N/AN/A25655303287
2022-10-26$27.17$25.0062.7%18.0%39.7%19.6%50.0%27.5%13.7%1.1K-112.1K-2.3K0.2175.97N/AN/A25655304287
2022-10-27$26.63$25.0054.0%15.5%38.6%16.0%49.0%15.0%12.0%1.0K-77.4K-2.2K0.2197.42N/AN/A25655305287
2022-10-28$28.19$25.0056.3%16.1%43.3%16.9%59.0%8.6%-5.7%4.3K-201.5K-2.3K0.2384.34N/AN/A24255305287
2022-10-31$28.70$25.0047.1%13.5%41.1%13.2%64.4%51.3%-9.7%7.9K-270.4K-2.2K0.23105.31N/AN/A24255316287