CBL Options History — March 2023 In March 2023, CBL traded between $23.99 and $27.20. ATM implied volatility averaged 53.5%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 22.8% (HV 20d: 30.8%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 4.47.
Notable Days 2023-03-07 : Highest Volume — 1,695 contracts2023-03-15 : Largest IV drop — 62.1% change2023-03-13 : Highest IV Rank — 49.0%2023-03-01 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.36 $23.99 $27.20 $26.03 $25.48 Max Pain $25.65 $25.00 $30.00 $30.00 $25.00 ATM IV 53.5% 38.6% 107.8% 61.7% 38.8% Expected Move 11.7% 7.3% 17.7% 17.7% 11.1% HV 20d 30.8% 25.5% 35.3% 25.5% 34.0% HV 60d 36.3% 34.3% 40.5% 40.0% 35.2% IV Rank 18.5% 9.3% 49.0% 24.6% 9.4% IV Percentile 32.0% 9.6% 74.9% 62.5% 10.0% Term Structure -4.2% -33.2% 22.4% -33.2% -0.7% VWIV 38.7% 30.0% 48.0% 32.6% 42.0% Skew 25d 5.3% -20.8% 29.0% 3.8% 4.5% Skew 10d 16.6% -21.4% 73.7% -21.4% 13.9% Call IV 25d 36.5% 26.5% 68.7% 44.5% 32.4% Put IV 25d 41.8% 31.3% 61.1% 48.3% 36.9% Bid-Ask Spread % 107.27 85.50 125.64 121.23 116.93 Gamma HHI 0.48 0.47 0.50 0.48 0.49 Net GEX -58.0K -332.8K 335.1K -78.0K -274.5K Net DEX 131.8K -10.3M 6.0M 1.4M -2.1M Net VEX -110.1K -129.7K -90.6K -98.5K -106.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.47 0.00 50.60 0.00 3.00 Total Volume 386.478 3 1,695 16 4 Total OI 35,267.348 30,182 37,375 30,182 37,375
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 2023-03-01 $26.03 $30.00 61.7% 17.7% 25.5% 24.6% 0.0% 3.8% -33.2% -78.0K 1.4M -98.5K 0.00 121.23 N/A N/A 16 0 18,863 11,319 2023-03-02 $26.42 $30.00 50.5% 14.5% 26.1% 18.8% 0.0% 4.0% -28.0% 32.7K -1.8M -106.7K 0.08 125.64 N/A N/A 1,200 100 18,879 11,319 2023-03-03 $26.80 $30.00 46.7% 13.4% 26.5% 16.7% 0.0% 4.4% -22.3% 139.7K -4.9M -115.2K 0.00 120.06 N/A N/A 758 0 20,073 11,419 2023-03-06 $27.10 $25.00 49.1% 8.0% 26.7% 18.0% 0.0% 3.4% 1.0% 205.4K -7.0M -116.3K 0.00 85.50 N/A N/A 851 1 20,829 11,419 2023-03-07 $26.80 $25.00 51.8% 7.9% 27.1% 19.4% 32.6% 4.3% -0.1% 103.3K -5.4M -116.9K 0.02 90.17 N/A N/A 1,669 26 21,680 11,420 2023-03-08 $27.20 $25.00 67.0% 7.3% 26.0% 27.4% 30.1% 2.1% -3.8% 335.1K -10.3M -128.7K 0.01 87.20 N/A N/A 1,104 15 23,312 11,446 2023-03-09 $26.30 $25.00 56.8% 9.4% 28.9% 22.0% 30.0% 8.9% -2.0% 84.8K -4.2M -129.7K 0.25 92.11 N/A N/A 100 25 24,380 11,461 2023-03-10 $25.35 $25.00 76.0% 9.1% 31.3% 32.2% 32.1% 9.8% -1.1% -332.8K 2.4M -117.1K 50.60 93.36 N/A N/A 5 253 24,415 11,486 2023-03-13 $25.04 $25.00 107.8% 10.5% 29.5% 49.0% 37.1% 5.9% -1.5% -242.3K 4.0M -114.3K 1.23 89.24 N/A N/A 81 100 24,410 11,709 2023-03-14 $24.62 $25.00 102.0% 10.3% 29.6% 44.0% 36.6% 11.6% -1.1% -247.5K 4.3M -113.8K 22.20 99.02 N/A N/A 5 111 24,343 11,709 2023-03-15 $24.21 $25.00 38.6% 11.1% 29.9% 9.3% 42.7% 14.1% 9.5% -231.3K 3.5M -118.0K 0.00 103.93 N/A N/A 11 0 24,348 11,719 2023-03-16 $24.64 $25.00 40.3% 11.5% 30.9% 10.2% 48.0% -20.8% 22.4% 148.3K 1.1M -113.8K 0.00 108.84 N/A N/A 0 35 24,345 11,719 2023-03-17 $24.16 $25.00 44.6% 12.8% 31.3% 12.6% 44.8% 19.0% -1.1% -50.5K 2.2M -116.5K 1.14 109.08 N/A N/A 88 100 24,345 11,754 2023-03-20 $24.98 $25.00 44.7% 12.8% 32.9% 12.6% 41.8% 2.6% -6.5% 16.1K -778.5K -117.4K 0.50 113.44 N/A N/A 2 1 24,418 11,834 2023-03-21 $25.36 $25.00 40.4% 11.6% 31.3% 10.3% 40.5% 0.5% 1.3% 17.9K 715.7K -107.8K 0.29 109.50 N/A N/A 85 25 24,419 11,866 2023-03-22 $24.42 $25.00 49.7% 14.3% 33.9% 15.4% 47.8% 24.4% -16.1% 23.7K 2.2M -106.0K 0.00 115.07 N/A N/A 0 100 24,419 11,891 2023-03-23 $24.23 $25.00 47.6% 13.6% 33.9% 14.2% 39.6% -15.4% -9.3% -117.7K 5.0M -98.5K 1.05 117.50 N/A N/A 500 525 24,519 11,991 2023-03-24 $23.99 $25.00 43.9% 12.6% 32.8% 12.2% 0.0% 3.5% 9.9% -247.0K 6.0M -90.6K 0.00 114.87 N/A N/A 0 45 24,519 12,016 2023-03-27 $24.88 $25.00 44.4% 12.7% 35.3% 12.5% 41.6% 29.0% -1.0% -108.1K 2.3M -96.5K 3.05 109.13 N/A N/A 39 119 24,519 12,061 2023-03-28 $24.88 $25.00 46.1% 13.2% 35.3% 13.4% 35.0% -5.3% -12.0% -139.1K 2.0M -102.8K 0.75 114.33 N/A N/A 315 236 24,519 12,312 2023-03-29 $25.08 $25.00 42.9% 12.3% 34.6% 11.7% 33.5% 2.6% -9.4% -235.0K 2.5M -98.6K 0.78 114.97 N/A N/A 50 39 24,777 12,348 2023-03-30 $25.24 $25.00 39.9% 11.4% 34.2% 10.0% 40.3% 5.8% 9.8% -138.0K -117.6K -102.4K 0.00 116.03 N/A N/A 0 150 24,827 12,398 2023-03-31 $25.48 $25.00 38.8% 11.1% 34.0% 9.4% 42.0% 4.5% -0.7% -274.5K -2.1M -106.9K 3.00 116.93 N/A N/A 1 3 24,827 12,548
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