CBL Options History — October 2024

In October 2024, CBL traded between $24.84 and $27.64. ATM implied volatility averaged 30.2%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 12.3% (HV 20d: 17.9%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.04.

Notable Days

  • 2024-10-23: Highest Volume — 18,120 contracts
  • 2024-10-21: Largest IV spike — 52.6% change
  • 2024-10-30: Highest IV Rank — 32.3%
  • 2024-10-30: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.24$24.84$27.64$25.19$26.60
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV30.2%18.7%46.1%21.4%36.7%
Expected Move8.6%5.4%13.2%6.1%10.5%
HV 20d17.9%12.8%23.9%14.5%23.6%
HV 60d18.8%17.7%19.8%19.7%18.7%
IV Rank17.7%7.2%32.3%9.6%23.7%
IV Percentile36.9%2.8%81.0%8.7%60.7%
Term Structure-7.5%-36.3%6.0%-1.2%-14.5%
VWIV23.6%20.0%30.8%23.9%30.8%
Skew 25d-6.2%-29.1%3.2%-23.1%-1.3%
Skew 10d-4.6%-19.9%4.7%-11.3%-2.9%
Call IV 25d28.6%20.2%49.9%40.4%30.7%
Put IV 25d22.4%17.0%38.8%17.4%29.4%
Bid-Ask Spread %115.57108.52122.08108.76120.06
Gamma HHI0.400.310.530.320.53
Net GEX1.6M943.3K2.4M1.7M1.1M
Net DEX-25.7M-34.6M-15.9M-18.5M-28.1M
Net VEX-52.3K-77.0K-20.6K-54.8K-74.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.440.000.44
Total Volume794.217018,12030
Total OI16,12713,79316,70416,68215,995

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$25.19$24.0021.4%6.1%14.5%9.6%23.9%-23.1%-1.2%1.7M-18.5M-54.8K0.00108.76N/AN/A3016,567115
2024-10-02$25.18$24.0023.1%6.6%12.8%11.3%0.0%-10.0%4.5%1.6M-18.9M-56.7K0.00119.72N/AN/A0016,569115
2024-10-03$24.84$24.0022.3%7.2%13.0%10.5%0.0%-6.6%-7.7%1.6M-16.5M-53.7K0.00116.43N/AN/A0016,569115
2024-10-04$25.24$24.0024.0%6.3%14.4%12.1%22.2%-5.9%-5.9%1.8M-18.7M-53.0K0.00110.27N/AN/A5016,569115
2024-10-07$25.04$24.0025.9%6.9%14.1%13.8%0.0%1.3%-10.5%1.6M-16.8M-50.8K0.00108.52N/AN/A0016,567115
2024-10-08$24.87$24.0028.6%8.2%14.1%16.3%22.5%-3.0%6.0%1.5M-15.9M-51.2K0.00110.25N/AN/A5016,567115
2024-10-09$24.92$24.0020.7%5.9%14.2%9.0%0.0%-5.1%-5.7%1.7M-16.5M-49.8K0.00114.11N/AN/A0016,568115
2024-10-10$25.14$24.0029.3%8.4%14.5%16.9%0.0%-3.8%-6.3%1.5M-18.0M-49.7K0.00112.70N/AN/A0016,568115
2024-10-11$25.96$24.0021.3%6.1%18.4%9.5%21.3%-1.8%-6.1%2.0M-24.9M-49.2K0.03111.45N/AN/A32116,568115
2024-10-14$26.32$24.0023.3%6.7%18.7%11.4%22.9%3.2%-0.4%2.1M-27.3M-44.8K0.00111.79N/AN/A31016,580116
2024-10-15$26.53$24.0018.7%5.4%18.8%7.2%22.5%2.9%2.3%2.0M-30.3M-40.7K0.00111.98N/AN/A35016,588116
2024-10-16$26.80$24.0027.8%8.0%19.0%15.5%20.0%-1.8%-12.1%2.4M-31.0M-40.6K0.00113.43N/AN/A7016,588116
2024-10-17$27.10$24.0021.2%6.1%19.0%9.5%23.7%-13.1%4.0%2.4M-34.6M-35.2K0.00116.15N/AN/A7016,588116
2024-10-18$27.07$24.0025.1%7.2%16.6%13.0%25.4%-8.5%-0.0%2.1M-33.6M-34.3K0.00122.08N/AN/A5016,588116
2024-10-21$26.88$24.0038.2%11.0%16.5%25.1%24.5%-6.7%-7.6%1.1M-26.8M-38.2K0.00114.13N/AN/A1013,75142
2024-10-22$27.64$24.0032.9%9.4%18.6%20.2%24.0%1.7%1.2%955.9K-34.3M-20.6K0.00120.63N/AN/A2013,75142
2024-10-23$27.38$24.0036.1%10.4%19.1%23.1%30.8%-13.2%-11.4%1.1M-30.6M-31.0K0.00120.60N/AN/A18,120013,75142
2024-10-24$27.49$24.0038.1%10.9%18.9%25.0%0.0%-3.5%-0.4%943.3K-32.3M-73.3K0.00119.98N/AN/A0015,91642
2024-10-25$26.70$24.0044.2%12.7%22.3%30.6%0.0%-29.1%-26.8%1.3M-28.9M-77.0K0.00116.44N/AN/A0015,91642
2024-10-28$27.12$24.0043.2%12.4%22.8%29.7%0.0%-13.6%-17.2%988.8K-30.6M-74.4K0.44118.57N/AN/A9415,91666
2024-10-29$26.66$24.0045.7%13.1%23.9%31.9%0.0%2.5%-21.0%1.1M-29.0M-75.0K0.00120.67N/AN/A0015,92570
2024-10-30$26.86$24.0046.1%13.2%23.9%32.3%0.0%-4.1%-36.3%1.1M-29.8M-73.5K0.00119.34N/AN/A0015,92570
2024-10-31$26.60$24.0036.7%10.5%23.6%23.7%0.0%-1.3%-14.5%1.1M-28.1M-74.9K0.00120.06N/AN/A0015,92570