CION Options History — June 2022

Name: CION Options Analytics - June 2022
Creator: Options Analysis Suite

In June 2022, CION traded between $7.96 and $10.52. ATM implied volatility averaged 85.1%. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 23.2% (HV 20d: 61.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 3.38.

Notable Days

2022-06-08: Highest Volume — 53 contracts
2022-06-30: Largest IV spike — 90.5% change
2022-06-16: Largest Expected Move — 43.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.18	$7.96	$10.52	$10.52	$8.70
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	85.1%	34.4%	152.2%	57.8%	140.3%
Expected Move	25.2%	15.8%	43.6%	16.8%	40.2%
HV 20d	61.9%	59.3%	64.7%	64.7%	59.3%
Term Structure	-10.2%	-68.3%	47.9%	1.5%	-68.3%
VWIV	102.2%	46.9%	141.2%	75.8%	111.7%
Skew 25d	32.1%	-36.7%	85.0%	59.2%	85.0%
Skew 10d	38.8%	-18.1%	113.0%	87.6%	59.7%
Call IV 25d	78.0%	32.5%	179.8%	33.4%	71.3%
Put IV 25d	110.1%	53.8%	188.3%	92.5%	156.3%
Bid-Ask Spread %	137.71	86.96	155.59	126.52	139.06
Gamma HHI	0.60	0.39	0.97	0.54	0.83
Net GEX	-837	-3.5K	70	70	-235
Net DEX	213.7K	10.1K	386.1K	383.0K	12.8K
Net VEX	-51	-147	-21	-21	-24
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.38	1.00	4.88	1.00	3.63
Total Volume	38.211	24	53	24	37
Total OI	262.421	37	430	380	67

Daily Data (19 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 Vol	Put Vol	Call OI	Put OI
2022-06-03	$10.52	$0.00	57.8%	16.8%	0.0%	0.0%	0.0%	59.2%	1.5%	70	383.0K	-21	1.00	126.52	12	12	12	368
2022-06-06	$10.39	$0.00	34.4%	20.6%	0.0%	0.0%	75.8%	22.0%	-14.2%	-524	376.9K	-27	1.75	139.44	12	21	12	368
2022-06-07	$10.51	$10.00	43.1%	17.1%	0.0%	0.0%	60.9%	27.5%	-23.8%	-1.6K	383.2K	-45	2.00	130.56	14	28	12	377
2022-06-08	$10.12	$10.00	64.8%	18.6%	0.0%	0.0%	50.8%	-36.7%	-23.7%	-856	373.4K	-40	2.79	129.46	14	39	12	386
2022-06-09	$10.25	$10.00	55.0%	15.8%	0.0%	0.0%	46.9%	0.0%	-18.0%	-2.8K	377.7K	-60	4.88	131.21	8	39	12	404
2022-06-10	$10.31	$10.00	71.1%	20.4%	0.0%	0.0%	78.1%	40.9%	-36.2%	-1.8K	386.1K	-55	4.88	129.92	8	39	18	404
2022-06-13	$9.41	$10.00	88.5%	25.4%	0.0%	0.0%	99.4%	3.1%	-24.0%	-1.7K	360.1K	-52	2.63	145.37	8	21	18	404
2022-06-14	$9.30	$10.00	83.5%	23.9%	0.0%	0.0%	87.5%	42.8%	-22.6%	-3.5K	258.4K	-147	4.88	152.28	8	39	18	404
2022-06-15	$9.01	$10.00	96.5%	27.7%	0.0%	0.0%	141.2%	9.9%	-3.5%	-98	363.1K	-45	4.88	153.00	8	39	18	412
2022-06-16	$8.51	$10.00	152.2%	43.6%	0.0%	0.0%	135.3%	72.0%	18.0%	-98	343.9K	-41	4.25	155.59	8	34	18	412
2022-06-17	$8.43	$10.00	144.2%	41.3%	0.0%	0.0%	138.5%	85.0%	47.9%	6	337.2K	-51	4.25	150.57	8	34	18	412
2022-06-21	$8.43	$10.00	98.2%	28.1%	0.0%	0.0%	102.9%	78.0%	19.2%	-126	10.5K	-38	2.38	140.45	8	19	18	19
2022-06-22	$8.01	$10.00	104.1%	29.8%	0.0%	0.0%	134.8%	8.8%	-33.4%	-104	10.1K	-33	2.38	138.17	8	19	18	19
2022-06-23	$7.96	$10.00	65.8%	18.9%	0.0%	0.0%	86.8%	-26.1%	3.5%	-297	19.5K	-45	3.50	141.78	8	28	18	40
2022-06-24	$8.26	$10.00	100.0%	28.7%	0.0%	0.0%	123.4%	18.6%	1.4%	-333	19.6K	-65	3.50	145.47	8	28	18	49
2022-06-27	$8.94	$10.00	75.4%	21.6%	64.7%	0.0%	116.2%	67.1%	44.8%	-648	15.2K	-62	3.50	145.26	8	28	18	49
2022-06-28	$8.71	$10.00	69.2%	19.8%	62.8%	0.0%	128.4%	11.9%	-21.5%	-456	16.8K	-62	3.63	135.38	8	29	18	49
2022-06-29	$8.69	$10.00	73.7%	21.1%	60.9%	0.0%	121.5%	9.2%	-41.1%	-627	13.8K	-63	3.63	86.96	8	29	18	49
2022-06-30	$8.70	$10.00	140.3%	40.2%	59.3%	0.0%	111.7%	85.0%	-68.3%	-235	12.8K	-24	3.63	139.06	8	29	18	49