CION Options History — July 2022

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

In July 2022, CION traded between $8.11 and $9.35. ATM implied volatility averaged 101.0%. The 30-day expected move averaged 20.2%. IV traded above realized volatility by 44.2% (HV 20d: 56.8%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.58.

Notable Days

2022-07-27: Highest Volume — 568 contracts
2022-07-05: Largest IV spike — 178.1% change
2022-07-26: Largest Expected Move — 32.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.58	$8.11	$9.35	$8.80	$9.35
Max Pain	$9.50	$7.50	$10.00	$10.00	$10.00
ATM IV	101.0%	44.4%	227.4%	71.3%	44.4%
Expected Move	20.2%	12.7%	32.4%	20.4%	12.7%
HV 20d	56.8%	49.3%	65.3%	58.2%	50.7%
Term Structure	-13.2%	-45.6%	14.5%	-7.7%	-6.4%
VWIV	68.9%	31.8%	104.6%	104.6%	53.3%
Skew 25d	15.5%	-39.8%	56.8%	13.1%	32.5%
Skew 10d	21.3%	-25.0%	62.5%	0.4%	13.0%
Call IV 25d	64.2%	30.4%	95.5%	44.2%	61.9%
Put IV 25d	79.7%	52.3%	133.2%	57.4%	94.4%
Bid-Ask Spread %	122.97	84.70	140.06	84.70	111.11
Gamma HHI	0.55	0.36	0.82	0.38	0.58
Net GEX	-1.2K	-9.7K	1.2K	-310	-5.8K
Net DEX	13.5K	-32.5K	84.8K	12.1K	63.1K
Net VEX	-539	-2.1K	-42	-42	-2.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.58	0.16	3.63	3.63	2.65
Total Volume	190.3	28	568	37	565
Total OI	360.65	57	1,238	57	1,238

Daily Data (20 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
2022-07-01	$8.80	$10.00	71.3%	20.4%	58.2%	0.0%	104.6%	13.1%	-7.7%	-310	12.1K	-42	3.63	84.70	8	29	18	39
2022-07-05	$8.66	$7.50	198.2%	15.5%	56.7%	0.0%	54.5%	14.7%	-17.1%	-278	7.2K	-66	3.63	106.54	8	29	18	39
2022-07-06	$8.20	$7.50	105.5%	15.6%	58.9%	0.0%	49.0%	17.5%	14.5%	-526	15.4K	-49	2.50	121.99	8	20	18	39
2022-07-07	$8.79	$7.50	147.9%	14.1%	65.2%	0.0%	66.3%	13.4%	-3.9%	-666	7.3K	-56	2.50	134.15	8	20	18	40
2022-07-08	$8.49	$7.50	128.6%	18.0%	65.0%	0.0%	66.0%	-0.5%	9.2%	-350	11.7K	-59	0.64	123.87	33	21	18	40
2022-07-11	$8.17	$10.00	208.2%	27.7%	65.3%	0.0%	85.1%	30.0%	-19.2%	-134	11.2K	-76	0.16	136.54	133	21	43	41
2022-07-12	$8.11	$10.00	227.4%	24.9%	65.0%	0.0%	90.3%	-9.7%	-38.6%	619	-10.8K	-236	0.16	136.74	133	21	143	41
2022-07-13	$8.14	$10.00	82.4%	23.6%	58.0%	0.0%	45.0%	53.3%	-14.3%	749	-1.7K	-205	0.16	138.46	133	21	143	41
2022-07-14	$8.24	$10.00	66.8%	19.1%	58.4%	0.0%	83.4%	-13.0%	-3.3%	882	-13.1K	-246	0.37	111.26	57	21	143	41
2022-07-15	$8.24	$10.00	77.3%	22.2%	57.6%	0.0%	82.6%	0.0%	-29.2%	1.2K	-26.1K	-310	0.53	118.84	57	30	167	41
2022-07-18	$8.37	$10.00	66.3%	19.0%	54.5%	0.0%	31.8%	36.2%	-9.1%	1.1K	-32.1K	-302	0.21	113.59	57	12	167	42
2022-07-19	$8.60	$10.00	47.9%	13.7%	55.3%	0.0%	42.6%	17.2%	5.7%	679	-32.5K	-314	1.11	122.86	57	63	167	53
2022-07-20	$8.37	$10.00	100.7%	28.9%	56.1%	0.0%	54.8%	49.9%	-27.5%	418	-889	-361	1.82	140.06	67	122	153	94
2022-07-21	$8.59	$10.00	44.6%	12.8%	53.5%	0.0%	70.6%	-25.3%	10.8%	-1.4K	17.5K	-515	1.43	122.21	67	96	163	204
2022-07-22	$8.62	$10.00	67.1%	19.2%	53.4%	0.0%	81.9%	-39.8%	-23.5%	-1.0K	20.5K	-761	2.46	137.85	67	165	163	279
2022-07-25	$9.08	$10.00	74.9%	21.5%	54.9%	0.0%	64.3%	23.9%	-6.3%	-3.4K	41.6K	-914	1.90	125.73	98	186	163	448
2022-07-26	$8.74	$10.00	112.9%	32.4%	49.3%	0.0%	85.8%	56.8%	-45.6%	-3.4K	60.9K	-1.1K	0.52	131.30	158	82	218	468
2022-07-27	$9.04	$10.00	93.0%	26.7%	49.8%	0.0%	92.4%	-1.2%	-35.4%	-2.6K	34.9K	-1.4K	2.59	128.12	158	410	328	509
2022-07-28	$9.09	$10.00	54.6%	15.7%	49.8%	0.0%	73.9%	26.7%	-17.9%	-9.7K	84.8K	-1.7K	2.65	113.47	155	410	328	897
2022-07-29	$9.35	$10.00	44.4%	12.7%	50.7%	0.0%	53.3%	32.5%	-6.4%	-5.8K	63.1K	-2.1K	2.65	111.11	155	410	331	907