CION Options History — September 2022

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

In September 2022, CION traded between $8.11 and $10.20. ATM implied volatility averaged 50.7%. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 8.7% (HV 20d: 42.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.76.

Notable Days

2022-09-09: Highest Volume — 500 contracts
2022-09-13: Largest IV spike — 159.1% change
2022-09-30: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.45	$8.11	$10.20	$9.25	$8.50
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	50.7%	25.9%	96.4%	42.4%	71.6%
Expected Move	12.8%	7.4%	20.5%	12.2%	20.5%
HV 20d	42.0%	38.2%	54.7%	40.7%	54.7%
HV 60d	44.8%	40.5%	49.6%	49.6%	44.9%
Term Structure	12.8%	-28.3%	95.1%	6.5%	-20.0%
VWIV	46.0%	30.0%	83.0%	46.3%	83.0%
Skew 25d	14.5%	-21.0%	60.4%	6.8%	-2.1%
Skew 10d	29.3%	-11.3%	97.8%	15.4%	26.7%
Call IV 25d	43.4%	28.3%	82.6%	40.4%	63.0%
Put IV 25d	57.9%	30.5%	102.3%	47.2%	60.8%
Bid-Ask Spread %	111.42	82.43	148.29	148.29	104.54
Gamma HHI	0.50	0.38	0.71	0.57	0.45
Net GEX	-11.1K	-20.4K	93	-4.8K	-10.9K
Net DEX	230.4K	-67.1K	536.1K	36.5K	484.3K
Net VEX	-1.9K	-2.4K	-1.5K	-1.6K	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.00	2.16	0.20	0.42
Total Volume	84.381	0	500	6	109
Total OI	1,475.667	1,147	1,670	1,147	1,592

Daily Data (21 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
2022-09-01	$9.25	$10.00	42.4%	12.2%	40.7%	0.0%	46.3%	6.8%	6.5%	-4.8K	36.5K	-1.6K	0.20	148.29	5	1	403	744
2022-09-02	$9.46	$10.00	25.9%	7.4%	41.4%	0.0%	0.0%	9.7%	44.0%	-2.7K	34.2K	-1.8K	0.00	130.97	0	0	408	744
2022-09-06	$9.53	$10.00	49.5%	8.6%	41.5%	0.0%	30.0%	15.0%	10.0%	-1.6K	3.7K	-1.7K	1.83	138.40	58	106	408	744
2022-09-07	$9.73	$10.00	51.8%	19.0%	41.5%	0.0%	62.3%	30.5%	-20.3%	-1.6K	1.9K	-1.8K	1.83	120.11	58	106	408	744
2022-09-08	$9.88	$10.00	78.0%	9.4%	40.9%	0.0%	38.0%	13.1%	9.0%	-1.3K	-20.0K	-1.6K	0.00	118.25	2	0	408	744
2022-09-09	$10.11	$10.00	67.2%	14.5%	40.7%	0.0%	47.4%	25.2%	-28.3%	93	-67.1K	-1.5K	0.00	111.82	0	500	406	744
2022-09-12	$10.20	$10.00	37.2%	11.3%	38.2%	0.0%	0.0%	20.0%	11.1%	-17.0K	149.6K	-2.4K	0.00	104.59	0	0	406	1,244
2022-09-13	$9.96	$10.00	96.4%	10.6%	39.1%	0.0%	36.8%	18.4%	17.9%	-18.8K	220.4K	-2.4K	2.16	101.45	57	123	406	1,244
2022-09-14	$10.17	$10.00	44.3%	12.7%	39.7%	0.0%	0.0%	60.4%	3.1%	-19.2K	179.5K	-2.2K	0.00	112.49	0	4	406	1,264
2022-09-15	$10.16	$10.00	60.7%	17.4%	39.4%	0.0%	0.0%	-2.7%	-4.5%	-8.2K	152.4K	-2.3K	0.00	139.80	0	0	406	1,264
2022-09-16	$9.85	$10.00	42.4%	12.2%	39.3%	0.0%	42.4%	39.1%	23.7%	-17.0K	275.8K	-2.3K	1.18	103.63	57	67	406	1,264
2022-09-19	$9.99	$10.00	38.0%	10.9%	39.7%	0.0%	38.0%	19.6%	95.1%	-14.0K	152.8K	-1.6K	0.00	100.05	38	0	341	1,177
2022-09-20	$9.64	$10.00	38.6%	11.1%	41.0%	0.0%	38.6%	14.4%	36.5%	-17.4K	258.3K	-2.1K	1.80	100.93	10	18	379	1,177
2022-09-21	$9.61	$10.00	42.9%	12.3%	39.8%	0.0%	38.8%	21.6%	20.0%	-20.4K	273.2K	-1.8K	0.00	117.67	2	0	389	1,195
2022-09-22	$9.22	$10.00	37.7%	10.8%	39.9%	0.0%	37.8%	17.0%	21.4%	-17.6K	394.9K	-1.8K	0.30	100.15	10	3	390	1,195
2022-09-23	$8.94	$10.00	35.1%	10.1%	40.5%	0.0%	0.0%	-12.0%	7.0%	-15.4K	425.1K	-1.9K	0.00	82.43	0	0	390	1,195
2022-09-26	$8.52	$10.00	59.0%	16.9%	42.6%	0.0%	46.9%	-6.5%	16.0%	-10.3K	468.6K	-1.8K	0.39	103.68	80	31	390	1,195
2022-09-27	$8.60	$10.00	45.1%	12.9%	43.2%	0.0%	42.1%	1.7%	39.5%	-12.8K	489.2K	-1.6K	0.42	86.52	77	32	390	1,195
2022-09-28	$8.92	$10.00	38.5%	11.0%	45.8%	0.0%	39.1%	36.0%	8.2%	-14.3K	389.3K	-1.9K	0.42	87.66	77	32	396	1,196
2022-09-29	$8.11	$10.00	62.6%	18.0%	53.3%	0.0%	67.9%	-21.0%	-26.3%	-7.3K	536.1K	-1.6K	0.42	126.40	77	32	396	1,196
2022-09-30	$8.50	$10.00	71.6%	20.5%	54.7%	0.0%	83.0%	-2.1%	-20.0%	-10.9K	484.3K	-1.7K	0.42	104.54	77	32	396	1,196