CION Options History — October 2022

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

In October 2022, CION traded between $8.31 and $9.46. ATM implied volatility averaged 73.1%. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 18.3% (HV 20d: 54.8%). 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 4 of 21 days. Put/call ratio averaged 9.94.

Notable Days

2022-10-20: Highest Volume — 1,584 contracts
2022-10-04: Largest IV spike — 86.3% change
2022-10-13: Largest Expected Move — 28.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.86	$8.31	$9.46	$8.52	$9.36
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	73.1%	46.2%	104.3%	49.0%	46.2%
Expected Move	19.1%	13.2%	28.2%	14.0%	13.2%
HV 20d	54.8%	38.0%	60.0%	53.9%	38.4%
HV 60d	45.3%	44.2%	46.6%	44.4%	44.8%
Term Structure	-15.6%	-58.8%	25.2%	25.2%	18.1%
VWIV	59.8%	44.0%	85.6%	45.5%	45.1%
Skew 25d	5.0%	-39.9%	89.2%	26.6%	1.8%
Skew 10d	20.4%	-43.3%	84.4%	47.7%	-31.8%
Call IV 25d	65.8%	34.4%	93.3%	34.4%	53.9%
Put IV 25d	70.8%	45.4%	148.2%	61.0%	55.7%
Bid-Ask Spread %	129.14	89.90	147.68	89.90	130.94
Gamma HHI	0.50	0.38	0.59	0.43	0.48
Net GEX	-15.3K	-23.7K	2.3K	-8.1K	-19.6K
Net DEX	532.6K	343.8K	798.3K	438.1K	550.5K
Net VEX	-1.8K	-2.8K	-764	-1.7K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	9.94	0.42	27.75	0.42	16.27
Total Volume	661.952	87	1,584	109	1,088
Total OI	1,822.476	1,575	2,215	1,592	2,086

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
2022-10-03	$8.52	$10.00	49.0%	14.0%	53.9%	0.0%	45.5%	26.6%	25.2%	-8.1K	438.1K	-1.7K	0.42	89.90	77	32	396	1,196
2022-10-04	$9.03	$10.00	91.3%	26.2%	58.3%	0.0%	85.6%	-3.8%	-13.7%	-12.6K	371.0K	-1.7K	0.44	112.24	73	32	396	1,196
2022-10-05	$8.84	$10.00	62.8%	18.0%	58.0%	0.0%	71.7%	19.5%	0.3%	-18.8K	436.9K	-1.5K	0.58	107.10	55	32	397	1,196
2022-10-06	$8.78	$0.00	99.3%	16.6%	57.5%	0.0%	0.0%	9.4%	6.9%	-12.0K	404.0K	-1.8K	0.58	104.62	55	32	398	1,196
2022-10-07	$8.46	$0.00	104.3%	16.4%	57.4%	0.0%	0.0%	13.2%	-3.1%	-21.8K	401.8K	-1.2K	0.58	142.84	55	32	398	1,196
2022-10-10	$8.39	$0.00	89.9%	17.2%	57.1%	0.0%	0.0%	20.6%	-11.2%	-9.3K	509.8K	-1.5K	0.58	147.68	55	32	398	1,196
2022-10-11	$8.31	$0.00	100.9%	24.2%	56.8%	0.0%	0.0%	15.0%	-16.9%	-8.3K	526.2K	-1.5K	0.69	142.51	55	38	403	1,196
2022-10-12	$8.51	$0.00	82.9%	23.8%	57.0%	0.0%	0.0%	16.9%	-37.2%	-18.1K	469.1K	-1.2K	0.69	144.81	55	38	403	1,206
2022-10-13	$8.89	$0.00	98.3%	28.2%	60.0%	0.0%	0.0%	-10.7%	-58.8%	-17.1K	343.8K	-1.2K	0.69	139.57	55	38	403	1,206
2022-10-14	$8.63	$0.00	52.9%	15.2%	59.9%	0.0%	0.0%	-22.6%	-12.3%	-13.3K	482.9K	-1.3K	0.69	134.99	55	38	403	1,210
2022-10-17	$8.74	$0.00	73.9%	21.2%	59.8%	0.0%	0.0%	-12.8%	-19.0%	-3.7K	531.4K	-1.3K	0.69	143.93	55	38	403	1,210
2022-10-18	$8.88	$0.00	75.4%	21.6%	59.3%	0.0%	0.0%	-26.2%	-21.5%	2.3K	439.6K	-764	27.75	134.25	55	1,526	403	1,172
2022-10-19	$8.77	$0.00	64.9%	18.6%	59.4%	0.0%	0.0%	-39.9%	-51.8%	-18.1K	778.7K	-2.6K	27.75	136.14	55	1,526	402	1,810
2022-10-20	$8.78	$0.00	46.9%	13.4%	57.8%	0.0%	44.0%	12.5%	-11.0%	-16.3K	738.1K	-2.7K	26.31	126.84	58	1,526	402	1,810
2022-10-21	$8.83	$10.00	46.6%	13.4%	56.9%	0.0%	44.4%	14.4%	-11.3%	-18.4K	798.3K	-2.4K	26.31	118.28	58	1,526	405	1,810
2022-10-24	$9.02	$10.00	73.0%	20.9%	54.5%	0.0%	49.6%	89.2%	-22.7%	-19.5K	606.9K	-2.4K	14.04	139.51	73	1,025	375	1,667
2022-10-25	$9.34	$10.00	75.5%	21.6%	55.6%	0.0%	65.1%	-12.7%	-19.4%	-23.2K	637.5K	-1.9K	14.86	136.56	69	1,025	400	1,667
2022-10-26	$9.26	$10.00	55.8%	16.0%	54.4%	0.0%	61.5%	-22.1%	-19.6%	-23.7K	620.6K	-2.1K	16.27	124.82	63	1,025	422	1,667
2022-10-27	$9.29	$10.00	73.2%	21.0%	40.6%	0.0%	73.3%	12.4%	-35.9%	-22.4K	613.0K	-2.1K	16.27	121.45	63	1,025	419	1,667
2022-10-28	$9.46	$10.00	72.2%	20.7%	38.0%	0.0%	71.7%	3.9%	-12.0%	-19.0K	485.7K	-2.8K	16.27	133.03	63	1,025	419	1,667
2022-10-31	$9.36	$10.00	46.2%	13.2%	38.4%	0.0%	45.1%	1.8%	18.1%	-19.6K	550.5K	-2.5K	16.27	130.94	63	1,025	419	1,667