CION Options History — February 2024 In February 2024, CION traded between $10.73 and $11.23. ATM implied volatility averaged 61.8%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 43.8% (HV 20d: 18.0%). Max pain ranged from $9.85 to $9.85. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.92.
Notable Days 2024-02-20 : Highest Volume — 37 contracts2024-02-07 : Largest IV drop — 53.5% change2024-02-05 : Highest IV Rank — 55.7%2024-02-16 : Largest Expected Move — 21.2%Monthly Statistics Metric Avg Min Max Open Close Price $11.02 $10.73 $11.23 $11.18 $10.75 Max Pain $9.85 $9.85 $9.85 $9.85 $9.85 ATM IV 61.8% 38.0% 90.9% 70.0% 70.5% Expected Move 15.3% 8.2% 21.2% 8.2% 20.2% HV 20d 18.0% 13.2% 21.8% 14.5% 20.9% HV 60d 20.0% 18.2% 21.0% 20.7% 19.9% IV Rank 34.3% 16.9% 55.7% 40.4% 40.7% IV Percentile 82.9% 57.5% 97.2% 92.1% 90.9% Term Structure 41.3% -44.2% 368.6% 11.4% -44.2% VWIV 46.0% 16.1% 104.4% 16.1% 104.4% Skew 25d 2.8% -61.7% 26.4% 15.9% 1.4% Skew 10d -10.7% -63.4% 54.2% -8.6% 54.2% Call IV 25d 28.6% 14.3% 85.1% 15.4% 32.0% Put IV 25d 31.5% 18.0% 40.7% 31.3% 33.4% Bid-Ask Spread % 125.29 99.63 158.79 119.96 127.00 Gamma HHI 0.93 0.90 0.96 0.96 0.91 Net GEX 10.8K 8.6K 13.4K 11.7K 8.6K Net DEX -231.1K -267.8K -181.3K -242.8K -189.1K Net VEX -1.1K -1.2K -964 -1.1K -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.00 7.00 0.17 0.00 Total Volume 7.2 0 37 0 8 Total OI 821.4 817 849 822 849
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 2024-02-01 $11.18 $9.85 70.0% 8.2% 14.5% 40.4% 0.0% 15.9% 11.4% 11.7K -242.8K -1.1K 0.00 119.96 0 0 647 175 2024-02-02 $11.16 $9.85 69.5% 10.9% 13.8% 40.0% 0.0% 10.1% 9.6% 11.2K -246.0K -1.2K 0.00 123.38 0 0 647 175 2024-02-05 $11.04 $9.85 90.9% 12.1% 14.1% 55.7% 16.1% 9.8% -23.6% 11.7K -248.8K -1.2K 0.17 99.63 6 1 647 175 2024-02-06 $10.91 $9.85 81.7% 9.3% 13.2% 49.0% 0.0% 12.7% 6.9% 10.0K -192.6K -1.1K 0.00 118.73 0 0 641 176 2024-02-07 $11.00 $9.85 38.0% 10.9% 13.6% 16.9% 0.0% 13.3% -10.4% 11.4K -237.0K -1.2K 0.00 120.88 0 0 641 176 2024-02-08 $10.96 $9.85 48.3% 13.9% 13.6% 24.4% 17.6% 14.3% -29.0% 10.8K -235.6K -1.2K 0.00 138.20 10 0 641 176 2024-02-09 $11.05 $9.85 42.6% 12.2% 13.8% 20.3% 0.0% 7.7% -8.4% 11.8K -242.2K -1.1K 0.00 117.77 0 0 641 176 2024-02-12 $11.23 $9.85 58.6% 16.8% 15.0% 32.0% 0.0% 4.5% -8.4% 12.4K -240.9K -964 0.00 139.98 1 0 641 176 2024-02-13 $10.86 $9.85 43.5% 12.5% 19.0% 20.9% 0.0% 1.2% -8.7% 9.9K -192.9K -1.1K 0.00 126.22 0 0 642 176 2024-02-14 $10.91 $9.85 54.8% 15.7% 19.0% 29.2% 0.0% 0.4% -39.1% 10.3K -227.8K -1.2K 0.00 139.88 0 0 642 176 2024-02-15 $11.21 $9.85 71.1% 20.4% 21.3% 41.1% 0.0% 26.4% 363.3% 13.4K -267.8K -1.1K 0.00 141.13 0 0 642 176 2024-02-16 $11.14 $9.85 73.8% 21.2% 21.5% 43.2% 0.0% -61.7% 368.6% 9.6K -260.3K -1.2K 0.15 158.79 13 2 642 176 2024-02-20 $11.09 $9.85 65.7% 18.8% 20.5% 37.2% 104.4% -7.9% 300.5% 11.4K -256.1K -1.2K 0.03 126.33 36 1 645 178 2024-02-21 $11.09 $9.85 67.1% 19.2% 20.5% 38.2% 0.0% -8.2% -38.0% 11.3K -253.4K -1.1K 0.00 132.17 20 0 639 178 2024-02-22 $11.16 $9.85 59.4% 17.0% 20.5% 32.6% 0.0% -2.6% 51.5% 10.7K -240.7K -1.0K 0.00 130.28 0 0 639 178 2024-02-23 $11.09 $9.85 59.6% 17.1% 20.6% 32.7% 0.0% 18.5% -20.5% 11.8K -246.8K -1.1K 0.00 126.15 0 0 639 178 2024-02-26 $11.05 $9.85 60.7% 17.4% 20.3% 33.5% 0.0% 11.2% -19.6% 10.7K -227.3K -1.0K 0.00 112.50 0 20 639 178 2024-02-27 $10.77 $9.85 53.6% 15.4% 21.8% 28.3% 0.0% -4.4% -17.5% 9.0K -192.7K -1.1K 7.00 102.09 2 14 639 187 2024-02-28 $10.73 $9.85 55.8% 16.0% 21.6% 29.9% 0.0% -6.1% -18.5% 8.6K -181.3K -1.1K 0.00 104.65 0 10 638 201 2024-02-29 $10.75 $9.85 70.5% 20.2% 20.9% 40.7% 0.0% 1.4% -44.2% 8.6K -189.1K -1.1K 0.00 127.00 8 0 638 211
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