CION Options History — April 2024 In April 2024, CION traded between $10.82 and $11.48. ATM implied volatility averaged 65.8%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 47.9% (HV 20d: 17.9%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.36.
Notable Days 2024-04-03 : Highest Volume — 55 contracts2024-04-18 : Largest IV spike — 83.5% change2024-04-09 : Highest IV Rank — 48.5%2024-04-26 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $11.16 $10.82 $11.48 $11.11 $11.41 Max Pain $11.59 $10.00 $12.50 $10.00 $12.50 ATM IV 65.8% 28.1% 86.9% 64.9% 78.2% Expected Move 17.1% 8.1% 23.5% 18.6% 22.4% HV 20d 17.9% 15.6% 20.7% 17.0% 15.7% HV 60d 17.8% 17.1% 18.4% 17.6% 17.9% IV Rank 34.3% 8.8% 48.5% 33.7% 42.7% IV Percentile 81.7% 30.2% 95.2% 87.3% 91.3% Term Structure -39.3% -117.1% 3.0% -56.1% -10.7% VWIV 82.3% 18.5% 155.8% 94.2% 45.0% Skew 25d 4.8% -40.0% 22.8% 1.6% 22.8% Skew 10d 21.0% -67.7% 132.5% -65.4% 131.9% Call IV 25d 31.3% 20.5% 87.9% 25.9% 29.1% Put IV 25d 36.0% 25.8% 53.8% 27.5% 51.9% Bid-Ask Spread % 124.27 90.56 145.39 99.96 114.57 Gamma HHI 0.36 0.31 0.41 0.39 0.36 Net GEX 7.3K 5.1K 10.6K 5.7K 8.3K Net DEX -102.9K -147.4K -59.9K -102.4K -147.4K Net VEX -861 -959 -794 -797 -915 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.00 5.00 5.00 0.00 Total Volume 8.091 0 55 24 10 Total OI 605.864 543 632 543 603
Daily Data (22 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 2024-04-01 $11.11 $10.00 64.9% 18.6% 17.0% 33.7% 0.0% 1.6% -56.1% 5.7K -102.4K -797 5.00 99.96 4 20 367 176 2024-04-02 $11.07 $10.00 55.6% 16.0% 17.1% 27.5% 0.0% 4.4% -46.8% 5.3K -90.0K -797 0.00 90.56 0 0 370 196 2024-04-03 $11.13 $10.00 71.6% 20.5% 17.0% 38.2% 0.0% 3.8% -65.4% 5.5K -99.3K -841 0.00 98.47 55 0 370 196 2024-04-04 $11.05 $10.00 70.4% 12.1% 17.3% 37.4% 0.0% 4.5% -37.2% 6.7K -102.2K -959 0.00 135.56 3 0 425 196 2024-04-05 $11.09 $10.00 73.9% 11.3% 16.9% 39.8% 0.0% 5.4% -32.2% 6.9K -103.3K -950 0.00 145.39 0 0 422 196 2024-04-08 $11.13 $10.00 86.4% 15.8% 16.9% 48.2% 0.0% 0.7% -72.5% 7.3K -105.3K -929 0.00 133.78 6 0 422 196 2024-04-09 $11.02 $10.00 86.9% 12.9% 17.2% 48.5% 0.0% -2.6% -40.3% 6.8K -88.8K -893 0.00 133.35 0 0 428 196 2024-04-10 $10.88 $10.00 46.8% 13.4% 17.7% 21.4% 94.2% 6.6% -39.7% 5.6K -62.8K -830 0.00 140.00 0 2 428 196 2024-04-11 $11.11 $12.50 43.6% 12.5% 19.3% 19.3% 0.0% 3.2% -48.0% 7.5K -98.4K -894 0.00 138.99 0 0 428 198 2024-04-12 $11.02 $12.50 28.1% 8.1% 19.4% 8.8% 0.0% 11.1% 3.0% 6.3K -73.0K -834 0.00 136.52 3 0 428 198 2024-04-15 $10.82 $12.50 47.6% 13.6% 20.4% 22.0% 0.0% 0.5% -47.7% 5.4K -59.9K -823 0.00 136.00 4 0 429 198 2024-04-16 $10.84 $12.50 46.0% 13.2% 19.7% 21.0% 0.0% -0.4% -46.0% 5.1K -63.8K -858 0.00 139.63 1 0 425 206 2024-04-17 $11.04 $12.50 43.6% 12.5% 20.7% 19.3% 0.0% 4.0% -47.6% 6.5K -87.7K -870 0.00 138.65 0 0 426 206 2024-04-18 $11.11 $12.50 80.0% 22.9% 20.5% 43.9% 0.0% -25.5% -117.1% 6.6K -101.0K -881 0.00 140.37 0 0 426 206 2024-04-19 $11.21 $12.50 80.4% 23.1% 18.9% 44.2% 0.0% -40.0% -116.8% 8.0K -104.5K -819 0.00 144.16 9 0 426 206 2024-04-22 $11.32 $12.50 70.6% 20.3% 18.4% 37.6% 0.0% 14.8% -8.0% 9.2K -118.3K -841 0.00 104.05 7 0 405 182 2024-04-23 $11.36 $12.50 74.4% 21.3% 18.3% 40.1% 18.5% 18.9% -8.1% 10.1K -116.1K -794 0.00 111.83 10 0 402 182 2024-04-24 $11.43 $12.50 72.2% 20.7% 18.2% 38.6% 0.0% 20.7% -4.5% 8.3K -138.1K -887 0.00 119.01 28 0 402 182 2024-04-25 $11.38 $12.50 80.1% 23.0% 15.7% 43.9% 0.0% 14.0% -8.7% 9.1K -121.5K -848 0.00 124.11 1 0 412 182 2024-04-26 $11.43 $12.50 82.1% 23.5% 15.7% 45.3% 155.8% 16.9% -8.8% 10.6K -134.2K -838 0.00 111.25 6 0 413 182 2024-04-29 $11.48 $12.50 64.4% 18.5% 15.6% 33.3% 98.2% 19.5% -5.8% 10.0K -146.4K -841 0.00 97.74 9 0 414 182 2024-04-30 $11.41 $12.50 78.2% 22.4% 15.7% 42.7% 45.0% 22.8% -10.7% 8.3K -147.4K -915 0.00 114.57 0 10 421 182
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