CION Options History — August 2024 In August 2024, CION traded between $11.61 and $12.34. ATM implied volatility averaged 71.9%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 52.6% (HV 20d: 19.3%). 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 16 of 22 days. Put/call ratio averaged 0.62.
Notable Days 2024-08-05 : Highest Volume — 61 contracts2024-08-29 : Largest IV spike — 135.0% change2024-08-07 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $12.06 $11.61 $12.34 $12.22 $12.23 Max Pain $11.36 $10.00 $12.50 $10.00 $12.50 ATM IV 71.9% 17.6% 199.1% 65.0% 40.0% Expected Move 11.0% 5.0% 22.6% 18.6% 11.5% HV 20d 19.3% 12.8% 21.8% 12.8% 14.9% HV 60d 17.0% 15.3% 17.4% 15.3% 16.5% IV Rank 36.2% 1.4% 100.0% 33.8% 13.6% IV Percentile 57.1% 0.8% 100.0% 79.4% 54.8% Term Structure 21.8% -71.2% 115.2% 14.9% 54.0% VWIV 34.1% 11.0% 138.8% 20.7% 70.6% Skew 25d 83.4% -73.4% 174.4% 134.4% 73.2% Skew 10d 84.2% -81.1% 213.9% 134.9% 70.6% Call IV 25d 36.8% 9.7% 108.7% 32.2% 15.6% Put IV 25d 120.3% 27.6% 208.4% 166.7% 88.8% Bid-Ask Spread % 140.79 99.15 174.82 143.68 99.15 Gamma HHI 0.89 0.74 0.99 0.97 0.86 Net GEX 13.1K 6.6K 23.1K 14.8K 10.9K Net DEX -183.6K -306.0K -80.5K -306.0K -129.4K Net VEX -499 -781 -309 -749 -437 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.00 6.63 0.00 1.00 Total Volume 7.864 0 61 2 2 Total OI 486.773 346 633 548 372
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 2024-08-01 $12.22 $10.00 65.0% 18.6% 12.8% 33.8% 20.7% 134.4% 14.9% 14.8K -306.0K -749 0.00 143.68 2 0 508 40 2024-08-02 $11.78 $10.00 78.9% 22.6% 18.0% 43.2% 0.0% 147.8% -7.3% 11.5K -257.6K -737 0.00 143.28 0 0 510 39 2024-08-05 $11.64 $10.00 128.1% 20.9% 17.6% 76.4% 39.1% -67.0% -71.2% 9.8K -256.8K -636 6.63 157.48 8 53 510 39 2024-08-06 $11.61 $10.00 153.9% 18.0% 17.5% 93.8% 0.0% -73.4% -14.1% 6.6K -261.3K -781 0.00 174.82 0 0 513 90 2024-08-07 $11.63 $10.00 163.2% 11.0% 17.3% 100.0% 0.0% -12.2% 34.5% 9.7K -245.4K -680 0.00 165.67 0 0 513 90 2024-08-08 $11.97 $10.00 120.9% 11.5% 20.6% 71.5% 0.0% 174.4% 39.4% 13.5K -256.6K -604 0.00 140.18 0 0 513 90 2024-08-09 $11.96 $10.00 129.2% 9.5% 20.5% 77.1% 13.3% 174.0% 58.0% 13.7K -255.9K -493 0.00 146.99 1 0 513 90 2024-08-12 $11.82 $10.00 161.9% 9.8% 20.8% 99.1% 138.8% -19.5% 7.1% 10.2K -236.4K -480 0.00 160.86 10 0 512 90 2024-08-13 $11.89 $10.00 199.1% 9.9% 21.0% 100.0% 14.8% -15.5% 11.2% 10.3K -241.7K -459 0.00 155.84 7 0 508 90 2024-08-14 $12.07 $10.00 36.4% 10.4% 21.8% 11.6% 23.8% -26.1% 36.3% 13.5K -278.1K -606 0.00 154.80 4 0 515 90 2024-08-15 $12.16 $12.50 20.2% 5.8% 21.5% 2.8% 0.0% 151.1% 115.2% 23.1K -237.6K -453 0.45 143.76 20 9 514 90 2024-08-16 $12.22 $12.50 23.2% 6.7% 21.2% 4.5% 0.0% 140.8% 68.2% 12.2K -111.8K -449 0.00 145.73 0 0 534 99 2024-08-19 $12.24 $12.50 27.6% 7.9% 19.7% 6.8% 0.0% 162.8% 5.2% 11.7K -117.6K -419 0.00 129.58 4 0 261 89 2024-08-20 $12.16 $12.50 24.6% 7.1% 19.8% 5.2% 25.4% 173.9% 11.0% 11.8K -103.1K -412 1.00 127.55 1 1 263 89 2024-08-21 $12.18 $12.50 19.5% 5.6% 19.7% 2.4% 26.0% 166.2% 0.8% 14.1K -93.9K -347 0.11 141.19 9 1 264 89 2024-08-22 $12.25 $12.50 38.4% 11.0% 19.8% 12.7% 17.9% 172.8% -2.6% 15.9K -95.1K -309 0.00 130.91 4 0 257 89 2024-08-23 $12.33 $12.50 22.8% 6.5% 19.9% 4.2% 16.3% 170.8% -4.1% 19.1K -104.5K -397 0.08 131.91 25 2 257 89 2024-08-26 $12.34 $12.50 36.4% 10.4% 19.9% 11.6% 0.0% 49.1% -11.6% 21.4K -109.0K -352 0.00 122.35 3 0 282 91 2024-08-27 $12.27 $12.50 33.9% 9.7% 20.0% 10.3% 11.0% 63.4% 34.5% 12.4K -132.5K -424 0.00 133.71 5 0 284 91 2024-08-28 $12.16 $12.50 17.6% 5.0% 20.2% 1.4% 25.4% 26.8% 52.0% 14.1K -80.5K -316 1.00 132.14 1 1 279 91 2024-08-29 $12.15 $12.50 41.4% 11.9% 20.1% 14.3% 0.0% 67.6% 49.4% 8.8K -127.8K -436 0.00 115.75 0 0 280 92 2024-08-30 $12.23 $12.50 40.0% 11.5% 14.9% 13.6% 70.6% 73.2% 54.0% 10.9K -129.4K -437 0.00 99.15 0 2 280 92
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