CQP Options History — July 2022

In July 2022, CQP traded between $41.07 and $51.82. ATM implied volatility averaged 41.7%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 0.2% (HV 20d: 41.9%). Max pain ranged from $47.00 to $50.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.58.

Notable Days

  • 2022-07-26: Highest Volume — 639 contracts
  • 2022-07-22: Largest IV spike — 63.3% change
  • 2022-07-14: Highest IV Rank — 100.0%
  • 2022-07-14: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.37$41.07$51.82$44.30$51.45
Max Pain$49.25$47.00$50.00$50.00$49.00
ATM IV41.7%24.4%69.9%41.6%42.7%
Expected Move12.0%7.0%20.0%11.9%12.3%
HV 20d41.9%37.0%46.1%44.0%40.3%
HV 60d42.9%41.7%44.3%42.1%43.8%
IV Rank46.0%10.3%100.0%47.6%46.4%
IV Percentile72.8%10.7%100.0%82.5%82.5%
Term Structure-6.3%-26.4%11.2%1.1%-6.1%
VWIV45.4%28.6%71.1%41.7%44.9%
Skew 25d13.9%-2.3%39.7%5.4%14.3%
Skew 10d28.0%-0.6%60.7%33.4%33.2%
Call IV 25d43.6%28.0%61.8%38.9%34.0%
Put IV 25d57.6%37.7%85.3%44.2%48.3%
Bid-Ask Spread %99.9665.05131.2696.9591.60
Gamma HHI0.150.100.210.160.21
Net GEX35.6K-36.1K201.4K-9.5K165.7K
Net DEX-168.0K-5.1M2.4M883.9K-4.4M
Net VEX-18.8K-26.3K-13.5K-18.7K-23.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.331.020.560.78
Total Volume537.25456639464472
Total OI4,665.94,2735,2094,5405,209

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$44.30$50.0041.6%11.9%44.0%47.6%41.7%5.4%1.1%-9.5K883.9K-18.7K0.5696.952971673,2951,245
2022-07-05$43.22$50.0045.3%13.4%44.1%55.3%71.1%21.2%-6.0%-33.3K1.6M-15.6K0.62111.773502183,2971,242
2022-07-06$43.15$50.0034.4%13.7%43.9%32.3%65.8%35.0%-1.7%-18.9K1.1M-18.7K0.56123.883531983,3471,270
2022-07-07$44.85$50.0040.8%10.1%44.9%46.0%55.1%17.5%11.2%-4.7K458.7K-19.6K0.45131.263401533,3761,294
2022-07-08$43.69$50.0042.4%12.1%45.2%49.2%48.5%3.9%9.4%4.0K1.1M-17.3K0.34126.254371483,4731,293
2022-07-11$42.15$50.0046.5%13.1%46.1%58.0%48.0%-2.3%-19.0%-3.3K1.6M-17.3K0.3388.414441483,3761,276
2022-07-12$41.13$50.0058.1%15.8%46.0%82.5%46.6%-0.4%-15.1%-26.3K2.4M-13.5K0.8298.812732253,3731,282
2022-07-13$41.47$50.0056.1%16.1%39.4%78.4%47.5%13.8%-13.4%-36.1K2.4M-14.4K1.0289.462602653,3831,373
2022-07-14$41.07$50.0069.9%20.0%39.4%100.0%49.4%34.9%-26.4%-31.1K2.2M-16.2K0.72100.892711943,3891,376
2022-07-15$42.13$50.0035.9%10.3%41.0%33.0%44.3%34.7%-17.8%-11.3K1.4M-16.5K0.7198.613192283,3961,234
2022-07-18$43.47$50.0031.9%9.2%41.0%25.2%41.3%5.5%-0.7%-12.8K1.2M-14.5K0.4565.053351503,1501,123
2022-07-19$45.14$50.0036.3%10.4%43.4%33.8%39.5%5.8%-16.4%26.7K180.2K-17.8K0.3874.244421683,2021,125
2022-07-20$45.72$47.0024.4%7.0%41.2%10.3%28.6%4.5%3.7%34.8K-54.8K-17.4K0.48101.093751793,3271,148
2022-07-21$46.63$47.0029.4%8.4%37.2%20.1%34.2%39.7%-7.5%46.8K-650.9K-20.0K0.41127.204061673,3331,158
2022-07-22$46.26$47.0047.9%13.7%37.0%56.7%42.2%20.1%-18.3%53.0K-817.8K-21.5K0.63124.872791773,3961,172
2022-07-25$48.44$48.0040.5%11.6%39.8%42.0%41.4%6.5%-3.7%71.9K-1.7M-19.8K0.5771.553341923,4071,203
2022-07-26$50.14$49.0040.4%11.6%41.3%41.9%42.7%8.2%-3.2%104.0K-3.0M-22.8K0.5182.484232163,5141,197
2022-07-27$51.82$49.0035.3%10.1%41.8%31.8%38.9%11.3%1.5%201.4K-5.1M-24.8K0.5499.194002173,7601,199
2022-07-28$51.15$49.0034.4%9.9%41.5%30.1%35.7%-0.9%3.4%190.6K-4.1M-26.3K0.7095.613082173,8901,215
2022-07-29$51.45$49.0042.7%12.3%40.3%46.4%44.9%14.3%-6.1%165.7K-4.4M-23.8K0.7891.602652073,9581,251