CQP Options History — October 2022

In October 2022, CQP traded between $53.69 and $60.81. ATM implied volatility averaged 48.6%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 8.4% (HV 20d: 40.2%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 2.55.

Notable Days

  • 2022-10-13: Highest Volume — 1,901 contracts
  • 2022-10-05: Largest IV spike — 54.0% change
  • 2022-10-05: Highest IV Rank — 100.0%
  • 2022-10-05: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.25$53.69$60.81$53.69$60.81
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV48.6%31.7%74.4%42.8%35.7%
Expected Move13.9%9.1%21.3%12.3%10.2%
HV 20d40.2%25.1%51.5%50.7%26.1%
HV 60d41.8%39.2%43.9%43.9%39.4%
IV Rank53.7%22.7%100.0%46.5%29.9%
IV Percentile79.7%23.0%100.0%75.4%37.7%
Term Structure-10.2%-23.5%4.2%-2.4%-0.2%
VWIV49.5%35.8%75.7%64.6%36.1%
Skew 25d10.0%1.2%25.7%1.2%5.9%
Skew 10d28.6%9.6%85.9%30.1%16.1%
Call IV 25d43.3%35.5%56.2%52.9%36.5%
Put IV 25d53.3%42.4%78.5%54.2%42.4%
Bid-Ask Spread %94.9367.68106.6795.3180.98
Gamma HHI0.320.260.490.260.47
Net GEX182.2K119.3K332.8K123.3K332.8K
Net DEX-4.3M-8.2M-2.7M-2.7M-8.2M
Net VEX-25.2K-27.6K-23.3K-25.4K-26.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.550.588.041.570.58
Total Volume826.2864741,901785909
Total OI4,969.5243,3406,9333,7394,165

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$53.69$55.0042.8%12.3%50.7%46.5%64.6%1.2%-2.4%123.3K-2.7M-25.4K1.5795.313064792,3231,416
2022-10-04$55.25$55.0048.3%13.9%51.5%57.5%59.1%5.8%4.2%165.7K-3.8M-26.2K2.3092.942174992,3861,661
2022-10-05$56.20$55.0074.4%21.3%51.5%100.0%75.7%16.9%-21.0%159.3K-4.3M-27.6K1.1997.732162582,4121,674
2022-10-06$55.88$55.0049.1%14.5%51.1%54.1%46.2%4.6%-15.6%193.9K-4.3M-25.5K1.5684.521882932,4331,690
2022-10-07$54.92$55.0058.4%15.5%45.6%70.9%50.8%1.3%-11.0%161.5K-3.6M-27.0K1.53100.061892902,4521,729
2022-10-10$54.84$55.0051.2%15.4%45.6%57.9%53.3%12.7%-7.7%169.5K-3.5M-26.1K4.82102.671708192,4711,739
2022-10-11$54.89$55.0055.0%15.2%43.9%64.9%54.0%25.7%-22.7%155.3K-3.4M-25.7K5.26101.231921,0102,4692,299
2022-10-12$54.84$55.0057.4%16.5%41.7%69.2%53.0%7.7%-23.5%167.6K-3.3M-25.4K8.0499.221951,5682,5032,908
2022-10-13$56.56$55.0053.7%15.4%42.4%62.5%51.8%21.9%-21.8%222.1K-4.5M-25.4K4.96104.643191,5822,5334,045
2022-10-14$55.25$55.0043.8%12.6%42.8%44.5%46.3%16.2%-4.5%169.9K-3.2M-24.9K6.33102.762121,3422,5294,067
2022-10-17$54.75$55.0055.2%15.8%42.3%65.3%47.5%5.8%-19.7%155.5K-3.0M-23.3K1.58100.461933052,5574,098
2022-10-18$55.50$55.0049.2%14.1%42.1%54.3%50.3%17.3%-13.1%176.0K-3.4M-23.4K2.26104.432104742,5574,108
2022-10-19$56.20$55.0053.3%15.3%42.3%61.7%57.9%10.1%-4.8%220.3K-4.2M-24.4K2.22101.011753882,6044,191
2022-10-20$56.30$55.0053.7%15.4%40.7%62.5%48.9%4.0%-14.5%119.3K-4.4M-23.4K1.32106.673214252,6194,209
2022-10-21$57.20$55.0042.5%12.2%33.6%42.3%41.0%6.0%-8.9%149.7K-5.4M-23.4K1.7097.162934982,7284,205
2022-10-24$55.81$55.0044.5%12.7%34.8%45.7%46.9%8.0%-6.6%143.4K-3.7M-24.4K1.2396.382523092,1851,155
2022-10-25$56.86$55.0041.9%12.0%35.1%41.1%41.3%8.6%-2.8%162.2K-4.3M-24.1K1.5167.681942932,3071,317
2022-10-26$57.43$55.0044.9%12.9%29.8%46.5%40.5%10.6%-5.8%174.4K-4.7M-25.2K1.3785.472213032,3431,350
2022-10-27$58.69$55.0031.7%9.1%25.6%22.7%35.8%11.7%-5.8%210.5K-5.8M-26.4K0.8383.393562962,4271,406
2022-10-28$59.30$55.0034.5%9.9%25.1%27.8%37.8%7.3%-6.6%294.5K-6.7M-26.2K1.3488.792533402,6291,461
2022-10-31$60.81$55.0035.7%10.2%26.1%29.9%36.1%5.9%-0.2%332.8K-8.2M-26.3K0.5880.985743352,6801,485