CQP Options History — June 2024

In June 2024, CQP traded between $47.17 and $49.22. ATM implied volatility averaged 24.1%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 5.0% (HV 20d: 19.1%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 2.80.

Notable Days

2024-06-21: Highest Volume — 348 contracts
2024-06-06: Largest IV spike — 78.6% change
2024-06-06: Highest IV Rank — 43.1%
2024-06-04: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.14	$47.17	$49.22	$47.65	$49.20
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	24.1%	16.0%	37.9%	21.3%	25.2%
Expected Move	6.2%	4.5%	8.0%	6.1%	7.2%
HV 20d	19.1%	16.9%	22.3%	22.0%	18.4%
HV 60d	22.8%	22.5%	23.3%	22.8%	22.7%
IV Rank	17.6%	2.4%	43.1%	12.3%	19.6%
IV Percentile	34.5%	0.4%	94.8%	13.9%	45.6%
Term Structure	7.7%	-11.0%	26.2%	17.2%	15.1%
VWIV	21.6%	10.2%	34.1%	24.1%	11.1%
Skew 25d	7.7%	-0.7%	15.2%	2.5%	12.6%
Skew 10d	6.9%	2.4%	12.0%	2.9%	7.6%
Call IV 25d	17.2%	10.2%	25.5%	25.5%	12.2%
Put IV 25d	24.9%	13.8%	30.1%	28.1%	24.8%
Bid-Ask Spread %	113.70	95.78	126.30	103.83	114.89
Gamma HHI	0.34	0.29	0.46	0.33	0.30
Net GEX	22.2K	-68.8K	109.5K	19.2K	35.7K
Net DEX	261.8K	-671.7K	1.1M	592.8K	-671.7K
Net VEX	-14.3K	-16.6K	-9.9K	-16.3K	-16.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.80	0.12	16.00	1.00	1.33
Total Volume	82.684	8	348	18	28
Total OI	3,139.158	1,964	3,505	3,426	2,433

Daily Data (19 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
2024-06-03	$47.65	$50.00	21.3%	6.1%	22.0%	12.3%	24.1%	2.5%	17.2%	19.2K	592.8K	-16.3K	1.00	103.83	9	9	1,968	1,458
2024-06-04	$47.34	$50.00	27.7%	8.0%	22.0%	24.3%	34.1%	14.4%	-11.0%	-9.9K	803.8K	-15.4K	6.22	106.97	9	56	1,963	1,464
2024-06-05	$47.77	$50.00	21.2%	6.1%	22.3%	12.1%	23.8%	11.6%	11.4%	19.4K	670.8K	-15.8K	2.05	105.18	20	41	1,967	1,465
2024-06-06	$47.22	$50.00	37.9%	5.9%	21.6%	43.1%	0.0%	-0.7%	-3.7%	23.6K	554.4K	-16.3K	0.29	123.99	7	2	1,981	1,464
2024-06-07	$48.41	$50.00	21.9%	5.0%	21.1%	13.4%	0.0%	9.5%	25.2%	60.3K	-43.0K	-15.0K	9.00	117.16	2	18	1,979	1,463
2024-06-10	$48.98	$50.00	28.7%	4.5%	20.9%	26.0%	0.0%	12.9%	19.3%	77.7K	-444.1K	-15.6K	5.33	126.30	3	16	1,978	1,481
2024-06-11	$48.94	$50.00	33.5%	6.0%	19.8%	34.9%	0.0%	2.7%	-1.8%	53.8K	-328.7K	-15.1K	0.76	113.50	34	26	1,980	1,487
2024-06-12	$49.22	$50.00	19.3%	5.5%	17.6%	8.5%	0.0%	4.8%	9.8%	77.3K	-616.6K	-13.9K	1.20	117.02	5	6	2,009	1,484
2024-06-13	$48.83	$50.00	20.5%	5.9%	17.7%	10.8%	0.0%	4.7%	19.1%	109.5K	-291.7K	-15.0K	0.70	117.36	10	7	2,014	1,479
2024-06-14	$47.84	$50.00	16.0%	4.6%	18.7%	2.4%	20.6%	10.3%	14.8%	35.2K	659.4K	-13.5K	1.67	118.70	3	5	2,015	1,484
2024-06-17	$47.35	$50.00	23.6%	6.8%	17.4%	16.6%	15.7%	0.1%	-6.5%	4.8K	831.6K	-14.5K	16.00	124.68	3	48	2,013	1,485
2024-06-18	$47.17	$50.00	22.9%	6.6%	17.4%	15.3%	26.1%	4.5%	18.1%	-16.8K	1.0M	-13.8K	1.61	116.05	18	29	2,013	1,492
2024-06-20	$47.36	$50.00	25.1%	7.2%	17.3%	19.3%	32.7%	11.4%	7.8%	-35.9K	1.0M	-9.9K	0.73	119.33	171	124	2,014	1,484
2024-06-21	$47.68	$50.00	25.5%	7.3%	16.9%	20.0%	20.5%	9.0%	26.2%	-38.1K	1.1M	-11.5K	1.70	111.73	129	219	1,860	1,557
2024-06-24	$48.47	$50.00	22.6%	6.5%	17.8%	14.6%	19.5%	4.6%	-7.4%	-68.8K	326.8K	-10.8K	0.12	95.78	162	19	861	1,103
2024-06-25	$48.16	$50.00	19.1%	5.5%	17.9%	8.3%	10.2%	13.6%	2.3%	10.7K	178.9K	-14.1K	0.25	107.39	110	27	1,057	1,112
2024-06-26	$48.56	$50.00	25.0%	7.2%	18.2%	19.2%	21.4%	2.7%	-9.7%	11.5K	-84.2K	-13.8K	0.36	99.46	45	16	1,164	1,105
2024-06-27	$48.56	$50.00	21.7%	6.2%	18.1%	13.0%	11.1%	15.2%	0.7%	52.8K	-352.7K	-15.1K	2.86	120.98	35	100	1,218	1,090
2024-06-28	$49.20	$50.00	25.2%	7.2%	18.4%	19.6%	0.0%	12.6%	15.1%	35.7K	-671.7K	-16.6K	1.33	114.89	12	16	1,250	1,183