CQP Options History — August 2024

In August 2024, CQP traded between $47.02 and $52.71. ATM implied volatility averaged 28.4%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 3.0% (HV 20d: 25.4%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 3.38.

Notable Days

  • 2024-08-22: Highest Volume — 356 contracts
  • 2024-08-09: Largest IV spike — 81.3% change
  • 2024-08-13: Highest IV Rank — 82.0%
  • 2024-08-09: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.89$47.02$52.71$52.71$48.81
Max Pain$49.55$45.00$50.00$45.00$50.00
ATM IV28.4%16.7%58.8%32.5%25.8%
Expected Move7.0%4.8%9.4%9.3%7.4%
HV 20d25.4%20.3%28.2%20.3%25.7%
HV 60d21.2%20.1%22.6%20.1%22.5%
IV Rank25.4%3.7%82.0%33.0%20.7%
IV Percentile50.6%1.6%99.6%82.9%46.8%
Term Structure-0.9%-23.5%14.5%8.2%-11.6%
VWIV25.9%14.2%52.6%52.6%25.7%
Skew 25d4.6%-7.6%13.3%12.6%4.8%
Skew 10d27.6%1.9%125.9%125.9%7.7%
Call IV 25d21.9%13.4%33.6%15.8%22.4%
Put IV 25d26.4%22.0%33.7%28.5%27.3%
Bid-Ask Spread %106.5893.01128.28128.28115.94
Gamma HHI0.370.280.540.460.41
Net GEX-51.2K-214.0K108.1K108.1K-134.6K
Net DEX507.9K-1.8M2.0M-1.8M881.2K
Net VEX-12.3K-14.3K-9.7K-11.4K-13.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.380.0024.430.061.00
Total Volume74.90993563436
Total OI2,405.6822,1572,9312,1572,931

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$52.71$45.0032.5%9.3%20.3%33.0%52.6%12.6%8.2%108.1K-1.8M-11.4K0.06128.283221,168989
2024-08-02$50.89$45.0025.3%7.3%23.5%19.7%42.7%-7.6%5.1%40.1K-603.5K-13.7K2.18120.0811241,178987
2024-08-05$50.11$50.0031.9%7.2%23.6%31.9%31.5%9.3%5.6%19.9K-116.2K-12.3K0.00106.090161,1721,007
2024-08-06$50.03$50.0030.6%7.0%23.6%29.6%24.6%2.2%0.5%2.9K6.7K-10.4K0.80102.8940321,1721,023
2024-08-07$49.11$50.0034.9%7.6%24.3%37.6%29.2%3.6%6.6%5.6K254.5K-12.5K0.29104.00721,1771,045
2024-08-08$49.08$50.0024.8%6.7%23.2%18.8%17.2%12.1%12.6%12.1K174.6K-11.8K3.63116.8419691,1771,043
2024-08-09$47.78$50.0045.0%9.4%23.5%56.3%0.0%-1.1%-17.5%-35.6K979.8K-12.1K4.50117.288361,1731,102
2024-08-12$47.02$50.0036.0%6.3%23.8%39.6%23.9%12.2%13.5%-65.2K1.2M-12.3K0.38104.791351,1691,138
2024-08-13$47.64$50.0058.8%6.7%24.1%82.0%24.8%7.2%7.4%-45.6K1.0M-12.3K9.0093.012181,1661,140
2024-08-14$48.85$50.0021.7%6.2%26.3%13.0%20.4%4.5%4.9%-12.7K376.1K-12.5K0.0298.7811021,1661,151
2024-08-15$49.17$50.0023.3%6.7%25.6%15.9%15.7%5.7%1.1%-12.3K404.0K-13.4K0.0095.001001,1591,173
2024-08-16$50.45$50.0024.2%6.9%27.4%17.7%24.3%13.3%1.9%41.5K-473.5K-13.5K0.5094.5194471,1691,173
2024-08-19$49.39$50.0019.4%5.6%27.5%8.8%19.9%5.1%0.5%-31.1K93.7K-12.6K0.42102.5665271,0611,115
2024-08-20$48.78$50.0020.8%5.9%27.4%11.3%22.0%5.7%-7.2%-44.5K379.9K-12.2K11.67100.393351,0741,141
2024-08-21$48.40$50.0027.0%7.7%27.4%22.9%20.7%-1.9%-12.7%-70.9K843.2K-11.2K1.53104.6017261,0751,162
2024-08-22$47.84$50.0021.9%6.3%27.2%13.4%23.7%2.0%1.3%-64.4K864.1K-11.6K24.4399.36143421,0851,170
2024-08-23$47.72$50.0019.9%5.7%27.1%9.7%26.6%4.3%-5.1%-109.6K1.1M-12.7K8.50103.75302551,0891,508
2024-08-26$48.17$50.0027.2%7.8%27.4%23.2%25.6%-0.4%-12.2%-201.5K1.5M-12.4K0.50109.581051,0871,763
2024-08-27$47.71$50.0026.4%7.6%26.7%21.8%24.2%0.3%-12.6%-174.5K1.5M-14.3K1.06106.1736381,0931,767
2024-08-28$47.27$50.0030.4%8.7%25.2%29.1%33.5%-2.7%-23.5%-214.0K2.0M-12.4K0.37104.4235131,0761,805
2024-08-29$48.74$50.0016.7%4.8%28.2%3.7%14.2%9.6%14.5%-140.5K641.0K-9.7K0.17116.475391,1001,806
2024-08-30$48.81$50.0025.8%7.4%25.7%20.7%25.7%4.8%-11.6%-134.6K881.2K-13.4K1.00115.9418181,1271,804