CQP Options History — October 2024

In October 2024, CQP traded between $48.09 and $50.63. ATM implied volatility averaged 25.5%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 8.0% (HV 20d: 17.5%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 1.21.

Notable Days

  • 2024-10-31: Highest Volume — 240 contracts
  • 2024-10-14: Largest IV drop — 50.9% change
  • 2024-10-11: Highest IV Rank — 40.4%
  • 2024-10-11: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.35$48.09$50.63$48.89$50.19
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV25.5%17.8%36.4%25.1%27.1%
Expected Move7.2%5.1%10.4%7.2%7.8%
HV 20d17.5%14.7%19.5%16.7%19.4%
HV 60d21.9%20.6%22.6%22.1%20.6%
IV Rank20.2%6.0%40.4%19.6%23.2%
IV Percentile43.3%2.8%92.5%40.1%56.3%
Term Structure-3.3%-18.4%15.0%-7.9%-16.3%
VWIV24.9%16.0%32.5%23.7%24.4%
Skew 25d26.7%-4.1%119.4%0.5%52.0%
Skew 10d41.7%-4.7%159.5%2.4%83.0%
Call IV 25d22.3%12.4%31.3%21.0%26.1%
Put IV 25d49.0%21.5%147.3%21.6%78.1%
Bid-Ask Spread %116.56103.97127.72120.06114.25
Gamma HHI0.360.320.450.390.33
Net GEX17.8K-47.1K76.9K-12.5K55.8K
Net DEX-259.4K-835.9K517.1K204.1K-752.8K
Net VEX-15.3K-16.9K-13.5K-16.4K-16.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.005.000.004.85
Total Volume50.261624041240
Total OI2,408.0872,2572,5202,3202,486

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$48.89$50.0025.1%7.2%16.7%19.6%23.7%0.5%-7.9%-12.5K204.1K-16.4K0.00120.064101,0201,300
2024-10-02$48.91$50.0025.0%7.2%16.4%19.4%0.0%1.2%-1.5%-17.5K154.3K-15.4K0.00118.311101,0611,300
2024-10-03$49.55$50.0026.0%8.5%15.9%21.2%0.0%22.9%-10.2%12.3K-308.6K-15.7K2.40126.905121,0721,300
2024-10-04$49.75$50.0029.9%8.1%14.7%28.5%0.0%20.8%-3.3%24.3K-721.8K-16.9K0.11119.085461,0771,291
2024-10-07$50.60$50.0031.6%5.4%15.6%31.6%24.0%53.6%8.8%34.5K-835.9K-15.3K0.10120.204951,0801,289
2024-10-08$49.58$50.0029.6%10.2%16.8%27.9%29.9%16.7%-14.9%9.2K-315.0K-15.6K0.92113.0313121,1051,286
2024-10-09$50.09$50.0030.4%8.7%15.6%29.3%27.6%18.1%-3.4%36.3K-528.0K-14.6K0.00117.03901,1041,298
2024-10-10$50.63$50.0025.0%7.2%15.9%19.3%25.0%23.6%-0.2%46.0K-811.0K-13.5K0.20111.693061,1131,298
2024-10-11$50.14$50.0036.4%10.4%16.4%40.4%0.0%10.6%-13.6%53.5K-649.2K-15.3K0.29107.1134101,1401,298
2024-10-14$50.04$50.0017.8%5.1%16.1%6.1%21.2%48.2%-1.7%75.3K-669.1K-15.0K2.50119.46251,1681,296
2024-10-15$50.05$50.0019.9%5.7%16.1%9.8%0.0%-4.1%-4.6%76.9K-674.9K-14.2K5.00121.42151,1701,293
2024-10-16$49.33$50.0023.3%6.7%17.1%16.2%22.5%8.6%-2.3%54.5K-195.3K-13.7K0.13103.971521,1711,288
2024-10-17$48.09$50.0025.0%7.2%18.6%19.3%31.0%6.8%0.2%-5.8K517.1K-14.1K4.80105.2810481,1701,290
2024-10-18$48.54$50.0026.5%7.6%18.8%22.1%19.0%11.2%5.7%-22.8K417.4K-13.9K0.34127.7285291,1871,333
2024-10-21$48.13$50.0032.7%9.4%18.2%33.7%32.5%31.8%-7.8%-47.1K478.4K-13.8K0.00112.319601,1491,108
2024-10-22$48.51$50.0019.3%5.5%18.4%8.7%22.6%11.0%9.4%-44845.9K-16.2K1.89121.1428531,1871,108
2024-10-23$49.27$50.0028.5%8.2%19.0%25.8%19.6%20.3%15.0%10.2K-376.5K-16.7K0.01118.977011,2151,161
2024-10-24$48.62$50.0018.0%5.2%19.5%6.4%16.0%8.4%6.9%-45.1K79.1K-14.5K0.31124.6635111,2211,162
2024-10-25$48.80$50.0017.8%5.1%19.3%6.0%0.0%11.3%-3.3%15.6K-212.1K-16.7K1.25117.59451,2481,172
2024-10-28$48.80$50.0019.3%5.5%19.2%8.7%30.9%17.4%1.3%8.3K-90.4K-16.8K1.24115.7317211,2511,177
2024-10-29$49.01$50.0028.8%8.3%19.0%26.4%28.4%119.4%-18.4%26.1K-234.9K-16.5K0.78112.8227211,2671,198
2024-10-30$49.55$50.0022.5%6.4%19.4%14.7%25.2%103.1%-12.8%22.1K-487.8K-14.9K0.75112.0916121,2901,188
2024-10-31$50.19$50.0027.1%7.8%19.4%23.2%24.4%52.0%-16.3%55.8K-752.8K-16.5K4.85114.25411991,2861,200