CQP Options History — November 2024

In November 2024, CQP traded between $48.30 and $58.67. ATM implied volatility averaged 28.0%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 3.9% (HV 20d: 24.1%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 3.79.

Notable Days

2024-11-13: Highest Volume — 682 contracts
2024-11-06: Largest IV spike — 82.8% change
2024-11-07: Highest IV Rank — 66.0%
2024-11-01: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.40	$48.30	$58.67	$50.09	$58.67
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	28.0%	15.7%	50.2%	34.6%	22.9%
Expected Move	6.5%	4.5%	9.9%	9.9%	6.6%
HV 20d	24.1%	19.4%	28.0%	19.4%	28.0%
HV 60d	21.1%	19.9%	21.9%	20.6%	21.9%
IV Rank	24.9%	2.2%	66.0%	37.2%	15.5%
IV Percentile	50.2%	0.8%	98.8%	91.7%	28.2%
Term Structure	1.5%	-17.9%	13.1%	-8.9%	-1.5%
VWIV	26.0%	16.3%	35.0%	32.9%	29.2%
Skew 25d	9.9%	-2.3%	60.3%	60.3%	-2.3%
Skew 10d	17.2%	1.8%	95.9%	95.9%	25.4%
Call IV 25d	19.8%	11.6%	28.5%	28.5%	23.4%
Put IV 25d	29.7%	21.1%	88.8%	88.8%	21.1%
Bid-Ask Spread %	98.65	82.79	121.90	121.90	101.50
Gamma HHI	0.46	0.33	0.68	0.42	0.53
Net GEX	63.5K	-68.8K	165.1K	-9.5K	160.2K
Net DEX	-2.0M	-6.3M	1.1M	-235.0K	-6.3M
Net VEX	-15.7K	-17.6K	-9.5K	-17.1K	-9.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.79	0.08	34.31	6.61	0.36
Total Volume	151.9	2	682	175	83
Total OI	3,009.95	2,588	3,668	2,669	3,668

Daily Data (20 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
2024-11-01	$50.09	$50.00	34.6%	9.9%	19.4%	37.2%	32.9%	60.3%	-8.9%	-9.5K	-235.0K	-17.1K	6.61	121.90	23	152	1,298	1,371
2024-11-04	$48.30	$50.00	31.6%	5.8%	22.4%	31.6%	27.9%	6.5%	8.9%	-68.8K	1.1M	-16.2K	0.46	100.62	24	11	1,304	1,442
2024-11-05	$48.58	$50.00	25.4%	6.0%	21.5%	20.1%	0.0%	8.0%	1.8%	-49.6K	911.2K	-16.3K	0.00	96.55	0	2	1,307	1,453
2024-11-06	$49.92	$50.00	46.4%	5.7%	23.4%	59.1%	0.0%	7.1%	10.6%	-13.7K	-162.4K	-17.3K	0.08	114.73	38	3	1,307	1,455
2024-11-07	$49.91	$50.00	50.2%	6.8%	23.0%	66.0%	34.7%	14.0%	-2.2%	-14.9K	-105.0K	-16.6K	6.32	102.73	37	234	1,333	1,451
2024-11-08	$50.16	$50.00	37.8%	6.2%	22.9%	43.0%	16.3%	12.3%	4.5%	20.3K	-619.7K	-16.2K	0.63	108.80	27	17	1,358	1,230
2024-11-11	$50.25	$50.00	33.6%	5.1%	22.9%	35.2%	26.2%	12.5%	8.4%	49.9K	-857.6K	-15.5K	0.00	109.73	0	2	1,410	1,233
2024-11-12	$49.66	$50.00	27.2%	5.7%	23.3%	23.4%	24.3%	5.8%	13.1%	42.6K	-256.3K	-15.9K	1.50	98.51	12	18	1,410	1,233
2024-11-13	$51.74	$50.00	28.7%	8.2%	26.9%	26.1%	35.0%	8.3%	-7.2%	89.7K	-2.1M	-15.8K	6.84	82.79	87	595	1,418	1,248
2024-11-14	$52.28	$50.00	20.9%	6.0%	24.9%	11.8%	19.7%	6.7%	9.8%	106.9K	-2.3M	-16.7K	0.60	88.71	124	74	1,445	1,554
2024-11-15	$53.14	$50.00	21.0%	6.0%	25.2%	11.9%	25.4%	6.4%	-8.3%	121.0K	-3.1M	-15.8K	4.43	96.25	74	328	1,428	1,589
2024-11-18	$53.31	$50.00	22.1%	6.3%	24.7%	13.9%	24.8%	8.6%	0.1%	80.4K	-2.3M	-16.6K	1.56	96.26	36	56	1,280	1,695
2024-11-19	$53.31	$50.00	20.8%	6.0%	24.8%	11.6%	24.1%	4.9%	7.0%	100.6K	-2.5M	-16.4K	0.78	88.57	9	7	1,312	1,681
2024-11-20	$53.45	$50.00	23.0%	6.6%	24.4%	15.7%	21.1%	6.3%	4.1%	102.6K	-2.6M	-16.2K	0.78	97.55	40	31	1,315	1,676
2024-11-21	$54.00	$50.00	15.7%	4.5%	23.6%	2.2%	24.1%	2.3%	6.1%	165.1K	-3.1M	-14.4K	34.31	96.52	13	446	1,317	1,707
2024-11-22	$54.81	$50.00	19.1%	5.5%	23.9%	8.4%	20.2%	7.0%	3.9%	118.5K	-3.5M	-15.3K	0.58	94.85	57	33	1,328	2,135
2024-11-25	$54.15	$50.00	23.5%	6.7%	24.6%	16.6%	27.8%	4.7%	0.3%	82.1K	-2.8M	-17.6K	1.88	96.15	75	141	1,376	2,158
2024-11-26	$55.11	$50.00	25.1%	7.2%	25.0%	19.5%	25.3%	7.4%	-3.0%	89.5K	-3.6M	-16.5K	0.23	86.27	31	7	1,404	2,243
2024-11-27	$57.13	$50.00	30.3%	8.7%	27.2%	29.1%	29.5%	10.4%	-17.9%	96.7K	-5.0M	-13.1K	0.28	93.94	71	20	1,387	2,240
2024-11-29	$58.67	$50.00	22.9%	6.6%	28.0%	15.5%	29.2%	-2.3%	-1.5%	160.2K	-6.3M	-9.5K	0.36	101.50	61	22	1,410	2,258