CQP Options History — December 2024

In December 2024, CQP traded between $52.22 and $59.25. ATM implied volatility averaged 23.2%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 9.4% (HV 20d: 32.6%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 2.18.

Notable Days

  • 2024-12-30: Highest Volume — 465 contracts
  • 2024-12-12: Largest IV spike — 49.5% change
  • 2024-12-19: Highest IV Rank — 24.9%
  • 2024-12-19: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.66$52.22$59.25$58.13$53.70
Max Pain$54.29$50.00$55.00$50.00$55.00
ATM IV23.2%17.0%28.0%27.0%23.6%
Expected Move6.5%4.9%8.0%7.7%6.8%
HV 20d32.6%23.5%38.1%28.5%32.9%
HV 60d25.8%21.8%28.1%21.8%28.0%
IV Rank16.0%4.5%24.9%23.0%16.7%
IV Percentile32.1%2.8%63.1%53.2%35.3%
Term Structure1.9%-11.4%12.2%-0.4%3.8%
VWIV23.5%16.2%33.0%23.7%28.8%
Skew 25d3.5%-3.1%9.7%8.2%-1.9%
Skew 10d10.4%-13.9%37.1%18.1%-13.9%
Call IV 25d20.8%14.3%27.1%20.8%27.1%
Put IV 25d24.3%20.7%29.0%29.0%25.1%
Bid-Ask Spread %87.8555.18103.1995.4987.17
Gamma HHI0.400.290.590.370.37
Net GEX38.2K-161.9K251.2K103.7K-75.2K
Net DEX-2.9M-6.6M356.3K-5.3M356.3K
Net VEX-15.4K-24.1K-9.1K-12.0K-24.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.180.0230.000.300.23
Total Volume114.714274659179
Total OI3,463.9522,2074,0803,6562,874

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$58.13$50.0027.0%7.7%28.5%23.0%23.7%8.2%-0.4%103.7K-5.3M-12.0K0.3095.4970211,3932,263
2024-12-03$59.25$50.0025.6%7.3%23.5%20.5%26.8%-1.2%-3.0%150.6K-6.6M-9.1K0.5988.06103611,4482,278
2024-12-04$57.16$50.0024.7%7.1%28.6%18.8%33.0%5.3%7.0%125.0K-4.6M-14.0K1.3399.0933441,3662,337
2024-12-05$59.06$55.0022.4%5.7%29.2%14.6%23.1%9.7%2.4%90.4K-6.0M-10.6K2.7892.9918501,3922,368
2024-12-06$58.36$55.0026.1%6.6%29.9%21.4%24.1%6.5%2.0%169.4K-5.4M-12.1K0.3398.5651171,3992,414
2024-12-09$57.95$55.0023.6%6.2%30.4%16.7%19.7%7.8%12.2%108.3K-5.0M-13.3K3.0694.1731951,3982,429
2024-12-10$56.95$55.0027.9%6.1%31.6%24.7%22.1%8.2%4.7%75.6K-4.2M-15.0K1.7993.6814251,4062,498
2024-12-11$57.14$55.0017.0%4.9%30.9%4.5%25.2%-0.4%9.5%105.1K-4.4M-14.3K0.1287.0894111,4132,494
2024-12-12$58.40$55.0025.4%7.3%28.8%20.1%24.3%2.4%-1.2%80.9K-5.5M-12.0K0.1894.2687161,4292,505
2024-12-13$58.22$55.0022.7%6.5%28.9%15.0%0.0%2.5%1.2%93.4K-5.4M-12.5K1.20100.1225301,4322,516
2024-12-16$55.81$55.0023.3%6.7%33.1%16.1%22.2%5.5%2.7%251.2K-3.8M-15.8K0.88103.1952461,4542,535
2024-12-17$54.65$55.0021.4%6.1%34.1%12.7%21.8%7.6%6.4%167.7K-2.4M-16.4K0.31101.91124381,4512,555
2024-12-18$52.22$55.0024.8%7.1%38.0%19.0%24.8%-0.3%1.2%-161.9K13.8K-17.6K0.6394.052011271,4222,547
2024-12-19$52.59$55.0028.0%8.0%38.1%24.9%25.9%-0.8%-11.4%-121.4K-257.3K-18.2K0.2994.962161,4282,652
2024-12-20$52.65$55.0020.8%6.0%37.8%11.6%20.5%1.8%-0.0%-88.6K-584.8K-17.7K0.2297.0267151,4152,654
2024-12-23$52.97$55.0018.3%5.3%37.5%6.9%19.3%6.5%-5.8%-78.7K-83.0K-15.6K0.8373.7730259321,275
2024-12-24$53.78$55.0017.5%5.0%37.7%5.4%20.8%3.2%9.4%-42.9K-592.2K-16.2K0.0255.189929511,289
2024-12-26$53.38$55.0019.8%5.7%37.2%9.6%22.0%3.0%-2.5%-53.0K-328.4K-17.8K0.5864.2138221,0451,291
2024-12-27$53.14$55.0026.0%7.4%34.4%21.2%24.7%-3.1%-1.5%-68.6K-28.1K-19.1K0.0265.915511,0711,313
2024-12-30$53.44$55.0021.1%6.1%32.8%12.2%16.2%3.0%2.3%-27.9K-442.6K-19.1K30.0064.00154501,0971,314
2024-12-31$53.70$55.0023.6%6.8%32.9%16.7%28.8%-1.9%3.8%-75.2K356.3K-24.1K0.2387.1764151,1101,764