CSV Options History — June 2018

In June 2018, CSV traded between $24.53 and $25.31. ATM implied volatility averaged 22.4%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 8.3% (HV 20d: 14.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 4.02.

Notable Days

  • 2018-06-08: Highest Volume — 1,074 contracts
  • 2018-06-07: Largest IV spike — 48.9% change
  • 2018-06-04: Highest IV Rank — 31.4%
  • 2018-06-01: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.80$24.53$25.31$24.65$24.59
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV22.4%17.6%27.9%26.0%20.9%
Expected Move6.4%5.7%7.5%7.5%6.0%
HV 20d14.1%12.1%15.1%13.9%12.1%
HV 60d17.2%16.9%17.6%17.1%16.9%
IV Rank20.7%11.5%31.4%27.8%17.8%
IV Percentile35.3%7.1%75.0%59.1%23.0%
Term Structure5.9%-2.3%59.8%-2.3%59.8%
VWIV22.2%19.7%26.6%26.6%20.7%
Skew 25d2.8%-8.2%41.2%9.3%-7.7%
Skew 10d4.1%-14.0%65.1%12.5%-14.0%
Call IV 25d22.7%18.7%28.4%27.1%26.7%
Put IV 25d25.5%17.0%69.6%36.4%19.0%
Bid-Ask Spread %45.2615.79103.5741.90103.57
Gamma HHI0.520.370.720.500.43
Net GEX-89.9K-212.4K-36.2K-55.5K-60.8K
Net DEX1.8M724.6K2.5M1.0M2.1M
Net VEX-7.5K-9.3K-6.5K-6.8K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.021.379.231.374.02
Total Volume791.7144671,074880467
Total OI2,545.812,0442,8422,0442,557

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$24.65$25.0026.0%7.5%13.9%27.8%26.6%9.3%-2.3%-55.5K1.0M-6.8K1.3741.903725088321,212
2018-06-04$24.74$25.0027.9%6.6%12.5%31.4%23.1%5.3%2.1%-74.7K1.1M-6.8K2.8576.981785088421,303
2018-06-05$24.78$25.0021.4%5.7%12.6%18.8%19.7%5.4%4.0%-105.4K940.6K-6.9K2.8841.041785138421,303
2018-06-06$25.31$25.0017.6%6.5%15.1%11.5%22.4%-0.5%2.1%-134.6K724.6K-7.2K4.2050.241938108421,402
2018-06-07$25.24$25.0026.2%6.4%15.1%28.2%22.2%6.2%3.1%-135.9K1.8M-9.3K4.2041.471938108621,913
2018-06-08$25.16$25.0020.0%6.2%14.8%16.2%21.8%4.9%3.2%-159.6K1.8M-8.9K3.0722.032648108621,913
2018-06-11$25.06$25.0021.3%6.0%14.6%18.6%20.9%4.2%3.9%-184.1K1.8M-9.0K3.0720.452648109191,913
2018-06-12$24.95$25.0020.3%6.0%14.6%16.6%21.0%3.5%3.8%-212.4K2.0M-8.7K3.0721.892648109191,913
2018-06-13$24.72$25.0021.1%6.1%14.6%18.3%21.1%3.7%1.8%-175.1K2.2M-8.0K3.2526.002498109191,913
2018-06-14$24.54$25.0022.7%6.5%14.4%21.3%22.8%2.3%1.8%-121.8K2.5M-7.8K3.2524.502498109291,913
2018-06-15$24.66$25.0021.2%6.1%14.6%18.4%21.1%4.3%2.3%-36.5K2.5M-7.0K3.0819.012638109291,913
2018-06-18$24.62$25.0022.0%6.3%14.4%20.0%22.1%3.1%4.0%-36.2K1.9M-7.0K9.2325.94736749131,570
2018-06-19$24.66$25.0022.0%6.3%14.4%20.1%21.9%-3.6%4.1%-40.8K1.8M-7.2K4.7136.381436749151,570
2018-06-20$24.71$25.0021.0%6.0%14.3%18.1%21.0%2.7%4.8%-45.0K1.8M-7.0K4.7122.271436749021,570
2018-06-21$24.72$25.0023.4%6.7%13.8%22.7%23.3%0.3%1.5%-43.1K1.7M-7.4K7.2547.93936749021,570
2018-06-22$24.53$25.0021.2%6.1%13.9%18.5%21.2%-5.2%4.8%-40.7K2.0M-6.5K4.0215.79933748871,570
2018-06-25$24.72$25.0024.6%7.0%14.0%25.0%24.6%-5.0%2.0%-47.2K2.0M-7.3K4.0218.27933748871,670
2018-06-26$24.78$25.0024.2%6.9%14.0%24.2%24.3%-8.2%3.3%-48.1K2.0M-7.0K4.0298.84933748871,670
2018-06-27$25.03$25.0023.7%6.8%13.6%23.3%23.7%41.2%3.9%-63.0K1.9M-6.8K4.0296.06933748871,670
2018-06-28$24.72$25.0020.9%6.0%14.1%17.9%21.0%-7.5%10.0%-68.2K1.8M-7.3K4.0299.87933748871,670
2018-06-29$24.59$25.0020.9%6.0%12.1%17.8%20.7%-7.7%59.8%-60.8K2.1M-6.7K4.02103.57933748871,670