CSV Options History — October 2018

In October 2018, CSV traded between $18.79 and $21.67. ATM implied volatility averaged 33.1%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 17.1% (HV 20d: 15.9%). Max pain ranged from $17.50 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 2.03.

Notable Days

  • 2018-10-11: Highest Volume — 579 contracts
  • 2018-10-12: Largest IV spike — 54.3% change
  • 2018-10-12: Highest IV Rank — 87.1%
  • 2018-10-12: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.21$18.79$21.67$21.67$19.15
Max Pain$20.15$17.50$25.00$25.00$17.50
ATM IV33.1%19.7%56.5%25.1%41.6%
Expected Move9.6%5.6%16.2%7.2%11.9%
HV 20d15.9%14.9%17.8%16.3%17.8%
HV 60d20.5%17.5%21.6%20.7%18.1%
IV Rank41.6%15.5%87.1%26.1%58.2%
IV Percentile85.2%18.7%99.6%57.9%96.0%
Term Structure-5.6%-47.7%18.3%1.4%-8.6%
VWIV34.0%20.8%45.2%35.4%39.9%
Skew 25d4.8%-10.5%20.8%-7.7%8.0%
Skew 10d5.8%-10.3%35.1%-10.3%16.2%
Call IV 25d30.4%22.4%39.4%28.6%36.7%
Put IV 25d35.1%16.5%49.8%20.9%44.7%
Bid-Ask Spread %82.0031.82124.8796.2757.80
Gamma HHI0.520.350.680.400.59
Net GEX5.8K1.5K12.5K6.0K5.9K
Net DEX175.1K-54.6K360.9K271.4K53.2K
Net VEX-1.5K-2.1K-1.0K-1.5K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.030.123.653.640.27
Total Volume442.261236579492252
Total OI739.6093741,014837382

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$21.67$25.0025.1%7.2%16.3%26.1%35.4%-7.7%1.4%6.0K271.4K-1.5K3.6496.27106386566271
2018-10-02$21.49$25.0019.7%5.6%16.0%15.5%20.8%-6.1%7.4%2.5K281.0K-1.4K3.42100.30113386571270
2018-10-03$21.19$25.0027.9%8.0%16.6%31.5%24.2%-10.5%-18.3%3.0K279.8K-1.4K3.48103.34111386576270
2018-10-04$20.76$0.0029.5%8.1%17.7%34.7%0.0%7.6%7.1%2.9K310.4K-1.3K3.6594.51111405576270
2018-10-05$20.74$0.0026.6%9.0%16.4%29.0%0.0%1.7%-3.8%1.5K360.9K-1.3K3.0997.78131405576290
2018-10-08$20.84$0.0033.6%10.3%16.0%42.6%0.0%-2.6%-6.3%2.9K332.3K-1.5K3.1091.20131406596290
2018-10-09$20.80$0.0024.8%9.2%15.3%25.5%0.0%-2.7%-3.4%3.0K318.9K-1.5K3.1099.65131406616291
2018-10-10$20.61$0.0030.9%8.9%15.3%37.3%0.0%-4.5%-3.8%4.0K287.3K-1.6K2.37112.79171406636291
2018-10-11$20.31$0.0036.6%10.5%15.7%48.4%36.4%2.0%-11.3%6.9K207.8K-2.0K2.39109.36171408696291
2018-10-12$20.47$20.0056.5%16.2%15.6%87.1%45.2%20.8%-47.7%12.5K152.9K-2.1K2.39124.87171408696291
2018-10-15$20.43$20.0032.8%9.4%15.3%40.9%32.7%9.5%-5.6%9.1K221.6K-1.9K3.11117.42131408696291
2018-10-16$20.66$20.0029.0%8.3%16.3%33.7%29.2%19.9%-2.9%7.1K176.8K-2.0K3.11117.46131408716274
2018-10-17$20.65$20.0033.0%9.5%16.3%41.5%32.9%0.3%-6.6%7.1K163.5K-2.0K2.9858.47137408716274
2018-10-18$20.14$20.0033.9%9.7%15.7%43.2%33.9%6.2%-6.0%7.9K196.6K-1.9K2.8642.86144412722274
2018-10-19$20.08$20.0034.3%9.8%15.6%44.0%34.3%-5.5%-6.8%7.7K178.0K-2.0K2.1731.82145314737277
2018-10-22$19.83$20.0033.3%9.6%14.9%42.1%33.3%12.2%18.3%8.0K-54.6K-1.8K0.1250.4340047324130
2018-10-23$19.54$20.0033.8%9.7%15.2%43.0%33.9%9.1%7.0%6.4K25.2K-1.2K0.2168.9222147244130
2018-10-24$19.29$20.0034.4%9.9%15.4%44.2%34.9%10.7%-5.7%6.2K49.3K-1.2K0.2150.7422147245130
2018-10-25$19.40$17.5037.8%10.8%15.9%50.8%36.2%10.0%-6.3%6.1K30.1K-1.2K0.2548.3218947249130
2018-10-26$19.17$17.5033.2%9.5%16.1%41.8%33.6%12.9%-5.9%5.5K40.4K-1.1K0.2575.3318947249130
2018-10-29$18.88$17.5036.4%10.4%15.6%48.1%36.5%12.0%-12.4%5.4K65.1K-1.0K0.2681.7218950249130
2018-10-30$18.79$17.5035.7%10.2%15.6%46.6%39.4%6.7%-8.0%5.2K79.9K-1.0K0.2654.5618950249133
2018-10-31$19.15$17.5041.6%11.9%17.8%58.2%39.9%8.0%-8.6%5.9K53.2K-1.1K0.2757.8019854249133