CSV Options History — April 2019

In April 2019, CSV traded between $17.53 and $19.45. ATM implied volatility averaged 37.8%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 14.3% (HV 20d: 23.5%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 61.13.

Notable Days

2019-04-30: Highest Volume — 903 contracts
2019-04-03: Largest IV spike — 37.1% change
2019-04-23: Highest IV Rank — 60.9%
2019-04-23: Largest Expected Move — 14.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.00	$17.53	$19.45	$19.14	$17.53
Max Pain	$21.54	$20.00	$25.00	$20.00	$25.00
ATM IV	37.8%	28.1%	51.2%	28.1%	51.0%
Expected Move	10.8%	8.5%	14.7%	9.7%	14.6%
HV 20d	23.5%	20.2%	31.8%	24.6%	31.8%
HV 60d	29.4%	23.5%	34.5%	34.5%	27.9%
IV Rank	40.2%	25.4%	60.9%	25.4%	60.7%
IV Percentile	80.4%	55.2%	98.8%	55.2%	98.4%
Term Structure	-4.4%	-12.9%	5.4%	5.4%	-12.2%
VWIV	41.2%	31.3%	48.2%	33.8%	46.9%
Skew 25d	3.9%	-13.2%	18.7%	3.2%	18.7%
Skew 10d	6.0%	-13.5%	22.8%	6.1%	22.8%
Call IV 25d	35.9%	27.2%	46.1%	27.2%	35.9%
Put IV 25d	39.8%	30.2%	54.6%	30.4%	54.6%
Bid-Ask Spread %	99.74	80.38	112.95	104.38	96.32
Gamma HHI	0.43	0.33	0.81	0.38	0.81
Net GEX	3.8K	-18.1K	9.3K	8.6K	-18.1K
Net DEX	-82.6K	-247.9K	924.9K	-247.9K	924.9K
Net VEX	-792	-1.2K	-600	-813	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	61.13	0.00	450.50	0.00	450.50
Total Volume	103.095	0	903	0	903
Total OI	467.952	165	970	475	970

Daily Data (21 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
2019-04-01	$19.14	$0.00	28.1%	9.7%	24.6%	25.4%	0.0%	3.2%	5.4%	8.6K	-247.9K	-813	0.00	104.38	0	0	374	101
2019-04-02	$19.09	$0.00	30.8%	10.1%	24.1%	29.5%	0.0%	-7.4%	1.2%	8.6K	-230.9K	-817	0.00	96.63	0	0	374	101
2019-04-03	$19.20	$0.00	42.2%	10.1%	21.1%	47.1%	0.0%	4.8%	0.5%	9.3K	-235.9K	-868	0.00	112.95	0	0	374	101
2019-04-04	$19.36	$0.00	32.5%	9.5%	21.5%	32.1%	0.0%	3.9%	-2.2%	8.7K	-230.1K	-798	0.00	101.84	0	0	374	101
2019-04-05	$19.35	$0.00	30.5%	9.5%	20.2%	29.0%	0.0%	4.2%	-2.1%	8.6K	-245.7K	-793	0.00	103.28	0	0	374	101
2019-04-08	$19.45	$0.00	35.2%	9.6%	20.5%	36.3%	0.0%	3.4%	-1.7%	8.6K	-238.4K	-763	0.00	107.87	0	0	374	101
2019-04-09	$18.96	$0.00	37.1%	8.5%	21.1%	39.2%	0.0%	2.8%	-3.9%	8.4K	-242.0K	-731	0.00	106.34	0	0	374	101
2019-04-10	$19.15	$0.00	33.9%	9.7%	21.4%	34.2%	33.8%	11.4%	-3.0%	7.4K	-199.0K	-693	0.00	82.28	2	0	374	101
2019-04-11	$18.88	$20.00	35.2%	10.1%	21.8%	36.3%	35.3%	8.3%	-4.7%	6.5K	-170.6K	-650	0.00	80.38	2	0	374	101
2019-04-12	$19.36	$20.00	33.0%	9.4%	23.3%	32.8%	31.3%	3.6%	-0.8%	8.7K	-225.3K	-721	0.00	108.91	2	0	374	101
2019-04-15	$19.33	$20.00	30.5%	8.7%	22.5%	29.0%	0.0%	6.6%	0.4%	7.8K	-216.5K	-663	0.00	100.69	0	0	374	101
2019-04-16	$18.96	$20.00	32.2%	9.2%	23.2%	31.7%	0.0%	1.2%	-3.7%	7.3K	-191.5K	-629	0.00	105.79	1	0	374	101
2019-04-17	$19.17	$20.00	32.9%	9.4%	21.5%	32.7%	0.0%	3.3%	-2.1%	8.6K	-215.2K	-626	0.00	106.85	1	0	375	94
2019-04-18	$19.40	$20.00	33.1%	9.5%	22.0%	33.1%	0.0%	5.5%	-2.9%	5.2K	-180.2K	-600	10.00	101.88	1	10	369	94
2019-04-22	$18.61	$20.00	41.7%	12.0%	23.4%	46.3%	0.0%	-13.2%	-11.2%	4.8K	-136.7K	-624	0.00	108.37	0	0	153	12
2019-04-23	$18.83	$20.00	51.2%	14.7%	23.8%	60.9%	0.0%	6.4%	-12.2%	4.6K	-126.0K	-630	0.00	106.17	8	0	153	12
2019-04-24	$19.26	$20.00	42.2%	12.1%	25.1%	47.0%	43.3%	4.7%	-8.0%	4.9K	-141.3K	-633	10.87	96.51	23	250	153	12
2019-04-25	$18.84	$25.00	43.5%	12.5%	26.3%	49.1%	45.8%	5.6%	-9.6%	-5.5K	121.2K	-1.0K	5.10	86.41	49	250	193	262
2019-04-26	$18.68	$25.00	48.6%	13.9%	26.4%	56.9%	45.4%	4.6%	-12.9%	-11.1K	190.2K	-1.1K	7.08	87.81	51	361	194	362
2019-04-29	$18.44	$25.00	47.5%	13.6%	26.7%	55.2%	48.2%	0.6%	-7.3%	-12.6K	501.6K	-1.2K	250.00	92.83	1	250	196	523
2019-04-30	$17.53	$25.00	51.0%	14.6%	31.8%	60.7%	46.9%	18.7%	-12.2%	-18.1K	924.9K	-1.2K	450.50	96.32	2	901	197	773