CSV Options History — June 2019

In June 2019, CSV traded between $18.30 and $19.53. ATM implied volatility averaged 31.9%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 2.5% (HV 20d: 29.4%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.01.

Notable Days

2019-06-21: Highest Volume — 45 contracts
2019-06-06: Largest IV spike — 38.8% change
2019-06-03: Highest IV Rank — 42.9%
2019-06-03: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.98	$18.30	$19.53	$18.30	$18.95
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	31.9%	26.2%	39.5%	39.5%	31.6%
Expected Move	8.9%	7.5%	11.3%	11.3%	9.1%
HV 20d	29.4%	20.9%	32.6%	28.9%	20.9%
HV 60d	28.8%	28.2%	29.6%	28.6%	28.5%
IV Rank	31.2%	22.4%	42.9%	42.9%	30.7%
IV Percentile	58.4%	32.5%	87.7%	87.7%	57.1%
Term Structure	0.5%	-16.6%	10.6%	-2.1%	-0.1%
VWIV	31.8%	28.4%	35.9%	35.9%	31.9%
Skew 25d	-0.5%	-13.3%	14.5%	-9.6%	-9.7%
Skew 10d	0.5%	-14.0%	19.4%	-14.0%	-8.2%
Call IV 25d	33.0%	28.7%	49.5%	49.5%	35.2%
Put IV 25d	32.5%	23.5%	44.5%	39.9%	25.5%
Bid-Ask Spread %	96.85	83.43	109.19	93.74	96.04
Gamma HHI	0.42	0.39	0.45	0.40	0.45
Net GEX	8.4K	6.0K	10.1K	6.0K	10.1K
Net DEX	-128.5K	-171.3K	-60.6K	-60.6K	-151.4K
Net VEX	-818	-886	-728	-778	-851
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.17	0.17	0.00
Total Volume	9.95	0	45	0	9
Total OI	332.95	316	358	316	332

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
2019-06-03	$18.30	$17.50	39.5%	11.3%	28.9%	42.9%	0.0%	-9.6%	-2.1%	6.0K	-60.6K	-778	0.00	93.74	0	0	240	76
2019-06-04	$19.00	$17.50	27.2%	7.8%	31.2%	24.0%	0.0%	4.8%	0.6%	6.8K	-95.3K	-791	0.00	83.43	0	0	240	76
2019-06-05	$18.84	$17.50	26.2%	7.5%	31.3%	22.4%	0.0%	6.0%	-0.3%	7.0K	-95.5K	-781	0.00	85.19	0	0	240	76
2019-06-06	$18.79	$17.50	36.4%	7.8%	31.2%	38.1%	35.9%	5.6%	1.5%	6.9K	-92.6K	-784	0.00	102.33	0	1	240	76
2019-06-07	$18.87	$17.50	33.0%	8.5%	30.3%	32.9%	34.1%	4.3%	2.6%	6.9K	-88.3K	-774	0.17	101.22	6	1	240	77
2019-06-10	$18.92	$17.50	37.4%	8.8%	30.2%	39.7%	0.0%	-2.3%	-1.2%	7.0K	-99.0K	-792	0.00	102.96	0	0	245	77
2019-06-11	$18.59	$17.50	33.9%	10.0%	30.8%	34.2%	31.3%	3.7%	1.3%	6.9K	-84.9K	-728	0.00	85.06	21	0	245	77
2019-06-12	$18.82	$17.50	29.3%	8.4%	31.1%	27.2%	29.3%	5.3%	2.8%	8.1K	-122.9K	-840	0.00	94.74	23	0	268	77
2019-06-13	$19.28	$17.50	27.9%	8.0%	32.2%	25.0%	28.4%	5.0%	3.6%	9.8K	-142.0K	-813	0.00	91.89	23	0	269	77
2019-06-14	$19.53	$17.50	31.6%	9.0%	32.5%	30.6%	31.9%	-2.0%	0.7%	9.1K	-160.7K	-850	0.00	106.01	23	0	269	77
2019-06-17	$19.38	$17.50	29.3%	8.4%	32.6%	27.2%	0.0%	6.3%	1.8%	9.2K	-160.9K	-839	0.00	93.33	0	0	270	77
2019-06-18	$19.35	$17.50	29.7%	8.5%	32.6%	27.8%	0.0%	3.0%	1.8%	9.1K	-161.8K	-834	0.00	95.71	1	0	270	77
2019-06-19	$19.39	$17.50	29.5%	8.5%	30.1%	27.5%	0.0%	14.5%	1.7%	9.4K	-152.1K	-802	0.00	105.42	1	0	271	77
2019-06-20	$19.32	$17.50	33.8%	9.7%	30.1%	34.0%	0.0%	-3.4%	-2.7%	8.8K	-171.3K	-823	0.00	107.61	11	0	271	77
2019-06-21	$19.12	$17.50	33.6%	9.6%	30.2%	33.7%	0.0%	-4.6%	-2.9%	9.3K	-162.1K	-846	0.00	109.19	45	0	281	77
2019-06-24	$18.99	$17.50	29.6%	8.5%	28.6%	27.7%	0.0%	-10.2%	4.0%	9.6K	-147.6K	-846	0.00	96.26	8	0	258	65
2019-06-25	$18.72	$17.50	36.4%	10.4%	25.4%	38.1%	0.0%	-13.3%	-16.6%	9.1K	-142.5K	-886	0.00	97.61	8	0	266	65
2019-06-26	$18.73	$17.50	30.0%	8.6%	23.6%	28.2%	0.0%	-4.1%	10.6%	9.6K	-138.2K	-849	0.00	93.03	9	0	266	65
2019-06-27	$18.74	$17.50	32.1%	9.2%	23.2%	31.5%	0.0%	-9.5%	3.4%	9.8K	-139.4K	-850	0.00	96.17	9	0	267	65
2019-06-28	$18.95	$17.50	31.6%	9.1%	20.9%	30.7%	0.0%	-9.7%	-0.1%	10.1K	-151.4K	-851	0.00	96.04	9	0	267	65