CSV Options History — October 2019

In October 2019, CSV traded between $20.68 and $26.43. ATM implied volatility averaged 37.1%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 11.7% (HV 20d: 25.4%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.17.

Notable Days

  • 2019-10-29: Highest Volume — 113 contracts
  • 2019-10-09: Largest IV spike — 54.4% change
  • 2019-10-02: Highest IV Rank — 59.0%
  • 2019-10-02: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.92$20.68$26.43$20.70$25.61
Max Pain$20.22$20.00$22.50$22.50$20.00
ATM IV37.1%21.0%51.7%50.5%21.0%
Expected Move10.8%6.0%14.8%14.5%6.0%
HV 20d25.4%18.0%57.1%22.7%57.1%
HV 60d37.5%22.5%39.2%39.0%38.5%
IV Rank35.1%8.5%59.0%57.1%8.5%
IV Percentile62.8%3.2%98.0%97.2%3.2%
Term Structure-6.1%-16.6%7.7%-15.5%7.7%
VWIV35.6%22.7%43.5%40.7%22.7%
Skew 25d8.4%3.2%19.1%6.1%19.1%
Skew 10d16.7%-4.3%72.9%-4.3%72.9%
Call IV 25d32.6%20.1%39.3%39.3%22.1%
Put IV 25d41.0%27.2%48.7%45.4%41.2%
Bid-Ask Spread %98.7583.75134.8896.5395.49
Gamma HHI0.610.490.860.500.85
Net GEX-17.3K-26.5K-5.4K-23.3K-7.7K
Net DEX240.0K-343.1K492.5K420.6K-200.6K
Net VEX-1.1K-1.6K-559-1.6K-673
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.001.000.000.00
Total Volume15.261011352
Total OI583.391255743743411

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$20.70$22.5050.5%14.5%22.7%57.1%0.0%6.1%-15.5%-23.3K420.6K-1.6K0.0096.5305173570
2019-10-02$20.86$22.5051.7%14.8%22.9%59.0%0.0%15.9%-13.1%-23.0K419.8K-1.6K0.00101.1400173570
2019-10-03$20.72$20.0051.3%13.0%22.6%58.4%0.0%8.6%-16.6%-22.5K405.5K-1.5K0.00134.88010173570
2019-10-04$20.68$20.0035.7%9.9%22.6%32.6%0.0%8.3%-1.8%-26.1K492.5K-1.5K0.00124.6900173560
2019-10-07$20.83$20.0041.6%12.6%22.7%42.3%0.0%11.3%-10.1%-25.1K412.9K-1.4K0.0093.8900173560
2019-10-08$21.09$20.0027.5%13.5%20.2%19.1%0.0%11.6%-9.8%-25.3K396.7K-1.3K0.0093.00100173560
2019-10-09$20.77$20.0042.4%12.1%18.9%43.7%0.0%7.9%-7.7%-25.9K429.2K-1.3K0.0094.1202173560
2019-10-10$21.25$20.0043.3%12.4%21.0%45.1%0.0%4.9%-7.4%-25.3K394.4K-1.4K0.00107.0202173562
2019-10-11$21.31$20.0035.9%10.3%20.8%33.1%0.0%3.2%-5.2%-25.2K369.5K-1.3K0.0099.5400173560
2019-10-14$21.28$20.0036.3%10.4%20.6%33.6%0.0%5.4%-4.4%-25.7K368.6K-1.2K0.0094.2600173560
2019-10-15$21.47$20.0034.7%9.9%20.7%31.0%40.7%7.3%-2.6%-23.2K332.8K-1.1K0.0088.0201173560
2019-10-16$21.14$20.0038.6%11.1%21.2%37.5%0.0%3.6%-6.7%-26.5K400.7K-1.1K0.0092.5300173561
2019-10-17$21.44$20.0036.0%10.3%22.0%33.2%0.0%4.1%-5.1%-23.8K340.7K-1.1K1.0091.7011173561
2019-10-18$21.49$20.0033.5%9.6%20.6%29.0%0.0%9.3%-6.3%-8.9K333.3K-1.0K0.00105.16120173561
2019-10-21$21.69$20.0043.1%12.4%20.8%44.9%0.0%9.7%-11.7%-9.4K187.4K-1.0K0.0099.285045210
2019-10-22$21.44$20.0035.3%10.1%20.5%32.0%35.6%5.8%-5.5%-9.7K206.0K-9730.0091.496050210
2019-10-23$21.47$20.0036.1%10.4%19.6%33.4%43.5%6.4%-2.7%-9.6K202.5K-9800.0083.7590056210
2019-10-24$21.60$20.0034.9%10.0%18.1%31.4%0.0%6.6%-4.2%-6.9K120.7K-1.1K0.0093.2400146210
2019-10-25$22.03$20.0037.9%10.9%18.0%36.3%0.0%9.9%-5.6%-7.7K86.1K-1.1K0.0092.74330146210
2019-10-28$22.69$20.0035.0%10.0%18.9%31.5%35.6%14.7%-8.6%-6.4K-39.8K-1.1K0.64102.172818178210
2019-10-29$26.43$20.0025.5%7.3%55.7%15.8%0.0%8.6%3.7%-5.4K-343.1K-5590.1094.0710310202227
2019-10-30$26.12$20.0026.6%7.6%56.4%17.7%0.0%4.9%-1.5%-6.6K-216.7K-6260.00102.55120163237
2019-10-31$25.61$20.0021.0%6.0%57.1%8.5%22.7%19.1%7.7%-7.7K-200.6K-6730.0095.4902174237