CSV Options History — July 2021

In July 2021, CSV traded between $34.59 and $37.20. ATM implied volatility averaged 44.3%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 22.7% (HV 20d: 21.6%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.02.

Notable Days

2021-07-07: Highest Volume — 352 contracts
2021-07-02: Largest IV spike — 58.3% change
2021-07-13: Highest IV Rank — 59.9%
2021-07-23: Largest Expected Move — 16.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.82	$34.59	$37.20	$36.66	$37.20
Max Pain	$31.19	$30.00	$40.00	$40.00	$35.00
ATM IV	44.3%	28.7%	60.2%	28.7%	31.4%
Expected Move	12.2%	8.2%	16.9%	8.2%	9.0%
HV 20d	21.6%	18.8%	23.9%	19.4%	23.5%
HV 60d	23.1%	21.6%	24.0%	23.1%	22.0%
IV Rank	36.6%	13.9%	59.9%	13.9%	17.8%
IV Percentile	53.9%	8.3%	92.5%	8.3%	12.3%
Term Structure	-5.8%	-23.1%	20.2%	0.7%	20.2%
VWIV	51.2%	35.2%	83.0%	82.8%	36.8%
Skew 25d	5.1%	-6.8%	28.3%	0.5%	6.0%
Skew 10d	17.2%	-11.0%	67.5%	67.5%	17.0%
Call IV 25d	45.0%	23.2%	59.3%	23.2%	36.6%
Put IV 25d	50.2%	23.7%	69.9%	23.7%	42.6%
Bid-Ask Spread %	96.49	53.91	110.79	89.60	108.88
Gamma HHI	0.71	0.26	0.87	0.55	0.66
Net GEX	-33.5K	-47.8K	2.4K	-22.6K	-35.0K
Net DEX	1.1M	493.1K	1.5M	766.8K	493.1K
Net VEX	-7.5K	-9.8K	-4.2K	-4.3K	-9.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.02	0.00	12.00	0.00	0.00
Total Volume	40.143	0	352	3	108
Total OI	1,094.238	902	1,401	961	1,167

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
2021-07-01	$36.66	$40.00	28.7%	8.2%	19.4%	13.9%	0.0%	0.5%	0.7%	-22.6K	766.8K	-4.3K	0.00	89.60	0	3	128	833
2021-07-02	$36.56	$40.00	45.5%	13.0%	18.8%	38.4%	82.8%	28.3%	-10.4%	-26.5K	739.7K	-4.5K	0.00	75.17	1	0	128	836
2021-07-06	$35.68	$30.00	43.1%	11.5%	19.6%	34.8%	46.1%	10.1%	5.8%	-19.9K	823.3K	-4.3K	0.00	99.08	1	0	127	836
2021-07-07	$35.25	$30.00	34.4%	11.4%	19.4%	22.1%	0.0%	3.6%	1.7%	-15.6K	856.2K	-4.2K	0.00	96.94	0	352	128	836
2021-07-08	$34.59	$30.00	46.0%	11.2%	20.1%	39.2%	0.0%	-1.4%	-9.0%	-43.4K	1.5M	-7.6K	2.00	100.96	25	50	128	1,188
2021-07-09	$34.81	$30.00	51.3%	12.7%	19.9%	46.8%	0.0%	10.0%	-7.7%	-36.0K	1.5M	-8.3K	0.00	96.96	2	0	153	1,241
2021-07-12	$35.72	$30.00	52.7%	11.3%	22.3%	48.9%	0.0%	-1.6%	-9.5%	-36.5K	1.4M	-8.4K	0.00	82.40	3	0	155	1,241
2021-07-13	$35.32	$30.00	60.2%	14.3%	22.3%	59.9%	49.7%	13.5%	1.9%	-38.9K	1.5M	-8.4K	0.00	96.59	10	0	155	1,241
2021-07-14	$35.16	$30.00	40.9%	11.7%	21.5%	31.7%	49.1%	-3.0%	-14.4%	-29.0K	1.4M	-8.3K	0.00	101.36	9	0	161	1,233
2021-07-15	$35.22	$30.00	42.1%	12.1%	21.6%	33.3%	0.0%	7.8%	-7.7%	-39.2K	1.4M	-8.3K	0.00	104.94	0	0	168	1,233
2021-07-16	$35.10	$30.00	48.1%	13.8%	21.5%	42.1%	0.0%	-1.4%	-19.3%	2.4K	1.4M	-8.2K	0.00	94.34	3	0	168	1,233
2021-07-19	$35.02	$30.00	37.8%	10.8%	20.3%	27.1%	42.6%	-6.8%	2.4%	-36.7K	1.2M	-8.1K	0.13	110.79	8	1	87	815
2021-07-20	$36.15	$30.00	44.6%	12.8%	23.2%	37.0%	0.0%	-4.4%	-1.4%	-37.6K	1.1M	-8.2K	0.00	101.33	0	0	89	815
2021-07-21	$35.94	$30.00	43.5%	12.5%	23.0%	35.4%	43.5%	5.5%	-12.8%	-41.8K	1.1M	-8.2K	0.00	99.65	1	0	89	815
2021-07-22	$35.48	$30.00	55.7%	16.0%	22.9%	53.3%	0.0%	11.3%	-12.4%	-43.8K	1.2M	-8.0K	0.00	101.51	0	0	90	815
2021-07-23	$35.80	$30.00	58.8%	16.9%	21.6%	57.8%	53.3%	5.3%	-23.1%	-47.8K	1.2M	-8.0K	0.00	91.53	22	0	90	815
2021-07-26	$36.54	$30.00	44.6%	12.8%	23.0%	37.0%	48.2%	8.2%	0.1%	-39.7K	1.1M	-8.0K	0.09	102.04	11	1	90	815
2021-07-27	$36.38	$30.00	44.0%	12.6%	22.7%	36.2%	44.2%	6.3%	3.1%	-37.0K	1.0M	-8.2K	2.00	53.91	1	2	122	815
2021-07-28	$36.38	$30.00	34.0%	9.7%	22.7%	21.5%	35.2%	7.2%	-11.7%	-39.2K	990.8K	-7.9K	0.08	107.70	200	16	133	816
2021-07-29	$37.18	$30.00	42.5%	12.2%	23.9%	34.0%	83.0%	2.7%	-17.3%	-39.3K	960.5K	-8.0K	12.00	110.70	1	12	133	818
2021-07-30	$37.20	$35.00	31.4%	9.0%	23.5%	17.8%	36.8%	6.0%	20.2%	-35.0K	493.1K	-9.8K	0.00	108.88	108	0	333	834