CSV Options History — April 2022

In April 2022, CSV traded between $42.60 and $53.17. ATM implied volatility averaged 44.2%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 15.4% (HV 20d: 28.8%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.38.

Notable Days

  • 2022-04-28: Highest Volume — 804 contracts
  • 2022-04-21: Largest IV spike — 60.0% change
  • 2022-04-12: Highest IV Rank — 97.9%
  • 2022-04-29: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.69$42.60$53.17$52.35$42.60
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV44.2%29.3%68.9%39.9%47.6%
Expected Move11.4%8.4%13.6%9.6%13.6%
HV 20d28.8%23.4%39.7%29.2%39.7%
HV 60d29.3%27.3%33.5%30.0%33.5%
IV Rank49.1%19.9%97.9%40.8%55.8%
IV Percentile69.4%16.7%99.6%65.9%84.5%
Term Structure-2.1%-17.1%10.6%-15.3%-17.1%
VWIV40.6%30.3%47.9%38.1%47.3%
Skew 25d3.0%-3.7%11.0%4.0%2.3%
Skew 10d9.4%-10.9%26.9%26.9%18.8%
Call IV 25d40.2%32.1%49.0%32.1%47.3%
Put IV 25d43.2%33.7%49.7%36.1%49.6%
Bid-Ask Spread %93.8681.89104.0690.4099.44
Gamma HHI0.350.210.550.430.29
Net GEX221.0K-10.0K491.2K457.4K-10.0K
Net DEX-1.5M-4.6M2.5M-4.4M2.5M
Net VEX-11.2K-15.6K-4.8K-15.6K-4.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.002.412.411.74
Total Volume502.859804477650
Total OI3,042.71,5814,2184,0792,208

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$52.35$50.0039.9%9.6%29.2%40.8%38.1%4.0%-15.3%457.4K-4.4M-15.6K2.4190.401403373,657422
2022-04-04$52.34$50.0039.6%9.8%29.1%40.2%38.9%5.3%7.5%432.7K-4.0M-14.3K1.9790.241472893,660502
2022-04-05$52.74$50.0038.9%10.4%29.2%38.8%40.4%-0.3%-3.4%460.5K-4.6M-15.1K1.9594.491482893,664527
2022-04-06$51.25$50.0061.7%12.7%31.0%83.7%40.9%8.3%-6.4%413.5K-3.0M-14.2K1.6894.631582663,665527
2022-04-07$51.85$50.0041.1%11.6%30.1%43.1%42.6%0.0%0.8%468.9K-3.8M-13.2K1.6884.861582663,676529
2022-04-08$51.77$50.0041.2%11.3%30.0%43.3%41.3%5.8%-4.4%491.2K-3.5M-13.6K1.6781.891572623,671529
2022-04-11$50.94$50.0063.6%11.8%28.9%87.5%36.6%9.6%-3.1%441.4K-2.5M-11.8K1.6791.471572623,671532
2022-04-12$51.52$50.0068.9%10.2%28.3%97.9%39.8%-1.4%4.2%477.9K-3.2M-10.9K1.6888.091572633,672532
2022-04-13$52.12$50.0040.6%11.6%28.1%42.1%38.0%3.5%-6.5%460.9K-3.9M-10.6K1.7495.261562713,671535
2022-04-14$51.94$50.0034.9%10.0%28.1%30.9%34.2%-3.3%2.3%22.1K-4.3M-9.6K1.6889.681612713,672546
2022-04-18$52.20$50.0039.6%11.3%24.8%40.1%38.9%5.4%-8.3%19.5K650.0K-8.4K2.1496.181182531,110471
2022-04-19$53.17$50.0035.7%10.2%25.4%32.4%39.7%1.4%1.1%29.2K263.5K-9.8K0.8699.073002581,116471
2022-04-20$52.96$50.0029.3%8.4%25.3%19.9%37.9%5.2%10.6%57.0K-436.5K-12.8K0.6789.083862581,302478
2022-04-21$52.20$50.0046.9%13.5%23.4%54.6%43.4%11.0%-8.5%59.1K-321.6K-11.9K0.6894.043842621,408478
2022-04-22$49.95$50.0043.6%12.5%26.8%48.0%42.4%5.7%-5.5%47.6K275.5K-9.8K0.8798.093893371,408484
2022-04-25$49.62$50.0047.4%13.6%26.6%55.4%47.0%5.6%-7.9%34.7K504.9K-10.1K0.7596.153872891,418564
2022-04-26$48.51$50.0043.5%12.5%27.3%47.7%47.4%-3.7%7.6%18.8K746.6K-9.8K0.6899.173922661,418597
2022-04-27$48.72$50.0047.4%13.6%27.0%55.6%47.9%-2.7%2.0%21.9K832.0K-9.0K0.00100.83901,424604
2022-04-28$45.03$50.0031.6%9.1%37.7%24.4%30.3%-1.7%8.6%16.1K1.4M-8.1K1.04104.063954091,431604
2022-04-29$42.60$50.0047.6%13.6%39.7%55.8%47.3%2.3%-17.1%-10.0K2.5M-4.8K1.7499.442374131,430778